89 citations · 914 across the 31 of their papers we have counts for
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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…
Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise
Kristin Kirchner, Annika Lang, Stig Larsson
The characterization of the covariance function of the solution process to a stochastic partial differential equation is considered in the parabolic case with multiplicative Lévy n…
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…