The Chinese consulate in New York issued a statement of condolence.
In China, news of the death set off a wave of sympathy on social media sites.
By Wednesday, netizens there had added more than 17,000 comments to the victim's last Weibo post about her breakfast.
"Wish there's no pain in heaven! May the girl rest in peace!" WenyiqingnianHarryChen posted.
Tuesday evening, two university chaplains held a campus vigil for her and the other victims. It was followed by a town hall-style meeting for those in search of comfort and counseling.
The graduate student died alongside Krystle Campbell, 29, and Martin Richard, 8.
Her friend, Zhou Danling, is on her way to recovery at a Boston hospital.
A love of math and chance
Lu had worked hard to achieve. She won an academic scholarship to the Beijing Institute of Technology, where she received accolades for her math skills.
She went on to Boston University to pursue that passion and was working on a master's degree in statistics.
She would have known how slim the chances were that something like this could happen in a crowd of thousands cheering the runners on a sunny day.