Roman Kozlov

Professor Roman Kozlov

E-mail
Roman.Kozlov@nhh.no
Telephone
+47 55 95 92 86
Department
Business and Management Science
Office
C709
Expertise
Management Science Mathematics

BIOGraphy

Roman Kozlov is a Professor of Mathematics and Applied Mathematics at NHH. He received his Dr. Ing. degree in mathematics from Norwegian University of Science and Technology in 2001.

His research interests include theory and application of differential, difference and stochastic differential equations. He also works on mathematical modelling and numerical methods, which preserve structural properties of the underlying differential equations.

Download CV

Selected publications

Author(s) Title Publisher
Dorodnitsyn, Vladimir; Kaptsov, Evgeny; Kozlov, Roman; Winternitz, Pavel The adjoint equation method for constructing first integrals of difference equations Journal of Physics A: Mathematical and Theoretical Volume 48 (5); 2015
Kozlov, Roman On first integrals of ODEs admitting λ -symmetries AIP Conference Proceedings Volume 1648:430005; 2015
Winternitz, P; Dorodnitsyn, V; Kaptsov, E.L.; Kozlov, Roman First integrals of difference equations which do not possess a variational formulation Doklady. Mathematics Volume 89 (1); page 106 - 109; 2014
Kozlov, Roman On first integrals of discrete equations with symmetries AIP Conference Proceedings Volume 1558; page 475 - 477; 2013
Kozlov, Roman On symmetries of the Fokker-Planck equation Journal of Engineering Mathematics Volume 82 (1); page 39 - 57; 2013
Kozlov, Roman Sparse spectral discretizations for some parabolic PDEs Analysis and Mathematical Physics Volume 2 (4); page 439 - 446; 2012
Kozlov, Roman On Conservative Discretization of the Kepler Problem AIP Conference Proceedings Volume 1479; page 1299 - 1302; 2012
Kozlov, Roman On symmetries of stochastic differential equations Communications in nonlinear science & numerical simulation Volume 17 (12); page 4947 - 4951; 2012
Kozlov, Roman On maximal Lie point symmetry groups admitted by scalar stochastic differential equations Journal of Physics A: Mathematical and Theoretical Volume 44 (20) (8 pages); 2011
Kozlov, Roman; Dorodnitsyn, Vladimir Lagrangian and Hamiltonian Formalism for Discrete Equations: Symmetries and First Integrals London Mathematical Society Lecture Notes Volume 381; page 7 - 49; 2011
Kozlov, Roman ON LIE GROUP CLASSIFICATION OF A SCALAR STOCHASTIC DIFFERENTIAL EQUATION Journal of Nonlinear Mathematical Physics Volume 18; page 177 - 187; 2011
Kozlov, Roman The group classification of a scalar stochastic differential equation Journal of Physics A: Mathematical and Theoretical Volume 43 (5); 2010
Kozlov, Roman Symmetries of systems of stochastic differential equations with diffusion matrices of full rank Journal of Physics A: Mathematical and Theoretical Volume 43 (24); 2010
Dorodnitsyn, V; Kozlov, Roman Invariance and first integrals of continuous and discrete Hamiltonian equations Journal of Engineering Mathematics Volume 66 (1-3); page 253 - 270; 2010
Dorodnitsyn, Vladimir; Kozlov, Roman First integrals of difference Hamiltonian equations Journal of Physics A: Mathematical and Theoretical Volume 42 (45) (1 pages); 2009
Kozlov, Roman Exponential operator splitting time integration for spectral methods Journal of Computational and Applied Mathematics Volume 222 (2); page 592 - 607; 2008
Kozlov, Roman High-order conservative discretizations for some cases of the rigid body motion Physics Letters A Volume 373 (1); page 23 - 29; 2008
Kozlov, Roman A conservative discretization of the Kepler problem based on the L-transformations Physics Letters A Volume 369 (4); page 262 - 273; 2007
Kozlov, Roman Conservative discretizations of the Kepler motion Journal of Physics A: Mathematical and Theoretical Volume 40 (17); page 4529 - 4539; 2007
Kværnø, Anne; Kozlov, Roman; Owren, Brynjulf The behaviour of the local error in splitting methods applied to stiff problems Journal of Computational Physics Volume 195 (2); page 576 - 593; 2004
More publications in Cristin

Discussion Papers

  • Department of Business and Management Science, NHH

author pages

Research areas at the department

Main: Management Science

  • Mathematics