Annika Lang
My research interests include numerical analysis of stochastic partial differential equations and regularity and simulation of random fields. I am head of unit within the division of applied mathematics and statistics and responsible for all PhD students, postdocs, researchers and guest teachers.
Showing 48 publications
Isotropic Q-fractional Brownian motion on the sphere: Regularity and fast simulation
Finite Element Approximation of Lyapunov Equations Related to Parabolic Stochastic PDEs
Euler–Maruyama approximations of the stochastic heat equation on the sphere
Isotropic Q-fractional Brownian motion on the sphere: regularity and fast simulation
Non-stationary Gaussian random fields on hypersurfaces: Sampling and strong error analysis
An exponential map free implicit midpoint method for stochastic Lie-Poisson systems
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
Approximation of SPDE covariance operators by finite elements: a semigroup approach
Short-term traffic prediction using physics-aware neural networks
Parameter and density estimation from real-world traffic data: A kinetic compartmental approach
Numerical approximation and simulation of the stochastic wave equation on the sphere
Surface finite element approximation of spherical Whittle-Matérn Gaussian random fields
Drift-preserving numerical integrators for stochastic Hamiltonian systems
Numerical analysis of lognormal diffusions on the sphere
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations
Fast generation of isotropic Gaussian random fields on the sphere
Continuity of random fields on Riemannian manifolds
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
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
A new similarity measure for nonlocal filtering in the presence of multiplicative noise
Nonlocal filters for removing multiplicative noise
Simulation of stochastic partial differential equations using finite element methods
Covariance structure of parabolic stochastic partial differential equations
Fast simulation of Gaussian random fields
A Lax equivalence theorem for stochastic differential equations
Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type
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Showing 10 research projects
Quantum computing for future mobility solutions
Random field simulation for Bayesian inference in ice sheet modeling
Time-Evolving Stochastic Manifolds (StochMan)
Learning in Stochastic Traffic Networks
Efficient approximation methods for random fields on manifolds
Stochastic Continuous-Depth Neural Networks
STOchastic Traffic NEtworks (STONE)
Numerical methods for stochastic partial differential equations
Numerical Analysis of Stochastic Partial Differential Equations
Approximation and simulation of Lévy-driven SPDE