80 citations · 327 across the 17 of their papers we have counts for
17 papers
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…
Boundary conditions for nonlocal one-sided pseudo-differential operators and the associated stochastic processes II
Boris Baeumer, Mihály Kovács, Lorenzo Toniazzi
We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided Lévy processes. On one hand this allows modellers to use approp…
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…
The Traffic Reaction Model: A kinetic compartmental approach to road traffic modeling
M. Pereira, B. Kulcsár, Gy. Lipták +2
In this work, a family of finite volume discretization schemes for LWR-type first order traffic flow models (with possible on- and off-ramps) is proposed: the Traffic Reaction Mode…
Boundary conditions for nonlocal one-sided pseudo-differential operators and the associated stochastic processes I
Boris Baeumer, Mihály Kovács, Lorenzo Toniazzi
We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided Lévy processes. On one hand this allows modellers to use approp…
On the stochastic Allen-Cahn equation on networks with multiplicative noise
Mihály Kovács, Eszter Sikolya
We consider a system of stochastic Allen-Cahn equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative Gaussian noise driven stochast…
Mittag-Leffler Euler integrator for a stochastic fractional order equation with additive noise
Mihály Kovács, Stig Larsson, Fardin Saedpanah
Motivated by fractional derivative models in viscoelasticity, a class of semilinear stochastic Volterra integro-differential equations, and their deterministic counterparts, are co…
Fractional Partial Differential Equations with Boundary Conditions
Boris Baeumer, Mihály Kovács, Harish Sankaranarayanan
We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for…
Numerical solution of fractional elliptic stochastic PDEs with spatial white noise
David Bolin, Kristin Kirchner, Mihály Kovács
The numerical approximation of solutions to stochastic partial differential equations with additive spatial white noise on bounded domains in is considered. The diff…
Global solutions to the stochastic Volterra Equation driven by Lévy noise
Mihály Kovács, Erika Hausenblas
In this article we investigate the existence and uniqueness of the stochastic Volterra equation driven by a \levy noise of pure jump type. In particular, we consider the following…
Weak error analysis via functional Itô calculus
Mihály Kovács, Felix Lindner
We consider autonomous stochastic ordinary differential equations (SDEs) and weak approximations of their solutions for a general class of sufficiently smooth path-dependent functi…
On the discretisation in time of the stochastic Allen-Cahn equation
Mihály Kovács, Stig Larsson, Fredrik Lindgren
We consider the stochastic Allen--Cahn equation perturbed by smooth additive Gaussian noise in a spatial domain with smooth boundary in dimension , and study the semidiscre…
Weak error analysis for semilinear stochastic Volterra equations with additive noise
Adam Andersson, Mihály Kovács, Stig Larsson
We prove a weak error estimate for the approximation in space and time of a semilinear stochastic Volterra integro-differential equation driven by additive space-time Gaussian nois…
Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term
Mihály Kovács, Jacques Printems
In this paper we are interested in the numerical approximation of the marginal distributions of the Hilbert space valued solution of a stochastic Volterra equation driven by an add…
Reflected Spectrally Negative Stable Processes and their Governing Equations
Boris Baeumer, Mihály Kovács, Mark M. Meerschaert +2
This paper explicitly computes the transition densities of a spectrally negative stable process with index greater than one, reflected at its infimum. First we derive the forward e…
Higher order Grünwald approximations of fractional derivatives and fractional powers of operators
Boris Baeumer, Mihály Kovács, Harish Sankaranarayanan
We give stability and consistency results for higher order Grünwald-type formulae used in the approximation of solutions to fractional-in-space partial differential equations. We u…