Abstract

The subject of the presentation is the study of splitting integrators for Poisson systems perturbed by additive noise and multiplicative noise in the Stratonovich sense. This presentation is based on a joint work with G. Vilmart and on a joint work with C-E. Bréhier and T. Jahnke.

Biography

David Cohen is appointed as Professor at Chalmers University of Technology (since 2020). The core research topics of his group are numerical methods for ordinary and partial differential equations, numerical methods for stochastic ordinary and partial differential equations, and geometric numerical integration. Currently he serves in the editorial boards of several international scientific journals such as J. Computational Mathematics and BIT Numerical Mathematics. He has published more than 40 papers in ARMA, SIAM J. Numer. Anal., J. Sci. Comput., J. Comput. Phys., etc.