David Cohen

Professor at Applied Mathematics and Statistics

My main research interest is numerical analysis of differential equations, with a particular focus on geometric numerical integrators. This basically consists in the design and analysis of structure-preserving numerical methods for the approximation, in time, of solutions to deterministic and random dynamical systems.  For more see http://www.math.chalmers.se/~cohend/

Source: chalmers.se

Showing 32 publications

2020

Exponential integrators for stochastic Maxwell's equations driven by Itô noise

David Cohen, Jianbo Cui, Jialin Hong et al
Journal of Computational Physics. Vol. 410
Journal article
2020

A fully discrete approximation of the one-dimensional stochastic heat equation

Rikard Anton, David Cohen, Lluís Quer-Sardanyons
IMA Journal of Numerical Analysis. Vol. 40 (1), p. 247-284
Journal article
2020

Drift-preserving numerical integrators for stochastic Hamiltonian systems

Chuchu Chen, David Cohen, Raffaele D'Ambrosio et al
Advances in Computational Mathematics. Vol. 46 (2)
Journal article
2018

Numerical discretisations of stochastic wave equations

David Cohen
AIP Conference Proceedings. Vol. 1978 (1), p. 1-5
Paper in proceedings
2018

Exponential Integrators for Stochastic Schrödinger Equations Driven by Itô Noise

Rikard Anton, David Cohen
Journal of Computational Mathematics. Vol. 36 (2), p. 276-309
Journal article
2017

Geometric numerical integrators for Hunter–Saxton-like equations

David Cohen, Daisuke Furihata, Takayasu Matsuo et al
Japan Journal of Industrial and Applied Mathematics. Vol. 34 (2), p. 441-472
Journal article
2017

Exponential integrators for nonlinear Schrödinger equations with white noise dispersion

David Cohen, Guillaume Dujardin
Stochastics and Partial Differential Equations: Analysis and Computations. Vol. 5 (4), p. 592-613
Journal article
2017

Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations

David Cohen, Yoshio Komori, Kevin Burrage
SIAM Journal of Scientific Computing. Vol. 39 (6), p. A2857-A2878
Journal article
2016

MultiSymplectic Discretization of Wave Map Equations

David Cohen, Olivier Verdier
SIAM Journal of Scientific Computing. Vol. 38 (2), p. A953-A972
Journal article
2016

Conservative methods for stochastic differential equations with a conserved quantity

Chuchu Chen, David Cohen, Jialin Hong
International Journal of Numerical Analysis and Modeling. Vol. 13 (3), p. 435-456
Journal article
2016

A fully discrete approximation of the one-dimensional stochastic wave equation

David Cohen, Lluís Quer-Sardanyons
IMA Journal of Numerical Analysis. Vol. 36 (1), p. 400-420
Journal article
2016

Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise

R. Anton, David Cohen, Stig Larsson et al
SIAM Journal on Numerical Analysis. Vol. 54 (2), p. 1093-1119
Journal article
2015

Long-term analysis of numerical integrators for oscillatory Hamiltonian systems under minimal non-resonance conditions

David Cohen, Ludwig Gauckler, Ernst Hairer et al
BIT Numerical Mathematics. Vol. 55 (3), p. 705-732
Journal article
2015

High order numerical methods for highly oscillatory problems

David Cohen, Julia Schweitzer
Mathematical Modelling and Numerical Analysis. Vol. 49 (3), p. 695-711
Journal article
2014

Energy-preserving integrators for stochastic Poisson systems

David Cohen, Guillaume Dujardin
Communications in Mathematical Sciences. Vol. 12 (8), p. 1523-1539
Journal article
2014

A multi-symplectic numerical integrator for the two-component Camassa–Holm equation

David Cohen, Takayasu Matsuo, Xavier Raynaud
Journal of Nonlinear Mathematical Physics. Vol. 21 (3), p. 442-453
Journal article
2013

