Publications

List of publications of the group

2018
1. A. Barth and T. Stüwe, “Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise,” Math. Comput. Simulation, vol. 143, pp. 215--225, 2018.
  - BibTeX
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  @article{barth2018convergence, author = {Barth, Andrea and St\"uwe, Tobias}, fjournal = {Mathematics and Computers in Simulation}, issn = {0378-4754}, journal = {Math. Comput. Simulation}, mrclass = {65N75 (35R60 60H15)}, mrnumber = {3698230}, owner = {seusdd}, pages = {215--225}, title = {Weak convergence of {G}alerkin approximations of stochastic partial differential equations driven by additive {L}\'evy noise}, url = {https://doi.org/10.1016/j.matcom.2017.03.007}, volume = 143, year = 2018 }
2017
1. A. Barth and F. G. Fuchs, “Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients,” Appl. Numer. Math., vol. 121, pp. 38--51, 2017.
  - BibTeX
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  @article{barth2017uncertainty, author = {Barth, Andrea and Fuchs, Franz G.}, fjournal = {Applied Numerical Mathematics. An IMACS Journal}, issn = {0168-9274}, journal = {Appl. Numer. Math.}, mrclass = {65M06 (35R60 60H25 65M75)}, owner = {seusdd}, pages = {38--51}, title = {Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients}, url = {https://doi.org/10.1016/j.apnum.2017.06.009}, volume = 121, year = 2017 }
2. A. Barth and A. Stein, “A study of elliptic partial differential equations with jump diffusion coefficients,” 2017.
  - BibTeX
  @unpublished{barth2017study, author = {Barth, Andrea and Stein, Andreas}, note = {submitted to SIAM UQ}, owner = {seusdd}, title = {A study of elliptic partial differential equations with jump diffusion coefficients}, year = 2017 }
3. A. Barth, B. Harrach, N. Hyvönen, and L. Mustonen, “Detecting stochastic inclusions in electrical impedance tomography,” Inv. Prob., vol. 33, no. 11, p. 115012, 2017.
  - BibTeX
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  @article{barth2017detecting, author = {Barth, Andrea and Harrach, Bastian and Hyv\"onen, Nuutti and Mustonen, Lauri}, fjournal = {Inverse Problems}, journal = {Inv. Prob.}, number = 11, owner = {seusdd}, pages = 115012, title = {Detecting stochastic inclusions in electrical impedance tomography}, url = {http://arxiv.org/abs/1706.03962}, volume = 33, year = 2017 }
2016
1. A. Barth and A. Stein, “Approximation and simulation of infinite-dimensional Lévy processes,” 2016.
  - BibTeX
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  @unpublished{barth2016approximation, author = {Barth, Andrea and Stein, Andreas}, institution = {Arxiv}, language = {English}, note = {submitted to Stochastic and Partial Differential Equations}, owner = {seusdd}, title = {Approximation and simulation of infinite-dimensional {L}\'evy processes}, url = {http://arxiv.org/abs/1612.05541}, year = 2016 }
2. A. Barth, C. Schwab, and J. Sukys, “Multilevel Monte Carlo simulation of statistical solutions to the Navier-Stokes equations,” in Monte Carlo and quasi-Monte Carlo methods, vol. 163, Springer, Cham, 2016, pp. 209--227.
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  @incollection{barth2016multilevel, author = {Barth, Andrea and Schwab, Christoph and Sukys, Jonas}, booktitle = {Monte {C}arlo and quasi-{M}onte {C}arlo methods}, doi = {10.1007/978-3-319-33507-0_8}, mrclass = {65C05 (35Q30 65M75 76D06)}, mrnumber = {3536660}, owner = {seusdd}, pages = {209--227}, publisher = {Springer, [Cham]}, series = {Springer Proc. Math. Stat.}, title = {Multilevel {M}onte {C}arlo simulation of statistical solutions to the {N}avier-{S}tokes equations}, url = {http://dx.doi.org/10.1007/978-3-319-33507-0_8}, volume = 163, year = 2016 }
3. A. Barth and I. Kröker, “Finite volume methods for hyperbolic partial differential equations with spatial noise,” in Springer Proceedings in Mathematics and Statistics, vol. submitted, Springer International Publishing, 2016.
