Umeå universitet
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Personalbild David Cohen

David Cohen

Kontakt

E-post
david.cohen@umu.se

Verksam vid

Anknytning
Anknuten som övrig/annan befattning till Institutionen för matematik och matematisk statistik
Plats
MIT-huset, plan 3, Matematik och matematisk statistik Umeå universitet, 901 87 Umeå
Drift-preserving numerical integrators for stochastic Poisson systems
International Journal of Computer Mathematics
Cohen, David; Vilmart, Gilles
A fully discrete approximation of the one-dimensional stochastic heat equation
IMA Journal of Numerical Analysis, Oxford University Press 2020, Vol. 40, (1) : 247-284
Anton, Rikard; Cohen, David; Quer-Sardanyons, Lluis
Drift-preserving numerical integrators for stochastic Hamiltonian systems
Advances in Computational Mathematics, Springer-Verlag New York 2020, Vol. 46, (2)
Chen, Chuchu; Cohen, David; D'Ambrosio, Raffaele; et al.
Exponential integrators for stochastic Maxwell's equations driven by Itô noise
Journal of Computational Physics, Elsevier 2020, Vol. 410
Cohen, David; Cui, Jianbo; Hong, Jialin; et al.
High order numerical integrators for single integrand Stratonovich SDEs
Applied Numerical Mathematics, Elsevier 2020, Vol. 158 : 264-270
Cohen, David; Debrabant, Kristian; Rößler, Andreas
Exponential integrators for stochastic Schrödinger equations driven by Itô noise
Journal of Computational Mathematics, Global Science Press 2018, Vol. 36, (2) : 276-309
Anton, Rikard; Cohen, David
Numerical discretisations of stochastic wave equations
International conference of numerical analysis and applied mathematics (ICNAAM 2017), American Institute of Physics (AIP) 2018 : 1-5
Cohen, David
Exponential integrators for stochastic Schrödinger equations driven by Itô noise
Oberwolfach mini-Workshop: Stochastic Differential Equations:Regularity and Numerical Analysis in Finite and InfiniteDimensions: Workshop ID: 1706b, Oberwolfach: 2017 : 11-12
Cohen, David
Exponential integrators for nonlinear Schrödinger equations with white noise dispersion
Stochastics and Partial Differential Equations: Analysis and Computations, New York: Springer 2017, Vol. 5, (4) : 592-613
Cohen, David; Dujardin, Guillaume
Weak second order explicit exponential Runge–Kutta methods for stochastic differential equations
SIAM Journal on Scientific Computing, Society for Industrial and Applied Mathematics 2017, Vol. 39, (6) : A2857-A2878
Komori, Yoshio; Cohen, David; Burrage, Kevin
Geometric numerical integrators for Hunter–Saxton-like equations
Japan journal of industrial and applied mathematics, Vol. 34, (2) : 441-472
Miyatake, Yuto; Cohen, David; Furihata, Daisuke; et al.
Full discretization of semilinear stochastic wave equations driven by multiplicative noise
SIAM Journal on Numerical Analysis, Vol. 54, (2) : 1093-1119
Anton, Rikard; Cohen, David; Larsson, Stig; et al.
Conservative methods for stochastic differential equations with a conserved quantity
International Journal of Numerical Analysis and Modeling, Edmonton, Alberta, Canada: 2016, Vol. 13, (3) : 435-456
Chen, Chuchu; Cohen, David; Hong, Jialin
Numerical discretisations of stochastic wave equations
Obwerwolfach Workshop on Geometric Numerical Integration
Cohen, David
A fully discrete approximation of the one-dimensional stochastic wave equation
IMA Journal of Numerical Analysis, Oxford University Press 2016, Vol. 36, (1) : 400-420
Cohen, David; Quer-Sardanyons, Lluís
MultiSymplectic discretisation of wave map equations
SIAM Journal on Scientific Computing, Vol. 38, (2) : A953-A972
Cohen, David; Verdier, Olivier
Long-term analysis of numerical integrators for oscillatory Hamiltonian systems under minimal non-resonance conditions
BIT Numerical Mathematics, Vol. 55, (3) : 705-732
Cohen, David; Gauckler, Ludwig; Hairer, Ernst; et al.
High order numerical methods for highly oscillatory problem
