Warren Weaver Hall, Room 1103
251 Mercer Street
New York, NY 10012-1185
weare [AT] cims [DOT] nyu [DOT] edu
Our group is primarily focused on the design, analysis, and application of stochastic algorithms and models. Our work draws on tools from probability theory, the theory of partial differential equations, and numerical analysis. A significant portion of research in the group is organized around long term collaborations with applications experts in areas such as biophysics, computational chemistry, and weather and climate science.
Keywords: Monte Carlo methods, multiscale modeling and simulation, randomized algorithms, rare event analysis and simulation, statistical and machine learning for dynamical systems
Bio: Jonathan Weare is currently an associate professor of mathematics in the Courant Institute of Mathematical Sciences at New York University. Previously he 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 Jonathan was a Courant Instructor of mathematics at NYU and a PhD student in mathematics at the University of California at Berkeley.