The U.S. Park Police identified the man as Arnav Gupta, 33, of Bethesda, Maryland.
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The Secret Service wrote on Wednesday that it happened on the Ellipse near 15th Street and Constitution Avenue. Gupta was extinguished and taken to the hospital in critical condition.
Montgomery County officials had shared a message earlier Wednesday that they were looking for Gupta and concerned about his welfare.
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Officials have not said whether he was trying to make a political statement.
The Associated Press contributed to this report.