# Faculty Profile

# Eric Vanden-Eijnden

Professor of Mathematics

eve2@cims.nyu.edu

212-998-3154

Warren Weaver Hall, Office 1116

## Education

Ph.D., Theoretical Physics, Université Libre de Bruxelles, Belgium, 1997.

B.S./M.S., Theoretical Physics, Université Libre de Bruxelles, Belgium, 1992.

## Research Interests

I am interested in developing mathematical tools and numerical methods for the analysis of dynamical systems which are both stochastic and multiscale, with applications that include molecular dynamics, chemical and biological networks, materials science, atmosphere-ocean science, and fluids dynamics. My main objectives are to understand the pathways and rate of occurrence of rare events in complex systems; to develop and analyze multiscale algorithms for the simulation of random dynamical systems; and, more generally, to quantify the effects of random perturbations on the systems dynamics.

## Selected Publications

E. Vanden-Eijnden and J. Weare,
"Rare Event Simulation of Small Noise Diffusions",
Communications on Pure and Applied Mathematics
65, no. 12, 1770-1803 (2012)

A. Abdulle, W. E, B. Engquist, and E. Vanden-Eijnden,
"The heterogeneous multiscale method",
Acta Numerica
21, 1-87 (2012)

W. E and E. Vanden-Eijnden,
"Transition-path theory and path-finding algorithms for the study of rare events",
Annual Review of Physical Chemistry
61, 391-420 (2010)