Michael Griebel

Michael Griebel
Date of birth: 13 Jan 1960
Academic career
1979–1985 Studies of Computer Science and Mathematics,
TU München
1985 Diplom in Computer Science, TU München, Advisor:
F.L.Bauer
1985–1990 Wissenschaftlicher Angestellter at the Institute
for Informatics, TU München
1989 PhD in Computer Science, TU München, Advisor:
C. Zenger
1990–1993 Wissenschaftlicher Assistent (C1) at the Institute
for Informatics, TU München
1993 Habilitation in Computer Science, TU München,
Advisor: C. Zenger
1994–1995 Wissenschaftlicher Oberassistent (C2) at the
Institute for Informatics, TU München
1995 Venia Legendi in Computer Science, TU
München
1995–1995 Priv.Doz. at the Institute for Informatics, TU
München
1996– Professor (C4) of Scientific Computing and Numerical
Simulation, Bonn University
2003– Director of the Institute for Numerical Simulation,
Bonn University
2010– Director of Fraunhofer-Institute for Algorithms
and Scientific Computing (SCAI)
Offers
1995 C4 professorship in numerical mathematics, Düsseldorf
1998 C4 professorship in simulation of large systems, Stuttgart
1998 Research position at the Lawrence Livermore National Laboratory, California
2002 C4 professorship in technomathematics, Kaiserslautern University joint with leading
position at the Fraunhofer-Institut for Techno- und Wirtschaftsmathematik
Invited Lectures

2001 First SIAM-EMS Conference on Applied Mathematics in Our Changing World,
Berlin
2002 SIAM 50th Anniversary Meeting, Philadelphia
2003 Numerical Methods in Computational Mechanics, Purdue
2004 Modern Computational Methods in Applied Mathematics (MCM), Bedlewo
2005 Foundations of Computational Mathematics (FoCM), Santander, and High-
Dimensional Partial Differential Equations in Science and Engineering, Montreal
2006 International Congress on the Applications of Mathematics, Santiago de Chile
2006 World Congress on Computational Mechanics, Los Angeles
2006 International Congress of Mathematicians, Madrid
2006 Numerical Methods in Finance. An Amamef Conference
2007 ENUMATH, Graz
2007 European Postgraduate Fluid Dynamics Conference
2008 IUTAM, Symposium on Modeling Nanomaterials and Nanosystems, Aalborg
2008 Summer School on Nanotechnology and Mathematics, Santiago de Compostela
2009 Algorithms and Complexity for Continuous Problems, Dagstuhl
2010 Zurich Summer School, Sparse Tensor Discretizations of High-Dimensional Problems
Editorships
Numerische Mathematik (Managing Editor); Springer Lecture Notes in Computational Science
and Engineering; Springer Texts in Computational Science and Engineering; SIAM Multiscale
Modeling and Simulation.
Research Area J A main focus of research is the approximation of high-dimensional functions
and the solution of partial differential equations in high dimensions. Also, data analysis problems
are of interest here. Our central tool in this respect is the dimension-adaptive sparse grid
method and its generalizations. Another focus is the development of efficient numerical methods
for the treatment of two-phase-flow problems and for the simulation of materials on the
atomistic and the continuous scale with special emphazise to nano-techology. Finally, adaptive
discretizations for partial differential equations, multi-level solvers of the arising linear systems
and their parallelisation are under investigation.
Selected PhD students
Frank Kiefer (2001), now Programmdirektor at DFG; Jochen Garcke (2004), now Nachwuchsgruppenleiter
TU Berlin; Jan Hamaekers (2009), now Department Head at Fraunhofer SCAI.
Habilitations
Gerhard Zumbusch (2001), now Professor Jena; Thomas Gerstner (2007), now Professor
Frankfurt; Marc Alexander Schweitzer (2008), now Professor Stuttgart.
Selected publications
[BG04] BUNGARTZ, Hans-Joachim ; GRIEBEL, Michael: Sparse grids. In: Acta Numer. 13 (2004), S. 147–269. –
ISSN 0962–4929
[BG09] BRAUN, Jürgen ; GRIEBEL, Michael: On a constructive proof of Kolmogorov’s superposition theorem. In:
Constr. Approx. 30 (2009), Nr. 3, S. 653–675. – ISSN 0176–4276
[GG03] GERSTNER, T. ; GRIEBEL, M.: Dimension-adaptive tensor-product quadrature. In: Computing 71 (2003),
Nr. 1, S. 65–87. – ISSN 0010–485X
[GH10a] GRIEBEL, M. ; HAMAEKERS, J.: Tensor Product Multiscale Many-Particle Spaces with Finite-Order Weights
for the Electronic Schrödinger Equation. In: Zeitschrift für Physikalische Chemie 224 (2010), S. 527–543
[GH10b] GRIEBEL, Michael ; HOLTZ, Markus: Dimension-wise integration of high-dimensional functions with applications
to finance. In: J. Complexity 26 (2010), Nr. 5, S. 455–489. – ISSN 0885–064X
[GK09] GRIEBEL, M. ; KNAPEK, S.: Optimized general sparse grid approximation spaces for operator equations.
In: Math. Comp. 78 (2009), Nr. 268, S. 2223–2257. – ISSN 0025–5718

[GO95]
[GO07]
[Gri94]
[Gri06]
[GW06]
GRIEBEL, M. ; OSWALD, P.: On the abstract theory of additive and multiplicative Schwarz algorithms. In:
Numer. Math. 70 (1995), S. 163–180. – Also as SFB-Report 342/6/93 A, Institut für Informatik, Technische
Universität München, 1993
GRIEBEL, M. ; OELTZ, D.: A sparse grid space-time discretization scheme for parabolic problems. In:
Computing 81 (2007), Nr. 1, S. 1–34. – ISSN 0010–485X
GRIEBEL, Michael: Multilevel algorithms considered as iterative methods on semidefinite systems. In:
SIAM J. Sci. Comput. 15 (1994), Nr. 3, S. 547–565. – ISSN 1064–8275. – Iterative methods in numerical
linear algebra (Copper Mountain Resort, CO, 1992)
GRIEBEL, Michael: Sparse grids and related approximation schemes for higher dimensional problems.
In: Foundations of computational mathematics, Santander 2005 Bd. 331. Cambridge : Cambridge Univ.
Press, 2006, S. 106–161
GRIEBEL, M. ; WOZNIAKOWSKI, H.: On the optimal convergence rate of universal and non-universal algorithms
for multivariate integration and approximation. In: Mathematics of Computation 75(255) (2006), S.
1259–1286