Stig Larsson

Full Professor at Applied Mathematics and Statistics

The research of Stig Larsson is concerned with the numerical solution of partial differential equations, in particular finite element methods. Currently his main interest is stochastic partial differential equations, that is, equations that are perturbed by noise.

Source: chalmers.se
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Showing 100 publications

2023

An energy-based deep splitting method for the nonlinear filtering problem

Kasper Bågmark, Adam Andersson, Stig Larsson
Partial Differential Equations and Applications. Vol. 4 (2)
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

A posteriori error analysis for the Cahn-Hilliard equation

Ali Mesforush, Stig Larsson
Journal of Mathematical Modeling. Vol. 10 (4), p. 437-452
Journal article
2021

A greedy algorithm for optimal heating in powder-bed-based additive manufacturing

Robert Forslund, Anders Snis, Stig Larsson
Journal of Mathematics in Industry. Vol. 11 (1)
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

Analytical solution for heat conduction due to a moving Gaussian heat flux with piecewise constant parameters

Robert Forslund, Stig Larsson, Anders Snis
Applied Mathematical Modelling. Vol. 66, p. 227-240
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

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 nonnegativity preservation in finite element methods for the heat equation with non-Dirichlet boundary conditions

Stig Larsson, Vidar Thomee
Contemporary Computational Mathematics - a celebration of the 80th birthday of Ian Sloan, p. 793-814
Book chapter
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
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

A weak space-time formulation for the linear stochastic heat equation

Stig Larsson, Matteo Molteni
International Journal of Applied and Computational Mathematics. Vol. 3 (2), p. 787-806
Journal article
2017

Numerical solution of parabolic problems based on a weak space-time formulation

Stig Larsson, Matteo Molteni
Computational Methods in Applied Mathematics. Vol. e-pub ahead of print (1), p. 65-84
Journal article
2016

Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise

R. Anton, David Cohen, Stig Larsson et al
SIAM Journal on Numerical Analysis. Vol. 54 (2), p. 1093-1119
Journal article
2016

Geometry Assurance Integrating Process Variation with Simulation of Spring-In for Composite Parts and Assemblies

Cornelia Jareteg, Kristina Wärmefjord, Christoffer Cromvik et al
Journal of Computing and Information Science in Engineering. Vol. 16 (3), p. Article Number: 031003 -
Journal article
2016

Duality in refined Sobolev–Malliavin spaces and weak approximation of SPDE

Adam Andersson, Raphael Kruse, Stig Larsson
Stochastics and Partial Differential Equations: Analysis and Computations. Vol. 4 (1), p. 113-149
Journal article
2016

Weak convergence for a spatial approximation of the nonlinear stochastic heat equation

Adam Andersson, Stig Larsson
Mathematics of Computation. Vol. 85 (299), p. 1335-1358
Journal article
2016

Discrete Variational Derivative Methods for the EPDiff Equation

Stig Larsson, Takayasu Matsuo, Klas Modin et al
Preprint
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

Discontinuous Galerkin method for an integro-differential equation modeling dynamic fractional order viscoelasticity

Stig Larsson, Milena Racheva, Fardin Saedpanah
Computer Methods in Applied Mechanics and Engineering. Vol. 283, p. 196-209
Journal article
2015

An Error Estimate for Symplectic Euler Approximation of Optimal Control Problems

J. Karlsson, Stig Larsson, M. Sandberg et al
SIAM Journal of Scientific Computing. Vol. 37 (2), p. A946-A969
Journal article
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

Geometry Assurance Integrating Process Variation with Simulation of Spring-in for Composite Parts and Assemblies

Cornelia Jareteg, Kristina Wärmefjord, Christoffer Cromvik et al
Proc. of ASME 2014 International Mechanical Engineering Congress & Exposition. Vol. 2A
Paper in proceeding
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
2014

An a posteriori error estimate for symplectic Euler approximation of optimal control problems

Jesper Karlsson, Stig Larsson, Mattias Sandberg et al
Preprint
2013

A Trigonometric Method for the Linear Stochastic Wave Equation

David Cohen, Stig Larsson, Magdalena Sigg
SIAM Journal on Numerical Analysis. Vol. 51 (1), p. 204-222
Journal article
2013

Duality in refined Watanabe-Sobolev spaces and weak approximations of SPDE

Adam Andersson, Stig Larsson, Raphael Kruse
Preprint
2013

Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems

Sergios Agapiou, Stig Larsson, Andrew M. Stuart
Stochastic Processes and their Applications. Vol. 123 (10), p. 3828-3860
Journal article
2013

Optimal closing of a pair trade with a model containing jumps

Stig Larsson, CARL LINDBERG, Marcus M J Warfheimer
Applications of Mathematics. Vol. 58 (3), p. 249-268
Journal article
2013

A Method to Optimize Geometric Quality and Motion Feasibility of Assembly Sequences

D. Spensieri, Stig Larsson, Lars Lindkvist et al
Product Lifecycle Management: Geometric Variations, p. 191-208
Book chapter
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

