2018
- 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, [Online]. Available: https://doi.org/10.1016/j.matcom.2017.03.007.
2017
- 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, [Online]. Available: https://doi.org/10.1016/j.apnum.2017.06.009.
- A. Barth, B. Harrach, N. Hyvoenen, and L. Mustonen, “Detecting stochastic inclusions in electrical impedance tomography,” INVERSE PROBLEMS, vol. 33, no. 11, Art. no. 11, 2017, doi: 10.1088/1361-6420/aa8f5c.
- A. Barth and A. Stein, “A study of elliptic partial differential equations with jump diffusion coefficients,” 2017.
- A. Barth, B. Harrach, N. Hyvönen, and L. Mustonen, “Detecting stochastic inclusions in electrical impedance tomography,” Inv. Prob., vol. 33, no. 11, Art. no. 11, 2017, [Online]. Available: http://arxiv.org/abs/1706.03962.
2016
- A. Barth and A. Stein, “Approximation and simulation of infinite-dimensional Lévy processes,” 2016.
- 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.
- A. Barth, R. Bürger, I. Kröker, and C. Rohde, “Computational uncertainty quantification for a clarifier-thickener model with several random perturbations: A hybrid stochastic Galerkin approach,” Computers & Chemical Engineering, vol. 89, pp. 11-- 26, 2016, doi: http://dx.doi.org/10.1016/j.compchemeng.2016.02.016.
- 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.
- 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, Art. no. 4, 2016, doi: 10.1137/15M1027723.
- 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, Art. no. 3, 2016, doi: 10.1007/s10614-015-9502-y.
- K. Carlberg, L. Brencher, B. Haasdonk, and A. Barth, “Data-driven time parallelism via forecasting,” 2016.
2014
- A. Barth and S. Moreno-Bromberg, “Optimal risk and liquidity management with costly refinancing opportunities,” Insurance Math. Econom., vol. 57, pp. 31--45, 2014, doi: 10.1016/j.insmatheco.2014.05.001.
- A. Barth and F. E. Benth, “The forward dynamics in energy markets -- infinite-dimensional modelling and simulation,” Stochastics, vol. 86, no. 6, Art. no. 6, 2014, doi: 10.1080/17442508.2014.895359.
2013
- A. Abdulle, A. Barth, and C. Schwab, “Multilevel Monte Carlo methods for stochastic elliptic multiscale PDEs,” Multiscale Model. Simul., vol. 11, no. 4, Art. no. 4, 2013, doi: 10.1137/120894725.
- A. Barth, A. Lang, and C. Schwab, “Multilevel Monte Carlo method for parabolic stochastic partial differential equations,” BIT, vol. 53, no. 1, Art. no. 1, 2013, doi: 10.1007/s10543-012-0401-5.
- 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, Art. no. 5, 2013, doi: 10.1016/j.spa.2013.01.003.
2012
- A. Barth and A. Lang, “Simulation of stochastic partial differential equations using finite element methods,” Stochastics, vol. 84, no. 2–3, Art. no. 2–3, 2012, doi: 10.1080/17442508.2010.523466.
- A. Barth and A. Lang, “Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises,” Appl. Math. Optim., vol. 66, no. 3, Art. no. 3, 2012, doi: 10.1007/s00245-012-9176-y.
- A. Barth and A. Lang, “Multilevel Monte Carlo method with applications to stochastic partial differential equations,” Int. J. Comput. Math., vol. 89, no. 18, Art. no. 18, 2012, doi: 10.1080/00207160.2012.701735.
2011
- 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, Art. no. 1, 2011, doi: 10.1007/s00211-011-0377-0.
- A. Barth, F. E. Benth, and J. Potthoff, “Hedging of spatial temperature risk with market-traded futures,” Appl. Math. Finance, vol. 18, no. 2, Art. no. 2, 2011, doi: 10.1080/13504861003722385.
2010
- A. Barth, “A finite element method for martingale-driven stochastic partial differential equations,” Commun. Stoch. Anal., vol. 4, no. 3, Art. no. 3, 2010, [Online]. Available: https://www.math.lsu.edu/cosa/4-3-04209.pdf.
2009
- A. Barth, “Stochastic Partial Differential Equations: Approximations and Applications,” University of Oslo, CMA, 2009.
2006
- A. Barth, “Distribution of the First Rendezvous Time of Two Geometric Brownian Motions,” 2006.
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