David Cohen
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/
Showing 49 publications
Splitting schemes for FitzHugh–Nagumo stochastic partial differential equations
Positivity-preserving schemes for some nonlinear stochastic PDEs
Splitting integrators for linear Vlasov equations with stochastic perturbations
Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations
SPLITTING INTEGRATORS FOR STOCHASTIC LIE-POISSON SYSTEMS
APPROXIMATED EXPONENTIAL INTEGRATORS FOR THE STOCHASTIC MANAKOV EQUATION
Drift-preserving numerical integrators for stochastic Poisson systems
Numerical approximation and simulation of the stochastic wave equation on the sphere
Approximated exponential integrators for the stochastic Manakov equation
Lie-Trotter Splitting for the Nonlinear Stochastic Manakov System
Splitting integrators for stochastic Lie-Poisson systems
Exponential integrators for stochastic Maxwell's equations driven by Itô noise
Drift-preserving numerical integrators for stochastic Hamiltonian systems
High order numerical integrators for single integrand Stratonovich SDEs
A fully discrete approximation of the one-dimensional stochastic heat equation
Numerical discretisations of stochastic wave equations
Exponential Integrators for Stochastic Schrödinger Equations Driven by Itô Noise
Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations
Geometric numerical integrators for Hunter–Saxton-like equations
Exponential integrators for nonlinear Schrödinger equations with white noise dispersion
A fully discrete approximation of the one-dimensional stochastic wave equation
Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise
MultiSymplectic Discretization of Wave Map Equations
Conservative methods for stochastic differential equations with a conserved quantity
Full discretisation of semi-linear stochastic wave equations driven by multiplicative noise
High order numerical methods for highly oscillatory problems
A multi-symplectic numerical integrator for the two-component Camassa–Holm equation
Energy-preserving integrators for stochastic Poisson systems
A Trigonometric Method for the Linear Stochastic Wave Equation
Convergent numerical schemes for the compressible hyperelastic rod wave equation
High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations
One-stage exponential integrators for nonlinear Schrödinger equations over long times
On the numerical discretisation of stochastic oscillators
A trigonometric method for the linear stochastic wave equation
Geometric finite difference schemes for the generalized hyperelastic-rod wave equation
Linear energy-preserving integrators for Poisson systems
Long-Time Analysis of Nonlinearly Perturbed Wave Equations Via Modulated Fourier Expansions
Multi-symplectic integration of the Camassa–Holm equation
Symmetric Exponential Integrators with an Application to the Cubic Schrödinger Equation
Conservation properties of numerical integrators for highly oscillatory Hamiltonian systems
Numerical integrators for highly oscillatory Hamiltonian systems: a review
Numerical energy conservation for multi-frequency oscillatory differential equations
Modulated Fourier expansions of highly oscillatory differential equations
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Showing 5 research projects
Splitting integrators for stochastic FitzHugh-Nagumo models
Time-Evolving Stochastic Manifolds (StochMan)
Numerical analysis and simulation of PDEs with random dispersion
Numerical methods for stochastic partial differential equations
Explicit numerical methods for the time discretisation of stochastic wave equations