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Annika Lang
ORCID
Publication Activity (10 Years)
Years Active: 2010-2024
Publications (10 Years): 19
Top Topics
Random Fields
Multiscale
Monte Carlo
Finite Element
Top Venues
CoRR
MCQMC
Math. Comput. Simul.
Monte Carlo Methods Appl.
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Publications
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Annika Lang
,
Per Ljung
,
Axel Målqvist
Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation.
Multiscale Model. Simul.
22 (1) (2024)
Erik Jansson
,
Annika Lang
,
Mike Pereira
Non-stationary Gaussian random fields on hypersurfaces: Sampling and strong error analysis.
CoRR
(2024)
Annika Lang
,
Per Ljung
,
Axel Målqvist
Localized orthogonal decomposition for a multiscale parabolic stochastic partial differential equation.
CoRR
(2023)
Annika Lang
,
Ioanna Motschan-Armen
Euler-Maruyama approximations of the stochastic heat equation on the sphere.
CoRR
(2023)
Sondre Wiersdalen
,
Mike Pereira
,
Annika Lang
,
Gábor Szederkényi
,
Jean Auriol
,
Balázs Kulcsár
Incremental Exponential Stability of the Unidirectional Flow Model.
CoRR
(2023)
Erik Jansson
,
Mihály Kovács
,
Annika Lang
Surface Finite Element Approximation of Spherical Whittle-Matérn Gaussian Random Fields.
SIAM J. Sci. Comput.
44 (2) (2022)
Mihály Kovács
,
Annika Lang
,
Andreas Petersson
Approximation of SPDE covariance operators by finite elements: A semigroup approach.
CoRR
(2021)
Erik Jansson
,
Mihály Kovács
,
Annika Lang
Surface finite element approximation of spherical Whittle-Matérn Gaussian random fields.
CoRR
(2021)
Annika Lang
,
Mike Pereira
Galerkin-Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds.
CoRR
(2021)
David Cohen
,
Annika Lang
Numerical approximation and simulation of the stochastic wave equation on the sphere.
CoRR
(2021)
Mike Pereira
,
Pinar Boyraz Baykas
,
Balázs Kulcsár
,
Annika Lang
Parameter and density estimation from real-world traffic data: A kinetic compartmental approach.
CoRR
(2021)
Mike Pereira
,
Annika Lang
,
Balázs Kulcsár
Short-term traffic prediction using physics-aware neural networks.
CoRR
(2021)
Mihály Kovács
,
Annika Lang
,
Andreas Petersson
Hilbert-Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations.
CoRR
(2021)
Chuchu Chen
,
David Cohen
,
Raffaele D'Ambrosio
,
Annika Lang
Drift-preserving numerical integrators for stochastic Hamiltonian systems.
Adv. Comput. Math.
46 (2) (2020)
Adam Andersson
,
Annika Lang
,
Andreas Petersson
,
Leander Schroer
Finite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs.
CoRR
(2019)
Mihály Kovács
,
Annika Lang
,
Andreas Petersson
Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise.
CoRR
(2019)
Chuchu Chen
,
David Cohen
,
Raffaele D'Ambrosio
,
Annika Lang
Drift-preserving numerical integrators for stochastic Hamiltonian systems.
CoRR
(2019)
Annika Lang
,
Andreas Petersson
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations.
Math. Comput. Simul.
143 (2018)
Peter E. Creasey
,
Annika Lang
Fast generation of isotropic Gaussian random fields on the sphere.
Monte Carlo Methods Appl.
24 (1) (2018)
Annika Lang
A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes.
MCQMC
(2014)
Annika Lang
,
Jürgen Potthoff
Erratum: Fast simulation of Gaussian random fields [Monte Carlo Methods Appl. 17(2011), 195-214].
Monte Carlo Methods Appl.
19 (1) (2013)
Tanja Teuber
,
Annika Lang
A new similarity measure for nonlocal filtering in the presence of multiplicative noise.
Comput. Stat. Data Anal.
56 (12) (2012)
Annika Lang
Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales.
J. Comput. Appl. Math.
236 (7) (2012)
Andrea Barth
,
Annika Lang
Multilevel Monte Carlo method with applications to stochastic partial differential equations.
Int. J. Comput. Math.
89 (18) (2012)
Annika Lang
,
Jürgen Potthoff
Fast simulation of Gaussian random fields.
Monte Carlo Methods Appl.
17 (3) (2011)
Tanja Teuber
,
Annika Lang
Nonlocal Filters for Removing Multiplicative Noise.
SSVM
(2011)
Annika Lang
A Lax equivalence theorem for stochastic differential equations.
J. Comput. Appl. Math.
234 (12) (2010)
Annika Lang
Mean square convergence of a semidiscrete scheme for SPDEs of Zakai type driven by square integrable martingales.
ICCS
(1) (2010)