Speaker：Prof. Stephen YauTime：Tues. 9:50 am-12:15 pmMar. 4-Jun. 3, 2025Online：Tencent meeting：856-5243-0798Introduction:The reading course is for Qiuzhen students to read the book and take turns to report it.Textbook：Principles of Nonlinear Filtering Theoryhttps://link.springer.com/book/10.1007/978-3-031-77684-
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
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