Annika Lang

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Andrea BarthProfessor of Mathematics, University of StuttgartVerified email at mathematik.uni-stuttgart.de
Christoph SchwabProfessor for Mathematics, ETH ZurichVerified email at math.ethz.ch
Mike PereiraMines Paris - PSL UniversityVerified email at minesparis.psl.eu
Dr. Tanja TeuberCorporate Research & Technology, Carl Zeiss AGVerified email at mathematik.uni-kl.de
Mihaly KovacsChalmers University of TechnologyVerified email at chalmers.se
David CohenProfessor, Chalmers University of Technology and University of GothenburgVerified email at chalmers.se
Raffaele D'AmbrosioUniversity of L'AquilaVerified email at univaq.it
Balazs KulcsarChalmers University of TechnologyVerified email at chalmers.se
Peter CreaseyMercuna DevelopmentsVerified email at mercuna.com
Lukas HerrmannJohann Radon Institute for Computational and Applied Mathematics, RICAMVerified email at ricam.oeaw.ac.at
Galatia CleanthousAssistant Professor, National University of Ireland, MaynoothVerified email at mu.ie
Athanasios G. GeorgiadisAssistant Professor, Trinity College of Dublin, the University of DublinVerified email at tcd.ie
Emilio PorcuProfessor of Statistics, KU Abu Dhabi, & Research Fellow, ADIA LabVerified email at ku.ac.ae
Stig LarssonChalmers tekniska högskolaVerified email at chalmers.se
Martin SchlatherUniversität MannheimVerified email at uni-mannheim.de
Kristin KirchnerDelft University of TechnologyVerified email at tudelft.nl
Adam AnderssonChalmers University of Technology and the University of Gothenburg, Saab AB Radar SolutionsVerified email at chalmers.se
Axel MalqvistProfessor of Mathematics, Chalmers University of Technology and University of GothenburgVerified email at chalmers.se

Annika Lang

Professor, Chalmers University of Technology & University of Gothenburg

Verified email at chalmers.se - Homepage

Numerical Analysis of SPDEs Stochastic Simulation


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Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations A Lang, C Schwab	189	2015
Multilevel Monte Carlo method for parabolic stochastic partial differential equations A Barth, A Lang, C Schwab BIT Numerical Mathematics 53, 3-27, 2013	103	2013
Fast simulation of Gaussian random fields A Lang, J Potthoff Walter de Gruyter GmbH & Co. KG 17 (3), 195-214, 2011	91	2011
Simulation of stochastic partial differential equations using finite element methods A Barth, A Lang Stochastics An International Journal of Probability and Stochastic Processes …, 2012	71	2012
Multilevel Monte Carlo method with applications to stochastic partial differential equations A Barth, A Lang International Journal of Computer Mathematics 89 (18), 2479-2498, 2012	60	2012
Drift-preserving numerical integrators for stochastic Hamiltonian systems C Chen, D Cohen, R D’Ambrosio, A Lang Advances in Computational Mathematics 46, 1-22, 2020	57	2020
Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises A Barth, A Lang Applied Mathematics & Optimization 66, 387-413, 2012	53	2012
A new similarity measure for nonlocal filtering in the presence of multiplicative noise T Teuber, A Lang Computational Statistics & Data Analysis 56 (12), 3821-3842, 2012	50	2012
Lp and almost sure convergence of a Milstein scheme for stochastic partial differential equations A Barth, A Lang Stochastic Processes and their Applications 123 (5), 1563-1587, 2013	40*	2013
Nonlocal filters for removing multiplicative noise T Teuber, A Lang International Conference on Scale Space and Variational Methods in Computer …, 2011	34	2011
Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type A Lang, PL Chow, J Potthoff Stochastics: An International Journal of Probability and Stochastics …, 2010	27	2010
Kolmogorov–Chentsov theorem and differentiability of random fields on manifolds R Andreev, A Lang Potential Analysis 41, 761-769, 2014	24	2014
Fast generation of isotropic Gaussian random fields on the sphere PE Creasey, A Lang Monte Carlo Methods and Applications 24 (1), 1-11, 2018	23	2018
Numerical analysis of lognormal diffusions on the sphere L Herrmann, A Lang, C Schwab Stochastics and Partial Differential Equations: Analysis and Computations 6 …, 2018	21	2018
Simulation of stochastic partial differential equations and stochastic active contours A Lang None, 2007	21	2007
A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes A Lang Monte Carlo and Quasi-Monte Carlo Methods 163, 489-505, 2016	19	2016
Short-term traffic prediction using physics-aware neural networks M Pereira, A Lang, B Kulcsár Transportation research part C: emerging technologies 142, 103772, 2022	18	2022
A Lax equivalence theorem for stochastic differential equations A Lang Journal of computational and applied mathematics 234 (12), 3387-3396, 2010	18	2010
Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces G Cleanthous, AG Georgiadis, A Lang, E Porcu Stochastic Processes and their Applications 130 (8), 4873-4891, 2020	16	2020
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations A Lang, A Petersson Mathematics and Computers in Simulation 143, 99-113, 2018	16	2018

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