3 papers
math.NA2026
Fully discrete approximation of the semilinear stochastic wave equation on the sphere
David Cohen, Stefano Di Giovacchino, Annika Lang
The semilinear stochastic wave equation on the sphere driven by multiplicative Gaussian noise is discretized by a stochastic trigonometric integrator in time and a spectral Galerki…
math.NA2025
Surface finite element approximation of parabolic SPDEs with Whittle--Matérn noise
Øyvind Stormark Auestad, Geir-Arne Fuglstad, Annika Lang
We propose and analyse a new type of fully discrete surface finite element approximation of a class of linear parabolic stochastic evolution equations with additive noise. Our disc…
math.PR2025
Guided smoothing and control for diffusion processes
Oskar Eklund, Annika Lang, Moritz Schauer
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally…