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Solving high-dimensional partial differential equations using deep learning

- Jiequn Han, A. Jentzen, W. E
- Mathematics, Computer Science
- Proceedings 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
- 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… Expand

Deep Learning-Based Numerical Methods for High-Dimensional Parabolic Partial Differential Equations and Backward Stochastic Differential Equations

- E. Weinan, Jiequn Han, A. Jentzen
- Mathematics, Computer Science
- ArXiv
- 15 June 2017

TLDR

Heterogeneous Agent Models in Continuous Time

- Y. Achdou, Jiequn Han, J. Lasry, P. Lions, Benjamin Moll
- Mathematics
- 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… Expand

Deep Potential Molecular Dynamics: a scalable model with the accuracy of quantum mechanics

- Linfeng Zhang, Jiequn Han, Han Wang, R. Car, E. Weinan
- Computer Science, Medicine
- Physical review letters
- 30 July 2017

TLDR

Overcoming the curse of dimensionality: Solving high-dimensional partial differential equations using deep learning

- Jiequn Han, A. Jentzen, E. Weinan
- Mathematics, Computer Science
- ArXiv
- 9 July 2017

TLDR

Deep Learning Approximation for Stochastic Control Problems

- Jiequn Han, E. Weinan
- Computer Science, Mathematics
- ArXiv
- 2 November 2016

TLDR

A mean-field optimal control formulation of deep learning

- E. Weinan, Jiequn Han, Qianxiao Li
- Mathematics, Computer Science
- ArXiv
- 3 July 2018

TLDR

From Microscopic Theory to Macroscopic Theory: a Systematic Study on Modeling for Liquid Crystals

- Jiequn Han, Y. Luo, W. Wang, P. Zhang, Zhifei Zhang
- Mathematics, Physics
- 21 May 2013

In this paper, we propose a systematic way of liquid crystal modeling to build connections between microscopic theory and macroscopic theory. In the first part, we propose a new Q-tensor model based… Expand

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
- Mathematics, Computer Science
- NeurIPS
- 23 May 2018

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