Mihaly Kovacs

Showing 46 publications

2024

Boundary conditions for nonlocal one-sided pseudo-differential operators and the associated stochastic processes

Boris Baeumer, Mihaly Kovacs, Lorenzo Toniazzi
Dissertationes Mathematicae. Vol. 596, p. 1-124
Journal article
2024

The Traffic Reaction Model: A kinetic compartmental approach to road traffic modeling

Mike Pereira, Balázs Adam Kulcsár, Gyorgy Liptak et al
Transportation Research, Part C: Emerging Technologies. Vol. 158
Journal article
2024

REGULARITY AND NUMERICAL APPROXIMATION OF FRACTIONAL ELLIPTIC DIFFERENTIAL EQUATIONS ON COMPACT METRIC GRAPHS

David Bolin, Mihaly Kovacs, Vivek Kumar et al
Mathematics of Computation. Vol. 93 (349), p. 2439-2472
Journal article
2023

On the parabolic Cauchy problem for quantum graphs with vertex noise

Mihaly Kovacs, Eszter Sikolya
Electronic Journal of Probability. Vol. 28
Journal article
2023

Nonlinear semigroups for nonlocal conservation laws

Mihaly Kovacs, Mihály A. Vághy
Partial Differential Equations and Applications. Vol. 4 (4)
Journal article
2023

Hilbert-Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations

Mihaly Kovacs, Annika Lang, Andreas Petersson
Stochastic Analysis and Applications. Vol. 41 (3), p. 564-590
Journal article
2023

Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise

K. Fahim, Erika Hausenblas, Mihaly Kovacs
Stochastics and Partial Differential Equations: Analysis and Computations. Vol. 11 (3), p. 1044-1088
Journal article
2023

Approximation of SPDE covariance operators by finite elements: a semigroup approach

Mihaly Kovacs, Annika Lang, Andreas Petersson
IMA Journal of Numerical Analysis. Vol. 43 (3), p. 1324-1357
Journal article
2022

Error estimates of the backward Euler–Maruyama method for multi-valued stochastic differential equations

Monika Eisenmann, Mihaly Kovacs, Raphael Kruse et al
BIT (Copenhagen). Vol. 62 (3), p. 803-848
Journal article
2022

Surface finite element approximation of spherical Whittle-Matérn Gaussian random fields

Erik Jansson, Mihaly Kovacs, Annika Lang
SIAM Journal of Scientific Computing. Vol. 44 (2), p. A825-A842
Journal article
2021

On the stochastic allen–cahn equation on networks with multiplicative noise

Mihaly Kovacs, Eszter Sikolya
Electronic Journal of Qualitative Theory of Differential Equations. Vol. 2021, p. 1-24
Journal article
2021

Stochastic reaction–diffusion equations on networks

Mihaly Kovacs, Eszter Sikolya
Journal of Evolution Equations. Vol. 21 (4), p. 4213-4260
Journal article
2021

Traffic Reaction Model

Gyorgy Liptak, Mike Pereira, Balázs Adam Kulcsár et al
Preprint
2020

Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise

Mihaly Kovacs, Annika Lang, Andreas Petersson
Mathematical Modelling and Numerical Analysis. Vol. 54 (6), p. 2199-2227
Journal article
2020

Numerical solution of fractional elliptic stochastic PDEs with spatial white noise

David Bolin, Kristin Kirchner, Mihaly Kovacs
IMA Journal of Numerical Analysis. Vol. 40 (2), p. 1051-1073
Journal article
2020

Mittag-Leffler Euler Integrator for a Stochastic Fractional Order Equation with Additive Noise

Mihaly Kovacs, Stig Larsson, Fardin Saedpanah
SIAM Journal on Numerical Analysis. Vol. 58 (1), p. 66-85
Journal article
2019

On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients

Monika Eisenmann, Mihaly Kovacs, Raphael Kruse et al
Foundations of Computational Mathematics. Vol. 19 (6), p. 1387-1430
Journal article
2018

Fractional partial differential equations with boundary conditions

Boris Baeumer, Mihaly Kovacs, Harish Sankaranarayanan
Journal of Differential Equations. Vol. 264 (2), p. 1377-1410
Journal article
2018

Strong convergence of a fully discrete finite element approximation of the stochastic cahn–hilliard equation

Daisuke Furihata, Mihaly Kovacs, Stig Larsson et al
SIAM Journal on Numerical Analysis. Vol. 56 (2), p. 708-731
Journal article
2018

