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20122019
most citedComplete Real Time Solution of the General Nonlinear Filtering Problem without Memory

47 citations · 103 across the 9 of their papers we have counts for

collaborators

9 papers

math.OC2019★ 2 cited

Multivariate Feedback Particle Filter via F-divergence and the Well-posedness of its Admissible Control Input

Xue Luo

In this paper, we shall first derive the admissible control input of the multivariate feedback particle filter (FPF) by minimizing the f-divergence of the posterior conditional den…

math.AP2016★ 1 cited

Addendum: 2D homogeneous solutions to the Euler equation

Xue Luo, Roman Shvydkoy

In this addendum note we fill in the gap left in \cite{ls} in the description of 2D homogeneous solutions to the stationary Euler system with the help of the results of \cite{sd}.…

math.NA2014

Time-dependent Hermite-Galerkin spectral method and its applications

Xue Luo, Shing-Tung Yau, Stephen S. -T. Yau

A time-dependent Hermite-Galerkin spectral method (THGSM) is investigated in this paper for the nonlinear convection-diffusion equations in the unbounded domains. The time-dependen…

math.AP2014

2D homogeneous solutions to the Euler equation

Xue Luo, Roman Shvydkoy

In this paper we study classification of homogeneous solutions to the stationary Euler equation with locally finite energy. Written in the form , $Ψ(r,θ) = r^λ…

math.AP2014

On the quenching behavior of the MEMS with fringing field

Xue Luo, Stephen S. -T. Yau

The singular parabolic problem on a bounded domain of with Dirichlet boundary condition, models the Microele…

cs.IT2014★ 2 cited

On Classification of Toric Surface Codes of Low Dimension

Xue Luo, Stephen S. -T. Yau, Mingyi Zhang +1

This work is a natural continuation of our previous work \cite{yz}. In this paper, we give a complete classification of toric surface codes of dimension less than or equal to 6, ex…

math.NA2013★ 13 cited

Hermite spectral method with hyperbolic cross approximations to high-dimensional parabolic PDEs

Xue Luo, Stephen S. -T. Yau

It is well-known that sparse grid algorithm has been widely accepted as an efficient tool to overcome the "curse of dimensionality" in some degree. In this note, we first give the…

math.OC2013★ 38 cited

Hermite spectral method to 1D forward Kolmogorov equation and its application to nonlinear filtering problems

Xue Luo, Stephen S. -T. Yau

In this paper, we investigate the Hermite spectral method (HSM) to numerically solve the forward Kolmogorov equation (FKE). A useful guideline of choosing the scaling factor of the…

math.OC2012★ 47 cited

Complete Real Time Solution of the General Nonlinear Filtering Problem without Memory

Xue Luo, Stephen S. -T. Yau

It is well known that the nonlinear filtering problem has important applications in both military and civil industries. The central problem of nonlinear filtering is to solve the D…