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Mauro Maggioni : A primer on wavelets and their applications

Wavelets are widely used in signal processing (e.g. analysis of sounds and music) and imaging, for tasks such as denoising and compression (ever wondered how jpeg works?). In harmonic analysis they have been used to understand and solve problems involving integral operators motivated by PDEs. In numerical PDEs they lead to fast algorithms for solving certain types of integral equations and PDEs. I will give a gentle introduction to wavelets and some of their motivating applications, accompanied by live demos. If time allows, I will discuss shortcomings and how they have been addressed in more recent developments and generalizations.

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