Chalmers University of Technology

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Showing 45 publications

2024

Positivity-preserving schemes for some nonlinear stochastic PDEs

Charles-Edouard Bréhier, David Cohen, Johan Ulander
Proceedings of the Sixteenth Interna- tional Conference Zaragoza-Pau on Mathematics and its Applications 2022
Paper in proceeding
2024

Splitting integrators for linear Vlasov equations with stochastic perturbations

Charles-Edouard Bréhier, David Cohen
Journal of Computational Dynamics (4), p. 494-532
Journal article
2024

Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations

Charles-Edouard Bréhier, David Cohen, Johan Ulander
Mathematical Modelling and Numerical Analysis (4), p. 1317-1346
Journal article
2023

Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations

Charles-Edouard Bréhier, David Cohen
Applied Numerical Mathematics, p. 57-83
Journal article
2023

SPLITTING INTEGRATORS FOR STOCHASTIC LIE-POISSON SYSTEMS

Charles-Edouard Brehier, David Cohen, Tobias Jahnke
Mathematics of Computation (343), p. 2167-2216
Journal article
2023

APPROXIMATED EXPONENTIAL INTEGRATORS FOR THE STOCHASTIC MANAKOV EQUATION

Andre Berg, David Cohen, Guillaume Dujardin
Journal of Computational Dynamics (2), p. 323-344
Journal article
2022

Drift-preserving numerical integrators for stochastic Poisson systems

David Cohen, Gilles Vilmart
International Journal of Computer Mathematics (1), p. 4-20
Journal article
2022

Numerical approximation and simulation of the stochastic wave equation on the sphere

David Cohen, Annika Lang
Calcolo (3)
Journal article
2022

Strong Rates of Convergence of a Splitting Scheme for Schrödinger Equations with Nonlocal Interaction Cubic Nonlinearity and White Noise Dispersion

Charles-Edouard Bréhier, David Cohen
SIAM-ASA Journal on Uncertainty Quantification (1), p. 453-480
Journal article
2021

Splitting integrators for stochastic Lie-Poisson systems

Charles-Edouard Bréhier, David Cohen, Tobias Jahnke
Preprint
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