Annika Lang

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Andrea BarthProfessor of Mathematics, University of StuttgartZweryfikowany adres z mathematik.uni-stuttgart.de
Christoph SchwabProfessor for Mathematics, ETH ZurichZweryfikowany adres z math.ethz.ch
Mike PereiraMines Paris - PSL UniversityZweryfikowany adres z minesparis.psl.eu
Dr. Tanja TeuberCorporate Research & Technology, Carl Zeiss AGZweryfikowany adres z mathematik.uni-kl.de
Mihaly KovacsChalmers University of TechnologyZweryfikowany adres z chalmers.se
David CohenFull Professor, Chalmers University of Technology and University of GothenburgZweryfikowany adres z chalmers.se
Balazs KulcsarChalmers University of TechnologyZweryfikowany adres z chalmers.se
Raffaele D'AmbrosioUniversity of L'AquilaZweryfikowany adres z univaq.it
Peter CreaseyMercuna DevelopmentsZweryfikowany adres z mercuna.com
Lukas HerrmannJohann Radon Institute for Computational and Applied Mathematics, RICAMZweryfikowany adres z ricam.oeaw.ac.at
Galatia CleanthousAssistant Professor, National University of Ireland, MaynoothZweryfikowany adres z mu.ie
Athanasios G. GeorgiadisAssistant Professor, Trinity College of Dublin, the University of DublinZweryfikowany adres z tcd.ie
Emilio PorcuProfessor of Statistics, KU Abu Dhabi, & Research Fellow, ADIA LabZweryfikowany adres z ku.ac.ae
Stig LarssonChalmers tekniska högskolaZweryfikowany adres z chalmers.se
Martin SchlatherUniversität MannheimZweryfikowany adres z uni-mannheim.de
Kristin KirchnerDelft University of TechnologyZweryfikowany adres z tudelft.nl
Adam AnderssonChalmers University of Technology and the University of Gothenburg, Saab AB Radar SolutionsZweryfikowany adres z chalmers.se
Axel MalqvistProfessor of Mathematics, Chalmers University of Technology and University of GothenburgZweryfikowany adres z chalmers.se

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Annika Lang

Professor, Chalmers University of Technology & University of Gothenburg

Zweryfikowany adres z chalmers.se - Strona główna

Numerical Analysis of SPDEs Stochastic Simulation


Tytuł Sortuj wg cytatów Sortuj wg roku Sortuj wg tytułu	Cytowane przez Cytowane przez	Rok
Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations A Lang, C Schwab	192	2015
Multilevel Monte Carlo method for parabolic stochastic partial differential equations A Barth, A Lang, C Schwab BIT Numerical Mathematics 53, 3-27, 2013	109	2013
Fast simulation of Gaussian random fields A Lang, J Potthoff Walter de Gruyter GmbH & Co. KG 17 (3), 195-214, 2011	96	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	76	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	63	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
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	54	2012
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
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	25	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	23	2018
Simulation of stochastic partial differential equations and stochastic active contours A Lang None, 2007	22	2007
Short-term traffic prediction using physics-aware neural networks M Pereira, A Lang, B Kulcsár Transportation research part C: emerging technologies 142, 103772, 2022	21	2022
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	21	2016
A Lax equivalence theorem for stochastic differential equations A Lang Journal of computational and applied mathematics 234 (12), 3387-3396, 2010	19	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	17	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	17	2018

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