  - BibTeX
  @incollection{barth2016finite, author = {Barth, Andrea and Kröker, Ilja}, owner = {ikroeker}, publisher = {Springer International Publishing}, series = {Springer Proceedings in Mathematics and Statistics}, title = {Finite volume methods for hyperbolic partial differential equations with spatial noise}, volume = {submitted}, year = 2016 }
4. A. Barth and F. G. Fuchs, “Uncertainty quantification for hyperbolic conservation laws with flux coefficients given by spatiotemporal random fields,” SIAM J. Sci. Comput., vol. 38, no. 4, pp. A2209--A2231, 2016.
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  @article{barth2016uncertainty, author = {Barth, Andrea and Fuchs, Franz G.}, coden = {SJOCE3}, doi = {10.1137/15M1027723}, fjournal = {SIAM Journal on Scientific Computing}, issn = {1064-8275}, journal = {SIAM J. Sci. Comput.}, mrclass = {65M08 (35L40 35L65 65C05 65M75)}, mrnumber = {3523082}, number = 4, owner = {seusdd}, pages = {A2209--A2231}, title = {Uncertainty quantification for hyperbolic conservation laws with flux coefficients given by spatiotemporal random fields}, url = {http://dx.doi.org/10.1137/15M1027723}, volume = 38, year = 2016 }
5. A. Barth, S. Moreno-Bromberg, and O. Reichmann, “A Non-stationary Model of Dividend Distribution in a Stochastic Interest-Rate Setting,” Comp. Economics, vol. 47, no. 3, pp. 447--472, 2016.
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  @article{barth2016nonstationary, author = {Barth, Andrea and Moreno-Bromberg, Santiago and Reichmann, Oleg}, doi = {10.1007/s10614-015-9502-y}, fjournal = {Computational Economics}, issn = {1572-9974}, journal = {Comp. Economics}, number = 3, owner = {seusdd}, pages = {447--472}, title = {A Non-stationary Model of Dividend Distribution in a Stochastic Interest-Rate Setting}, url = {http://dx.doi.org/10.1007/s10614-015-9502-y}, volume = 47, year = 2016 }
6. K. Carlberg, L. Brencher, B. Haasdonk, and A. Barth, “Data-driven time parallelism via forecasting,” 2016.
  - BibTeX
  @unpublished{carlberg2016datadriven, author = {Carlberg, Kevin and Brencher, Lukas and Haasdonk, Bernard and Barth, Andrea}, file = {:http\://www.mathematik.uni-stuttgart.de/fak8/ians/publications/files/CBHB16_www_arxiv_forecasting_time_parallelization.pdf:PDF}, language = {English}, note = {submitted to SIAM J. of Sci. Comp.}, owner = {seusdd}, title = {Data-driven time parallelism via forecasting}, year = 2016 }
2014
1. A. Barth and S. Moreno-Bromberg, “Optimal risk and liquidity management with costly refinancing opportunities,” Insurance Math. Econom., vol. 57, pp. 31--45, 2014.
  - BibTeX
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  @article{barth2014optimal, author = {Barth, Andrea and Moreno-Bromberg, Santiago}, doi = {10.1016/j.insmatheco.2014.05.001}, fjournal = {Insurance: Mathematics \& Economics}, issn = {0167-6687}, journal = {Insurance Math. Econom.}, mrclass = {91B30 (91G10 91G80 93-XX)}, mrnumber = {3225325}, owner = {barthaa}, pages = {31--45}, title = {Optimal risk and liquidity management with costly refinancing opportunities}, url = {http://dx.doi.org/10.1016/j.insmatheco.2014.05.001}, volume = 57, year = 2014 }
2. A. Barth and F. E. Benth, “The forward dynamics in energy markets -- infinite-dimensional modelling and simulation,” Stochastics, vol. 86, no. 6, pp. 932--966, 2014.
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  @article{barth2014forward, author = {Barth, Andrea and Benth, Fred Espen}, doi = {10.1080/17442508.2014.895359}, fjournal = {Stochastics. An International Journal of Probability and Stochastic Processes}, issn = {1744-2508}, journal = {Stochastics}, mrclass = {Preliminary Data}, mrnumber = {3271515}, number = 6, owner = {seusdd}, pages = {932--966}, title = {The forward dynamics in energy markets -- infinite-dimensional modelling and simulation}, url = {http://dx.doi.org/10.1080/17442508.2014.895359}, volume = 86, year = 2014 }
2013
1. A. Abdulle, A. Barth, and C. Schwab, “Multilevel Monte Carlo methods for stochastic elliptic multiscale PDEs,” Multiscale Model. Simul., vol. 11, no. 4, pp. 1033--1070, 2013.
