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
My research focuses on the mathematical and computational aspects of statistical mechanics, with applications to complex dynamical systems arising in molecular dynamics, materials science, atmosphere-ocean science, fluids dynamics, and neural networks. More recently I have become interested in the mathematical foundations of machine learning (ML) and started to explore the exciting new prospects ML offer for scientific computing. My work combines tools from probability theory, mathematical physics, numerical analysis, and optimization to uncover governing principles in complex systems and design efficient algorithms for their simulation.
Selected Publications
A Abdulle, W E, B Engquist, and E Vanden-Eijnden, "The heterogeneous multiscale method",
Acta Numerica 21, 1-87 (2012)
GM Rotskoff, E Vanden-Eijnden, Trainability and accuracy of neural networks: An
interacting particle system approach, to appear in: Comm. Pure App. Math.
(arXiv:1805.00915)
G Dematteis, T Grafke, E Vanden-Eijnden, Rogue waves and large deviations in deep sea,
Proc. Nat. Acad. USA 115 (5), 855-860 (2018)