Speaker Su Xiaoyan (Beijing Normal University)Dr. Xiaoyan Su is currently a postdoc at Beijing Normal University who graduated from Sichuan University. She is interested in the spectral theory and dispersive PDEs.Abstrac
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...