Covariance structure of parabolic stochastic partial differential equations

Annika Lang, Stig Larsson, Ch. Schwab
Stochastics and Partial Differential Equations: Analysis and Computations. Vol. 1 (2), p. 351-364
Journal article
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
2013

Local pointwise a posteriori gradient error bounds for the Stokes equations

Alan Demlow, Stig Larsson
Mathematics of Computation. Vol. 82 (282), p. 625-649
Journal article
2012

Posterior consistency of the Bayesian approach to linear ill-posed inverse problems

Sergios Agapiou, Stig Larsson, Andrew M. Stuart
arXiv:1203.5753v2 [math.ST] (1203.5753), p. 1-30
Preprint
2012

Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise

Raphael Kruse, Stig Larsson
Electronic Journal of Probability. Vol. 17, p. artikel nr 65-
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
2012

A trigonometric method for the linear stochastic wave equation

David Cohen, Stig Larsson, Magdalena Sigg
arXiv, p. antal sidor: 18-
Preprint
2012

Covariance structure of parabolic stochastic partial differential equations

Annika Lang, Stig Larsson, Christoph Schwab
Preprint
2011

Integration of Computational Mathematics Education in the Mechanical Engineering Curriculum

Mikael Enelund, Stig Larsson, Johan Malmqvist
Proceedings of 7th International CDIO Conference, Copenhagen, Denmark
Paper in proceeding
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
2011

Finite-element approximation of the linearized Cahn-Hilliard-Cook equation

Stig Larsson, Ali Mesforush
IMA Journal of Numerical Analysis. Vol. 31 (4), p. 1315-1333
Journal article
2010

The continuous Galerkin method for an integro-differential equation modeling dynamic fractional order viscoelasticity

Stig Larsson, Fardin Saedpanah
IMA Journal of Numerical Analysis. Vol. 30 (4), p. 964-986
Journal article
2010

The dual weighted residuals approach to optimal control of ordinary differential equations

Karin Kraft, Stig Larsson
BIT (Copenhagen). Vol. 50 (3), p. 587-607
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

Spatial approximation of stochastic convolutions

Mihaly Kovacs, Fredrik Lindgren, Stig Larsson
Preprint
2010

A posteriori error analysis for the Cahn-Hilliard equation

Stig Larsson, Ali Mesforush
Preprint
2010

Finite element approximation of the Cahn-Hilliard-Cook equation

Mihaly Kovacs, Stig Larsson, Ali Mesforush
Preprint
2010

Optimal closing of a pair trade with a model containing jumps

Stig Larsson, CARL LINDBERG, Marcus M J Warfheimer
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

An improved method for dipole modeling in EEG-based source localization

Fredrik Edelvik, Björn O Andersson, Stefan Jakobsson et al
International Federation for Medical and Biological Engineering Proceedings. Vol. 25 (9), p. 146-149
Paper in proceeding
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

Space-time discretization of an integro-differential equation modeling quasi-static fractional-order viscoelasticity

Mikael Enelund, Stig Larsson, Klas Adolfsson
JVC/Journal of Vibration and Control. Vol. 14 (9-10), p. 1631-1649
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
2008

Beräkningsinriktad matematikutbildning för maskinteknikprogrammet på Chalmers

Mikael Enelund, Håkan Johansson, Stig Larsson
Ingenjörsutbildningarnas utvecklingskonferens (Sammanstält av K. Edström, J. Malmqvist och K. Pettersson). Vol. (CD), p. 15p-
Other conference contribution
2007

Using an adaptive FEM to determine the optimal control of a vehicle during a collision avoidance manoeuvre

Karin Kraft, Stig Larsson, Mathias R Lidberg
Linköping Universtity Electronic Press. Vol. 27 (15)
Paper in proceeding
2006

Adaptive discretization of an integro-differential equation modeling quasi-static fractional order viscoelasticity

Klas Adolfsson, Mikael Enelund, Stig Larsson
Second IFAC Workshop on Fractional Differentiation and its Applications, p. 422-426
Paper in proceeding
2006

A computational mathematics education for students of mechanical engineering

Mikael Enelund, Stig Larsson
World Transactions on Engineering and Technology Education. Vol. 5 (2), p. 329-332
Journal article
2006

Discretization of integro-differential equations modeling dynamic fractional order viscoelasticity

Klas Adolfsson, Mikael Enelund, Stig Larsson et al
Lecture Notes in Computer Science, Springer, ''Proceedings of Large-Scale Scientific Computations, 2005, Sozopol, Bulgaria'', I. Lirkov, S. Margenov, and J. Wasniewski (Eds.). Vol. 3743, p. 76-83
Paper in proceeding
2006

Semilinear parabolic partial differential equations - theory, approximation, and application

Stig Larsson
New Trends in the Mathematical and Computer Sciences (G. O. S. Ekhaguere, C. K. Ayo, and M. B. Olorunsaiye, eds.), Proceedings of an international workshop at Covenant University, Ota, Nigeria, June 18-23, 2006, Publications of the ICMCS, vol. 3, 2006, p. 153-194
Book chapter
2006

