Annika Lang
Associate Professor at
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
My research interests include numerical analysis of stochastic partial differential equations and regularity and simulation of random fields.
Source: chalmers.se
Showing 33 publications
2019
Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise
Mihaly Kovacs, Annika Lang, Andreas Petersson
Preprint
2019
Finite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs
Adam Andersson, Annika Lang, Andreas Petersson et al
Preprint
2019
Drift-preserving numerical integrators for stochastic Hamiltonian systems
Chuchu Chen, David Cohen, Raffaele D'Ambrosio et al
Preprint
2018
Fast generation of isotropic Gaussian random fields on the sphere
Peter E. Creasey, Annika Lang
Monte Carlo Methods and Applications. Vol. 24 (1), p. 1-11
Journal article
2018
Numerical analysis of lognormal diffusions on the sphere
Lukas Herrmann, Annika Lang, Christoph Schwab
Stochastics and Partial Differential Equations: Analysis and Computations. Vol. 6 (1), p. 1-44
Journal article
2018
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations
Annika Lang, Andreas Petersson
Mathematics and Computers in Simulation. Vol. 143, p. 99-113
Journal article
2017
Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions
Annika Lang, Andreas Petersson, Andreas Thalhammer
Preprint
2017
Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise
Kristin Kirchner, Annika Lang, Stig Larsson
Journal of Differential Equations. Vol. 262 (12), p. 5896-5927
Journal article
2017
Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions
Annika Lang, Andreas Petersson, Andreas Thalhammer
BIT Numerical Mathematics. Vol. 57 (4), p. 963-990
Journal article
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
Paper in proceedings
2016
Numerical analysis of lognormal diffusions on the sphere
Lukas Herrmann, Annika Lang, Christoph Schwab
Preprint
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
Journal article
2015
Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise
Kristin Kirchner, Annika Lang, Stig Larsson
Preprint
2015
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations
Annika Lang, Andreas Petersson
Preprint
2015
Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations
Annika Lang, Ch. Schwab
Annals of Applied Probability. Vol. 25 (6), p. 3047-3094
Journal article
2014
Stochastic partial differential equations
Annika Lang
Computer Vision: A Reference Guide, p. 770-775
Book chapter
2014
Kolmogorov-Chentsov Theorem and Differentiability of Random Fields on Manifolds
R. Andreev, Annika Lang
Potential Analysis. Vol. 41 (3), p. 761-769
Journal article
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 contribution
2013
Multilevel Monte Carlo method for parabolic stochastic partial differential equations
A. Barth, Annika Lang, Ch. Schwab
BIT (Copenhagen). Vol. 53 (1), p. 3-27
Journal article
2013
Covariance structure of parabolic stochastic partial differential equations
Annika Lang, Stig Larsson, Ch. Schwab
Stochastic Partial Differential Equations: Analysis and Computations. Vol. 1 (2), p. 351-364
Journal article
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
Journal article
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
Journal article
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
Journal article
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
Journal article
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
Journal article
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
Paper in proceedings
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
Journal article
2012
Erratum to Almost sure convergence of a semi-discrete Milstein scheme for SPDEs of Zakai type
Annika Lang, P. -L. Chow, J. Potthoff
Stochastics. Vol. 84 (4), p. 561-
Journal article
2012
Simulation of stochastic partial differential equations using finite element methods
A. Barth, Annika Lang
Stochastics. Vol. 84 (2-3), p. 217-231
Journal article
2011
Fast simulation of Gaussian random fields
Annika Lang, J. Potthoff
Monte Carlo Methods and Applications. Vol. 17 (3), p. 195-214
Journal article
2010
Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type
Annika Lang, P. -L. Chow, J. Potthoff
Stochastics. Vol. 82 (3), p. 315-326
Journal article
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
Paper in proceedings
2010
A Lax equivalence theorem for stochastic differential equations
Annika Lang
Journal of Computational and Applied Mathematics. Vol. 234 (12), p. 3387-3396
Journal article
Showing 3 research projects
2020–2022
STOchastic Traffic NEtworks (STONE)
Annika Lang
Applied Mathematics and Statistics
Balázs Adam Kulcsár
Automatic Control
Pinar Boyraz Baykas
Olycksanalys och prevention
Chalmers AI Research Centre (CHAIR)
Chalmers
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)
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