| Publication | Date of Publication | Type |
|---|
Global Convergence of DGM and PINN Algorithms for Solving Nonlinear PDEs
(available as arXiv preprint) | 2026-07-27 | Paper |
On the large-time behaviour of affine Volterra processes
Stochastics | 2026-04-02 | Paper |
A macroscopically consistent reactive Langevin dynamics model
SIAM Journal on Applied Mathematics | 2026-03-11 | Paper |
Stochastic Gradient Descent-based Inference for Dynamic Network Models with Attractors
Journal of Computational and Graphical Statistics | 2026-02-25 | Paper |
Mathematical foundations of deep learning models and algorithms
Graduate Studies in Mathematics | 2025-08-08 | Paper |
Disentangling positive and negative partisanship in social media interactions using a coevolving latent space network with attractors model
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-06-04 | Paper |
Transport map unadjusted Langevin algorithms: learning and discretizing perturbed samplers
Foundations of Data Science | 2025-05-13 | Paper |
Uniform-in-time bounds for a stochastic hybrid system with fast periodic sampling and small white-noise
Stochastics and Dynamics | 2025-04-28 | Paper |
Corrigendum to: ``Fast and robust RSDM shakedown solutions of structures under cyclic variation of loads and imposed displacements''
European Journal of Mechanics. A. Solids | 2025-04-03 | Paper |
A shakedown oriented topology optimization algorithm utilizing second-order cone programming (SOCP) and its application in spacecraft structure design
Computational Mechanics | 2025-03-06 | Paper |
Mean field limits of particle-based stochastic reaction-drift-diffusion models
Nonlinearity | 2025-01-22 | Paper |
Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus
Stochastic Processes and their Applications | 2025-01-06 | Paper |
Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime
Stochastic and Partial Differential Equations. Analysis and Computations | 2024-11-26 | Paper |
Moderate deviations for fully coupled multiscale weakly interacting particle systems
Stochastic and Partial Differential Equations. Analysis and Computations | 2024-07-12 | Paper |
Normalization effects on deep neural networks
Foundations of Data Science | 2024-02-14 | Paper |
Fluctuation analysis for particle-based stochastic reaction-diffusion models
Stochastic Processes and their Applications | 2024-01-09 | Paper |
Optimal investment, derivative demand, and arbitrage under price impact
Mathematical Finance | 2023-09-27 | Paper |
| Kernel Limit of Recurrent Neural Networks Trained on Ergodic Data Sequences | 2023-08-28 | Paper |
Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations
Stochastic and Partial Differential Equations. Analysis and Computations | 2023-07-18 | Paper |
Rate of homogenization for fully-coupled McKean–Vlasov SDEs
Stochastics and Dynamics | 2023-05-02 | Paper |
PDE-constrained models with neural network terms: optimization and global convergence
Journal of Computational Physics | 2023-04-26 | Paper |
| Transport map unadjusted Langevin algorithms: learning and discretizing perturbed samplers | 2023-02-14 | Paper |
| Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus | 2023-01-21 | Paper |
Large deviations for interacting multiscale particle systems
Stochastic Processes and their Applications | 2022-12-08 | Paper |
Geometry-informed irreversible perturbations for accelerated convergence of Langevin dynamics
Statistics and Computing | 2022-10-07 | Paper |
Asymptotics of Reinforcement Learning with Neural Networks
Stochastic Systems | 2022-06-24 | Paper |
Fast and robust RSDM shakedown solutions of structures under cyclic variation of loads and imposed displacements
European Journal of Mechanics. A. Solids | 2022-06-03 | 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 |
| On the large-time behaviour of affine Volterra processes | 2022-04-11 | Paper |
| Moderate deviations for fully coupled multiscale weakly interacting particle systems | 2022-02-16 | Paper |
Mean field limits of particle-based stochastic reaction-diffusion models
SIAM Journal on Mathematical Analysis | 2022-01-27 | Paper |
Normalization effects on shallow neural networks and related asymptotic expansions
Foundations of Data Science | 2022-01-26 | Paper |
How reaction-diffusion PDEs approximate the large-population limit of stochastic particle models
SIAM Journal on Applied Mathematics | 2021-12-24 | Paper |
Typical dynamics and fluctuation analysis of slow-fast systems driven by fractional Brownian motion
Stochastics and Dynamics | 2021-12-17 | Paper |
Metastability and exit problems for systems of stochastic reaction-diffusion equations
The Annals of Probability | 2021-12-08 | Paper |
