STAR-seminars: Annika Lang

Image may contain: Sky, Architecture, Animation.

The webinars will take place on Zoom and a link to the virtual room will be sent out to all those who registered at the registration page.


Speaker: Annika Lang - Chalmers University of Technology

Title: The stochastic wave equation on the sphere: properties and simulation


The stochastic wave equation driven by isotropic Gaussian noise is considered on the unit sphere. We solve this stochastic partial differential equation and discuss properties of the derived solutions. These are used in the developed approximation scheme based on spectral methods and its convergence analysis. We derive strong, weak, and almost sure convergence rates for the proposed algorithm and show that these rates depend only on the smoothness of the driving noise, the initial conditions, and the test functions. Numerical experiments confirm the theoretical rates. Finally we discuss extensions to more general domains and equations that can be treated in a similar way.

This talk is based on joint work with David Cohen.



This series of webinars addresses all interested people in probability, stochastic analysis, control, risk evaluation, statistics, with a view towards applications, in particular to renewable energy markets and production. This series brings together the major research themes of the projects STORM, SCROLLER, and SPATUS

Published Feb. 5, 2021 2:03 PM - Last modified Feb. 11, 2021 9:32 AM