Annika Lang - researchr alias

researchr

You are not signed in
Sign in
Sign up

Viewing Publication 1 - 13 from 13

2024

Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential EquationAnnika Lang, Per Ljung, Axel Målqvist. mmas, 22(1):204-229, March 2024. [doi]

2022

Surface Finite Element Approximation of Spherical Whittle-Matérn Gaussian Random FieldsErik Jansson, Mihály Kovács, Annika Lang. siamsc, 44(2):825, 2022. [doi]

2020

Drift-preserving numerical integrators for stochastic Hamiltonian systemsChuchu Chen, David Cohen, Raffaele D'Ambrosio, Annika Lang. adcm, 46(2):27, 2020. [doi]

2018

Fast generation of isotropic Gaussian random fields on the spherePeter E. Creasey, Annika Lang. mcma, 24(1):1-11, 2018. [doi]

Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximationsAnnika Lang, Andreas Petersson. mcs, 143:99-113, 2018. [doi]

2014

A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo SchemesAnnika Lang. mcqmc 2016: 489-505 [doi]

2013

Erratum: Fast simulation of Gaussian random fields [Monte Carlo Methods Appl. 17(2011), 195-214]Annika Lang, Jürgen Potthoff. mcma, 19(1):73-75, 2013. [doi]

2012

Multilevel Monte Carlo method with applications to stochastic partial differential equationsAndrea Barth, Annika Lang. ijcm, 89(18):2479-2498, 2012. [doi]

Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingalesAnnika Lang. jcam, 236(7):1724-1732, 2012. [doi]

2011

Fast simulation of Gaussian random fieldsAnnika Lang, Jürgen Potthoff. mcma, 17(3):195-214, 2011. [doi]

Nonlocal Filters for Removing Multiplicative NoiseTanja Teuber, Annika Lang. scalespace 2012: 50-61 [doi]

2010

A Lax equivalence theorem for stochastic differential equationsAnnika Lang. jcam, 234(12):3387-3396, 2010. [doi]

Mean square convergence of a semidiscrete scheme for SPDEs of Zakai type driven by square integrable martingalesAnnika Lang. iccs 2010: 1615-1623 [doi]

Sign in or sign up to see more results.

runs on WebDSL