On the discretisation in time of the stochastic Allen-Cahn equation

Mihaly Kovacs, Stig Larsson, Fredrik Lindgren
Mathematische Nachrichten. Vol. 291 (5-6), p. 966-995
Journal article
2018

Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise

David Bolin, Kristin Kirchner, Mihaly Kovacs
BIT (Copenhagen). Vol. 58 (4), p. 881-906
Journal article
2018

Boundary conditions for fractional diffusion

Boris Baeumer, Mihaly Kovacs, Mark M. Meerschaert et al
Journal of Computational and Applied Mathematics. Vol. 336, p. 408-424
Journal article
2018

Reprint of: Boundary conditions for fractional diffusion

Boris Baeumer, Mihaly Kovacs, Mark M. Meerschaert et al
Journal of Computational and Applied Mathematics. Vol. 339, p. 414-430
Journal article
2018

Global solutions to stochastic Volterra equations driven by Lévy noise

Erika Hausenblas, Mihaly Kovacs
Fractional Calculus and Applied Analysis. Vol. 21 (5), p. 1170-1202
Journal article
2016

Weak error analysis for semilinear stochastic Volterra equations with additive noise

Adam Andersson, Mihaly Kovacs, Stig Larsson
Journal of Mathematical Analysis and Applications. Vol. 437 (2), p. 1283-1304
Journal article
2015

On the discretization in time of the stochastic Allen-Cahn equation

Mihaly Kovacs, Stig Larsson, Fredrik Lindgren
Preprint
2015

On the backward Euler approximation of the stochastic Allen-Cahn equation

Mihaly Kovacs, Stig Larsson, Fredrik Lindgren
Journal of Applied Probability. Vol. 52 (2), p. 323-338
Journal article
2014

Erratum: Finite element approximation of the Cahn-Hilliard-Cook equation

Mihaly Kovacs, Stig Larsson, Ali Mesforush
SIAM Journal on Numerical Analysis. Vol. 52 (5), p. 2594-2597
Magazine article
2013

On Wavelet-Galerkin methods for semilinear parabolic equations with additive noise

Mihaly Kovacs, Stig Larsson, K. Urban
Springer Proceedings in Mathematics and Statistics. Vol. 65, p. 481-499
Paper in proceeding
2013

Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise II. Fully discrete schemes

Mihaly Kovacs, Stig Larsson, Fredrik Lindgren
BIT Numerical Mathematics. Vol. 53 (2), p. 497-525
Journal article
2012

Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise

Mihaly Kovacs, Stig Larsson, Fredrik Lindgren
BIT (Copenhagen). Vol. 52 (1), p. 85-108
Journal article
2012

Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise II. Fully discrete schemes

Mihaly Kovacs, Stig Larsson, Fredrik Lindgren
arXiv:1203.2029v1 [math.NA], p. 1-24
Preprint
2012

On Wavelet-Galerkin methods for semilinear parabolic equations with additive noise

Mihaly Kovacs, Stig Larsson, Karsten Urban
Preprint
2011

Spatial approximation of stochastic convolutions

Mihaly Kovacs, Stig Larsson, Fredrik Lindgren
Journal of Computational and Applied Mathematics. Vol. 235 (12), p. 3554-3570
Journal article
2011

Finite element approximation of the Cahn-Hilliard-Cook equation

Mihaly Kovacs, Stig Larsson, Ali Mesforush
SIAM Journal on Numerical Analysis. Vol. 49 (6), p. 2407-2429
Journal article
2010

Finite element approximation of the linear stochastic wave equation with additive noise

Mihaly Kovacs, Stig Larsson, Fardin Saedpanah
SIAM Journal on Numerical Analysis. Vol. 48 (2), p. 408-427
Journal article
2010

Finite element approximation of the Cahn-Hilliard-Cook equation

Mihaly Kovacs, Stig Larsson, Ali Mesforush
Preprint
2010

Spatial approximation of stochastic convolutions

Mihaly Kovacs, Fredrik Lindgren, Stig Larsson
Preprint
2010

Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise

Mihaly Kovacs, Stig Larsson, Fredrik Lindgren
Numerical Algorithms. Vol. 53 (2-3), p. 309-320
Journal article
2009

Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise

Mihaly Kovacs, Stig Larsson, Fardin Saedpanah
Preprint
2009

Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise

Matthias Geissert, Mihaly Kovacs, Stig Larsson
BIT (Copenhagen). Vol. 49 (2), p. 343-356
Journal article
2008

Introduction to stochastic partial differential equations

Mihaly Kovacs, Stig Larsson
Publications of the ICMCS. Vol. 4, p. 159-232
Paper in proceeding

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