Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations A Lang, C Schwab | 189 | 2015 |
Multilevel Monte Carlo method for parabolic stochastic partial differential equations A Barth, A Lang, C Schwab BIT Numerical Mathematics 53, 3-27, 2013 | 103 | 2013 |
Fast simulation of Gaussian random fields A Lang, J Potthoff Walter de Gruyter GmbH & Co. KG 17 (3), 195-214, 2011 | 91 | 2011 |
Simulation of stochastic partial differential equations using finite element methods A Barth, A Lang Stochastics An International Journal of Probability and Stochastic Processes …, 2012 | 71 | 2012 |
Multilevel Monte Carlo method with applications to stochastic partial differential equations A Barth, A Lang International Journal of Computer Mathematics 89 (18), 2479-2498, 2012 | 60 | 2012 |
Drift-preserving numerical integrators for stochastic Hamiltonian systems C Chen, D Cohen, R D’Ambrosio, A Lang Advances in Computational Mathematics 46, 1-22, 2020 | 57 | 2020 |
Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises A Barth, A Lang Applied Mathematics & Optimization 66, 387-413, 2012 | 53 | 2012 |
A new similarity measure for nonlocal filtering in the presence of multiplicative noise T Teuber, A Lang Computational Statistics & Data Analysis 56 (12), 3821-3842, 2012 | 50 | 2012 |
Lp and almost sure convergence of a Milstein scheme for stochastic partial differential equations A Barth, A Lang Stochastic Processes and their Applications 123 (5), 1563-1587, 2013 | 40* | 2013 |
Nonlocal filters for removing multiplicative noise T Teuber, A Lang International Conference on Scale Space and Variational Methods in Computer …, 2011 | 34 | 2011 |
Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type A Lang, PL Chow, J Potthoff Stochastics: An International Journal of Probability and Stochastics …, 2010 | 27 | 2010 |
Kolmogorov–Chentsov theorem and differentiability of random fields on manifolds R Andreev, A Lang Potential Analysis 41, 761-769, 2014 | 24 | 2014 |
Fast generation of isotropic Gaussian random fields on the sphere PE Creasey, A Lang Monte Carlo Methods and Applications 24 (1), 1-11, 2018 | 23 | 2018 |
Numerical analysis of lognormal diffusions on the sphere L Herrmann, A Lang, C Schwab Stochastics and Partial Differential Equations: Analysis and Computations 6 …, 2018 | 21 | 2018 |
Simulation of stochastic partial differential equations and stochastic active contours A Lang None, 2007 | 21 | 2007 |
A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes A Lang Monte Carlo and Quasi-Monte Carlo Methods 163, 489-505, 2016 | 19 | 2016 |
Short-term traffic prediction using physics-aware neural networks M Pereira, A Lang, B Kulcsár Transportation research part C: emerging technologies 142, 103772, 2022 | 18 | 2022 |
A Lax equivalence theorem for stochastic differential equations A Lang Journal of computational and applied mathematics 234 (12), 3387-3396, 2010 | 18 | 2010 |
Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces G Cleanthous, AG Georgiadis, A Lang, E Porcu Stochastic Processes and their Applications 130 (8), 4873-4891, 2020 | 16 | 2020 |
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations A Lang, A Petersson Mathematics and Computers in Simulation 143, 99-113, 2018 | 16 | 2018 |