David Cohen

Universitetslektor vid Institutionen för matematik och matematisk statistik Roll: Studierektor

david.cohen@umu.se

090-786 50 74

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

Presentation

Personal webpage http://snovit.math.umu.se/~david/
Fäll ihop
Senaste publikationer

2018

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

IMA Journal of Numerical Analysis

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 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

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

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.

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

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

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

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

MultiSymplectic discretisation of wave map equations

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

Cohen, David; Verdier, Olivier

2016

Numerical discretisations of stochastic wave equations

Obwerwolfach Workshop on Geometric Numerical Integration

Cohen, David

2015

High order numerical methods for highly oscillatory problem

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

Cohen, David; Schweitzer, Julia

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.

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

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

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

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

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

Cohen, David; Sigg, Magdalena

2012

Convergent numerical schemes for the compressible hyperelastic rod wave equation

Numerische Mathematik, Vol. 122 : 1-59

Cohen, David; Raynaud, Xavier

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

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

2011

Linear energy-preserving integrators for Poisson systems

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

Cohen, David; Hairer, Ernst

2011

Trigonometric schemes for stiff second-order SDEs

Oberwolfach Reports

Cohen, David

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

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

2006

Conservation properties of numerical integrators for highly oscillatory Hamiltonian systems

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

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.

2006

Trigonometric schemes for stiff second-order SDEs

Oberwolfach Reports

Cohen, David

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

Visa publikationer i DiVA Fäll ihop
Forskningsprojekt

1 januari 2019 till 31 december 2022

Numerisk analys och simulering av PDE med slumpmässig dispersion

Forskningsämne: Matematik

Fäll ihop

David Cohen

Presentation

Senaste publikationer

Forskningsprojekt