A Trigonometric Method for the Linear Stochastic Wave Equation

David Cohen, Stig Larsson, Magdalena Sigg
SIAM Journal on Numerical Analysis. Vol. 51 (1), p. 204-222
Journal article
2012

Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations

David Cohen, Magdalena Sigg
Numerische Mathematik. Vol. 121 (1), p. 1-29
Journal article
2012

Convergent numerical schemes for the compressible hyperelastic rod wave equation

David Cohen, Xavier Raynaud
Numerische Mathematik. Vol. 122 (1), p. 1-59
Journal article
2012

High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations

Assyr Abdulle, David Cohen, Gilles Vilmart et al
SIAM Journal of Scientific Computing. Vol. 34 (3), p. A1800-A1823
Journal article
2012

On the numerical discretisation of stochastic oscillators

David Cohen
Mathematics and Computers in Simulation. Vol. 82 (8), p. 1478-1495
Journal article
2012

One-stage exponential integrators for nonlinear Schrödinger equations over long times

David Cohen, Ludwig Gauckler
BIT Numerical Mathematics. Vol. 52 (4), p. 877-903
Journal article
2011

Geometric finite difference schemes for the generalized hyperelastic-rod wave equation

David Cohen, Xavier Raynaud
Journal of Computational and Applied Mathematics. Vol. 235 (8), p. 1925-1940
Journal article
2011

Linear energy-preserving integrators for Poisson systems

David Cohen, Ernst Hairer
BIT Numerical Mathematics. Vol. 51 (1), p. 91-101
Journal article
2008

Conservation of energy, momentum and actions in numerical discretizations of non-linear wave equations

David Cohen, Ernst Hairer, Christian Lubich
Numerische Mathematik. Vol. 110 (2), p. 113-143
Journal article
2008

Symmetric Exponential Integrators with an Application to the Cubic Schrödinger Equation

Elena Celledoni, David Cohen, Brynjulf Owren
Foundations of Computational Mathematics. Vol. 8 (3), p. 303-317
Journal article
2008

Long-Time Analysis of Nonlinearly Perturbed Wave Equations Via Modulated Fourier Expansions

David Cohen, Ernst Hairer, Christian Lubich
Archive for Rational Mechanics and Analysis. Vol. 187 (2), p. 341-368
Journal article
2008

Multi-symplectic integration of the Camassa–Holm equation

David Cohen, Brynjulf Owren, Xavier Raynaud
Journal of Computational Physics. Vol. 227 (11), p. 5492-5512
Journal article
2006

Numerical integrators for highly oscillatory Hamiltonian systems: a review

David Cohen, Tobias Jahnke, Katina Lorenz et al
Analysis, Modeling and Simulation of Multiscale Problems
Paper in proceedings
2006

Conservation properties of numerical integrators for highly oscillatory Hamiltonian systems

David Cohen
IMA Journal of Numerical Analysis. Vol. 26 (1), p. 34-59
Journal article
2005

Numerical energy conservation for multi-frequency oscillatory differential equations

David Cohen, Ernst Hairer, Christian Lubich
BIT Numerical Mathematics. Vol. 45 (2), p. 287-305
Journal article
2003

Modulated Fourier expansions of highly oscillatory differential equations

David Cohen, Ernst Hairer, Christian Lubich
Foundations of Computational Mathematics. Vol. 3 (4), p. 327-345
Journal article

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Showing 3 research projects

2019–2022

Numerical analysis and simulation of PDEs with random dispersion

David Cohen Applied Mathematics and Statistics
Swedish Research Council (VR)

2017–2020

Numerical methods for stochastic partial differential equations

David Cohen Applied Mathematics and Statistics
Stig Larsson Applied Mathematics and Statistics
Annika Lang Applied Mathematics and Statistics
The Swedish Foundation for International Cooperation in Research and Higher Education (STINT)

2014–2017

Explicit numerical methods for the time discretisation of stochastic wave equations

David Cohen Applied Mathematics and Statistics
Swedish Research Council (VR)

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