Bréhier, Charles-Edouard; Cohen, David; Giordano, Giuseppe Splitting schemes for FitzHugh-Nagumo stochastic partial differential equations. (English) Zbl 1524.60157 Discrete Contin. Dyn. Syst., Ser. B 29, No. 1, 214-244 (2024). MSC: 60H35 65C30 60H15 92C20 PDFBibTeX XMLCite \textit{C.-E. Bréhier} et al., Discrete Contin. Dyn. Syst., Ser. B 29, No. 1, 214--244 (2024; Zbl 1524.60157) Full Text: DOI arXiv
Berg, André; Cohen, David; Dujardin, Guillaume Approximated exponential integrators for the stochastic Manakov equation. (English) Zbl 1515.65022 J. Comput. Dyn. 10, No. 2, 323-344 (2023). MSC: 65C30 35Q55 60-08 60H15 60H35 PDFBibTeX XMLCite \textit{A. Berg} et al., J. Comput. Dyn. 10, No. 2, 323--344 (2023; Zbl 1515.65022) Full Text: DOI arXiv
Bréhier, Charles-Edouard; Cohen, David Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations. (English) Zbl 07699030 Appl. Numer. Math. 186, 57-83 (2023). MSC: 65C30 60H15 35Q55 60H35 PDFBibTeX XMLCite \textit{C.-E. Bréhier} and \textit{D. Cohen}, Appl. Numer. Math. 186, 57--83 (2023; Zbl 07699030) Full Text: DOI arXiv
Bréhier, Charles-Edouard; Cohen, David; Jahnke, Tobias Splitting integrators for stochastic Lie-Poisson systems. (English) Zbl 07689728 Math. Comput. 92, No. 343, 2167-2216 (2023). MSC: 65C30 65P10 60H10 60H35 PDFBibTeX XMLCite \textit{C.-E. Bréhier} et al., Math. Comput. 92, No. 343, 2167--2216 (2023; Zbl 07689728) Full Text: DOI arXiv
Bréhier, Charles-Edouard; Cohen, David; Ulander, Johan Analysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations. arXiv:2302.08858 Preprint, arXiv:2302.08858 [math.NA] (2023). MSC: 60H35 65J08 BibTeX Cite \textit{C.-E. Bréhier} et al., ``Analysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations'', Preprint, arXiv:2302.08858 [math.NA] (2023) Full Text: arXiv OA License
Cohen, David; Lang, Annika Numerical approximation and simulation of the stochastic wave equation on the sphere. (English) Zbl 1492.65019 Calcolo 59, No. 3, Paper No. 32, 32 p. (2022). MSC: 65C30 35R60 33C55 41A25 60H15 60H35 60G60 60G15 PDFBibTeX XMLCite \textit{D. Cohen} and \textit{A. Lang}, Calcolo 59, No. 3, Paper No. 32, 32 p. (2022; Zbl 1492.65019) Full Text: DOI arXiv
Bréhier, Charles-Edouard; Cohen, David Strong rates of convergence of a splitting scheme for Schrödinger equations with nonlocal interaction cubic nonlinearity and white noise dispersion. (English) Zbl 1485.65011 SIAM/ASA J. Uncertain. Quantif. 10, 453-480 (2022). MSC: 65C30 65J08 60H15 60H35 60-08 35Q55 PDFBibTeX XMLCite \textit{C.-E. Bréhier} and \textit{D. Cohen}, SIAM/ASA J. Uncertain. Quantif. 10, 453--480 (2022; Zbl 1485.65011) Full Text: DOI arXiv
Cohen, David; Vilmart, Gilles Drift-preserving numerical integrators for stochastic Poisson systems. (English) Zbl 1480.65014 Int. J. Comput. Math. 99, No. 1, 4-20 (2022). MSC: 65C30 65P10 60H10 60H35 PDFBibTeX XMLCite \textit{D. Cohen} and \textit{G. Vilmart}, Int. J. Comput. Math. 99, No. 1, 4--20 (2022; Zbl 1480.65014) Full Text: DOI arXiv
Cohen, David Book review of: D. J. Higham and P. E. Kloeden, An introduction to the numerical simulation of stochastic differential equations. (English) Zbl 1480.00015 Eur. Math. Soc. Mag. 122, 68-69 (2021). MSC: 00A17 65-01 60-01 65C30 60Hxx PDFBibTeX XMLCite \textit{D. Cohen}, Eur. Math. Soc. Mag. 122, 68--69 (2021; Zbl 1480.00015) Full Text: DOI
