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math.NA2021★ 1 cited
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…
math.NA2021★ 11 cited
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…