Annika Lang - Publications

Guided smoothing and control for diffusion processes, O. Eklund, A. Lang, M. Schauer, arXiv.2503.04326, March 2025, Code
Finite element approximation of parabolic SPDEs with Whittle–Matérn noise, Ø. S. Auestad, G.-A. Fugelstad, Espen R. Jacobsen, A. Lang, arXiv.2406.11041, January 2025
An exponential map free implicit midpoint method for stochastic Lie-Poisson systems, S. Ephrati, E. Jansson, A. Lang, E. Luesink, arXiv.2408.16701, August 2024
Non-stationary Gaussian random fields on hypersurfaces: Sampling and strong error analysis, E. Jansson, A. Lang, M. Pereira, arXiv:2406.08185, June 2024
Incremental Exponential Stability of the Unidirectional Flow Model, S. Wiersdalen, M. Pereira, A. Lang, G. Szederkényi, J. Auriol, B. Kulcsár, arXiv:2312.11061, December 2023

Finite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs, A. Andersson, A. Lang, A. Petersson, L. Schroer, to appear in Appl. Math. Optim., April 2025
Isotropic Q-fractional Brownian motion on the sphere: regularity and fast simulation, A. Lang, B. Müller, to appear in Phil. Trans. R. Soc. A, arXiv.2410.19649, February 2025, Code
Localized orthogonal decomposition for a multiscale parabolic stochastic partial differential equation, A. Lang, P. Ljung, A. Målqvist, SIAM Multiscale Model. Simul., Vol. 22, No. 1, 204-229, January 2024
Euler-Maruyama approximations of the stochastic heat equation on the sphere, A. Lang, I. Motschan-Armen, J. Comput. Dyn., Vol. 11, No. 1, 23-42, January 2024
Galerkin-Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds, A. Lang, M. Pereira, BIT Num. Math., Vol. 63, No. 4, 51, December 2023.
Approximation of SPDE covariance operators by finite elements: A semigroup approach, M. Kovács, A. Lang, A. Petersson, IMAJNA, Vol. 43, No. 3, 1324-1357, May 2023
Hilbert-Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations, M. Kovács, A. Lang, A. Petersson, Stochastic Analysis and Applications, Vol. 41, No. 3, 564-590, April 2023
Numerical approximation and simulation of the stochastic wave equation on the sphere, D. Cohen, A. Lang, Calcolo, Vol. 59, No. 3, 32, September 2022
Short-term traffic prediction using physics-aware neural networks, M. Pereira, A. Lang, B. Kulcsár, Transportation Research Part C: Emerging Technologies, Vol. 142, 103772, September 2022
Surface finite element approximation of spherical Whittle-Matérn Gaussian random fields, E. Jansson, M. Kovács, A. Lang, SIAM J. Sci. Comput., Vol. 44, No. 2, A825-A842, April 2022
Parameter and density estimation from real-world traffic data: A kinetic compartmental approach, M. Pereira, P. Boyraz Baykas, B. Kulcsár, A. Lang, Transp. R. B, Vol. 155, 210-239, January 2022
Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise, M. Kovács, A. Lang, A. Petersson, ESAIM:M2N, Vol. 54, No. 6, 2199-2227, November-December 2020
Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces, G. Cleanthous, A. Georgiadis, A. Lang, and E. Porcu, Stoch. Proc. Appl., Vol. 130, No. 8, 4873-4891, August 2020
Drift-preserving numerical integrators for stochastic Hamiltonian systems, C. Chen, D. Cohen, R. D'Ambrosio, A. Lang, Adv. Comput. Math., Vol. 46, No.2, 27, April 2020
Fast generation of isotropic Gaussian random fields on the sphere, P.E. Creasey, A. Lang, Monte Carlo Meth. Appl., Vol. 24, No. 1, 1-11. (and code on github), March 2018
Numerical analysis of lognormal diffusions on the sphere, L. Herrmann, A. Lang, Ch. Schwab, Stoch. PDE: Anal. Comp., Vol. 6, No. 1, 1-44, March 2018, (SAM report 2016-02)
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations, A. Lang, A. Petersson, Math. Comp. in Simulation, Vol. 143, pp. 99-113, January 2018
Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions, A. Lang, A. Petersson, A. Thalhammer, BIT Num. Math., Vol. 57, No. 4, 963-990, December 2017
Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise, K. Kirchner, A. Lang, S. Larsson, J. Diff. Equations, Vol. 262, No. 12, pp. 5896-5927, June 2017
Continuity of random fields on Riemannian manifolds, A. Lang, J. Potthoff, M. Schlather, D. Schwab, Comm. Stoch. Anal., Vol. 10, No. 2, pp. 185-193, June 2016
Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations, A. Lang, Ch. Schwab, Ann. Appl. Prob., Vol. 25, No. 6, pp. 3047-3094, December 2015 (arXiv:1305.1170 [math.PR])
Kolmogorov-Chentsov theorem and differentiability of random fields on manifolds, R. Andreev, A. Lang, Potential Anal., Vol. 41, No. 3, pp. 761-769, October 2014 (arXiv:1307.4886 [math.PR])
Covariance structure of parabolic stochastic partial differential equations, A. Lang, S. Larsson, Ch. Schwab, Stoch. PDE: Anal. Comp., Vol. 1, No. 2, pp. 351-364, June 2013 (arXiv:1210.3447 [math.PR])
L^p and almost sure convergence of a Milstein scheme for stochastic partial differential equations, A. Barth, A. Lang, Stoch. Proc. Appl., Vol. 123, No. 5, pp. 1563-1587, May 2013
Multilevel Monte Carlo method for parabolic stochastic partial differential equations, A. Barth, A. Lang, Ch. Schwab, BIT Num. Math., Vol. 53, No. 1, pp. 3-27, March 2013
Erratum: Fast simulation of Gaussian random fields, A. Lang, J. Potthoff, Monte Carlo Meth. Appl., Vol. 19, No. 1, pp. 73-75, March 2013
Multilevel Monte Carlo method with applications to stochastic partial differential equations, A. Barth, A. Lang, J. Comp. Math., Vol. 89, No. 18, pp. 2479-2498, December 2012
Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises, A. Barth, A. Lang, Appl. Math. Opt., Vol. 66, No. 3, pp. 387-413, December 2012
A new similarity measure for nonlocal filtering in the presence of multiplicative noise, T. Teuber, A. Lang, Comp. Stat. Dat. Ana., Vol. 56, No. 12, pp. 3821-3842, December 2012
Erratum: Almost Sure Convergence of a Semidiscrete Milstein Scheme SPDEs of Zakai Type, A. Lang, P.-L. Chow, J. Potthoff, Stochastics, Vol. 84, No. 4, p. 561, August 2012
Simulation of stochastic partial differential equations using finite element methods, A. Barth, A. Lang, Stochastics, Vol. 84, No. 2-3, pp. 217-231, April 2012
Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales , A. Lang, J. Comp. Appl. Math., Vol. 236, No. 7, pp. 1724-1732, January 2012
Fast simulation of Gaussian random fields, A. Lang, J. Potthoff, Monte Carlo Meth. Appl., Vol. 17, No. 3, pp. 195-214, September 2011
Typo: In Algorithm 3.1, Remark d) it should read (k_i-N_i/2)/l_i instead of k_i/l_i. See also Monte Carlo Meth. Appl., Vol. 19, No. 1, pp. 73-75.
A Lax equivalence theorem for stochastic differential equations, A. Lang, J. Comp. Appl. Math., Vol. 234, No. 12, pp. 3387-3396, October 2010
Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type, A. Lang, P.-L. Chow, J. Potthoff, Stochastics, Vol. 82, No. 3, pp. 315-326, June 2010
Nonbinary Quantum Goppa Codes Exceeding the Quantum Gilbert-Varshamov Bound, A. Niehage, Quantum Information Processing, Vol. 6, No. 3, pp. 143-158, June 2007 and Mannheimer Manuskripte 279, May 2006

