Annika Lang

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Andrea BarthProfessor of Mathematics, University of StuttgartEmail verificata su mathematik.uni-stuttgart.de
Christoph SchwabProfessor for Mathematics, ETH ZurichEmail verificata su math.ethz.ch
Mike PereiraMines Paris - PSL UniversityEmail verificata su minesparis.psl.eu
Dr. Tanja TeuberCorporate Research & Technology, Carl Zeiss AGEmail verificata su mathematik.uni-kl.de
Mihaly KovacsChalmers University of TechnologyEmail verificata su chalmers.se
David CohenProfessor, Chalmers University of Technology and University of GothenburgEmail verificata su chalmers.se
Raffaele D'AmbrosioUniversity of L'AquilaEmail verificata su univaq.it
Balazs KulcsarChalmers University of TechnologyEmail verificata su chalmers.se
Peter CreaseyMercuna DevelopmentsEmail verificata su mercuna.com
Lukas HerrmannJohann Radon Institute for Computational and Applied Mathematics, RICAMEmail verificata su ricam.oeaw.ac.at
Galatia CleanthousAssistant Professor, National University of Ireland, MaynoothEmail verificata su mu.ie
Athanasios G. GeorgiadisAssistant Professor, Trinity College of Dublin, the University of DublinEmail verificata su tcd.ie
Emilio PorcuProfessor of Statistics, KU Abu Dhabi, & Research Fellow, ADIA LabEmail verificata su ku.ac.ae
Stig LarssonChalmers tekniska högskolaEmail verificata su chalmers.se
Martin SchlatherUniversität MannheimEmail verificata su uni-mannheim.de
Kristin KirchnerDelft University of TechnologyEmail verificata su tudelft.nl
Adam AnderssonChalmers University of Technology and the University of Gothenburg, Saab AB Radar SolutionsEmail verificata su chalmers.se
Axel MalqvistProfessor of Mathematics, Chalmers University of Technology and University of GothenburgEmail verificata su chalmers.se

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Annika Lang

Professor, Chalmers University of Technology & University of Gothenburg

Email verificata su chalmers.se - Home page

Numerical Analysis of SPDEs Stochastic Simulation


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations A Lang, C Schwab	190	2015
Multilevel Monte Carlo method for parabolic stochastic partial differential equations A Barth, A Lang, C Schwab BIT Numerical Mathematics 53, 3-27, 2013	104	2013
Fast simulation of Gaussian random fields A Lang, J Potthoff Walter de Gruyter GmbH & Co. KG 17 (3), 195-214, 2011	94	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	72	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	58	2020
Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises A Barth, A Lang Applied Mathematics & Optimization 66, 387-413, 2012	54	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	51	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	43*	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	20	2016
A Lax equivalence theorem for stochastic differential equations A Lang Journal of computational and applied mathematics 234 (12), 3387-3396, 2010	19	2010
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
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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