Courant Institute of Mathematical Sciences
New York University
251 Mercer Street
New York, NY 10012-1185
weare [AT] cims [DOT] nyu [DOT] edu
Current Research interests
I make use of tools from probability theory, the theory of partial differential equations, and numerical analysis, to analyze interesting physical phenomena and to design, analyze, and apply new computational techniques to study challenging problems arising in the physical sciences and engineering. A major focus in my work is the development of stochastic algorithms. These computational techniques use randomness to represent either unresolved physical degrees of freedom, or unresolved components of much more expensive deterministic numerical schemes. My current application areas of interest include problems in computational chemistry and bio-chemistry, extreme climate and weather events, and data assimilation problems across a wide range of scientific domains.
I am currently an associate professor of mathematics in the Courant Institute of Mathematical Sciences at New York University. Previously I was an associate professor in the statistics department and in the James Franck Institute at the University of Chicago and, before that, an assistant professor in the mathematics department there. Before moving to Chicago I was a Courant Instructor of mathematics at NYU and a PhD student in mathematics at the University of California at Berkeley.