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 37 publications
Numerical approximation and simulation of the stochastic wave equation on the sphere
Parameter and density estimation from real-world traffic data: A kinetic compartmental approach
Surface finite element approximation of spherical Whittle-Matérn Gaussian random fields
Drift-preserving numerical integrators for stochastic Hamiltonian systems
Fast generation of isotropic Gaussian random fields on the sphere
Numerical analysis of lognormal diffusions on the sphere
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations
Numerical analysis of lognormal diffusions on the sphere
Continuity of random fields on Riemannian manifolds
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations
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
Covariance structure of parabolic stochastic partial differential equations
Lp and almost sure convergence of a Milstein scheme for stochastic partial differential equations
A new similarity measure for nonlocal filtering in the presence of multiplicative noise
Nonlocal filters for removing multiplicative noise
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
Simulation of stochastic partial differential equations using finite element methods
Fast simulation of Gaussian random fields
Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type
A Lax equivalence theorem for stochastic differential equations
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Showing 6 research projects
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