  - BibTeX
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  @article{abdulle2013multilevel, author = {Abdulle, Assyr and Barth, Andrea and Schwab, Christoph}, doi = {10.1137/120894725}, fjournal = {Multiscale Modeling \& Simulation. A SIAM Interdisciplinary Journal}, issn = {1540-3459}, journal = {Multiscale Model. Simul.}, mrclass = {65N30 (35J25 35R60 60H15 65C05 65N75)}, mrnumber = {3118248}, number = 4, owner = {barthaa}, pages = {1033--1070}, title = {Multilevel {M}onte {C}arlo methods for stochastic elliptic multiscale {PDE}s}, url = {http://dx.doi.org/10.1137/120894725}, volume = 11, year = 2013 }
2. A. Barth, A. Lang, and C. Schwab, “Multilevel Monte Carlo method for parabolic stochastic partial differential equations,” BIT, vol. 53, no. 1, pp. 3--27, 2013.
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  @article{barth2013multilevel, author = {Barth, Andrea and Lang, Annika and Schwab, Christoph}, doi = {10.1007/s10543-012-0401-5}, fjournal = {BIT. Numerical Mathematics}, issn = {0006-3835}, journal = {BIT}, mrclass = {65M75 (60H15 60H35 65C05)}, mrnumber = {3029293}, number = 1, owner = {barthaa}, pages = {3--27}, title = {Multilevel {M}onte {C}arlo method for parabolic stochastic partial differential equations}, url = {http://dx.doi.org/10.1007/s10543-012-0401-5}, volume = 53, year = 2013 }
3. A. Barth and A. Lang, “L^p and almost sure convergence of a Milstein scheme for stochastic partial differential equations,” Stochastic Process. Appl., vol. 123, no. 5, pp. 1563--1587, 2013.
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  @article{barth2013almost, author = {Barth, Andrea and Lang, Annika}, doi = {10.1016/j.spa.2013.01.003}, fjournal = {Stochastic Processes and their Applications}, issn = {0304-4149}, journal = {Stochastic Process. Appl.}, mrclass = {60H15 (60F25 60H35 65C30 65M75)}, mrnumber = {3027891}, number = 5, owner = {barthaa}, pages = {1563--1587}, title = {{L^p} and almost sure convergence of a {M}ilstein scheme for stochastic partial differential equations}, url = {http://dx.doi.org/10.1016/j.spa.2013.01.003}, volume = 123, year = 2013 }
2012
1. A. Barth and A. Lang, “Simulation of stochastic partial differential equations using finite element methods,” Stochastics, vol. 84, no. 2–3, pp. 217--231, 2012.
  - BibTeX
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  @article{barth2012simulation, author = {Barth, Andrea and Lang, Annika}, doi = {10.1080/17442508.2010.523466}, fjournal = {Stochastics. An International Journal of Probability and Stochastic Processes}, issn = {1744-2508}, journal = {Stochastics}, mrclass = {60H15 (60G60 60H35 65C30)}, mrnumber = {2916876}, mrreviewer = {Carlos M. Mora Gonz{\'a}lez}, number = {2-3}, owner = {barthaa}, pages = {217--231}, title = {Simulation of stochastic partial differential equations using finite element methods}, url = {http://dx.doi.org/10.1080/17442508.2010.523466}, volume = 84, year = 2012 }
2. A. Barth and A. Lang, “Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises,” Appl. Math. Optim., vol. 66, no. 3, pp. 387--413, 2012.
  - BibTeX
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  @article{barth2012milstein, author = {Barth, Andrea and Lang, Annika}, coden = {AMOMBN}, doi = {10.1007/s00245-012-9176-y}, fjournal = {Applied Mathematics and Optimization. An International Journal with Applications to Stochastics}, issn = {0095-4616}, journal = {Appl. Math. Optim.}, mrclass = {65C30 (35R60 60H15 60H35 65M75)}, mrnumber = {2996432}, number = 3, owner = {barthaa}, pages = {387--413}, title = {Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises}, url = {http://dx.doi.org/10.1007/s00245-012-9176-y}, volume = 66, year = 2012 }
3. A. Barth and A. Lang, “Multilevel Monte Carlo method with applications to stochastic partial differential equations,” Int. J. Comput. Math., vol. 89, no. 18, pp. 2479--2498, 2012.
