Finite Element Approximation of Lyapunov Equations Related to Parabolic Stochastic PDEs
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Author(s):
Adam Andersson; Annika Lang; Andreas Petersson; Leander Schroer
Published in:
Applied Mathematics & Optimization, 2025, ISSN 1432-0606
Publisher:
Springer Nature
DOI:
10.48550/ARXIV.1910.05261
"Diffusive behavior of transport noise on <inline-formula><tex-math id=""M1"">$ \mathbb{S}^2 $</tex-math></inline-formula>"
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Author(s):
Sagy Ephrati, Erik Jansson, Andrea Papini
Published in:
Journal of Computational Dynamics, Issue 14, 2025, ISSN 2158-2491
Publisher:
American Institute of Mathematical Sciences (AIMS)
DOI:
10.48550/ARXIV.2508.02707
Isotropic Q-fractional Brownian motion on the sphere: regularity and fast simulation
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Author(s):
Annika Lang; Björn Müller
Published in:
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2025, ISSN 1471-2962
Publisher:
Royal Society
DOI:
10.48550/ARXIV.2410.19649
Guided smoothing and control for diffusion processes
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Author(s):
Oskar Eklund, Annika Lang, Moritz Schauer
Published in:
Stochastic Processes and their Applications, 2025, ISSN 0304-4149
Publisher:
Elsevier BV
DOI:
10.48550/ARXIV.2503.04326
Euler–Maruyama approximations of the stochastic heat equation on the sphere
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Author(s):
Lang, Annika; Motschan-Armen, Ioanna
Published in:
Journal of Computational Dynamics, 2024, ISSN 2158-2505
Publisher:
American Institute of Mathematical Sciences
DOI:
10.48550/ARXIV.2307.07564
Stochastic Conformal Integrators for Linearly Damped Stochastic Poisson Systems
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Author(s):
Charles-Edouard Bréhier; David Cohen; Yoshio Komori
Published in:
Journal of Scientific Computing, 2025, ISSN 1573-7691
Publisher:
Springer Nature
DOI:
10.48550/ARXIV.2503.01540
