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Annika Lang
Assistant Professor
Applied Mathematics andAbout Annika Lang
My research interests include numerical analysis of stochastic partial differential equations and regularity and simulation of random fields. I am head of unit within the division of applied mathematics and statistics and responsible for all PhD students, postdocs, researchers and guest teachers.
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LOCALIZED ORTHOGONAL DECOMPOSITION FOR A MULTISCALE PARABOLIC STOCHASTIC PARTIAL DIFFERENTIAL
EQUATION
Annika Lang, Per Ljung, Axel Målqvist
MULTISCALE MODELING & SIMULATION - 2024 -
Galerkin-Chebyshev approximation of Gaussian random fields on compact Riemannian
manifolds
Annika Lang, Mike Pereira
Bit Numerical Mathematics - 2023 -
Approximation of SPDE covariance operators by finite elements: a semigroup
approach
Mihaly Kovacs, Annika Lang, A. Petersson
Ima Journal of Numerical Analysis - 2023 -
Euler–Maruyama approximations of the stochastic heat equation on the
sphere
Annika Lang, Ioanna Motschan-Armen
JOURNAL OF COMPUTATIONAL DYNAMICS - 2023 -
Hilbert-Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE
approximations
Mihaly Kovacs, Annika Lang, A. Petersson
Stochastic Analysis and Applications - 2023 -
Surface Finite Element Approximation of Spherical Whittle--Matérn Gaussian Random
Fields
Erik Jansson, M. Kovacs, Annika Lang
Siam Journal on Scientific Computing - 2022 -
Parameter and density estimation from real-world traffic data: A kinetic compartmental
approach
Mike Pereira, Pinar Boyraz Baykas, Balázs Kulcsár, Annika Lang
Transportation Research Part B: Methodological - 2022 -
Numerical approximation and simulation of the stochastic wave equation on the
sphere
David Cohen, Annika Lang
Calcolo - 2022 -
Short-term traffic prediction using physics-aware neural
networks
Mike Pereira, Annika Lang, Balázs Kulcsár
Transportation Research Part C: Emerging Technologies - 2022 -
Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous
spaces
G. Cleanthous, A. G. Georgiadis, Annika Lang, E. Porcu
Stochastic Processes and their Applications - 2020 -
Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive
noise
M. Kovacs, Annika Lang, Andreas Petersson
Esaim-Mathematical Modelling and Numerical Analysis-Modelisation Mathematique Et Analyse Numerique - 2020 -
Drift-preserving numerical integrators for stochastic Hamiltonian
systems
C. C. Chen, D. Cohen, R. D'Ambrosio, Annika Lang
Advances in Computational Mathematics - 2020 -
Fast generation of isotropic Gaussian random fields on the
sphere
P. E. Creasey, Annika Lang
Monte Carlo Methods and Applications - 2018 -
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE
approximations
Annika Lang, Andreas Petersson
Mathematics and Computers in Simulation - 2018 -
Numerical analysis of lognormal diffusions on the
sphere
L. Herrmann, Annika Lang, C. Schwab
Stochastics and Partial Differential Equations: Analysis and Computations - 2018 -
Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy
noise
Kristin Kirchner, Annika Lang, Stig Larsson
Journal of Differential Equations - 2017 -
Mean-square stability analysis of approximations of stochastic differential equations in infinite
dimensions
Annika Lang, Andreas Petersson, Andreas Thalhammer
BIT Numerical Mathematics - 2017 -
Mean-square stability analysis of approximations of stochastic differential equations in infinite
dimensions
Annika Lang, Andreas Petersson, Andreas Thalhammer
ArXiv - 2017 -
Continuity of random fields on Riemannian
manifolds
Annika Lang, Jürgen Potthoff, Martin Schlather, Dimitri Schwab
Communications on Stochastic Analysis - 2016 -
Numerical analysis of lognormal diffusions on the
sphere
Lukas Herrmann, Annika Lang, Christoph Schwab
2016 -
Isotropic Gaussian random fields on the sphere: regularity, fast simulation, and stochastic partial differential
equations
Annika Lang, Ch. Schwab
The Annals of Applied Probability - 2015 -
A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo
Schemes
Annika Lang
11th International Conference on Monte Carlo and Quasi Monte Carlo Methods in Scientific Computing, MCQMC 2014, Leuven, Belgium, 6-11 April 2014 - 2015 -
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE
approximations
Annika Lang, Andreas Petersson
2015 -
Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy
noise
Kristin Kirchner, Annika Lang, Stig Larsson
2015 -
Kolmogorov-Chentsov Theorem and Differentiability of Random Fields on
Manifolds
R. Andreev, Annika Lang
Potential Analysis - 2014 -
Covariance structure of parabolic stochastic partial differential
equations
Annika Lang, Stig Larsson, Ch. Schwab
Stochastic Partial Differential Equations: Analysis and Computations - 2013 -
Isotropic Gaussian random fields on the
sphere
Annika Lang
Multiscale and High-Dimensional Problems, 39/2013, Oberwolfach Reports - 2013 -
Covariance structure of parabolic stochastic partial differential
equations
Annika Lang, Stig Larsson, Christoph Schwab
2012 -
Fast simulation of Gaussian random
fields
Annika Lang, J. Potthoff
Monte Carlo Methods and Applications - 2011 -
Mean square convergence of a semidiscrete scheme for SPDEs of Zakai type driven by square integrable
martingales
Annika Lang
Procedia Computer Science - 2010 -
A Lax equivalence theorem for stochastic differential
equations
Annika Lang
Journal of Computational and Applied Mathematics - 2010