Instructor of Mathematics
Department of Mathematics
Princeton University
1007 Fine Hall, Washington Road
Princeton, NJ 08544 USA
Email: jiequnh (at) princeton (dot) edu
About Me
I am an Instructor of Mathematics at Department of Mathematics and the Program in Applied and Computational Mathematics (PACM), Princeton University. I obtained my Ph.D. degree of applied mathematics from PACM, Princeton University in June 2018, advised by Prof. Weinan E. Before that, I received my Bachelor degree from School of Mathematical Sciences, Peking University in July 2013.
My research draws inspiration from various disciplines of science and is devoted to solving high-dimensional problems arising from scientific computing. In particular, I am interested in large-scale molecular dynamics simulation, quantum many-body problem, high-dimensional stochastic control, numerical methods of partial differential equations.I did a research internship in DeepMind during the summer of 2017, under the mentorship of Thore Graepel.
About MIT OpenCourseWare. MIT OpenCourseWare is an online publication of materials from over 2,500 MIT courses, freely sharing knowledge with learners and educators around the world. Table of Contents. How to Succeed in Physics Guide; The Nature of Science and Physics Introduction to Science and the Realm of Physics, Physical Quantities, and Units.
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Here are my CV and some related links: Google Scholar profile, ResearchGate profile.
News
- 07/2020: I co-organized (with Qi Gong and Wei Kang) the minisymposium on the intersection of optimal control and machine learning at the SIAM annual meeting. Details can be found here.
- 12/2019:Deep BSDE solver is updated to support TensorFlow 2.0.
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Publications & Preprints
- Learning nonlocal constitutive models with neural networks,
Xu-Hui Zhou, Jiequn Han, Heng Xiao,
arXiv preprint, (2020). [arXiv] - On the curse of memory in recurrent neural networks: approximation and optimization analysis,
Zhong Li, Jiequn Han, Weinan E, Qianxiao Li,
arXiv preprint, (2020). [arXiv] - Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning,
Weinan E, Jiequn Han, Arnulf Jentzen,
arXiv preprint, (2020). [arXiv] [website] - Convergence of deep fictitious play for stochastic differential games,
Jiequn Han, Ruimeng Hu, Jihao Long,
arXiv preprint, (2020). [arXiv] - Integrating machine learning with physics-based modeling,
Weinan E, Jiequn Han, Linfeng Zhang,
arXiv preprint, (2020). [arXiv] - Perturbed gradient descent with occupation time,
Xin Guo, Jiequn Han, Wenpin Tang,
arXiv preprint, (2020). [arXiv] - Universal approximation of symmetric and anti-symmetric functions,
Jiequn Han, Yingzhou Li, Lin Lin, Jianfeng Lu, Jiefu Zhang, Linfeng Zhang,
arXiv preprint, (2019). [arXiv] - Solving high-dimensional eigenvalue problems using deep neural networks: A diffusion Monte Carlo like approach,
Jiequn Han, Jianfeng Lu, Mo Zhou,
Journal of Computational Physics, 423, 109792 (2020). [journal] [arXiv] - Deep fictitious play for finding Markovian Nash equilibrium in multi-agent games,
Jiequn Han, Ruimeng Hu,
Mathematical and Scientific Machine Learning Conferenc(MSML), PMLR 107:221-245 (2020). [proceedings] [arXiv] - Convergence of the deep BSDE method for coupled FBSDEs,
Jiequn Han, Jihao Long,
Probability, Uncertainty and Quantitative Risk, 5(1), 1-33 (2020). [journal] [arXiv] - Uniformly accurate machine learning-based hydrodynamic models for kinetic equations,
Jiequn Han, Chao Ma, Zheng Ma, Weinan E,
Proceedings of the National Academy of Sciences, 116(44) 21983-21991 (2019). [journal] [arXiv] - Solving many-electron Schrödinger equation using deep neural networks,
Jiequn Han, Linfeng Zhang, Weinan E,
Journal of Computational Physics, 399, 108929 (2019). [journal] [arXiv] - A mean-field optimal control formulation of deep learning,
Weinan E, Jiequn Han, Qianxiao Li,
Research in the Mathematical Sciences, 6:10 (2019). [journal] [arXiv] - End-to-end symmetry preserving inter-atomic potential energy model for finite and extended systems,
Linfeng Zhang, Jiequn Han, Han Wang, Wissam A. Saidi, Roberto Car, Weinan E,
Conference on Neural Information Processing Systems (NeurIPS), (2018). [proceedings] [arXiv] [website] [code] - Solving high-dimensional partial differential equations using deep learning,
Jiequn Han, Arnulf Jentzen, Weinan E,
Proceedings of the National Academy of Sciences, 115(34), 8505-8510 (2018). [journal] [arXiv] [code] - DeePCG: constructing coarse-grained models via deep neural networks,
Linfeng Zhang, Jiequn Han, Han Wang, Roberto Car, Weinan E,
The Journal of Chemical Physics, 149, 034101 (2018). [journal] [arXiv] [website] - DeePMD-kit: A deep learning package for many-body potential energy representation and molecular dynamics,
Han Wang, Linfeng Zhang, Jiequn Han, Weinan E,
Computer Physics Communications, 228, 178-184 (2018). [journal] [arXiv] [website] [code] - Deep Potential Molecular Dynamics: a scalable model with the accuracy of quantum mechanics,
Linfeng Zhang, Han Wang, Jiequn Han, Roberto Car, Weinan E,
Physical Review Letters 120(10), 143001 (2018). [journal] [arXiv] [website] [code] - Deep Potential: a general representation of a many-body potential energy surface,
Jiequn Han, Linfeng Zhang, Roberto Car, Weinan E,
Communications in Computational Physics, 23, 629–639 (2018). [journal] [arXiv] [website] - Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations,
Weinan E, Jiequn Han, Arnulf Jentzen,
Communications in Mathematics and Statistics, 5, 349–380 (2017). [journal] [arXiv] [code] - Income and wealth distribution in macroeconomics: A continuous-time approach,
Yves Achdou, Jiequn Han, Jean-Michel Lasry, Pierre-Louis Lions, Benjamin Moll,
National Bureau of Economic Research (2017). [DOI] - Deep learning approximation for stochastic control problems,
Jiequn Han, Weinan E,
Deep Reinforcement Learning Workshop, NIPS (2016). [arXiv] - From microscopic theory to macroscopic theory: a systematic study on modeling for liquid crystals,
Jiequn Han, Yi Luo, Zhifei Zhang, Pingwen Zhang,
Archive for Rational Mechanics and Analysis, 215, 741–809 (2015). [journal] [arXiv]