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David Cohen
Professor bitr
Applied Mathematics and StatisticsAbout 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. Such dynamical systems come, for instance, from applications in molecular dynamics, in astrophysics, in the field of modern communication systems, or in nonlinear wave phenomena. Concrete examples are highly oscillatory problems, multiscale problems, models for shallow water waves, or stochastic wave and Schrödinger equations.
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Positivity-preserving schemes for some nonlinear stochastic
PDEs
Charles-Edouard Bréhier, David Cohen, Johan Ulander
Proceedings of the Sixteenth Interna tional Conference Zaragoza-Pau on Mathematics and its Applications 2022 - 2024 -
SPLITTING INTEGRATORS FOR LINEAR VLASOV EQUATIONS WITH STOCHASTIC
PERTURBATIONS
Charles-Edouard Brehier, David Cohen
JOURNAL OF COMPUTATIONAL DYNAMICS - 2024 -
Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat
equations
Charles-Edouard Brehier, David Cohen, Johan Ulander
ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS - 2024 -
SPLITTING SCHEMES FOR FITZHUGH-NAGUMO STOCHASTIC PARTIAL DIFFERENTIAL
EQUATIONS
C. E. Brehier, David Cohen, G. Giordano
Discrete and Continuous Dynamical Systems-Series B - 2023 -
Splitting integrators for stochastic Lie–Poisson
systems
C. E. Brehier, David Cohen, T. Jahnke
Mathematics of Computation - 2023 -
APPROXIMATED EXPONENTIAL INTEGRATORS FOR THE STOCHASTIC MANAKOV
EQUATION
A. Berg, David Cohen, G. Dujardin
Journal of Computational Dynamics - 2023 -
Strong Rates of Convergence of a Splitting Scheme for Schrödinger Equations with Nonlocal Interaction Cubic Nonlinearity and White Noise
Dispersion
C. E. Bréhier, David Cohen
SIAM-ASA Journal on Uncertainty Quantification - 2022 -
Numerical approximation and simulation of the stochastic wave equation on the
sphere
David Cohen, Annika Lang
Calcolo - 2022 -
Lie-Trotter Splitting for the Nonlinear Stochastic Manakov
System
A. Berg, David Cohen, G. Dujardin
Journal of Scientific Computing - 2021 -
Drift-preserving numerical integrators for stochastic Poisson
systems
David Cohen, G. Vilmart
International Journal of Computer Mathematics - 2021 -
High order numerical integrators for single integrand Stratonovich
SDEs
David Cohen, K. Debrabant, A. Rossler
Applied Numerical Mathematics - 2020