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In this paper, a brief introduction of the nonlinear filtering problems and a review of the quasi-implicit Euler method are presented. The major contribution of this paper is that we propose a nonnegativity-preserving algorithm of Yau-Yau method for solving high-dimensional nonlinear filtering problems by applying quasi-implicit Euler method with discrete sine transform. Furthermore, our algorithms are directly applicable on the compact difference schemes, so that the number of spatial points can be substantially reduced and retain the same accuracy. Numerical results indicate that the proposed algorithm is capable of solving up to six-dimensional nonlinear filtering problems efficiently and accurately.

Compactifications of symmetric spaces have been constructed by different methods for various applications. One application is to provide the so-called rational boundary components which can be used to compactify locally symmetric spaces. In this paper, we construct many compactifications of symmetric spaces using a uniform method, which is motivated by the Borel-Serre compact- ification of locally symmetric spaces. Besides unifying compactifications of both symmetric and locally symmetric spaces, this uniform construction allows one to compare and relate easily different compactifications, to extend the group action continuously to boundaries of compactifications, and to clarify the structure of the boundaries.

No abstract uploaded!

No abstract uploaded!