Stig Larsson
The research of Stig Larsson is concerned with the numerical solution of partial differential equations, in particular finite element methods. Currently his main interest is stochastic partial differential equations, that is, equations that are perturbed by noise.
Showing 100 publications
An energy-based deep splitting method for the nonlinear filtering problem
A posteriori error analysis for the Cahn-Hilliard equation
A greedy algorithm for optimal heating in powder-bed-based additive manufacturing
Mittag-Leffler Euler Integrator for a Stochastic Fractional Order Equation with Additive Noise
On the discretisation in time of the stochastic Allen-Cahn equation
A weak space-time formulation for the linear stochastic heat equation
Numerical solution of parabolic problems based on a weak space-time formulation
Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise
Duality in refined Sobolev–Malliavin spaces and weak approximation of SPDE
Discrete Variational Derivative Methods for the EPDiff Equation
Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
Weak error analysis for semilinear stochastic Volterra equations with additive noise
On the discretization in time of the stochastic Allen-Cahn equation
On the backward Euler approximation of the stochastic Allen-Cahn equation
Full discretisation of semi-linear stochastic wave equations driven by multiplicative noise
An Error Estimate for Symplectic Euler Approximation of Optimal Control Problems
Compressive space-time Galerkin discretizations of parabolic partial differential equations
Erratum: Finite element approximation of the Cahn-Hilliard-Cook equation
An a posteriori error estimate for symplectic Euler approximation of optimal control problems
On Wavelet-Galerkin methods for semilinear parabolic equations with additive noise
A Method to Optimize Geometric Quality and Motion Feasibility of Assembly Sequences
A Trigonometric Method for the Linear Stochastic Wave Equation
Duality in refined Watanabe-Sobolev spaces and weak approximations of SPDE
Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
Optimal closing of a pair trade with a model containing jumps
Covariance structure of parabolic stochastic partial differential equations
Local pointwise a posteriori gradient error bounds for the Stokes equations
Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
Posterior consistency of the Bayesian approach to linear ill-posed inverse problems
On Wavelet-Galerkin methods for semilinear parabolic equations with additive noise
A trigonometric method for the linear stochastic wave equation
Covariance structure of parabolic stochastic partial differential equations
Finite element approximation of variational inequalities in optimal control
Integration of Computational Mathematics Education in the Mechanical Engineering Curriculum
Spatial approximation of stochastic convolutions
Finite element approximation of the Cahn-Hilliard-Cook equation
Finite-element approximation of the linearized Cahn-Hilliard-Cook equation
An adaptive finite element method for nonlinear optimal control problems
Finite element approximation of the linear stochastic wave equation with additive noise
The dual weighted residuals approach to optimal control of ordinary differential equations
Local pointwise a posteriori gradient error bounds for the Stokes equation
Spatial approximation of stochastic convolutions
Finite element approximation of the Cahn-Hilliard-Cook equation
Optimal closing of a pair trade with a model containing jumps
A posteriori error analysis for the Cahn-Hilliard equation
Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise
An improved method for dipole modeling in EEG-based source localization
Finite Element Approximation of the Linearized Cahn-Hilliard-Cook Equation
Introduction to stochastic partial differential equations
The Dual Weighted Residuals Approach to Optimal Control of Ordinary Differential Equations
Beräkningsinriktad matematikutbildning för maskinteknikprogrammet på Chalmers
A computational mathematics education for students of mechanical engineering
Discretization of integro-differential equations modeling dynamic fractional order viscoelasticity
Semilinear parabolic partial differential equations - theory, approximation, and application
Pointwise A Priori Error Estimates for the Stokes Equations in Polyhedral Domains
Linearly implicit finite element methods for the time-dependent Joule heating problem
Models and numerical procedures for nonlinear fractional order viscoelastics
The pedagogical implications of using MatLab in integrated chemistry and matehamatics courses
Models and numerical procedures for nonlinear fractional order viscoelastics
Adaptive discretization of fractional order viscoelasticity using sparse time history
How to prepare master students in chemical and bioengineering for the unknown future
Integration of mathematics/numeric analysis with chemistry/chemcial engineering.
Numerical shadowing near the global attractor for a semilinear parabolic equation
A shadowing result with applications to finite element approximation of reaction-diffusion equations
Adaptive finite element methods for parabolic problems. VI analytic semigroups
Backward euler type methods for parabolic integro-differential equations in Banach space
The stability of rational approximations of analytic semigroups
The discrete ordinates method for the neutron transport equation in an infinite cylindrical domain
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Showing 8 research projects
Time-Evolving Stochastic Manifolds (StochMan)
Nonlocal deterministic and stochastic differential equations: analysis and numerics
Numerical methods for stochastic partial differential equations
Matematik för elektronstrålesmältning: 3D-skrivning i metall
Numerical Analysis of Stochastic Partial Differential Equations
Geometry and Computational Anatomy (GEOCA)
Approximation and simulation of Lévy-driven SPDE
Numerical methods for stochastic partial differential equations