Nawaf BouRabee
Associate Professor of Mathematics
nawaf.bourabee@rutgers.edu
Curriculum Vitae
I organize the Math Seminar Series and I am the math undergraduate program coordinator.
Geometric integrators and the Hamiltonian Monte Carlo method, with J. M. SanzSerna, arXiv:1711.05337 [math.PR], To appear in Acta Numerica 2018.  
Cayley Splitting for SecondOrder Langevin Stochastic Partial Differential Equations, arXiv:1707.05603 [math.PR].  
SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations, arXiv:1608.00885 [math.PR], To appear in SIAM Review.  
Randomized Hamiltonian Monte Carlo, with J. M. SanzSerna, Ann. Appl. Probab., Vol. 27, No. 4, pp. 21592194, 2017.  
Continuous Time Random Walks for the Numerical Solution of Stochastic Differential Equations, with E. VandenEijnden, arXiv:1502.05034 [math.PR], To appear in Memoirs of the American Mathematical Society.  
Metropolis Integration Schemes for SelfAdjoint Diffusions, with A. Donev and E. 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 M. Hairer, IMA J Numer Anal, 33, 80110, 2013. 

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

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

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

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

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

HamiltonPontryagin integrators on Lie groups, with J. E. Marsden, Found Comput Math, 9, 197219, 2009. 
I would like to gratefully acknowledge the extensive support I have received from Rutgers University and the National Science Foundation.