| Publication | Date of Publication | Type |
|---|
OGF: an online gradient flow method for optimizing the statistical steady-state time averages of unsteady turbulent flows
Journal of Computational Physics | 2026-04-29 | Paper |
Online optimisation of machine learning collision models to accelerate direct molecular simulation of rarefied gas flows
Journal of Computational Physics | 2026-02-25 | Paper |
Mathematical foundations of deep learning models and algorithms
Graduate Studies in Mathematics | 2025-08-08 | Paper |
Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations
Mathematical Finance | 2024-03-14 | Paper |
| Kernel Limit of Recurrent Neural Networks Trained on Ergodic Data Sequences | 2023-08-28 | Paper |
Deep learning closure models for large-eddy simulation of flows around bluff bodies
Journal of Fluid Mechanics | 2023-07-11 | Paper |
| Global Convergence of Deep Galerkin and PINNs Methods for Solving Partial Differential Equations | 2023-05-10 | Paper |
PDE-constrained models with neural network terms: optimization and global convergence
Journal of Computational Physics | 2023-04-26 | Paper |
| A Forward Propagation Algorithm for Online Optimization of Nonlinear Stochastic Differential Equations | 2022-07-10 | Paper |
Asymptotics of Reinforcement Learning with Neural Networks
Stochastic Systems | 2022-06-24 | Paper |
Mean Field Analysis of Deep Neural Networks
Mathematics of Operations Research | 2022-05-17 | Paper |
Online adjoint methods for optimization of PDEs
Applied Mathematics and Optimization | 2022-04-22 | Paper |
DPM: a deep learning PDE augmentation method with application to large-eddy simulation
Journal of Computational Physics | 2022-04-14 | Paper |
| Neural Q-learning for solving PDEs | 2022-03-31 | Paper |
Online Adjoint Methods for Optimization of PDEs
(available as arXiv preprint) | 2021-01-23 | Paper |
Stochastic gradient descent in continuous time: a central limit theorem
Stochastic Systems | 2020-09-04 | Paper |
Inference for large financial systems
Mathematical Finance | 2020-05-14 | Paper |
Mean field analysis of neural networks: a law of large numbers
SIAM Journal on Applied Mathematics | 2020-03-11 | Paper |
Mean field analysis of neural networks: a central limit theorem
Stochastic Processes and their Applications | 2020-02-24 | Paper |
Universal features of price formation in financial markets: perspectives from deep learning
Quantitative Finance | 2019-09-26 | Paper |
Deep learning for limit order books
Quantitative Finance | 2019-09-26 | Paper |
DGM: a deep learning algorithm for solving partial differential equations
Journal of Computational Physics | 2019-07-11 | Paper |
| Scaling Limit of Neural Networks with the Xavier Initialization and Convergence to a Global Minimum | 2019-07-09 | Paper |
Book Reviews
SIAM Review | 2018-08-14 | Paper |
Stochastic gradient descent in continuous time
SIAM Journal on Financial Mathematics | 2018-03-12 | Paper |
Large-Scale Loan Portfolio Selection
Operations Research | 2017-01-26 | Paper |
Large portfolio asymptotics for loss from default
Mathematical Finance | 2015-02-20 | Paper |
Fluctuation analysis for the loss from default
Stochastic Processes and their Applications | 2014-08-28 | Paper |
