Coupling and Convergence for Hamiltonian Monte Carlo,
with A. Eberle and R. Zimmer,
arXiv:1805.00452 [math.PR].
PDF
Cayley Splitting for Second-Order Langevin Stochastic Partial Differential Equations,
arXiv:1707.05603 [math.PR].
PDF
Geometric integrators and the Hamiltonian Monte Carlo method,
with J. M. Sanz-Serna,
Acta Numerica, Vol. 27, pp. 113-206, 2018.
PDF
SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations,
SIAM Rev., Vol. 60, No. 2, pp. 386–406, 2018.
PDF
Randomized Hamiltonian Monte Carlo,
with J. M. Sanz-Serna,
Ann. Appl. Probab., Vol. 27, No. 4, pp. 2159-2194, 2017.
PDF
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.
PDF
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.
PDF
Time Integrators for Molecular Dynamics,
Entropy, 16, 138-162, 2014.
PDF
Non-asymptotic mixing of the MALA algorithm,
with M. Hairer,
IMA J Numer Anal, 33, 80-110, 2013.
PDF
A patch that imparts unconditional stability to explicit integrators for Langevin-like equations,
with E. Vanden-Eijnden,
J Comput Phys, 231, 2565-2580, 2012.
PDF
Pathwise accuracy and ergodicity of Metropolized integrators for SDEs,
with E. Vanden-Eijnden,
Commun Pure Appl Math, 63, 655-696, 2010.
PDF
Long-run accuracy of variational integrators in the stochastic context,
with H. Owhadi,
SIAM J of Numer Anal, 48, 278-297, 2010.
PDF
A Comparison of GHMC with and without Momentum Flips,
with E. Akhmatskaya and S. Reich,
J Comput Phys, 228, 2256 - 2265, 2009.
PDF
Stochastic variational integrators,
with H. Owhadi,
IMA J of Numer Anal, 2, 421-443, 2009.
PDF
Hamilton-Pontryagin integrators on Lie groups,
with J. E. Marsden,
Found Comput Math, 9, 197-219, 2009.
PDF

I would like to gratefully acknowledge the support I have received from Rutgers University and the National Science Foundation.

I organize the Math Seminar Series and I'm the math undergraduate program coordinator.

CV (last updated: Dec 2017)

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