北京雁栖湖应用数学研究院

丘成栋

张晓明

2024年07月03日 14:45 至 15:45

理科楼A-304

Yau-Yau filter is the first method potentially suitable for applications to practically any nonlinear filtering problem. This method converts solving a nonlinear filtering problem into solving a linear Forward Kolmogorov Equation (FKE) computationally. Using accuracy and efficiency as two important criteria for developing and evaluating different implementation methods, we will discuss the three difficulties associated with the methods: nonlinearity and dimensionality of the state process and the observation process, and the explicit time-dependency in FKE. Tested with three illustrative cases, preliminary results suggest that PINN（Physics-informed Neural Network) may be one of the viable candidates for implementation.

张晓明博士先后在浙江大学、北京大学、麻省理工学院获得学士、硕士和博士学位。现任北京雁栖湖应用数学研究院研究员，负责人工智能与大数据研究团队。张博士长期从事人工智能技术在大数据预测和资源优化配置问题上的研究、开发和应用。主持研发的数字智能服务平台“印染大脑”，得到业界的认可。目前，他的工作重点是工业领域数字孪生构建中的数学问题。