Preprints of Stig Larsson

Complete list of publications in pdf. Go back.

K. Bågmark, A. Andersson, and S. Larsson,
An energy-based deep splitting method for the nonlinear filtering problem.
arXiv:2203.17153 [stat.CO]

M. Eisenmann, M. Kovács, R. Kruse, and S. Larsson,
Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations.
arXiv:1906.11538
Published in BIT Numer. Math.
R. Forslund, A. Snis, and S. Larsson,
A greedy algorithm for optimal heating in powder-bed-based additive manufacturing.
arXiv:1901.10884
Published in J. Math. Ind.

R. Forslund, A. Snis, and S. Larsson,
Analytical solution for heat conduction due to a moving Gaussian heat flux with piecewise constant parameters.
arXiv:1803.10668
Published in Appl. Math. Model. (2019).
M. Kovács, S. Larsson, and F. Saedpanah,
Mittag-Leffler Euler integrator for a stochastic fractional order equation with additive noise.
arXiv:1803.04151
Published in SIAM J. Numer. Anal. (2020).

M. Eisenmann, M. Kovács, R. Kruse, and S. Larsson,
On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients.
arXiv:1709.01018
Published in Found. Comput. Math. (2019).

D. Furihata, M. Kovács, S. Larsson, and F. Lindgren,
Strong convergence of a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation.
arXiv:1612.09459
Published in SIAM J. Numer. Anal. (2018).
S. Larsson and M. Molteni,
Numerical solution of parabolic problems based on a weak space-time formulation.
arXiv:1603.03210
Published in Comput. Methods Appl. Math. (2016).
S. Larsson, Ch. Mollet, and M. Molteni,
Quasi-optimality of Petrov-Galerkin discretizations of parabolic problems with random coefficients.
arXiv:1604.06611
S. Larsson, T. Matsuo, K. Modin, and M. Molteni,
Discrete Variational Derivative Methods for the EPDiff equation.
arXiv:1604.06224

S. Larsson and Ch. Schwab,
Compressive space-time Galerkin discretizations of parabolic partial differential equations.
arXiv:1501.04514
R. Anton, D. Cohen, S. Larsson, and X. Wang,
Full discretisation of semi-linear stochastic wave equations driven by multiplicative noise.
arXiv:1503.00073
Published in SIAM J. Numer. Anal. 54 (2016), 1093-1119.
K. Kirchner, A. Lang, and S. Larsson,
Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise.
arXiv:1506.00624
Published in J. Differential Equations (2017).
M. Kovács, S. Larsson, and F. Lindgren,
On the discretization in time of the stochastic Allen-Cahn equation.
arXiv:1510.03684
To appear in Math. Nachrichten.

A. Andersson, M. Kovács, and S. Larsson,
Weak error analysis for semilinear stochastic Volterra equations with additive noise.
arXiv:1411.6476
Published in J. Math. Anal. Appl. 437 (2016), 1283-1304.
S. Larsson, M. Racheva, and F. Saedpanah,
Discontinuous Galerkin method for an integro-differential equation modeling dynamic fractional order viscoelasticity.
arXiv:1405.5405 (pdf)
Published in Comput. Methods Appl. Mech. Engrg. 283 (2015), 196-209.
M. Kovács, S. Larsson, and A. Mesforush,
Erratum: Finite element approximation of the Cahn-Hilliard-Cook equation.
Published in SIAM J. Numer. Anal. 52 (2014), 2594-2597.
(pdf)
S. Larsson and M. Molteni,
A weak space-time formulation for the linear stochastic heat equation.
arXiv:1402.5842
Published in Int. J. Appl. Comput. Math. (2016 electronic).
J. Karlsson, S. Larsson, M. Sandberg, A. Szepessy, and R. Tempone,
An a posteriori error estimate for symplectic Euler approximation of optimal control problems.
arXiv:1407.8330 (pdf)
Published in SIAM J. Sci. Comput. 37 (2015), A946-A969.

