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Solving high-dimensional partial differential equations using deep learning
- Jiequn Han, Arnulf Jentzen, W. E
- Computer ScienceProceedings of the National Academy of Sciences
- 9 July 2017
TLDR
Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach
- Y. Achdou, Jiequn Han, J. Lasry, P. Lions, Benjamin Moll
- EconomicsThe Review of Economic Studies
- 1 August 2017
We recast the Aiyagari–Bewley–Huggett model of income and wealth distribution in continuous time. This workhorse model—as well as heterogeneous agent models more generally—then boils down to a…
Deep Learning-Based Numerical Methods for High-Dimensional Parabolic Partial Differential Equations and Backward Stochastic Differential Equations
- E. Weinan, Jiequn Han, Arnulf Jentzen
- Computer ScienceArXiv
- 15 June 2017
We study a new algorithm for solving parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) in high dimension, which is based on an analogy between the…
Deep Potential Molecular Dynamics: a scalable model with the accuracy of quantum mechanics
- Linfeng Zhang, Jiequn Han, Han Wang, R. Car, E. Weinan
- Computer SciencePhysical review letters
- 30 July 2017
We introduce a scheme for molecular simulations, the deep potential molecular dynamics (DPMD) method, based on a many-body potential and interatomic forces generated by a carefully crafted deep…
Heterogeneous Agent Models in Continuous Time
- Y. Achdou, Jiequn Han, J. Lasry, P. Lions, Benjamin Moll
- Economics
- 2013
We study a class of continuous time heterogeneous agent models with idiosyncratic shocks and incomplete markets. This class can be boiled down to a system of two coupled partial differential…
Deep Learning Approximation for Stochastic Control Problems
- Jiequn Han, E. Weinan
- Computer ScienceArXiv
- 2 November 2016
TLDR
A mean-field optimal control formulation of deep learning
- E. Weinan, Jiequn Han, Qianxiao Li
- Computer ScienceResearch in the Mathematical Sciences
- 3 July 2018
TLDR
Convergence of the deep BSDE method for coupled FBSDEs
- Jiequn Han, Jihao Long
- Computer ScienceProbability, Uncertainty and Quantitative Risk
- 3 November 2018
TLDR
Overcoming the curse of dimensionality: Solving high-dimensional partial differential equations using deep learning
- Jiequn Han, Arnulf Jentzen, E. Weinan
- Computer ScienceArXiv
- 9 July 2017
TLDR
End-to-end Symmetry Preserving Inter-atomic Potential Energy Model for Finite and Extended Systems
- Linfeng Zhang, Jiequn Han, Han Wang, W. Saidi, R. Car, E. Weinan
- Computer ScienceNeurIPS
- 23 May 2018
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