XeTeX -- using dots in eps filenames would cause errors

I had a set of tex files which included many eps figures and were compiled successfully by using the latex+dvips+ps2pdf commands. But due to some Unicode issues I've shifted to XeTeX for at least several months [1]. A strange problem, however, emerged when I was invoking xelatex to compile the same set of tex files. The error message was:

! Unable to load picture or PDF file './EPS_FILE_DIR/91.1.8.eps'.

That's strange because I remembered that I have compiled other tex files with eps figures with xelatex flawlessly. I found the successfully compiled files to make sure it still could be compiled in my machine. It did. So the problem might be caused by the 91.1.8.eps itself. Suddenly it occurred to me that maybe the dots confused the xelatex command, so I changed its filename to 91_1_8.eps and solved the problem.

Although the problem has been solved, I still have no idea about why the dots could cause such a problem. I also tested with a 91.1.8.jpg file and to my surprise it passed the compilation without the error message.

I don't know whether other files (such as png, bmp, pdf, ...) also have similar problems, but I decided not to use dots to name my files anymore.

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[1] XeTeX -- using the system fonts for CJK tex file