89 citations · 914 across the 31 of their papers we have counts for
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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…
Covariance structure of parabolic stochastic partial differential equations
Annika Lang, Stig Larsson, Christoph Schwab
In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, te…
Posterior Contraction Rates for the Bayesian Approach to Linear Ill-Posed Inverse Problems
Sergios Agapiou, Stig Larsson, Andrew M. Stuart
We consider a Bayesian nonparametric approach to a family of linear inverse problems in a separable Hilbert space setting with Gaussian noise. We assume Gaussian priors, which are…
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…