Connecting random fields on manifolds and stochastic partial differential equations in simulations, A. Lang. In Stig Larsson, Ricardo H. Nochetto, Stefan A. Sauter, Christian Wieners, editors, Space-Time Methods for Time-Dependent Partial Differential Equations, 6/2022, Vol. 19, No. 1 of Oberwolfach Reports, pp. 346-349. European Mathematical Society, 2022
Stochastic partial differential equations, A. Lang. In Katsushi Ikeuchi, editor, Computer Vision: A Reference Guide, 2nd edition, pp. 1–6, Springer, 2021
Random fields: How does regularity influence the resulting structures?, A. Lang. In Björn Engquist and Daniel Peterseim, editors, Computational Multiscale Methods, 35/2019, Vol. 16, No. 3 of Oberwolfach Reports, pp. 2129-2132. European Mathematical Society, 2019
Drift-preserving numerical integrators for stochastic Hamiltonian systems, A.Lang. In Oliver Ernst, Fabio Nobile, Claudia Schillings and Tim Sullivan, editors, Uncertainty Quantification, 12/2019, Vol 16, No. 1 of Oberwolfach Reports, pp. 713-714. European Mathematical Society, 2019
Mean-square stability analysis of SPDE approximations, A. Lang. In L. Szpruch, M. Hutzenthaler, A. Lang, and L. Yaroslavtseva, editors, Stochastic Differential Equations: Regularity and Numerical Analysis in Finite and Infinite Dimensions, 9/2017, Vol. 14 of Oberwolfach Reports, pp. 476–479. European Mathematical Society, 2017
A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes, A. Lang. In Ronald Cools and Dirk Nuyens, editors, Monte Carlo and Quasi-Monte Carlo Methods, MCQMC, Leuven, Belgium, April 2014, pp. 489-505, Springer, June 2016
Stochastic partial differential equations, A. Lang. In Katsushi Ikeuchi, editor, Computer Vision: A Reference Guide, pp. 770–775, Springer, 2014
Isotropic Gaussian random fields on the sphere, A. Lang, Oberwolfach Report 39/2013, pp. 38-41, August 2013
Nonlocal filters for removing multiplicative noise, T. Teuber, A. Lang, in Scale Space and Variational Methods in Computer Vision, Springer Berlin Heidelberg, 2012, LNCS 6667, pp. 50-61
Mean square convergence of a semidiscrete scheme for SPDEs of Zakai type driven by square integrable martingales, A. Lang, ICCS 2010 Proceedings, Procedia Computer Science, Vol. 1, No. 1, pp. 1609-1617, May 2010

PhD thesis: Simulation of Stochastic Partial Differential Equations and Stochastic Active Contours, A. Lang, December 2007
Diploma thesis: Quantum Goppa Codes over Hyperelliptic Curves, arXiv.quant-ph/0501074, A. Niehage, November 2004

Meet the Mathematician, Interview series at Chalmers, see also YouTube, June 2024
New model could balance traffic congestions, Chalmers News article, June 2024
Generation of random surfaces by stochastic partial differential equations, A. Lang, I. Motschan-Armen, ECMI blog, September 2023
Sampling of random fields on manifolds, E. Jansson, A. Lang, M. Pereira, ECMI blog, May 2021

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