Abstract:This talk introduces two efficient numerical methods for solving nonlinear filtering (NLF) problems. We propose the utilization of the proper orthogonal decomposition (POD) method and tensor train decomposition method to solve the forward Kolmogorov equation (FKE) associated with NLF problems. Our approach involves offline and online stages. In the offline stage, we discretize the par...
Speaker Ruixiang Zhang is an assistant professor in the Department of Mathematics. He works in harmonic analysis on Euclidean spaces and related problems. He is also interested in harmonic analysis on general locally symmetric spaces and in additive combinatorics.Awards for Zhang include the Gold Medal of the 49th International Mathematics Olympiad, a Silver Medal for his doctoral thesis for th...