  There is a large variety of quantum and classical systems in which the
quenched disorder plays a dominant r\^ole over quantum, thermal, or stochastic
fluctuations : these systems display strong spatial heterogeneities, and many
averaged observables are actually governed by rare regions. A unifying approach
to treat the dynamical and/or static singularities of these systems has emerged
recently, following the pioneering RG idea by Ma and Dasgupta and the detailed
analysis by Fisher who showed that the Ma-Dasgupta RG rules yield asymptotic
exact results if the broadness of the disorder grows indefinitely at large
scales. Here we report these new developments by starting with an introduction
of the main ingredients of the strong disorder RG method. We describe the basic
properties of infinite disorder fixed points, which are realized at critical
points, and of strong disorder fixed points, which control the singular
behaviors in the Griffiths-phases. We then review in detail applications of the
RG method to various disordered models, either (i) quantum models, such as
random spin chains, ladders and higher dimensional spin systems, or (ii)
classical models, such as diffusion in a random potential, equilibrium at low
temperature and coarsening dynamics of classical random spin chains, trap
models, delocalization transition of a random polymer from an interface, driven
lattice gases and reaction diffusion models in the presence of quenched
disorder. For several one-dimensional systems, the Ma-Dasgupta RG rules yields
very detailed analytical results, whereas for other, mainly higher dimensional
problems, the RG rules have to be implemented numerically. If available, the
strong disorder RG results are compared with another, exact or numerical
calculations.
