5 papers
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…
Surface finite element approximation of parabolic SPDEs with Whittle--Matérn noise
Ãyvind 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…
Isotropic Q-fractional Brownian motion on the sphere: regularity and fast simulation
Annika Lang, Björn Müller
As an extension of isotropic Gaussian random fields and Q-Wiener processes on d-dimensional spheres, isotropic Q-fractional Brownian motion is introduced and sample Hölder regular…
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…
Finite element approximation of parabolic SPDEs with Whittle--Matérn noise
Ãyvind Stormark Auestad, Geir-Arne Fuglstad, Espen Robstad Jakobsen +1
We propose and analyse a new type of fully discrete finite element approximation of a class of linear stochastic parabolic evolution equations with additive noise. Our discretizati…