89 citations · 914 across the 31 of their papers we have counts for
4 papers · 1 filter
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…
An a posteriori error estimate for Symplectic Euler approximation of optimal control problems
Jesper Karlsson, Stig Larsson, Mattias Sandberg +2
This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function.…
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…
A weak space-time formulation for the linear stochastic heat equation
Stig Larsson, Matteo Molteni
We apply the well-known Banach-Necas-Babuska inf-sup theory in a stochastic setting to introduce a weak space-time formulation of the linear stochastic heat equation with additive…