Research Group of Prof. Dr. M. Griebel
Institute for Numerical Simulation
maximize

Dr. Jens Oettershagen

Address: Institut für Numerische Simulation
Wegelerstr. 6
53115 Bonn
Germany
Office: We6 6.017
Phone: +49 228 733486
E-Mail: oettershagen.ins.uni-bonn.de


Research Interests

with applications to



Research Projects

Project GR 1144/21-1: Likelihood-Approximation für Discrete Choice Modelle mit Dünnen Gittern
Cluster of Excellence: Hausdorff Center for Mathematics
Project Area J: High-dimensional problems and multi-scale methods

Completed Research Projects

Efficient enumeration of Frolov lattice points
DFG SFB 1060: The Mathematics of Emergent Effects
Project A07: A new sparse grid cumulant method for the electronic Schrödinger equation

Teaching


Theses (co-supervised)

[1] C. Kacwin. Realization of the Frolov cubature formula via orthogonal Chebyshev-Frolov lattices. Masterarbeit, Institut für Numerische Simulation, Universität Bonn, 2016.
bib | .pdf 1 ]
[2] F. Schildmann. Maximum-Likelihood-Approximation mit dünnen Gittern. Bachelorarbeit, Institut für Numerische Simulation, Universität Bonn, 2012.
bib | .pdf 1 ]


Publications

[1] J. Oettershagen. Construction of Optimal Cubature Algorithms with Applications to Econometrics and Uncertainty Quantification. Dissertation, Institut für Numerische Simulation, Universität Bonn, jan 2017.
bib | .pdf 1 ]
[2] C. Kacwin, J. Oettershagen, and T. Ullrich. On the orthogonality of the Chebyshev-Frolov lattice and applications. 2017. Accepted by Math. Nachrichten.
bib | DOI | arXiv ]
[3] M. Griebel and J. Oettershagen. On tensor product approximation of analytic functions. Journal of Approximation Theory, 207:348-379, 2016. Also available as INS Preprint No. 1512.
bib | .pdf 1 ]
[4] A. Hinrichs, L. Markhasin, J. Oettershagen, and T. Ullrich. Optimal quasi-Monte Carlo rules on higher order digital nets for the numerical integration of multivariate periodic functions. Numerische Mathematik, 134(1):163-196, 2016.
bib | DOI | arXiv ]
[5] A. Hinrichs and J. Oettershagen. Optimal point sets for quasi-Monte Carlo integration of bivariate periodic functions with bounded mixed derivatives. In R. Cools and D. Nuyens, editors, Monte Carlo and Quasi-Monte Carlo Methods: MCQMC, Leuven, Belgium, April 2014, pages 385-405. Springer International Publishing, 2016.
bib | DOI | arXiv ]
[6] M. Griebel and J. Oettershagen. Dimension-adaptive sparse grid quadrature for integrals with boundary singularities. In Sparse grids and Applications, volume 97 of Lecture Notes in Computational Science and Engineering, pages 109-136. Springer, 2014. Also available as INS Preprint no 1310.
bib | .pdf 1 ]
[7] J. Oettershagen. Reduktion der effektiven Dimension und ihre Anwendung auf hochdimensionale Probleme. Diplomarbeit, Institut für Numerische Simulation, Universität Bonn, 2011.
bib | .pdf 1 ]

Talks

Conference contributions

[1] Optimal sparse grid integration in reproducing kernel Hilbert spaces with application to econometrics,
SGA16 - 4th Workshop on Sparse Grids and Applications, Miami, FL, USA, October 4-7, 2016.
[2] Higher order Monte Carlo integration,
MCQMC16 - 12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing , Stanford, CA, USA, August 14-18, 2016.
[3] Tensor product approximation of multivariate analytic functions,
UQ16 - SIAM Conference on Uncertainty Quantification, Lausanne, Switzerland, April 5-8, 2016.
[4] Optimal integration of smooth functions with sparse grids,
SGA14 - 3rd Workshop on Sparse Grids and Applications, Stuttgart, Germany, September 1-5, 2014.
[5] Greedy construction of optimal sparse grid cubature formulas for smooth integrands,
MC-QMC2014 - Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Leuven, Belgium, April 6-11, 2014.
[6] Sparse tensor products of optimal quadrature formulae,
HDA2013 - 5th Workshop on High-Dimensional Approximation, Canberra, Australia, February 11-15, 2013.
[7] Approximation of linear functionals in reproducing kernel Hilbert spaces,
Algorithms and Complexity for Continuous Problems, Schloss Dagstuhl, Wadern, Germany, September 23-28, 2012.
[8] Optimal approximation in reproducing kernel Hilbert spaces ,
DWCAA 2012 - 3rd Dolomites Workshop on Constructive Approximation and Applications, Alba di Canazei, Italy, September 9-14, 2012.
[9] Dimension-adaptive Sparse Grid Quadrature for Integrals with Boundary Singularities,
2nd Workshop on Sparse Grids and Applications, Munich, Germany, July 2-6, 2012.

Other Talks

[1] On the construction of optimal cubature rules with applications to uncertainty quantification,
Quasi-Monte Carlo Methods: Theory and Applications, Linz, Austria, June 7, 2017.
[2] Optimal integration in reproducing kernel Hilbert spaces,
Seminar Prof. Harbrecht, Basel, Switzerland, March 24, 2017.
[3] Optimal quadrature rules, nonlinear approximation and sparse tensor products,
Seminar for Analysis, Aachen, Germany, May 16, 2016.
[4] Optimal integration in reproducing kernel Hilbert spaces,
Seminar for Analysis, Linz, Austria, December 9, 2015.
[5] Multivariate integration with sparse grids,
SFB F55 Quasi-Monte Carlo methods: Theory and applications, Linz, Austria, May 12, 2014.
[6] Optimized pointsets for numerical integration,
Seminar on Mathematics of Computation, Bonn, Germany, February 3, 2014.