63 citations · 182 across the 20 of their papers we have counts for
6 papers · 1 filter
Strong rates of convergence of a splitting scheme for Schrödinger equations with nonlocal interaction cubic nonlinearity and white noise dispersion
Charles-Edouard Bréhier, David Cohen
We analyse a splitting integrator for the time discretization of the Schrödinger equation with nonlocal interaction cubic nonlinearity and white noise dispersion. We prove that thi…
Lie-Trotter Splitting for the Nonlinear Stochastic Manakov System
André Berg, David Cohen, Guillaume Dujardin
This article analyses the convergence of the Lie-Trotter splitting scheme for the stochastic Manakov equation, a system arising in the study of pulse propagation in randomly birefr…
Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations
Charles-Edouard Bréhier, David Cohen
We analyze the qualitative properties and the order of convergence of a splitting scheme for a class of nonlinear stochastic Schrödinger equations driven by additive Itô noise. The…
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…
Drift-preserving numerical integrators for stochastic Poisson systems
David Cohen, Gilles Vilmart
We perform a numerical analysis of a class of randomly perturbed {H}amiltonian systems and {P}oisson systems. For the considered additive noise perturbation of such systems, we sho…
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…