2 papers
math.NA2020
Exponential integrators for the stochastic Manakov equation
André Berg, David Cohen, Guillaume Dujardin
This article presents and analyses an exponential integrator for the stochastic Manakov equation, a system arising in the study of pulse propagation in randomly birefringent optica…
math.NA2020
High order numerical integrators for single integrand Stratonovich SDEs
David Cohen, Kristian Debrabant, Andreas Rößler
We show that applying any deterministic B-series method of order with a random step size to single integrand SDEs gives a numerical method converging in the mean-square and w…