Justin A. Sirignano

CoRR, 2024

2023

PDE-constrained models with neural network terms: Optimization and global convergence.

[BibT_eX]

[DOI]

J. Comput. Phys., May, 2023

Neural Q-learning for solving PDEs.

[BibT_eX]

[DOI]

Samuel N. Cohen

Deqing Jiang

J. Mach. Learn. Res., 2023

Kernel Limit of Recurrent Neural Networks Trained on Ergodic Data Sequences.

[BibT_eX]

[DOI]

Samuel Chun-Hei Lam

CoRR, 2023

Global Convergence of Deep Galerkin and PINNs Methods for Solving Partial Differential Equations.

[BibT_eX]

[DOI]

Deqing Jiang

Samuel N. Cohen

CoRR, 2023

Dynamic Deep Learning LES Closures: Online Optimization With Embedded DNS.

[BibT_eX]

[DOI]

CoRR, 2023

2022

Mean Field Analysis of Deep Neural Networks.

[BibT_eX]

[DOI]

Math. Oper. Res., 2022

Deep Learning Closure Models for Large-Eddy Simulation of Flows around Bluff Bodies.

[BibT_eX]

[DOI]

CoRR, 2022

A Forward Propagation Algorithm for Online Optimization of Nonlinear Stochastic Differential Equations.

[BibT_eX]

[DOI]

CoRR, 2022

Neural Q-learning for solving elliptic PDEs.

[BibT_eX]

[DOI]

Samuel N. Cohen

Deqing Jiang

CoRR, 2022

Continuous-time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations.

[BibT_eX]

[DOI]

CoRR, 2022

2021

Global Convergence of the ODE Limit for Online Actor-Critic Algorithms in Reinforcement Learning.

[BibT_eX]

[DOI]

CoRR, 2021

Embedded training of neural-network sub-grid-scale turbulence models.

[BibT_eX]

[DOI]

Jonathan B. Freund

CoRR, 2021

2020

Mean Field Analysis of Neural Networks: A Law of Large Numbers.

[BibT_eX]

[DOI]

SIAM J. Appl. Math., 2020

DPM: A deep learning PDE augmentation method with application to large-eddy simulation.

[BibT_eX]

[DOI]

Jonathan B. Freund

J. Comput. Phys., 2020

2019

Risk Analysis for Large Pools of Loans.

[BibT_eX]

[DOI]

Kay Giesecke

Manag. Sci., 2019

Asymptotics of Reinforcement Learning with Neural Networks.

[BibT_eX]

[DOI]

CoRR, 2019

Scaling Limit of Neural Networks with the Xavier Initialization and Convergence to a Global Minimum.

[BibT_eX]

[DOI]

CoRR, 2019

2018

DGM: A deep learning algorithm for solving partial differential equations.

[BibT_eX]

[DOI]

J. Comput. Phys., 2018

2017

Stochastic Gradient Descent in Continuous Time.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2017

2016

Large-Scale Loan Portfolio Selection.

[BibT_eX]

[DOI]