142 citations · 370 across the 21 of their papers we have counts for
5 papers · 1 filter
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…
Surface finite element approximation of spherical Whittle--Matérn Gaussian random fields
Erik Jansson, Mihály Kovács, Annika Lang
Spherical Whittle--Matérn Gaussian random fields are considered as solutions to fractional elliptic stochastic partial differential equations on the sphere. Approximation is done w…