Annika Lang
Docent vid
Chalmers, Matematiska vetenskaper, Tillämpad matematik och statistik
Mina forskningsintressen inkluderar numerisk analys av stokastiska partiella differentialekvationer och regelbundenhet och simulering av slumpmässiga fält.
Källa: chalmers.se
Visar 30 publikationer
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
Artikel i vetenskaplig tidskrift
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
Artikel i vetenskaplig tidskrift
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
Artikel i vetenskaplig tidskrift
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
Artikel i vetenskaplig tidskrift
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
Artikel i vetenskaplig tidskrift
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 i proceeding
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
Artikel i vetenskaplig tidskrift
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
Artikel i vetenskaplig tidskrift
2014
Stochastic partial differential equations
Annika Lang
Computer Vision: A Reference Guide, p. 770-775
Kapitel i bok
2014
Kolmogorov-Chentsov Theorem and Differentiability of Random Fields on Manifolds
R. Andreev, Annika Lang
Potential Analysis. Vol. 41 (3), p. 761-769
Artikel i vetenskaplig tidskrift
2013
Isotropic Gaussian random fields on the sphere
Annika Lang
Multiscale and High-Dimensional Problems, 39/2013, Oberwolfach Reports. Vol. 10, p. 2216-2219
Konferensbidrag (offentliggjort, men ej förlagsutgivet)
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
Artikel i vetenskaplig tidskrift
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
Artikel i vetenskaplig tidskrift
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
Artikel i vetenskaplig tidskrift
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
Artikel i vetenskaplig tidskrift
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
Artikel i vetenskaplig tidskrift
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
Artikel i vetenskaplig tidskrift
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
Artikel i vetenskaplig tidskrift
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 i proceeding
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
Artikel i vetenskaplig tidskrift
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-
Artikel i vetenskaplig tidskrift
2012
Simulation of stochastic partial differential equations using finite element methods
A. Barth, Annika Lang
Stochastics. Vol. 84 (2-3), p. 217-231
Artikel i vetenskaplig tidskrift
2011
Fast simulation of Gaussian random fields
Annika Lang, J. Potthoff
Monte Carlo Methods and Applications. Vol. 17 (3), p. 195-214
Artikel i vetenskaplig tidskrift
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
Artikel i vetenskaplig tidskrift
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 i proceeding
2010
A Lax equivalence theorem for stochastic differential equations
Annika Lang
Journal of Computational and Applied Mathematics. Vol. 234 (12), p. 3387-3396
Artikel i vetenskaplig tidskrift
Visar 2 forskningsprojekt
2016–2016
Numerisk Analys av Stokastiska Partiella Differentialekvationer
Annika Lang
Matematiska vetenskaper
Stig Larsson
Matematiska vetenskaper
Vetenskapsrådet (VR)
2015–2018
Approximation och simulering av Lévy-drivna SPDE
Annika Lang
Tillämpad matematik och statistik
Stig Larsson
Tillämpad matematik och statistik
Adam Andersson
Tillämpad matematik och statistik
David Bolin
Tillämpad matematik och statistik
Andreas Petersson
Tillämpad matematik och statistik
Vetenskapsrådet (VR)
Det kan finnas fler projekt där Annika Lang medverkar, men du måste vara inloggad som anställd på Chalmers för att kunna se dem.