Keynote Speaker:Zou Yongkui

Abstract:

We present a valid numerical method for nonlinear filtering problem with correlation noise. A Zakai equation is obtained by transforming the problem to a new measure space. The splitting-up method and Euler iterative method are used for time variable. The adapt Galerkin method is applied for spatial variable. The convergence is analyzed and proved. A numerical experiment is presented to demonstrate the convergence of the numerical method.

Speaker Introduction:

Zou Yongkui, professor and doctoral supervisor of Jilin University, mainly studies the numerical calculation methods of development equations and branch problems and stochastic partial differential equations, and published more than 40 academic papers in academic journals indexed by SCI at home and abroad. He was awarded as an outstanding talent in the new century, and an outstanding teacher in Jilin Province by the Ministry of Education in 2005 and 2007 respectively. He has presided over and participated in 16 projects related to the National Natural Science Foundation.

Inviter:

Zhao Weidong Professor of School of Mathematics

Time:

15:30-16:30 on November 27 (Friday)

Location:

Tencent Meeting, Meeting ID: 394 943 266

https://meeting.tencent.com/s/5hBQMCJTEzi3

Hosted by: School of Mathematics, Shandong University