11 citations · 29 across the 8 of their papers we have counts for
16 papers
Euler-Maruyama approximations of the stochastic heat equation on the sphere
Annika Lang, Ioanna Motschan-Armen
The stochastic heat equation on the sphere driven by additive isotropic Wiener noise is approximated by a spectral method in space and forward and backward Euler-Maruyama schemes i…
Localized orthogonal decomposition for a multiscale parabolic stochastic partial differential equation
Annika Lang, Per Ljung, Axel Målqvist
A multiscale method is proposed for a parabolic stochastic partial differential equation with additive noise and highly oscillatory diffusion. The framework is based on the localiz…
Approximation of SPDE covariance operators by finite elements: A semigroup approach
Mihály Kovács, Annika Lang, Andreas Petersson
The problem of approximating the covariance operator of the mild solution to a linear stochastic partial differential equation is considered. An integral equation involving the sem…
Hilbert--Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations
Mihály Kovács, Annika Lang, Andreas Petersson
Regularity estimates for an integral operator with a symmetric continuous kernel on a convex bounded domain are derived. The covariance of a mean-square continuous random field on…
Galerkin--Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds
Annika Lang, Mike Pereira
A new numerical approximation method for a class of Gaussian random fields on compact connected oriented Riemannian manifolds is introduced. This class of random fields is characte…
Numerical approximation and simulation of the stochastic wave equation on the sphere
David Cohen, Annika Lang
Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical scheme…