DGM: A deep learning algorithm for solving partial differential equations
Sirignano, Justin, Spiliopoulos, Konstantinos
Published in Journal of computational physics (15.12.2018)
Published in Journal of computational physics (15.12.2018)
Get full text
Journal Article
Mean field analysis of neural networks: A central limit theorem
Sirignano, Justin, Spiliopoulos, Konstantinos
Published in Stochastic processes and their applications (01.03.2020)
Published in Stochastic processes and their applications (01.03.2020)
Get full text
Journal Article
Inference for large financial systems
Giesecke, Kay, Schwenkler, Gustavo, Sirignano, Justin A.
Published in Mathematical finance (01.01.2020)
Published in Mathematical finance (01.01.2020)
Get full text
Journal Article
Online Adjoint Methods for Optimization of PDEs
Sirignano, Justin, Spiliopoulos, Konstantinos
Published in Applied mathematics & optimization (01.04.2022)
Published in Applied mathematics & optimization (01.04.2022)
Get full text
Journal Article
LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT
Giesecke, Kay, Spiliopoulos, Konstantinos, Sowers, Richard B., Sirignano, Justin A.
Published in Mathematical finance (01.01.2015)
Published in Mathematical finance (01.01.2015)
Get full text
Journal Article
Fluctuation analysis for the loss from default
Spiliopoulos, Konstantinos, Sirignano, Justin A., Giesecke, Kay
Published in Stochastic processes and their applications (01.07.2014)
Published in Stochastic processes and their applications (01.07.2014)
Get full text
Journal Article
PDE-constrained models with neural network terms: Optimization and global convergence
Sirignano, Justin, MacArt, Jonathan, Spiliopoulos, Konstantinos
Published in Journal of computational physics (15.05.2023)
Published in Journal of computational physics (15.05.2023)
Get full text
Journal Article
DPM: A deep learning PDE augmentation method with application to large-eddy simulation
Sirignano, Justin, MacArt, Jonathan F., Freund, Jonathan B.
Published in Journal of computational physics (15.12.2020)
Published in Journal of computational physics (15.12.2020)
Get full text
Journal Article
DPM: A deep learning PDE augmentation method with application to large-eddy simulation
Sirignano, Justin, MacArt, Jonathan F., Freund, Jonathan B.
Published in Journal of computational physics (03.09.2020)
Get full text
Published in Journal of computational physics (03.09.2020)
Journal Article