19th GAMM-Seminar Leipzig on High-dimensional problems - Numerical treatment and applications

The GAMM-Committee "Efficient numerical methods for partial differential equations" in cooperation with the Max-Planck-Institute for Mathematics in the Sciences organises the annual GAMM-Seminar Leipzig. The workshop topics include but are not limited to:

• High dimensional partial differential equations, integral equations, and integrals
• Schrödinger equation, high dimensional phase space discretisations, Boltzmann equation, path integral discretisations, applications in mathematical finance and statistics
• sparse grids methods, quasi Monte Carlo methods, stochastic solution methods, particle methods.