Contact: timo.schorlepp at nyu.edu

Assistant Professor/Courant Instructor
Courant Institute of Mathematical Sciences
New York University
WWH 923, 251 Mercer Street
New York, NY, USA

Links:

arXiv

Google Scholar

ResearchGate

GitHub

0000-0002-9143-8854

Research:
I work somewhere between applied mathematics, statistical physics and scientific computing. Much of my research turns asymptotic ideas from theoretical physics, such as instantons, path integrals and large deviation theory, into scalable numerical methods for high-dimensional stochastic systems, including (but not limited to) turbulent flows. I am just as interested in what such methods, numerical or analytical, reveal about the systems themselves, for example symmetry breaking, dynamical phase transitions and intermittency. More recently, I have also become interested in sampling, learning, and theoretically grounded data-driven methods. Example code for computing instantons and Gaussian fluctuations around them is available in the repository sharp-extreme-event-jax on GitHub.

Present and past positions:
Courant Instructor at NYU, hosted by Georg Stadler.
Postdoctoral fellow at MIT with Youssef Marzouk.
PhD at Ruhr-Universität Bochum with Rainer Grauer.