  - BibTeX
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  @article{barth2012multilevel, author = {Barth, Andrea and Lang, Annika}, doi = {10.1080/00207160.2012.701735}, fjournal = {International Journal of Computer Mathematics}, issn = {0020-7160}, journal = {Int. J. Comput. Math.}, mrclass = {60H15 (65C05 65C30)}, mrnumber = {3004662}, mrreviewer = {Meng Xu}, number = 18, owner = {barthaa}, pages = {2479--2498}, title = {Multilevel {M}onte {C}arlo method with applications to stochastic partial differential equations}, url = {http://dx.doi.org/10.1080/00207160.2012.701735}, volume = 89, year = 2012 }
2011
1. A. Barth, C. Schwab, and N. Zollinger, “Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients,” Numer. Math., vol. 119, no. 1, pp. 123--161, 2011.
  - BibTeX
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  @article{barth2011multilevel, author = {Barth, Andrea and Schwab, Christoph and Zollinger, Nathaniel}, coden = {NUMMA7}, doi = {10.1007/s00211-011-0377-0}, fjournal = {Numerische Mathematik}, issn = {0029-599X}, journal = {Numer. Math.}, mrclass = {65N30 (35J25 35R60 60H15 65C05)}, mrnumber = {2824857 (2012i:65252)}, mrreviewer = {Erich Novak}, number = 1, owner = {barthaa}, pages = {123--161}, title = {Multi-level {M}onte {C}arlo finite element method for elliptic {PDE}s with stochastic coefficients}, url = {http://dx.doi.org/10.1007/s00211-011-0377-0}, volume = 119, year = 2011 }
2. A. Barth, F. E. Benth, and J. Potthoff, “Hedging of spatial temperature risk with market-traded futures,” Appl. Math. Finance, vol. 18, no. 2, pp. 93--117, 2011.
  - BibTeX
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  @article{barth2011hedging, author = {Barth, Andrea and Benth, Fred Espen and Potthoff, J�rgen}, doi = {10.1080/13504861003722385}, fjournal = {Applied Mathematical Finance}, issn = {1350-486X}, journal = {Appl. Math. Finance}, mrclass = {91G80}, mrnumber = {2786978 (2012c:91255)}, number = 2, owner = {barthaa}, pages = {93--117}, title = {Hedging of spatial temperature risk with market-traded futures}, url = {http://dx.doi.org/10.1080/13504861003722385}, volume = 18, year = 2011 }
2010
1. A. Barth, “A finite element method for martingale-driven stochastic partial differential equations,” Commun. Stoch. Anal., vol. 4, no. 3, pp. 355--375, 2010.
  - BibTeX
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  @article{barth2010finite, author = {Barth, Andrea}, fjournal = {Communications on Stochastic Analysis}, issn = {0973-9599}, journal = {Commun. Stoch. Anal.}, mrclass = {60H15 (60H35 65C30)}, mrnumber = {2677196 (2011g:60106)}, mrreviewer = {Christian F. Roth}, number = 3, owner = {seusdd}, pages = {355--375}, title = {A finite element method for martingale-driven stochastic partial differential equations}, url = {https://www.math.lsu.edu/cosa/4-3-04[209].pdf}, volume = 4, year = 2010 }
2009
1. A. Barth, “Stochastic Partial Differential Equations: Approximations and Applications,” PhD dissertation, University of Oslo, CMA, 2009.
  - BibTeX
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  @phdthesis{barth2009stochastic, author = {Barth, Andrea}, month = {September}, owner = {annika}, school = {University of Oslo, CMA}, title = {Stochastic {P}artial {D}ifferential {E}quations: {A}pproximations and {A}pplications}, url = {https://www.duo.uio.no/handle/10852/10669}, year = 2009 }
2006
1. A. Barth, “Distribution of the First Rendezvous Time of Two Geometric Brownian Motions,” Master thesis, University of Mannheim, 2006.
  - BibTeX
  @mastersthesis{barth2006distribution, author = {Barth, Andrea}, month = {November}, owner = {barthaa}, school = {University of Mannheim}, title = {Distribution of the {F}irst {R}endezvous {T}ime of {T}wo {G}eometric {B}rownian {M}otions}, year = 2006 }

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