Annika Lang

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 19

Top Topics

Top Venues

Math. Comput. Simul.

Monte Carlo Methods Appl.

Publications

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)