Annika Lang

Docent at Department of 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

Projects

2016–2016

Numerical Analysis of Stochastic Partial Differential Equations

Annika Lang Department of Mathematical Sciences
Stig Larsson Department of Mathematical Sciences
Swedish Research Council (VR)

2015–2018

Approximation and simulation of Lévy-driven SPDE

Annika Lang Department of Mathematical Sciences, Mathematical Statistics
Stig Larsson Department of Mathematical Sciences, Mathematics
Adam Andersson Department of Mathematical Sciences, Mathematics
David Bolin Department of Mathematical Sciences, Mathematical Statistics
Andreas Petersson Department of Mathematical Sciences, Mathematical Statistics
Swedish Research Council (VR)

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Publications

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

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