63 citations · 182 across the 20 of their papers we have counts for
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math.NA2019★ 42 cited
Drift-preserving numerical integrators for stochastic Hamiltonian systems
Chuchu Chen, David Cohen, Raffaele D'Ambrosio +1
The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the…
math.NA2019★ 29 cited
Exponential Integrators for Stochastic Maxwell's Equations Driven by Itô Noise
David Cohen, Jianbo Cui, Jialin Hong +1
This article presents explicit exponential integrators for stochastic Maxwell's equations driven by both multiplicative and additive noises. By utilizing the regularity estimate of…