Annika Lang

2024

Euler–Maruyama approximations of the stochastic heat equation on the sphere

Non-stationary Gaussian random fields on hypersurfaces: Sampling and strong error analysis

Isotropic Q-fractional Brownian motion on the sphere: regularity and fast simulation

Localized orthogonal decomposition for a multiscale parabolic stochastic partial differential equation

An exponential map free implicit midpoint method for stochastic Lie-Poisson systems

2023

Galerkin-Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds

Connecting random fields on manifolds and stochastic partial differential equations in simulations

Incremental Exponential Stability of the Unidirectional Flow Model

2023

Hilbert-Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations

2023

Approximation of SPDE covariance operators by finite elements: a semigroup approach

2022

Short-term traffic prediction using physics-aware neural networks

2022

Parameter and density estimation from real-world traffic data: A kinetic compartmental approach

2022

Numerical approximation and simulation of the stochastic wave equation on the sphere

Surface finite element approximation of spherical Whittle-Matérn Gaussian random fields

2020

Drift-preserving numerical integrators for stochastic Hamiltonian systems

Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise

Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces

Finite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs

Numerical analysis of lognormal diffusions on the sphere

Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations

2018

Fast generation of isotropic Gaussian random fields on the sphere

2017

Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise

2017

Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions

A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes

Continuity of random fields on Riemannian manifolds

2015

Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise

2015

Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations

Stochastic partial differential equations

Kolmogorov-Chentsov Theorem and Differentiability of Random Fields on Manifolds

Isotropic Gaussian random fields on the sphere

Multilevel Monte Carlo method for parabolic stochastic partial differential equations

Erratum: Fast simulation of Gaussian random fields (Monte Carlo Methods and Applications (2011) 17 (195-214))

Lp and almost sure convergence of a Milstein scheme for stochastic partial differential equations

Covariance structure of parabolic stochastic partial differential equations

Multilevel Monte Carlo method with applications to stochastic partial differential equations

Erratum to Almost sure convergence of a semi-discrete Milstein scheme for SPDEs of Zakai type

Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises

A new similarity measure for nonlocal filtering in the presence of multiplicative noise

Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales

Nonlocal filters for removing multiplicative noise

Simulation of stochastic partial differential equations using finite element methods

Fast simulation of Gaussian random fields

Mean square convergence of a semidiscrete scheme for SPDEs of Zakai type driven by square integrable martingales

A Lax equivalence theorem for stochastic differential equations

Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type