• F. Lindner, R. Schilling (Technische Universität Dresden)
• S. Dahlke, NN (Universität Marburg)
• K. Ritter, NN (Technische Universität Darmstadt)

This project is concerned with the numerical treatment of complex stochastic dynamical systems which are described by stochastic partial differential equations of parabolic type on piecewise smooth domains. These equations are driven by a (cylindrical) Wiener process and may be interpreted as abstract Cauchy problems in a suitable function space. We study the pathwise approximation of the solution process, and the aim of our joint research project of numerical analysts and probabilists is to derive a fully adaptive numerical scheme in time and space.

Deutsche Forschungsgemeinschaft (DFG RI599/4-1), Priority Programme 1324