Publication | Date of Publication | Type |
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Normalization effects on deep neural networks | 2024-02-14 | Paper |
Fluctuation analysis for particle-based stochastic reaction-diffusion models | 2024-01-09 | Paper |
Optimal investment, derivative demand, and arbitrage under price impact | 2023-09-27 | Paper |
Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations | 2023-07-18 | Paper |
Rate of homogenization for fully-coupled McKean–Vlasov SDEs | 2023-05-02 | Paper |
PDE-constrained models with neural network terms: optimization and global convergence | 2023-04-26 | Paper |
Large deviations for interacting multiscale particle systems | 2022-12-08 | Paper |
Geometry-informed irreversible perturbations for accelerated convergence of Langevin dynamics | 2022-10-07 | Paper |
Asymptotics of Reinforcement Learning with Neural Networks | 2022-06-24 | Paper |
Fast and robust RSDM shakedown solutions of structures under cyclic variation of loads and imposed displacements | 2022-06-03 | Paper |
Mean Field Analysis of Deep Neural Networks | 2022-05-17 | Paper |
Online adjoint methods for optimization of PDEs | 2022-04-22 | Paper |
Mean Field Limits of Particle-Based Stochastic Reaction-Diffusion Models | 2022-01-27 | Paper |
Normalization effects on shallow neural networks and related asymptotic expansions | 2022-01-26 | Paper |
How Reaction-Diffusion PDEs Approximate the Large-Population Limit of Stochastic Particle Models | 2021-12-24 | Paper |
Typical dynamics and fluctuation analysis of slow–fast systems driven by fractional Brownian motion | 2021-12-17 | Paper |
Metastability and exit problems for systems of stochastic reaction-diffusion equations | 2021-12-08 | Paper |
Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion | 2021-10-19 | Paper |
Stochastic Gradient Descent in Continuous Time: A Central Limit Theorem | 2020-09-04 | Paper |
Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets | 2020-08-26 | Paper |
Selection of quasi-stationary states in the stochastically forced Navier-Stokes equation on the torus | 2020-06-21 | Paper |
Pathwise moderate deviations for option pricing | 2020-05-14 | Paper |
Network Effects in Default Clustering for Large Systems | 2020-05-06 | Paper |
Information Geometry for Approximate Bayesian Computation | 2020-04-24 | Paper |
Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations | 2020-03-31 | Paper |
Mean Field Analysis of Neural Networks: A Law of Large Numbers | 2020-03-11 | Paper |
Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations | 2020-03-06 | Paper |
Mean field analysis of neural networks: a central limit theorem | 2020-02-24 | Paper |
DGM: a deep learning algorithm for solving partial differential equations | 2019-07-11 | Paper |
Discrete-Time Statistical Inference for Multiscale Diffusions | 2019-03-11 | Paper |
Analysis of Multiscale Integrators for Multiple Attractors and Irreversible Langevin Samplers | 2019-03-11 | Paper |
Selection of quasi-stationary states in the Navier–Stokes equation on the torus | 2019-01-08 | Paper |
Systemic Risk and Default Clustering for Large Financial Systems | 2018-12-11 | Paper |
Importance Sampling for Metastable and Multiscale Dynamical Systems | 2018-11-19 | Paper |
Sequential Monte Carlo for fractional stochastic volatility models | 2018-11-14 | Paper |
Dimension Reduction in Statistical Estimation of Partially Observed Multiscale Processes | 2018-04-19 | Paper |
INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS | 2018-04-13 | Paper |
Rare event simulation via importance sampling for linear SPDE's | 2018-03-28 | Paper |
Stochastic Gradient Descent in Continuous Time | 2018-03-12 | Paper |
Moderate deviations for systems of slow-fast diffusions | 2018-03-08 | Paper |
On the effect of heterogeneity on flocking behavior and systemic risk | 2017-10-10 | Paper |
Markov processes with spatial delay: Path space characterization, occupation time and properties | 2017-09-29 | Paper |
