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20112023
most citedIsotropic Gaussian random fields on the sphere: Regularity, fast simulation and stochastic partial differential equations

142 citations · 370 across the 21 of their papers we have counts for

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Showing 2017Show all

2 papers · 1 filter

math.NA2017★ 19 cited

Fast generation of isotropic Gaussian random fields on the sphere

Peter E. Creasey, Annika Lang

The efficient simulation of isotropic Gaussian random fields on the unit sphere is a task encountered frequently in numerical applications. A fast algorithm based on Markov propert…

math.NA2017★ 13 cited

Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions

Annika Lang, Andreas Petersson, Andreas Thalhammer

The (asymptotic) behaviour of the second moment of solutions to stochastic differential equations is treated in mean-square stability analysis. This property is discussed for appro…