3 papers
math.NA2025
Surface finite element approximation of parabolic SPDEs with Whittle--Matérn noise
Øyvind 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…
math.NA2023
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…
math.PR2016
Continuity of Random Fields on Riemannian Manifolds
Annika Lang, Jürgen Potthoff, Martin Schlather +1
A theorem of the Kolmogorov--Chentsov type is proved for random fields on a Riemannian manifold.