63 citations · 182 across the 20 of their papers we have counts for
23 papers
Strong convergence rates for a full discretization of stochastic wave equation with nonlinear damping
Meng Cai, David Cohen, Xiaojie Wang
The paper establishes the strong convergence rates of a spatio-temporal full discretization of the stochastic wave equation with nonlinear damping in dimension one and two. We disc…
Positivity-preserving schemes for some nonlinear stochastic PDEs
Charles-Edouard Bréhier, David Cohen, Johan Ulander
We introduce a positivity-preserving numerical scheme for a class of nonlinear stochastic heat equations driven by a purely time-dependent Brownian motion. The construction is insp…
Analysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations
Charles-Edouard Bréhier, David Cohen, Johan Ulander
We construct a positivity-preserving Lie--Trotter splitting scheme with finite difference discretization in space for approximating the solutions to a class of nonlinear stochastic…
Splitting schemes for FitzHugh--Nagumo stochastic partial differential equations
Charles-Edouard Bréhier, David Cohen, Giuseppe Giordano
We design and study splitting integrators for the temporal discretization of the stochastic FitzHugh--Nagumo system. This system is a model for signal propagation in nerve cells wh…
Splitting integrators for stochastic Lie--Poisson systems
Charles-Edouard Bréhier, David Cohen, Tobias Jahnke
We study stochastic Poisson integrators for a class of stochastic Poisson systems driven by Stratonovich noise. Such geometric integrators preserve Casimir functions and the Poisso…
Numerical approximation and simulation of the stochastic wave equation on the sphere
David Cohen, Annika Lang
Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical scheme…