SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations,
SIAM Rev., Vol. 60, No. 2, pp. 386–406, 2018.

Continuous Time Random Walks for the Numerical Solution of Stochastic Differential Equations,
with E. Vanden-Eijnden,
Memoirs of the AMS, Vol. 256, No. 1228, 2018.

Metropolis Integration Schemes for Self-Adjoint Diffusions,
with A. Donev and E. Vanden-Eijnden,
Multiscale Modeling & Simulation, Vol. 12, No. 2, pp. 781-831, 2014.

A patch that imparts unconditional stability to explicit integrators for Langevin-like equations,
with E. Vanden-Eijnden,
J Comput Phys, 231, 2565-2580, 2012.