Justin Sirignano

Justin Sirignano

University of Illinois at Urbana-Champaign

H-index: 18

North America-United States

About Justin Sirignano

Justin Sirignano, With an exceptional h-index of 18 and a recent h-index of 18 (since 2020), a distinguished researcher at University of Illinois at Urbana-Champaign, specializes in the field of mathematical finance, finance, machine learning.

His recent articles reflect a diverse array of research interests and contributions to the field:

Adjoint-Trained Deep-Learning Closures of the Navier–Stokes Equations for 2D Nonequilibrium Flows

Adjoint Optimization of the BGK Equation with an Embedded Neural Network for Reduced-Order Modeling of Hypersonic Flows

Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations

Weak Convergence Analysis of Online Neural Actor-Critic Algorithms

Large Eddy Simulation of Airfoil Flows Using Adjoint-Trained Deep Learning Closure Models

Physics-constrained deep learning-based model for non-equilibrium flows

Dynamic Deep Learning LES Closures: Online Optimization With Embedded DNS

Entropy-stable Deep Learning for Navier–Stokes Predictions of Transitional-regime Flows

Justin Sirignano Information

University

Position

___

Citations(all)

3597

Citations(since 2020)

3370

Cited By

1280

hIndex(all)

18

hIndex(since 2020)

18

i10Index(all)

20

i10Index(since 2020)

20

Email

University Profile Page

University of Illinois at Urbana-Champaign

Google Scholar

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Justin Sirignano Skills & Research Interests

mathematical finance

finance

machine learning

Top articles of Justin Sirignano

Title

Journal

Author(s)

Publication Date

Adjoint-Trained Deep-Learning Closures of the Navier–Stokes Equations for 2D Nonequilibrium Flows

Ashish S Nair

Den Waidmann

Justin Sirignano

Narendra Singh

Marco Panesi

...

2024

Adjoint Optimization of the BGK Equation with an Embedded Neural Network for Reduced-Order Modeling of Hypersonic Flows

Nicholas Daultry Ball

Marco Panesi

Jonathan F MacArt

Justin Sirignano

2024

Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations

Mathematical Finance

Ziheng Wang

Justin Sirignano

2024/4

Weak Convergence Analysis of Online Neural Actor-Critic Algorithms

arXiv preprint arXiv:2403.16825

Samuel Chun-Hei Lam

Justin Sirignano

Ziheng Wang

2024/3/25

Large Eddy Simulation of Airfoil Flows Using Adjoint-Trained Deep Learning Closure Models

Tom Hickling

Justin Sirignano

Jonathan F MacArt

2024

Physics-constrained deep learning-based model for non-equilibrium flows

Edoardo Monti

Narendra Singh

Justin Sirignano

Jonathan F MacArt

Marco Panesi

...

2024

Dynamic Deep Learning LES Closures: Online Optimization With Embedded DNS

arXiv preprint arXiv:2303.02338

Justin Sirignano

Jonathan F MacArt

2023/3/4

Entropy-stable Deep Learning for Navier–Stokes Predictions of Transitional-regime Flows

Ashish S Nair

Justin Sirignano

Marco Panesi

Jonathan F MacArt

2023

Deep learning closure models for large-eddy simulation of flows around bluff bodies

Journal of Fluid Mechanics

Justin Sirignano

Jonathan F MacArt

2023/7

Deep Learning Closure of the Navier–Stokes Equations for Transition-Continuum Flows

AIAA journal

Ashish S Nair

Justin Sirignano

Marco Panesi

Jonathan F MacArt

2023/12

Neural Q-learning for solving PDEs

Journal of Machine Learning Research

Samuel N Cohen

Deqing Jiang

Justin Sirignano

2023/6/19

Kernel limit of recurrent neural networks trained on ergodic data sequences

arXiv preprint arXiv:2308.14555

Samuel Chun-Hei Lam

Justin Sirignano

Konstantinos Spiliopoulos

2023/8/28

PDE-constrained models with neural network terms: Optimization and global convergence

Journal of Computational Physics

Justin Sirignano

Jonathan MacArt

Konstantinos Spiliopoulos

2023/5/15

Global Convergence of Deep Galerkin and PINNs Methods for Solving Partial Differential Equations

arXiv preprint arXiv:2305.06000

Deqing Jiang

Justin Sirignano

Samuel N Cohen

2023/5/10

Deep Learning Closure of the Navier--Stokes Equations for Transitional Flows

Jonathan F MacArt

Justin Sirignano

Marco Panesi

2022

A forward propagation algorithm for online optimization of nonlinear stochastic differential equations

arXiv preprint arXiv:2207.04496

Ziheng Wang

Justin Sirignano

2022/7/10

Online adjoint methods for optimization of PDEs

Applied Mathematics & Optimization

Justin Sirignano

Konstantinos Spiliopoulos

2022/4

Asymptotics of reinforcement learning with neural networks

Stochastic Systems

Justin Sirignano

Konstantinos Spiliopoulos

2022/3

Global convergence of the ode limit for online actor-critic algorithms in reinforcement learning

arXiv preprint arXiv:2108.08655

Ziheng Wang

Justin Sirignano

2021/8/19

Deep learning for mortgage risk

Journal of Financial Econometrics

Apaar Sadhwani

Kay Giesecke

Justin Sirignano

2021/6/1

See List of Professors in Justin Sirignano University(University of Illinois at Urbana-Champaign)