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Annika Lang
Observed names:
A. Lang,
Lang Annika,
Lang, Annika
Institutions:
Chalmers University of Technology,
University of Gothenburg
Observed institutions:
University of Mannheim,
ETH Zurich,
Seminar for Applied Mathematics,
Chalmers University of Technology,
University of Gothenburg
ORCID:
0000-0003-2661-533X
Observed ORCID:
0000-0003-2661-533X
OpenAlex ID:
A5013038827
Isotropic Gaussian random fields on the sphere: Regularity, fast simulation and stochastic partial differential equations
2015
·
Annika Lang
, Christoph Schwab
·
The Annals of Applied Probability
·
148
PDF
Fast simulation of Gaussian random fields
2011
·
Annika Lang
, Jürgen Potthoff
·
Monte Carlo Methods and Applications
·
73
PDF
Multilevel Monte Carlo method for parabolic stochastic partial differential equations
2012
·
Andrea Barth
, Annika Lang
, et al.
·
BIT Numerical Mathematics
·
70
Simulation of stochastic partial differential equations using finite element methods
2011
·
Andrea Barth
, Annika Lang
·
Stochastics
·
55
Multilevel Monte Carlo method with applications to stochastic partial differential equations
2012
·
Andrea Barth
, Annika Lang
·
International Journal of Computer Mathematics
·
52
A new similarity measure for nonlocal filtering in the presence of multiplicative noise
2012
·
T. Teuber
, A. Lang
·
Computational Statistics & Data Analysis
·
48
PDF
Drift-preserving numerical integrators for stochastic Hamiltonian systems
2020
·
Chuchu Chen
, David Cohen
, et al.
·
Advances in Computational Mathematics
·
44
PDF
Fast simulation of Gaussian random fields
2011
·
Annika Lang
, Jürgen Potthoff
·
40
Milstein Approximation for Advection-Diffusion Equations Driven by Multiplicative Noncontinuous Martingale Noises
2012
·
Andrea Barth
, Annika Lang
·
Applied Mathematics & Optimization
·
38
Short-term traffic prediction using physics-aware neural networks
2022
·
Mike Pereira
, Annika Lang
, et al.
·
Transportation Research Part C Emerging Technologies
·
37
PDF
Lp and almost sure convergence of a Milstein scheme for stochastic partial differential equations
2013
·
Andrea Barth
, Annika Lang
·
Stochastic Processes and their Applications
·
31
PDF
Nonlocal Filters for Removing Multiplicative Noise
2012
·
Tanja Teuber
, Annika Lang
·
Lecture notes in computer science
·
30
Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type
2010
·
Annika Lang
, Pao-Liu Chow
, et al.
·
Stochastics
·
21
Fast generation of isotropic Gaussian random fields on the sphere
2018
·
Peter E. Creasey
, Annika Lang
·
Monte Carlo Methods and Applications
·
19
PDF
Parameter and density estimation from real-world traffic data: A kinetic compartmental approach
2021
·
Mike Pereira
, Pinar Boyraz Baykas
, et al.
·
Transportation Research Part B Methodological
·
17
PDF
Numerical approximation and simulation of the stochastic wave equation on the sphere
2022
·
David Cohen
, Annika Lang
·
CALCOLO
·
16
PDF
A Lax equivalence theorem for stochastic differential equations
2010
·
Annika Lang
·
Journal of Computational and Applied Mathematics
·
16
PDF
Numerical analysis of lognormal diffusions on the sphere
2017
·
Lukas Herrmann
, Annika Lang
, et al.
·
Stochastic Partial Differential Equations Analysis and Computations
·
15
PDF
Kolmogorov–Chentsov Theorem and Differentiability of Random Fields on Manifolds
2014
·
R. Andreev
, A. Lang
·
Potential Analysis
·
15
PDF
Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise
2020
·
Mihály Kovács
, Annika Lang
, et al.
·
ESAIM Mathematical Modelling and Numerical Analysis
·
14
PDF
Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces
2020
·
Galatia Cleanthous
, Athanasios G. Georgiadis
, et al.
·
Stochastic Processes and their Applications
·
14
Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions
2017
·
Annika Lang
, Andreas Petersson
, et al.
·
BIT Numerical Mathematics
·
13
PDF
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations
2017
·
Annika Lang
, Andreas Petersson
·
Mathematics and Computers in Simulation
·
12
PDF
Mean square convergence of a semidiscrete scheme for SPDEs of Zakai type driven by square integrable martingales
2010
·
Annika Lang
·
Procedia Computer Science
·
12
Galerkin–Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds
2023
·
Annika Lang
, Mike Pereira
·
BIT Numerical Mathematics
·
11
PDF
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Works count:
76
Citation count:
983
H-index:
16
I10-index:
27
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