A generalized class of strongly stable and dimension-free T-RPMD integrators,
with J. L. Rosa-Raíces, J. Sun, and T. F. Miller III,
arXiv:2011.01601 [physics.chem-ph]
abstract
Couplings for Andersen Dynamics,
with A. Eberle,
arXiv:2009.14239 [math.PR]
abstract
Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models,
with K. Schuh,
arXiv:2009.08735 [math.PR]
abstract
Dimension-free path-integral molecular dynamics without preconditioning,
with R. Korol, J. L. Rosa-Raíces, and T. F. Miller III,
Journal of Chemical Physics 152, 104102, 2020 (Editor's Pick).
abstract
Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions,
with A. Eberle,
Stoch PDE: Anal Comp, 2020, Available Online.
abstract
Sticky Brownian Motion and its Numerical Solution,
with M. Holmes-Cerfon,
SIAM Review, Vol. 62, No. 1, pp. 164-195, 2020.
abstract
Coupling and Convergence for Hamiltonian Monte Carlo,
with A. Eberle and R. Zimmer,
Annals of Applied Probability, Vol. 30, No. 3, pp. 1209-1250, 2020.
abstract
Cayley modification for strongly stable path-integral and ring-polymer molecular dynamics,
with R. Korol and T. F. Miller III,
Journal of Chemical Physics 151, 124103, 2019 (Editor's Pick).
abstract
Cayley Splitting for Second-Order Langevin Stochastic Partial Differential Equations,
arXiv:1707.05603 [math.PR].
abstract
Geometric integrators and the Hamiltonian Monte Carlo method,
with J. M. Sanz-Serna,
Acta Numerica, Vol. 27, pp. 113-206, 2018.
abstract
SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations,
SIAM Review, Vol. 60, No. 2, pp. 386–406, 2018.
abstract
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.
abstract
Randomized Hamiltonian Monte Carlo,
with J. M. Sanz-Serna,
Annals of Applied Probability, Vol. 27, No. 4, pp. 2159-2194, 2017.
abstract
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.
abstract
Time Integrators for Molecular Dynamics,
Entropy, 16, 138-162, 2014.
abstract
Non-asymptotic mixing of the MALA algorithm,
with M. Hairer,
IMA J Numer Anal, 33, 80-110, 2013.
abstract
A patch that imparts unconditional stability to explicit integrators for Langevin-like equations,
with E. Vanden-Eijnden,
J Comput Phys, 231, 2565-2580, 2012.
abstract
Pathwise accuracy and ergodicity of Metropolized integrators for SDEs,
with E. Vanden-Eijnden,
Commun Pure Appl Math, 63, 655-696, 2010.
abstract
Long-run accuracy of variational integrators in the stochastic context,
with H. Owhadi,
SIAM J of Numer Anal, 48, 278-297, 2010.
abstract
A Comparison of GHMC with and without Momentum Flips,
with E. Akhmatskaya and S. Reich,
J Comput Phys, 228, 2256 - 2265, 2009.
abstract
Stochastic variational integrators,
with H. Owhadi,
IMA J of Numer Anal, 2, 421-443, 2009.
abstract
Hamilton-Pontryagin integrators on Lie groups Part I: Introduction and Structure-Preserving Properties,
with J. E. Marsden,
Found Comput Math, 9, 197-219, 2009.
abstract

Gratefully acknowledge support from the Alexander von Humboldt Foundation, the National Science Foundation, and Rutgers University.


CV (last updated: Nov. 2020)

Nawaf Bou-Rabee
Associate Professor of Math
nawaf.bourabee@rutgers.edu