Discrete-time inference for slow-fast systems driven by fractional Brownian motion
Multiscale Modeling & Simulation | 2021-10-19 | Paper |
Online Adjoint Methods for Optimization of PDEs
(available as arXiv preprint) | 2021-01-23 | Paper |
Large deviations for interacting multiscale particle systems
(available as arXiv preprint) | 2020-11-05 | Paper |
Stochastic gradient descent in continuous time: a central limit theorem
Stochastic Systems | 2020-09-04 | Paper |
How reaction-diffusion PDEs approximate the large-population limit of stochastic particle models
(available as arXiv preprint) | 2020-09-02 | Paper |
Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets
Stochastic and Partial Differential Equations. Analysis and Computations | 2020-08-26 | Paper |
Selection of quasi-stationary states in the stochastically forced Navier-Stokes equation on the torus
Journal of Nonlinear Science | 2020-06-21 | Paper |
Pathwise moderate deviations for option pricing
Mathematical Finance | 2020-05-14 | Paper |
Network effects in default clustering for large systems
Applied Mathematical Finance | 2020-05-06 | Paper |
Information geometry for approximate Bayesian computation
SIAM/ASA Journal on Uncertainty Quantification | 2020-04-24 | Paper |
Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations
Multiscale Modeling & Simulation | 2020-03-31 | Paper |
Mean field analysis of neural networks: a law of large numbers
SIAM Journal on Applied Mathematics | 2020-03-11 | Paper |
Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations
Stochastic and Partial Differential Equations. Analysis and Computations | 2020-03-06 | Paper |
Mean field analysis of neural networks: a central limit theorem
Stochastic Processes and their Applications | 2020-02-24 | 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 |
Discrete-time statistical inference for multiscale diffusions
Multiscale Modeling & Simulation | 2019-03-11 | Paper |
Analysis of multiscale integrators for multiple attractors and irreversible Langevin samplers
Multiscale Modeling & Simulation | 2019-03-11 | Paper |
Selection of quasi-stationary states in the Navier-Stokes equation on the torus
Nonlinearity | 2019-01-08 | Paper |
Systemic risk and default clustering for large financial systems
Springer Proceedings in Mathematics & Statistics | 2018-12-11 | Paper |
Importance sampling for metastable and multiscale dynamical systems
Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology | 2018-11-19 | Paper |
Sequential Monte Carlo for fractional stochastic volatility models
Quantitative Finance | 2018-11-14 | Paper |
Dimension reduction in statistical estimation of partially observed multiscale processes
SIAM/ASA Journal on Uncertainty Quantification | 2018-04-19 | Paper |
Indifference pricing for contingent claims: large deviations effects
Mathematical Finance | 2018-04-13 | Paper |
Rare event simulation via importance sampling for linear SPDE's
Stochastic and Partial Differential Equations. Analysis and Computations | 2018-03-28 | Paper |
Stochastic gradient descent in continuous time
SIAM Journal on Financial Mathematics | 2018-03-12 | Paper |
Moderate deviations for systems of slow-fast diffusions
Asymptotic Analysis | 2018-03-08 | Paper |
On the effect of heterogeneity on flocking behavior and systemic risk
Statistics & Risk Modeling | 2017-10-10 | Paper |
Markov processes with spatial delay: path space characterization, occupation time and properties
Stochastics and Dynamics | 2017-09-29 | Paper |
The pricing of contingent claims and optimal positions in asymptotically complete markets
The Annals of Applied Probability | 2017-09-15 | Paper |
Hypoelliptic multiscale Langevin diffusions: large deviations, invariant measures and small mass asymptotics
Electronic Journal of Probability | 2017-07-10 | Paper |
Hypoelliptic multiscale Langevin diffusions: large deviations, invariant measures and small mass asymptotics
Electronic Journal of Probability | 2017-07-10 | Paper |
Statistical inference for perturbed multiscale dynamical systems
Stochastic Processes and their Applications | 2016-12-27 | Paper |
Improving the convergence of reversible samplers
Journal of Statistical Physics | 2016-10-26 | Paper |
Rare event simulation for multiscale diffusions in random environments
Multiscale Modeling & Simulation | 2016-01-11 | Paper |
Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions
Journal of Applied Probability | 2015-10-30 | Paper |
Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions
Journal of Applied Probability | 2015-10-30 | Paper |
Escaping from an attractor: Importance sampling and rest points. I.
The Annals of Applied Probability | 2015-10-20 | Paper |
Escaping from an attractor: Importance sampling and rest points. I.
