89 citations · 914 across the 31 of their papers we have counts for
18 papers · 1 filter
Weighted Laplace Spaces for Spectral Measures and Rational Approximation
Stefan Jakobsson, Alice Kozakevicius, Stig Larsson
We introduce the weighted Laplace space , an RKHS of Laplace transforms on , and study spectral measures in its dual space . For conforming FEM discretizatio…
Finite Element Approximation of the Cahn-Hilliard-Cook equation
Ali Mesforush, Stig Larsson, Mihály Kovács
We study the nonlinear stochastic Cahn-Hilliard equation per- turbed by additive colored noise. We show almost sure existence and regularity of solutions. We introduce spatial appr…
Finite element approximation of the linearized Cahn-Hilliard-Cook equation
Ali Mesforush, Stig Larsson
The linearized Cahn-Hilliard-Cook equation is discretized in the spatial variables by a standard finite element method. Strong convergence estimates are proved under suitable assum…
Parametric elliptic reconstructions and a posteriori error estimates for parabolic partial differential equations with small randomness in a Robin boundary condition
Nakidi Shravani, Gujji Murali Mohan Reddy, Amiya Kumar Pani +1
We obtain reliable a posteriori residual-based error estimates for parabolic partial differential equations with small randomness in a Robin-type boundary condition. The uncertaint…
Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations
Monika Eisenmann, Mihály Kovács, Raphael Kruse +1
In this paper, we derive error estimates of the backward Euler-Maruyama method applied to multi-valued stochastic differential equations. An important example of such an equation i…
Analytical solution for heat conduction due to a moving Gaussian heat flux with piecewise constant parameters
Robert Forslund, Anders Snis, Stig Larsson
We provide an analytical solution of the heat equation in the half-space subject to a moving Gaussian heat flux with piecewise constant parameters. The solution is of interest in p…
Mittag-Leffler Euler integrator for a stochastic fractional order equation with additive noise
Mihály Kovács, Stig Larsson, Fardin Saedpanah
Motivated by fractional derivative models in viscoelasticity, a class of semilinear stochastic Volterra integro-differential equations, and their deterministic counterparts, are co…
On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients
Monika Eisenmann, Mihály Kovács, Raphael Kruse +1
In this paper we introduce a randomized version of the backward Euler method, that is applicable to stiff ordinary differential equations and nonlinear evolution equations with tim…
Strong convergence of a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation
Daisuke Furihata, Mihály Kovács, Stig Larsson +1
We consider the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a convex domain with polygonal boundary in dimension . We discretize the equation usi…
On the discretisation in time of the stochastic Allen-Cahn equation
Mihály Kovács, Stig Larsson, Fredrik Lindgren
We consider the stochastic Allen--Cahn equation perturbed by smooth additive Gaussian noise in a spatial domain with smooth boundary in dimension , and study the semidiscre…
Full discretisation of semi-linear stochastic wave equations driven by multiplicative noise
Rikard Anton, David Cohen, Stig Larsson +1
A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in sp…
Compressive Space-Time Galerkin Discretizations of Parabolic Partial Differential Equations
Stig Larsson, Christoph Schwab
We study linear parabolic initial-value problems in a space-time variational formulation based on fractional calculus. This formulation uses "time derivatives of order one half" on…
Weak error analysis for semilinear stochastic Volterra equations with additive noise
Adam Andersson, Mihály Kovács, Stig Larsson
We prove a weak error estimate for the approximation in space and time of a semilinear stochastic Volterra integro-differential equation driven by additive space-time Gaussian nois…
Discontinuous Galerkin method for an integro-differential equation modeling dynamic fractional order viscoelasticity
Stig Larsson, Milena Racheva, Fardin Saedpanah
An integro-differential equation, modeling dynamic fractional order viscoelasticity, with a Mittag-Leffler type convolution kernel is considered. A discontinuous Galerkin method, b…
On the backward Euler approximation of the stochastic Allen-Cahn equation
Mihály Kovács, Stig Larsson, Fredrik Lindgren
We consider the stochastic Allen-Cahn equation perturbed by smooth additive Gaussian noise in a spatial domain with smooth boundary in dimension , and study the semidiscret…
Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
Adam Andersson, Stig Larsson
We find the weak rate of convergence of the spatially semidiscrete finite element approximation of the nonlinear stochastic heat equation. Both multiplicative and additive noise is…
A trigonometric method for the linear stochastic wave equation
D. Cohen, S. Larsson, M. Sigg
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation…
Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise II. Fully discrete schemes
M. Kovács, S. Larsson, F. Lindgren
We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an ab…