2 citations · 2 across the 3 of their papers we have counts for
3 papers
Convergence Analysis of Real-time Recurrent Learning (RTRL) for a class of Recurrent Neural Networks
Samuel Chun-Hei Lam, Justin Sirignano, Konstantinos Spiliopoulos
Recurrent neural networks (RNNs) are commonly trained with the truncated backpropagation-through-time (TBPTT) algorithm. For the purposes of computational tractability, the TBPTT a…
Global Convergence of Deep Galerkin and PINNs Methods for Solving Partial Differential Equations
Deqing Jiang, Justin Sirignano, Samuel N. Cohen
Numerically solving high-dimensional partial differential equations (PDEs) is a major challenge. Conventional methods, such as finite difference methods, are unable to solve high-d…
A Forward Propagation Algorithm for Online Optimization of Nonlinear Stochastic Differential Equations
Ziheng Wang, Justin Sirignano
Optimizing over the stationary distribution of stochastic differential equations (SDEs) is computationally challenging. A new forward propagation algorithm has been recently propos…