63 citations · 182 across the 20 of their papers we have counts for
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math.NA2014
Conservative methods for stochastic differential equations with a conserved quantity
Chuchu Chen, David Cohen, Jialin Hong
This paper proposes a novel conservative method for numerical computation of general stochastic differential equations in the Stratonovich sense with a conserved quantity. We show…
math.NA2014★ 3 cited
Multi-symplectic discretisation of wave map equations
David Cohen, Olivier Verdier
We present a new multi-symplectic formulation of constrained Hamiltonian partial differential equations, and we study the associated local conservation laws. A multi-symplectic dis…
math.NA2014
Long-term analysis of numerical integrators for oscillatory Hamiltonian systems under minimal non-resonance conditions
David Cohen, Ludwig Gauckler, Ernst Hairer +1
For trigonometric and modified trigonometric integrators applied to oscillatory Hamiltonian differential equations with one or several constant high frequencies, near-conservation…