The Annals of Applied Probability | 2015-10-20 | Paper |
Irreversible Langevin samplers and variance reduction: a large deviations approach
Nonlinearity | 2015-08-28 | Paper |
Variance reduction for irreversible Langevin samplers and diffusion on graphs
Electronic Communications in Probability | 2015-08-17 | Paper |
Quenched large deviations for multiscale diffusion processes in random environments
Electronic Journal of Probability | 2015-08-07 | Paper |
Filtering the Maximum Likelihood for Multiscale Problems
Multiscale Modeling & Simulation | 2015-05-21 | Paper |
Default clustering in large pools: large deviations
SIAM Journal on Financial Mathematics | 2015-05-15 | 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 |
A powerful force-based approach for the limit analysis of three-dimensional frames
Archive of Applied Mechanics | 2014-08-12 | Paper |
Fluctuation analysis and short time asymptotics for multiple scales diffusion processes
Stochastics and Dynamics | 2014-07-18 | Paper |
Scaling limits and exit law for multiscale diffusions
Asymptotic Analysis | 2014-05-15 | Paper |
Maximum likelihood estimation for small noise multiscale diffusions
Statistical Inference for Stochastic Processes | 2013-11-19 | Paper |
Default clustering in large portfolios: typical events
The Annals of Applied Probability | 2013-04-24 | Paper |
Default clustering in large portfolios: typical events
The Annals of Applied Probability | 2013-04-24 | Paper |
Large deviations and importance sampling for systems of slow-fast motion
Applied Mathematics and Optimization | 2013-04-15 | Paper |
Large deviations principle for a large class of one-dimensional Markov processes
Journal of Theoretical Probability | 2013-01-11 | Paper |
A direct method to predict cyclic steady states of elastoplastic structures
Computer Methods in Applied Mechanics and Engineering | 2012-12-17 | Paper |
Importance sampling for multiscale diffusions
Multiscale Modeling & Simulation | 2012-08-30 | Paper |
Large deviations for multiscale diffusion via weak convergence methods
Stochastic Processes and their Applications | 2012-06-01 | Paper |
Recovery rates in investment-grade pools of credit assets: a large deviations analysis
Stochastic Processes and their Applications | 2011-11-10 | Paper |
Wiener process with reflection in non-smooth narrow tubes
Electronic Journal of Probability | 2009-11-20 | Paper |
Wiener process with reflection in non-smooth narrow tubes
Electronic Journal of Probability | 2009-11-20 | Paper |
Wiener process with reflection in non-smooth narrow tubes
Electronic Journal of Probability | 2009-11-20 | Paper |
Reaction Diffusion Equations with Nonlinear Boundary Conditions in Narrow Domains
(available as arXiv preprint) | 2009-01-15 | Paper |
| Method of Moments Estimation of Ornstein-Uhlenbeck Processes Driven by General L\'{e}vy Process | 2008-07-17 | Paper |
Manufacturing cell design with alternative routings in generalized group technology: reducing the complexity of the solution space
International Journal of Production Research | 2008-02-25 | Paper |
A NOTE ON THE SMOLUCHOWSKI–KRAMERS APPROXIMATION FOR THE LANGEVIN EQUATION WITH REFLECTION
Stochastics and Dynamics | 2007-08-10 | Paper |
A Simplified Method to Predict the Steady Cyclic Stress State of Creeping Structures
Journal of Applied Mechanics | 2007-06-01 | Paper |
Calculating distances for dissimilar strings: the shortest path formulation revisited
European Journal of Operational Research | 2006-12-07 | Paper |
| scientific article; zbMATH DE number 2156741 (Why is no real title available?) | 2005-04-15 | Paper |
Designing manufacturing cells: A staged approach and a tabu search algorithm
International Journal of Production Research | 2004-07-12 | Paper |
| scientific article; zbMATH DE number 1904909 (Why is no real title available?) | 2003-05-05 | Paper |
An optimal tree search method for the manufacturing systems cell formation problem
European Journal of Operational Research | 2001-05-13 | Paper |
A fully automatic force method for the optimal shakedown design of frames
Computational Mechanics | 2000-11-12 | Paper |
Modelling of crack closure for finite-element analysis of structural concrete
Computers & Structures | 1999-11-16 | Paper |
Automatic collapse load analysis of regular plane frames using the force method
Computers & Structures | 1999-10-04 | Paper |
Evaluation of structural-concrete design-concepts based on finite-element analysis
Computational Mechanics | 1999-02-14 | Paper |
On the automation of the force method in the optimal plastic design of frames
Computer Methods in Applied Mechanics and Engineering | 1998-10-06 | Paper |
Large displacement analysis of elasto-plastic frames
Computers & Structures | 1988-01-01 | Paper |
A simplified method of solution for the short cycle creep-plasticity problem
Computer Methods in Applied Mechanics and Engineering | 1987-01-01 | Paper |
Mean field limits of particle-based stochastic reaction-drift-diffusion models
(available as arXiv preprint) | N/A | Paper |
Uniform in time bounds for a stochastic hybrid system with fast periodic sampling and small white-noise
(available as arXiv preprint) | N/A | Paper |