The pricing of contingent claims and optimal positions in asymptotically complete markets | 2017-09-15 | Paper |
Hypoelliptic multiscale Langevin diffusions: large deviations, invariant measures and small mass asymptotics | 2017-07-10 | Paper |
Statistical inference for perturbed multiscale dynamical systems | 2016-12-27 | Paper |
Improving the convergence of reversible samplers | 2016-10-26 | Paper |
Rare Event Simulation for Multiscale Diffusions in Random Environments | 2016-01-11 | Paper |
Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions | 2015-10-30 | Paper |
Escaping from an attractor: Importance sampling and rest points. I. | 2015-10-20 | Paper |
Irreversible Langevin samplers and variance reduction: a large deviations approach | 2015-08-28 | Paper |
Variance reduction for irreversible Langevin samplers and diffusion on graphs | 2015-08-17 | Paper |
Quenched large deviations for multiscale diffusion processes in random environments | 2015-08-07 | Paper |
Filtering the Maximum Likelihood for Multiscale Problems | 2015-05-21 | Paper |
Default Clustering in Large Pools: Large Deviations | 2015-05-15 | Paper |
LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT | 2015-02-20 | Paper |
Fluctuation analysis for the loss from default | 2014-08-28 | Paper |
A powerful force-based approach for the limit analysis of three-dimensional frames | 2014-08-12 | Paper |
Fluctuation analysis and short time asymptotics for multiple scales diffusion processes | 2014-07-18 | Paper |
Scaling limits and exit law for multiscale diffusions | 2014-05-15 | Paper |
Maximum likelihood estimation for small noise multiscale diffusions | 2013-11-19 | Paper |
Default clustering in large portfolios: typical events | 2013-04-24 | Paper |
Large deviations and importance sampling for systems of slow-fast motion | 2013-04-15 | Paper |
Large deviations principle for a large class of one-dimensional Markov processes | 2013-01-11 | Paper |
A direct method to predict cyclic steady states of elastoplastic structures | 2012-12-17 | Paper |
Importance Sampling for Multiscale Diffusions | 2012-08-30 | Paper |
Large deviations for multiscale diffusion via weak convergence methods | 2012-06-01 | Paper |
Recovery rates in investment-grade pools of credit assets: a large deviations analysis | 2011-11-10 | Paper |
Wiener process with reflection in non-smooth narrow tubes | 2009-11-20 | Paper |
Reaction Diffusion Equations with Nonlinear Boundary Conditions in Narrow Domains | 2009-01-15 | Paper |
Manufacturing cell design with alternative routings in generalized group technology: reducing the complexity of the solution space | 2008-02-25 | Paper |
A NOTE ON THE SMOLUCHOWSKI–KRAMERS APPROXIMATION FOR THE LANGEVIN EQUATION WITH REFLECTION | 2007-08-10 | Paper |
A Simplified Method to Predict the Steady Cyclic Stress State of Creeping Structures | 2007-06-01 | Paper |
Calculating distances for dissimilar strings: the shortest path formulation revisited | 2006-12-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4669317 | 2005-04-15 | Paper |
Designing manufacturing cells: A staged approach and a tabu search algorithm | 2004-07-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q4806165 | 2003-05-05 | Paper |
An optimal tree search method for the manufacturing systems cell formation problem | 2001-05-13 | Paper |
A fully automatic force method for the optimal shakedown design of frames | 2000-11-12 | Paper |
Modelling of crack closure for finite-element analysis of structural concrete | 1999-11-16 | Paper |
Automatic collapse load analysis of regular plane frames using the force method | 1999-10-04 | Paper |
Evaluation of structural-concrete design-concepts based on finite-element analysis | 1999-02-14 | Paper |
On the automation of the force method in the optimal plastic design of frames | 1998-10-06 | Paper |
Large displacement analysis of elasto-plastic frames | 1988-01-01 | Paper |
A simplified method of solution for the short cycle creep-plasticity problem | 1987-01-01 | Paper |