M. Kovács, S. Larsson, and F. Lindgren,
On the backward Euler approximation of the stochastic Allen-Cahn equation.
arXiv:1311.2067
Published in J. Appl. Probab. 52 (2015), 323-338.
A. Andersson, R. Kruse, and S. Larsson,
Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE.
arXiv:1312.5893 (pdf)
Published in Stochastic Partial Differential Equations: Analysis and Computations (2015).

A. Andersson and S. Larsson,
Weak convergence for a spatial approximation of the nonlinear stochastic heat equation.
arXiv:1212.5564 (pdf)
Published in Math. Comp 85 (2016), 1335-1358.
A. Lang, S. Larsson, and Ch. Schwab,
Covariance structure of parabolic stochastic partial differential equations.
arXiv:1210.3447, SAM-Report 2012-32 ETH Zürich (pdf)
Published in Stochastic Partial Differential Equations: Analysis and Computations.
M. Kovács, S. Larsson, and K. Urban,
On Wavelet-Galerkin methods for semilinear parabolic equations with additive noise.
arXiv:1208.0433 (pdf)
Published in: J. Dick et al. (eds.), Monte Carlo and Quasi-Monte Carlo Methods 2012, Springer-Verlag (2014), pp. 481-499.
S. Agapiou, S. Larsson, and A. M. Stuart,
Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems.
arXiv:1203.5753 (pdf)
Published in Stochastic Process. Appl.
D. Cohen, S. Larsson, and M. Sigg,
A trigonometric method for the linear stochastic wave equation.
arXiv:1203.3668 (pdf)
Published in SIAM J. Numer. Anal.
M. Kovács, S. Larsson, and F. Lindgren,
Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise II. Fully discrete schemes.
arXiv:1203.2029 (pdf)
Published in BIT Numer. Math.

K. Kraft and S. Larsson,
An adaptive finite element solver for nonlinear optimal control problems,
preprint 2011:1, Department of Mathematical Sciences, Chalmers University of Technology.
(pdf)
K. Kraft and S. Larsson,
Finite element approximation of variational inequalities in optimal control,
preprint 2011:2, Department of Mathematical Sciences, Chalmers University of Technology.
(pdf)

S. Larsson, C. Lindberg, and M. Warfheimer,
Optimal closing of a pair trade with a model containing jumps,
preprint 2010:22, Department of Mathematical Sciences, Chalmers University of Technology.
arXiv:1004.2947 (pdf)
Published in Appl. Math.
M. Kovács, S. Larsson and A. Mesforush,
Finite element approximation of the Cahn-Hilliard-Cook equation,
preprint 2010:18, Department of Mathematical Sciences, Chalmers University of Technology.
Published in SIAM J. Numer. Anal. (pdf)
S. Larsson and A. Mesforush,
A posteriori error analysis for the Cahn-Hilliard equation,
preprint 2010:19, Department of Mathematical Sciences, Chalmers University of Technology. (pdf)
A. Demlow and S. Larsson,
Local pointwise a posteriori gradient error bounds for the Stokes equations,
preprint 2010:27, Department of Mathematical Sciences, Chalmers University of Technology.
Published in Math. Comp. (pdf)
R. Kruse and S. Larsson,
Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise,
arXiv:1109.6487 [math.AP] (pdf)
Published in Electron. J. Probab.

M. Kovács, S. Larsson, and F. Lindgren,
Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise,
preprint 2009:37, Department of Mathematical Sciences, Chalmers University of Technology.
Published in BIT Numer. Math. (pdf)

S. Larsson,
Nonsmooth data error estimates with applications to
the study of the long-time behavior of finite element
solutions of semilinear parabolic problems,
preprint 1992:36, Department of Mathematics, Chalmers University of Technology.
(amstex, dvi, postscript)
S. Larsson and S. Yu. Pilyugin,
Numerical shadowing near the global attractor for a semilinear
parabolic equation,
preprint 1998:21, Department of Mathematics, Chalmers University of Technology.
(abstract, amslatex, dvi, postscript)
S. Larsson and E. D. Svensson,
Pointwise a posteriori error estimates for the Stokes equations in polyhedral domains,
preprint 2006:19.
(abstract, pdf)