Adam Andersson

Forskare at Chalmers, Mathematical Sciences, Applied Mathematics and Statistics

Adam Andersson, PhD. Student in mathematics, is a member of the computational mathematics group. His research includes stochastic PDEs, optimal stochastic control, error analysis of numerical methods and existence of solutions to Kolmogorov equations in Hilbert space. Tools from stochastic analysis such as Malliavin calculus is used besides classical functional analysis and PDE theory.

Source: chalmers.se

Projects

2015–2018

Approximation and simulation of Lévy-driven SPDE

Annika Lang Applied Mathematics and Statistics
Stig Larsson Applied Mathematics and Statistics
Adam Andersson Applied Mathematics and Statistics
David Bolin Applied Mathematics and Statistics
Andreas Petersson Applied Mathematics and Statistics
Swedish Research Council (VR)

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Publications

2016

Weak error analysis for semilinear stochastic Volterra equations with additive noise

Adam Andersson, Mihaly Kovacs, Stig Larsson
Journal of Mathematical Analysis and Applications. Vol. 437 (2), p. 1283-1304
Journal article
2016

Weak convergence for a spatial approximation of the nonlinear stochastic heat equation

Adam Andersson, Stig Larsson
Mathematics of Computation. Vol. 85 (299), p. 1335-1358
Journal article
2016

Duality in refined Sobolev–Malliavin spaces and weak approximation of SPDE

Adam Andersson, Raphael Kruse, Stig Larsson
Journal of Logic and Computation. Vol. 4 (1), p. 113-149
Journal article
2014

Weak error analysis for semilinear stochastic Volterra equations with additive noise

Adam Andersson, Mihaly Kovacs, Stig Larsson
Preprint
2013

Duality in refined Watanabe-Sobolev spaces and weak approximations of SPDE

Adam Andersson, Stig Larsson, Raphael Kruse
Preprint
2012

Ornstein-Uhlenbeck theory in finite dimension

Adam Andersson, Peter Sjögren
(2012:12)
Report