Berg, André; Cohen, David; Dujardin, Guillaume Lie-Trotter splitting for the nonlinear stochastic Manakov system. (English) Zbl 1503.65007 J. Sci. Comput. 88, No. 1, Paper No. 6, 31 p. (2021). MSC: 65C30 60H35 60H15 35Q55 65J08 PDFBibTeX XMLCite \textit{A. Berg} et al., J. Sci. Comput. 88, No. 1, Paper No. 6, 31 p. (2021; Zbl 1503.65007) Full Text: DOI arXiv
Cohen, David; Cui, Jianbo; Hong, Jialin; Sun, Liying Exponential integrators for stochastic Maxwell’s equations driven by Itô noise. (English) Zbl 1436.60061 J. Comput. Phys. 410, Article ID 109382, 20 p. (2020). MSC: 60H15 65C30 35R60 PDFBibTeX XMLCite \textit{D. Cohen} et al., J. Comput. Phys. 410, Article ID 109382, 20 p. (2020; Zbl 1436.60061) Full Text: DOI arXiv
Chen, Chuchu; Cohen, David; D’Ambrosio, Raffaele; Lang, Annika Drift-preserving numerical integrators for stochastic Hamiltonian systems. (English) Zbl 07188447 Adv. Comput. Math. 46, No. 2, Paper No. 27, 22 p. (2020). MSC: 65C20 65C30 65P10 60H10 60H35 PDFBibTeX XMLCite \textit{C. Chen} et al., Adv. Comput. Math. 46, No. 2, Paper No. 27, 22 p. (2020; Zbl 07188447) Full Text: DOI arXiv
Cohen, David; Dujardin, Guillaume Exponential integrators for nonlinear Schrödinger equations with white noise dispersion. (English) Zbl 1386.65036 Stoch. Partial Differ. Equ., Anal. Comput. 5, No. 4, 592-613 (2017). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 65C30 35Q55 60H15 PDFBibTeX XMLCite \textit{D. Cohen} and \textit{G. Dujardin}, Stoch. Partial Differ. Equ., Anal. Comput. 5, No. 4, 592--613 (2017; Zbl 1386.65036) Full Text: DOI Link
Komori, Yoshio; Cohen, David; Burrage, Kevin Weak second order explicit exponential Runge-Kutta methods for stochastic differential equations. (English) Zbl 1387.65064 SIAM J. Sci. Comput. 39, No. 6, A2857-A2878 (2017). MSC: 65L05 65L06 60H10 PDFBibTeX XMLCite \textit{Y. Komori} et al., SIAM J. Sci. Comput. 39, No. 6, A2857--A2878 (2017; Zbl 1387.65064) Full Text: DOI
Chen, Chuchu; Cohen, David; Hong, Jialin Conservative methods for stochastic differential equations with a conserved quantity. (English) Zbl 1344.60066 Int. J. Numer. Anal. Model. 13, No. 3, 435-456 (2016). MSC: 60H35 60H10 65C30 65C20 65D30 PDFBibTeX XMLCite \textit{C. Chen} et al., Int. J. Numer. Anal. Model. 13, No. 3, 435--456 (2016; Zbl 1344.60066) Full Text: arXiv Link
Cohen, David; Dujardin, Guillaume Energy-preserving integrators for stochastic Poisson systems. (English) Zbl 1310.60074 Commun. Math. Sci. 12, No. 8, 1523-1539 (2014). MSC: 60H10 60H35 65C30 65C20 PDFBibTeX XMLCite \textit{D. Cohen} and \textit{G. Dujardin}, Commun. Math. Sci. 12, No. 8, 1523--1539 (2014; Zbl 1310.60074) Full Text: DOI
Abdulle, Assyr; Cohen, David; Vilmart, Gilles; Zygalakis, Konstantinos C. High weak order methods for stochastic differential equations based on modified equations. (English) Zbl 1246.65008 SIAM J. Sci. Comput. 34, No. 3, A1800-A1823 (2012). MSC: 65C30 60H35 65L20 PDFBibTeX XMLCite \textit{A. Abdulle} et al., SIAM J. Sci. Comput. 34, No. 3, A1800--A1823 (2012; Zbl 1246.65008) Full Text: DOI Link