Development of a new computational mathematics education for the mechanical engineering program at Chalmers University of Technology

Mikael Enelund, Stig Larsson
Second International CDIO Conference, Linköping University, June 13-14, 2006.
Paper in proceeding
2005

Linearly implicit finite element methods for the time-dependent Joule heating problem

Georgios Akrivis, Stig Larsson
BIT (Copenhagen). Vol. 45 (3), p. 429-442
Journal article
2005

Models and numerical procedures for nonlinear fractional order viscoelastics

Klas Adolfsson, Mikael Enelund, Stig Larsson
FRACTIONAL DIFFERENTIATION AND ITS APPLICATIONS
Book chapter
2005

The pedagogical implications of using MatLab in integrated chemistry and matehamatics courses

Lars Öhrström, Stig Larsson, Michael Christie et al
International Journal of Engineering Education. Vol. 21 (4), p. 683-691
Journal article
2004

Models and numerical procedures for nonlinear fractional order viscoelastics

Klas Adolfsson, Mikael Enelund, Stig Larsson
Proceedings of First IFAC workshop on Fractional Differentiation and Its Applications, p. 277-282
Paper in proceeding
2004

Adaptive discretization of fractional order viscoelasticity using sparse time history

Klas Adolfsson, Mikael Enelund, Stig Larsson
Computer Methods in Applied Mechanics and Engineering. Vol. 193, p. 4567-4590
Journal article
2004

How to prepare master students in chemical and bioengineering for the unknown future

Claes Niklasson, Michael Christie, Stig Larsson et al
5th International Conference on Quality, Reliability and Maintenance, p. 259-263
Paper in proceeding
2003

Integration of mathematics/numeric analysis with chemistry/chemcial engineering.

Claes Niklasson, Michael Christie, Stig Larsson et al
Preprint
2003

Partial differential equations with numerical methods

Stig Larsson, Vidar Thomee
Book
1996

Adaptive finite element methods for parabolic problems. VI analytic semigroups

Kenneth Eriksson, Claes Johnson, Stig Larsson
Preprint
1996

Backward euler type methods for parabolic integro-differential equations in Banach space

Nikolai Yu. Bakaev, Stig Larsson, Vidar Thomee
Preprint
1993

The stability of rational approximations of analytic semigroups

Michel Crouzeix, Stig Larsson, Sergei Piskarev et al
BIT (Copenhagen). Vol. 33 (1), p. 74-84
Journal article
1992

The discrete ordinates method for the neutron transport equation in an infinite cylindrical domain

Mohammad Asadzadeh, Peter Jan Anders Kumlin, Stig Larsson
Mathematical Models and Methods in Applied Science. Vol. 2 (3), p. 317-338
Journal article
1992

Error estimates with smooth and nonsmooth data for a finite element method for the Cahn-Hilliard equation

Charles M. Elliott, Stig Larsson
Mathematics of Computation. Vol. 58 (198), p. 603–630, S33–S36.-
Journal article

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Showing 8 research projects

2023–2028

Time-Evolving Stochastic Manifolds (StochMan)

Annika Lang Applied Mathematics and Statistics
Mike Pereira Automatic Control
Ioanna Motschan-Armen Applied Mathematics and Statistics
David Cohen Applied Mathematics and Statistics
Stig Larsson Applied Mathematics and Statistics
Erik Jansson Applied Mathematics and Statistics
Björn Gernot Müller Applied Mathematics and Statistics
European Commission (EC)

2 publications exist
2019–2021

Nonlocal deterministic and stochastic differential equations: analysis and numerics

Stig Larsson Applied Mathematics and Statistics
Swedish Research Council (VR)

7 publications exist
2017–2020

Numerical methods for stochastic partial differential equations

David Cohen Applied Mathematics and Statistics
Stig Larsson Applied Mathematics and Statistics
Annika Lang Applied Mathematics and Statistics
The Swedish Foundation for International Cooperation in Research and Higher Education (STINT)

2016–2020

Matematik för elektronstrålesmältning: 3D-skrivning i metall

Stig Larsson Applied Mathematics and Statistics
Anders Logg Applied Mathematics and Statistics
Swedish Foundation for Strategic Research (SSF)

2 publications exist
2016–2016

Numerical Analysis of Stochastic Partial Differential Equations

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

2015–2018

Geometry and Computational Anatomy (GEOCA)

Stig Larsson Applied Mathematics and Statistics
Klas Modin Applied Mathematics and Statistics
The Swedish Foundation for International Cooperation in Research and Higher Education (STINT)
European Commission (EC)

2 publications exist
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)

6 publications exist
2010–2012

Numerical methods for stochastic partial differential equations

Stig Larsson Applied Mathematics and Statistics
Swedish Research Council (VR)

There might be more projects where Stig Larsson participates, but you have to be logged in as a Chalmers employee to see them.