CAREER

Morgan Stanley, Quantitative Researcher, Aug 2017 - Present

Argonne National Laboratory, Research Intern, Jun - Aug 2014, 2015

PAPERS

Xu, W. and Anitescu, M. 2016. A limited-memory multiple shooting method for weakly constrained data assimilation. SIAM Journal on Numerical Analysis, 54(6): 3300-3331.

Xu, W. and Stein, M. L. 2017. Maximum likelihood estimation for a smooth Gaussian random field model. SIAM/ASA Journal on Uncertainty Quantification, 5(1): 138-175.

Xu, W. and Anitescu, M. 2016. Exponentially accurate temporal decomposition for long-horizon linear-quadratic dynamic optimization. Submitted.

Xu, W. and Anitescu, M. 2017. Exponentially convergent receding horizon strategy for constrained optimal control. Submitted.

Xu, W., Stein, M. L. and Wisher, I. 2017. Modeling and predicting chaotic circuit data. Submitted.

TALKS

A limited-memory multiple shooting method for weakly constrained variational data assimilation. SIAM Conference on Uncertainty Quantification, Lausanne, Switzerland, April 2016.

Limited-memory weakly constraint 4D-Var with checkpointing gradient. Summer Student Symposium, Argonne National Laboratory, Lemont, IL, August 2015.

CONTACT

Feel free to check out my LinkedIn page and reach out!