BIMSA > Seminar on Control Theory and Nonlinear Filtering The stability and the convergence results in Yau-Yau methods
The stability and the convergence results in Yau-Yau methods
Organizer
Shing Toung Yau
Speaker
Jia Yi Kang
Time
Friday, September 9, 2022 3:00 PM - 4:00 PM
Venue
Online
Online
Tencent 735 7908 4302 ()
Abstract
In this report, I will introduce the semi-group formulation of the SPDE. And I shall give a stability analysis for filtering algorithm based on spectral methods from two aspects. 1. Asymptotic analysis of the relationship between the number of spectra and errors in spectral methods. 2. Analysis of the stability of spectral algorithm by time discretization.