|Location:||Room 6.020, Wegelerstr. 6|
|Start:||The lecture starts in the second week of the teaching period.|
|Office hours:||on appointment, e-mail garckeins.uni-bonn.de|
There has been growing interest in the numerical treatment of high-dimensional problems in the recent decade. It is a challenging problem, since classical numerical discretization schemes fail in more than three or four dimensions due to the curse of dimensionality. This lecture will cover phenoma in high dimensions, describe numerical schemes which can be applied for high dimensional problems, and give examples for applications.The lecture will cover some, but can not cover all of the following topics. The particular focus of the lecture will be adapted to the interest and background of the participants.