Nawaf BouRabee
Assistant Professor of Mathematics
nawaf.bourabee@rutgers.edu
I completed my PhD in 2007 from the California Institute of Technology under the supervision of the late Jerrold E. Marsden. From 20082011, I was an NSF Mathematical Sciences Postdoctoral Fellow at New York University under the supervision of Eric VandenEijnden. Since 2011, I have been an Assistant Professor at the Mathematical Sciences Department of Rutgers University in Camden, New Jersey. I am currently interested in the numerical solution of stochastic partial differential equations and Markov Chain Monte Carlo methods. Below you will find my papers, slides from recent talks, and MATLAB programs illustrating how ideas from these papers may be used in practice.
Randomized Hamiltonian Monte Carlo, with Jesús María SanzSerna, arXiv:1511.09382 [math.PR], 2015.  
Continuous Time Random Walks for the Numerical Solution of Stochastic Differential Equations, with Eric VandenEijnden, arXiv:1502.05034 [math.PR], 2015.  
Metropolis Integration Schemes for SelfAdjoint Diffusions, with Aleksandar Donev and Eric VandenEijnden, Multiscale Modeling & Simulation, Vol. 12, No. 2, pp. 781831, 2014. 

Time Integrators for Molecular Dynamics, Entropy, 16, 138162, 2014. 

Nonasymptotic mixing of the MALA algorithm, with Martin Hairer, IMA J Numer Anal, 33, 80110, 2013. 

A patch that imparts unconditional stability to explicit integrators for Langevinlike equations, with Eric VandenEijnden, J Comput Phys, 231, 25652580, 2012. 

Pathwise accuracy and ergodicity of Metropolized integrators for
SDEs, with Eric VandenEijnden, Commun Pure Appl Math, 63, 655696, 2010. 

Longrun accuracy of variational integrators in the stochastic context, with Houman Owhadi, SIAM J of Numer Anal, 48, 278297, 2010. 

A Comparison of GHMC with and without Momentum Flips, with Elena Akhmatskaya and Sebastian Reich, J Comput Phys, 228, 2256  2265, 2009. 

Stochastic variational integrators, with Houman Owhadi, IMA J of Numer Anal, 2, 421443, 2009. 

HamiltonPontryagin integrators on Lie groups, with Jerrold Marsden, Found Comput Math, 9, 197219, 2009. 
Generalized Markov Chain Approximation Methods Mathematics Colloquium, UC3M, Madrid, Spain, May, 2016 
Markov Chain Approximation Methods for Sampling Quasistationary Distributions Oberseminar Stochastik, Institute for Applied Mathematics, Bonn University, September, 2015 
New Perspectives in Markov Chain Monte Carlo Summer School, Valladolid, Spain, June 812, 2015 
How to simulate stochastic differential equations without discretizing time? Stochastic Computation Workshop, Montevideo, Uruguay, December 2014 
Structurepreserving algorithms for selfadjoint diffusions Scientific and Statistical Computing Seminar, U. of Chicago, IL, 2014 
I would like to gratefully acknowledge support from the National Science Foundation.