J. Darby Smith
Probability & Stochastic Calculus

Probability & Stochastic Calculus
Biography
Dr. Smith graduated from Wofford College in 2011 with a B.S. in Physics and a B.A. in Mathematics. In 2012, he completed his M.S. in Mathematics at the College of Charleston. From 2012 to 2014 he worked as a mathematics courseware specialist, developing mathematics educational materials. Darby received his PhD in 2019 from the University of Florida under the direction of Scott McKinley (Tulane). His dissertation focused on applications of stochastic calculus to intracellular transport.
Since 2019, Dr. Smith has researched with the Neural Exploration and Research Laboratory (NERL), housed within the Cognitive & Emerging Computing Department at Sandia National Laboratories. Currently a Principal Member of the Technical Staff, Darby lends his expertise of stochastic processes to help build new foundations of scientific computing on spiking neuromorphic processors. Spiking neuromorphic processors emulate basic neuron behavior; they accumulate voltage until reaching a threshold, whereupon they transmit a spike. Representing standard computational procedures as networks of these basic units is challenging and requires new mathematical theorems.
Darby’s research interests fall primarily within applications of probability. This includes stochastic calculus, measure theory, game theory, particle methods, and many others. He is often drawn to projects that are formed out of biology or physics applications. Dr. Smith is particularly interested in such applications where current math tools are insufficient, requiring the development of fundamental advances.
Currently, Darby spends his time between three main efforts:
- Researching stochastic differential equation (SDE) representations and associated theorems for particle transport;
- Creating particle methods compatible with neuromorphic simulation of turbulence and aerosol flow transport; and
- Implementing probabilistic feature importance methods for reservoir networks trained for chaotic time series prediction.
Recently, Darby was the applications thrust lead for the COINFLIPS codesign project. This project was funded by the Department of Energy, Office of Science and sought to design the algorithms, circuits, and devices for the future of probabilistic computing, targeting applications like heavy ion colliding.
Outside of probability, Darby enjoys hiking, kayaking, and playing saxophone.
Publications
For the most up-to-date publication list, see my Google Scholar page.
Patents and Copyrights
- Spiking Retina Microscope, US Patent 11,501,432, with W. Severa and S. Cardwell.
- Device and Method for Random Walk Simulation, US Patent App 17/200,003, with W. Severa and J. Aimone.
- Sampling Artificial Neural Networks, US Patent App 18/201,222, with J. Aimone.
- Sampling of Random Numbers from Arbitrary Distributions, US Patent App 18/204,991, with J. Aimone and S. Misra.
- AI-Enhanced Codesign for System and Circuit Design, US Patent App 18/215,219, with D. Crowder, S. Cardwell, and F. Chance.
- Heat Equation Neural Simulation, Copyright 2020, with W. Severa and L. Reeder. Open source software released under BSD-3 License.
- Neural Random Walker, Copyright 2023, with W. Severa, J. Aimone, and M. Krygier. Open source software released under Apache License Version 2.0.
Awards
- 2023 Misha Mahowald Prize in Neuromorphic Engineering (iniForum GmbH), with J. B. Aimone, B. C. Franke, R. B. Lehoucq, M. C. Krygier, A. J. Hill, O. Parekh, L. E. Reeder, and W. Severa.