Michael Griebel

Michael Griebel (born January 13, 1960 ) is a German mathematician and computer scientist . His research focuses on scientific computing and helped develop computer algorithms for sparse grids.

From 1979 Griebel studied computer science and mathematics at the Technical University of Munich with a diploma in computer science in 1985 with Friedrich L. Bauer . In 1989 he received his doctorate under Christoph Zenger at the Technical University of Munich (for the solution of finite difference and finite element equations using the hierarchical transformation multi-grid method ) and in 1993 he completed his habilitation at the Technical University of Munich. In 1994 he became senior scientific assistant and in 1995 private lecturer at the Institute for Computer Science at the Technical University of Munich. In 1996 he became Professor for Scientific Computing and Numerical Simulation at the University of Bonn and was director of the Institute for Numerical Simulation from 2003 to 2016. Since 2010 he has been director of the Fraunhofer Institute for Algorithms and Scientific Computing (SCAI) in Sankt Augustin .

Griebel deals with the approximation of functions in very many dimensions and the solution of partial differential equations in very many dimensions. To this end, he developed algorithms for the sparse grid (sparse grid) method and its further developments. He also develops numerical methods for applications on liquid flow with two phases and description of materials in nanotechnology and deals with adaptive discretizations in partial differential equations and multi-level solvers for linear systems and their parallelization.

He is the Managing Editor of Numerical Mathematics .

Fonts (selection)

with S. Knapek: Optimized general sparse grid approximation spaces for operator equations, Math. Comp., Volume 78, 2009, pp. 2223-2257
with Hans-Joachim Bungartz : Sparse grids, Acta Numer., Volume 13, 2004, pp. 147-269
with T. Gerstner: Dimension-adaptive tensor-product quadrature, Computing, Volume 71, 2003, pp. 65-87
Sparse grids and related approximation schemes for higher dimensional problems, in: Foundations of computational mathematics, Santander 2005, London Math. Soc. Lecture Note Ser., Cambridge UP, 2006, pp. 106-161
with Jürgen Braun: On a constructive proof of Kolmogorov's superposition theorem, Constr. Approx., Volume 30, 2009, pp. 653-675
with D. Oeltz: A sparse grid space-time discretization scheme for parabolic problems, Computing, Volume 81, 2007, pp. 1-34
with Markus Holtz: Dimension-wise integration of high-dimensional functions with applications to finance, J. Complexity, Volume 26, 2010, pp. 455-489
Multilevel algorithms considered as iterative methods on semidefinite systems, in: Iterative methods in numerical linear algebra (Copper Mountain Resort, CO, 1992), SIAM J. Sci. Comput., Vol. 15, 1994, pp. 547-565
with J. Hamaekers: Tensor Product Multiscale Many-Particle Spaces with Finite-Order Weights for the Electronic Schrödinger Equation, Zeitschrift für Physikalische Chemie, Volume 224, 2010, pp. 527-543
with H. Wozniakowski: On the optimal convergence rate of universal and non-universal algorithms for multivariate integration and approximation, Mathematics of Computation, Volume 75, 2006, pp. 1259-1286
with P. Oswald: On the abstract theory of additive and multiplicative Schwarz algorithms, Numerische Mathematik, Volume 70, 1995, pp. 163-180

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personal data
SURNAME	Griebel, Michael
BRIEF DESCRIPTION	German mathematician and computer scientist
DATE OF BIRTH	January 13, 1960