David Cohen

Kontakt

david.cohen@umu.se

090-786 50 74

Verksam vid

Universitetslektor vid Institutionen för matematik och matematisk statistik Roll: Studierektor

MIT-huset, plan 3, Matematik och matematisk statistik, E342 Umeå universitet, 901 87 Umeå

Personal webpage http://snovit.math.umu.se/~david/

2020

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

2018

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

2018

Numerical discretisations of stochastic wave equations

AIP Conference Proceedings

Cohen, David

2017

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

2017

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

2017

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

2017

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.

2016

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.

2016

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

2016

Numerical discretisations of stochastic wave equations

Obwerwolfach Workshop on Geometric Numerical Integration

Cohen, David

2016

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

2016

MultiSymplectic discretisation of wave map equations

SIAM Journal on Scientific Computing, Vol. 38, (2) : A953-A972

Cohen, David; Verdier, Olivier

2015

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.

2015

High order numerical methods for highly oscillatory problem

Mathematical Modelling and Numerical Analysis, Vol. 49, (3) : 695-711

Cohen, David; Schweitzer, Julia

2014

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

2014

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

2013

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

2012

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.

2012

On the numerical discretisation of stochastic oscillators

Mathematics and Computers in Simulation, Vol. 82, (8) : 1478-1495

Cohen, David

2012

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

2012

Convergent numerical schemes for the compressible hyperelastic rod wave equation

Numerische Mathematik, Vol. 122 : 1-59

Cohen, David; Raynaud, Xavier

2012

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

Numerische Mathematik, Vol. 121, (1) : 1-29

Cohen, David; Sigg, Magdalena

2011

Trigonometric schemes for stiff second-order SDEs

Oberwolfach Reports

Cohen, David

2011

Linear energy-preserving integrators for Poisson systems

BIT Numerical Mathematics, Vol. 51, (1) : 91-101

Cohen, David; Hairer, Ernst

2011

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

2008

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

2008

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

2008

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

2008

Multi-symplectic integration of the Camassa-Holm equation

Journal of Computational Physics, Vol. 227, (11) : 5492-5512

Cohen, David; Owren, Brynjulf; Raynaud, Xavier

2006

Conservation properties of numerical integrators for highly oscillatory Hamiltonian systems

IMA Journal of Numerical Analysis, Vol. 26, (1) : 34-59

Cohen, David

2006

Trigonometric schemes for stiff second-order SDEs

Oberwolfach Reports

Cohen, David

2006

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.

2005

Numerical energy conservation for multi-frequency oscillatory differential equations

BIT Numerical Mathematics, Vol. 45, (2) : 287-305

Cohen, David; Hairer, Ernst; Lubich, Christian

2003

Modulated Fourier expansions of highly oscillatory differential equations

Foundations of Computational Mathematics, Vol. 3, (4) : 327-345

Cohen, David; Hairer, Ernst; Lubich, Christian

Drift-preserving numerical integrators for stochastic Hamiltonian systems

Chen, Chuchu; Cohen, David; D'Ambrosio, Raffaele; et al.

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