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ERC

BREAD Report Summary

Project ID: 338977
Funded under: FP7-IDEAS-ERC
Country: France

Mid-Term Report Summary - BREAD (Breaking the curse of dimensionality: numerical challenges in high dimensional analysis and simulation)

This project is devoted to the mathematical treatment of problems that involve a large number of variables and, for this reason, are difficult to capture numerically, due to the so-called "curse of dimensionality".

Its main outcome are:

The identifications of certain specific features in the governing partial differential equations for such problems that allow in principle to break the curse of dimensionality,in the sense of providing with approximations of prescribed accuracy where the complexity does not grow exponentially with the number of variables.

The development of concrete numerical strategies that produce these type of approximations, with convergence bound that reflect the previously mentioned theoretical analysis. These methods are based on the concept of sparsity combined with high-dimensional polynomial expansions.

Contact

Annabelle OSTYN
Tel.: +33144272678
E-mail
Record Number: 189117 / Last updated on: 2016-09-20