abstract:
In the first part of the talk the main goal of our project will be explained, which is the development of adaptive wavelet schemes for stochastic partial differential equations of parabolic type on piecewise smooth domains.
In the second part, a first result concerning the weak order of a (not adaptive) numerical scheme for the stochastic heat equation driven by impulsive noise will presented.
Finally, the last part of the talk will deal with adaptive wavelet tree approximation. |