The stability and the convergence results in Yau-Yau methods
组织者
演讲者
时间
2022年09月09日 15:00 至 16:00
地点
Online
线上
Tencent 735 7908 4302
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摘要
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.