Annika Lang
Docent at
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
Projects
2016–2016
Numerical Analysis of Stochastic Partial Differential Equations
Annika Lang
Mathematical Sciences
Stig Larsson
Mathematical Sciences
Swedish Research Council (VR)
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)
There might be more projects where Annika Lang participates, but you have to be logged in as a Chalmers employee to see them.
Publications
2017
Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions
Annika Lang, Andreas Petersson, Andreas Thalhammer et al
Preprint
2017
Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise
Kristin Kirchner, Annika Lang, Stig Larsson et al
Journal of Differential Equations. Vol. 262 (12), p. 5896-5927
Scientific journal article - peer reviewed
2016
Continuity of random fields on Riemannian manifolds
Annika Lang, Jürgen Potthoff, Martin Schlather et al
Communications on Stochastic Analysis. Vol. 10 (2), p. 185-193
Scientific journal article - peer reviewed
2016
Numerical analysis of lognormal diffusions on the sphere
Lukas Herrmann, Annika Lang, Christoph Schwab et al
Preprint
2016
A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes
Annika Lang,
11th International Conference on Monte Carlo and Quasi Monte Carlo Methods in Scientific Computing, MCQMC 2014, Leuven, Belgium, 6-11 April 2014. Vol. 163, p. 489-505
Conference paper - peer reviewed
2015
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations
Annika Lang, Andreas Petersson,
Preprint
2015
Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise
Kristin Kirchner, Annika Lang, Stig Larsson et al
Preprint
2015
Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations
Annika Lang, Ch. Schwab,
The Annals of Applied Probability. Vol. 25 (6), p. 3047-3094
Scientific journal article - peer reviewed
2014
Kolmogorov-Chentsov Theorem and Differentiability of Random Fields on Manifolds
R. Andreev, Annika Lang,
Potential Analysis. Vol. 41 (3), p. 761-769
Scientific journal article - peer reviewed
2014
Stochastic partial differential equations
Annika Lang,
Computer Vision: A Reference Guide, p. 770–775
Chapter in monograph, book
2013
Isotropic Gaussian random fields on the sphere
Annika Lang,
Multiscale and High-Dimensional Problems, 39/2013, Oberwolfach Reports. Vol. 10, p. 2216-2219
Conference paper - non peer reviewed
2013
Covariance structure of parabolic stochastic partial differential equations
Annika Lang, Stig Larsson, Ch. Schwab et al
Stochastic Partial Differential Equations: Analysis and Computations . Vol. 1 (2), p. 351-364
Scientific journal article - peer reviewed
2013
Lp and almost sure convergence of a Milstein scheme for stochastic partial differential equations
A. Barth, Annika Lang,
Stochastic Processes and their Applications. Vol. 123 (5), p. 1563-1587
Scientific journal article - peer reviewed
2013
Multilevel Monte Carlo method for parabolic stochastic partial differential equations
A. Barth, Annika Lang, Ch. Schwab et al
BIT Numerical Mathematics. Vol. 53 (1), p. 3-27
Scientific journal article - peer reviewed
2013
Erratum: Fast simulation of Gaussian random fields (Monte Carlo Methods and Applications (2011) 17 (195-214))
Annika Lang, J. Potthoff,
Monte Carlo Methods and Applications. Vol. 19 (1), p. 73-75
Scientific journal article - peer reviewed
2012
Multilevel Monte Carlo method with applications to stochastic partial differential equations
A. Barth, Annika Lang,
International Journal of Computer Mathematics. Vol. 89 (18), p. 2479-2498
Scientific journal article - peer reviewed
2012
Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises
A. Barth, Annika Lang,
Applied Mathematics and Optimization. Vol. 66 (3), p. 387-413
Scientific journal article - peer reviewed
2012
A new similarity measure for nonlocal filtering in the presence of multiplicative noise
T. Teuber, Annika Lang,
Computational Statistics and Data Analysis. Vol. 56 (12), p. 3821-3842
Scientific journal article - peer reviewed
2012
Erratum to Almost sure convergence of a semi-discrete Milstein scheme for SPDEs of Zakai type
Annika Lang, P. -L. Chow, J. Potthoff et al
Stochastics. Vol. 84 (4), p. 561
Scientific journal article - peer reviewed
2012
Simulation of stochastic partial differential equations using finite element methods
A. Barth, Annika Lang,
Stochastics. Vol. 84 (2-3), p. 217-231
Scientific journal article - peer reviewed
2012
Nonlocal filters for removing multiplicative noise
T. Teuber, Annika Lang,
Scale Space and Variational Methods in Computer Vision, Springer Berlin / Heidelberg, 2012, LNCS. Vol. 6667, p. 50-61
Conference paper - peer reviewed
2012
Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales
Annika Lang,
Journal of Computational and Applied Mathematics. Vol. 236 (7), p. 1724-1732
Scientific journal article - peer reviewed
2011
Fast simulation of Gaussian random fields
Annika Lang, J. Potthoff,
Monte Carlo Methods and Applications. Vol. 17 (3), p. 195-214
Scientific journal article - peer reviewed
2010
A Lax equivalence theorem for stochastic differential equations
Annika Lang,
Journal of Computational and Applied Mathematics. Vol. 234 (12), p. 3387-3396
Scientific journal article - peer reviewed
2010
Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type
Annika Lang, P. -L. Chow, J. Potthoff et al
Stochastics. Vol. 82 (3), p. 315-326
Scientific journal article - peer reviewed
2010
Mean square convergence of a semidiscrete scheme for SPDEs of Zakai type driven by square integrable martingales
Annika Lang,
Procedia Computer Science. Vol. 1 (1), p. 1615-1623
Conference paper - peer reviewed