Research Area

My primary research area is the design and development of numerical schemes for approximating stochastic differential equations (SDEs), and perform convergence analysis. These SDEs may be subject to boundary conditions, evolve on manifolds, be interlaced with jumps, or exhibit distribution dependence (as in mean-field SDEs). The resulting numerical algorithms have applications in sampling problems arising in Bayesian statistics or molecular dynamics, as well as in non-convex global optimization. I use tools from numerical analysis, stochastic analysis, and geometry, with motivation coming from statistical and optimization problems.