I'm a Courant Instructor/Assistant Professor at the Courant Institute of Mathematical Sciences, New York University.


I am interested in many areas of probability and applied mathematics, including data assimilation, multiscale modelling, SPDEs and rough path theory.

You can find my cv here.



Jan 2016 - New article! Fluctuations in the heterogeneous multiscale methods for fast-slow systems.

Jan 2016 - Rough path recursions published in AoAP.

Oct 2015 - Adaptive inflation accepted for publication in CMS.

Aug 2015 - New article! Concrete EnKFs with rigorous catastrophic filter divergence. To appear in PNAS.


David Kelly
Courant Institute of Mathematical Sciences
New York University
251 Mercer Street
New York, N.Y. 10012-1185

Email: dtbkelly@gmail.com