Mathematical Modelling and Numerical Analysis, Vol. 49, (3) : 695-711
Cohen, David; Schweitzer, Julia
Energy-preserving integrators for stochastic Poisson systems
Communications in Mathematical Sciences, International Press of Boston 2014, Vol. 12, (8) : 1523-1539
Cohen, David; Dujardin, Guillaume
A multi-symplectic numerical integrator for the two-component Camassa Holm equation
Journal of Nonlinear Mathematical Physics, Taylor & Francis 2014, Vol. 21, (3) : 442-453
Cohen, David; Matsuo, Takayasu; Raynaud, Xavier
A trigonometric method for the linear stochastic wave equation
SIAM Journal on Numerical Analysis, Vol. 51, (1) : 204-222
Cohen, David; Larsson, Stig; Sigg, Magdalena
High weak order methods for stochastic differential equations based on modified equations
SIAM Journal on Scientific Computing, Vol. 34, (3) : A1800-A1823
Abdulle, Assyr; Cohen, David; Vilmart, Gilles; et al.
On the numerical discretisation of stochastic oscillators
Mathematics and Computers in Simulation, Vol. 82, (8) : 1478-1495
Cohen, David
One-stage exponential integrators for nonlinear Schrödinger equations over long times
BIT Numerical Mathematics, Springer 2012, Vol. 52, (4) : 877-903
Cohen, David; Gauckler, Ludwig
Convergent numerical schemes for the compressible hyperelastic rod wave equation
Numerische Mathematik, Vol. 122 : 1-59
Cohen, David; Raynaud, Xavier
Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations
Numerische Mathematik, Vol. 121, (1) : 1-29
Cohen, David; Sigg, Magdalena
Trigonometric schemes for stiff second-order SDEs
Oberwolfach Reports
Cohen, David
Linear energy-preserving integrators for Poisson systems
BIT Numerical Mathematics, Vol. 51, (1) : 91-101
Cohen, David; Hairer, Ernst
Geometric finite difference schemes for the generalized hyperelastic-rod wave equation
Journal of Computational and Applied Mathematics, Vol. 235, (8) : 1925-1940
Cohen, David; Raynaud, Xavier
Symmetric exponential integrators with an application to the cubic Schrodinger equation
Foundations of Computational Mathematics, Vol. 8, (3) : 303-317
Celledoni, Elena; Cohen, David; Owren, Brynjulf
Conservation of energy, momentum and actions in numerical discretizations of non-linear wave equations
Numerische Mathematik, Vol. 110, (2) : 113-143
Cohen, David; Hairer, Ernst; Lubich, Christian
Long-time analysis of nonlinearly perturbed wave equations via modulated Fourier expansions
Archive for Rational Mechanics and Analysis, Vol. 187, (2) : 341-368
Cohen, David; Hairer, Ernst; Lubich, Christian
Multi-symplectic integration of the Camassa-Holm equation
Journal of Computational Physics, Vol. 227, (11) : 5492-5512
Cohen, David; Owren, Brynjulf; Raynaud, Xavier
Conservation properties of numerical integrators for highly oscillatory Hamiltonian systems
IMA Journal of Numerical Analysis, Vol. 26, (1) : 34-59
Cohen, David
Trigonometric schemes for stiff second-order SDEs
Oberwolfach Reports
Cohen, David
Numerical integrators for highly oscillatory Hamiltonian systems: a review
Analysis, modeling and simulation of multiscale problems, Springer 2006 : 553-576
Cohen, David; Jahnke, Tobias; Lorenz, Katina; et al.
Numerical energy conservation for multi-frequency oscillatory differential equations
BIT Numerical Mathematics, Vol. 45, (2) : 287-305
Cohen, David; Hairer, Ernst; Lubich, Christian
Modulated Fourier expansions of highly oscillatory differential equations
Foundations of Computational Mathematics, Vol. 3, (4) : 327-345
Cohen, David; Hairer, Ernst; Lubich, Christian
Visa publikationer i DiVA

Forskargrupper

Forskningsledare
Beräkningsmatematik

Forskningsprojekt

1 januari 2019 till 31 december 2022
Numerisk analys och simulering av PDE med slumpmässig dispersion
1 januari 2014 till 31 december 2017
Explicita metoder för tidsdiskretisering av stokastiska vågekvationer

Stochastic Differential Equations HT 2019