Weidong Zhao, Shandong University

Xu Yang, China Mining University

Jie Yang, Shandong University , Weihai

Yu Fu, Shandong University of Science and Technology

Yang Li, University of Shanghai for Science and Technology

Paper published recently：

===========================2019=================================

1.     Maitama, Shehu; Zhao, Weidong; Local fractional Laplace homotopy analysis method for solving non-differentiable wave equations on Cantor sets. Comput. Appl. Math. 38 (2019), no. 2, 38:65.

2.     Yang, J., Zhao, W., & Zhou, T. (2019). Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations. Journal of Scientific Computing.doi:10.1007/s10915-018-00896-w.

3.     Maitama, S., & Zhao, W. (2019). Local fractional Laplace homotopy analysis method for solving non-differentiable wave equations on Cantor sets. Computational and Applied Mathematics, 38(2). doi:10.1007/s40314-019-0825-5.

4.     Maitama, S., & Zhao, W. (2019). Local fractional homotopy analysis method for solving non-differentiable problems on Cantor sets, Advances in Difference Equations, accepted.

5.     C. Zhang, J. Wu, W. Zhao, One-step multi-derivative methods for backward stochastic differential equations, to the Numerical Mathematics: Theory, Methods and Applications, 2019, accepted.

===========================2018=================================

6.     Yabing Sun, Weidong Zhao and Tao Zhou, Explicit theta-schemes for mean-field backward stochastic differential equations, SIAM J. Numer. Anal. 56(4), 2018,  pp. 2672–2697.

7.     Feng Bao, Yanzhao Cao and Weidong Zhao, A backward doubly stochastic differential equation approach for nonlinear filtering problems, Commun. Comput. Phys.. 23(5), 2018, pp. 1573-1601.

8.     Yabing Sun and Weidong Zhao, New second-order schemes for forward backward stochastic differential equations, East. Asia. J. Appl. Math., 8 (2018), pp. 399-421.

9.     Xu Yang and Weidong Zhao, Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises, Appl. Math. Comput. 332, 2018, pp. 58–75.

10.  Jie Yang, Guannan Zhang and Weidong Zhao, An accurate numerical scheme for forward-backward stochastic differential equations in bounded domains, J. Comput. Math., 36 (2), 2018, pp. 237–258.

===========================2017=================================

11.  Bo Gong, Wenbin Liu, Tao Tang, Weidong Zhao and Tao Zhou, An efficient gradient projection method for stochastic optimal control problems, SIAM J on Numerical Analysis, 55(6), 2017, pp. 2982–3005.

12.  Bo Gong and Weidong Zhao, Optimal error estimates for a fully discrete euler scheme for decoupled forward backward stochastic differential equations, East Asian J. Appl. Math., 7(3), 2017, pp. 548-565.

13.  Yabing Sun, Jie Yang, and Weidong Zhao, Ito-Taylor schemes for solving mean-field stochastic differential equations, Numer. Math. Theory Methods Appl., 10(4), 2017, pp. 798–828.

14.  Yu Fu, Weidong Zhao and Tao Zhou, Efficient spectral sparse grid approximations for solving multi-dimensional forward backward SDEs. Discrete Contin. Dyn. Syst. Ser. B, 22(9), 2017, pp. 3439-3458.

15.  Tao Tang, Weidong Zhao and Tao Zhou, Deferred correction methods for forward backward stochastic differential equations, Numer. Math. Theory Methods Appl. 10(2), 2017, pp. 222-242.

16.  Weidong Zhao, Wei Zhang and Guannan Zhang, Second-order numerical schemes for decoupled forward-backward stochastic differential equations with jumps, J. Comput. Math., 35(2), 2017, pp. 213-244.

17.  Yang Li, Jie Yang and Weidong Zhao, Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs, Sci. China Math., 60(5), 2017, pp. 923-948.

18.  Weidong Zhao, Tao Zhou and Tao Kong, High-order numerical schemes for second-order FBSDEs with applications to stochastic optimal control, Commun. Comput. Phys., 21(3), 2017, pp. 808-834.

 

===========================2016=================================

19.  Shouhui Zhang, Xuanxin Wang and Weidong Zhao, A dispersion-relation-preserving upwind combined compact scheme for convection-diffusion equations with variable coefficients, High performance computing and applications, Lecture Notes in Comput. Sci., Springer, 2016, pp. 100-112.

20.  Bill X. Hu , Yanzhao Cao, Weidong Zhao and Feng Bao, Identification of hydraulic conductivity distributions in density dependent flow fields of submarine groundwater discharge modeling using adjoint-state sensitivities, Sci. China Earth Sci., 59(4), 2016, pp. 770-779.

21.  Yu Fu, Jie Yang and Weidong Zhao, Prediction-correction scheme for decoupled forward backward stochastic differential equations with jumps, East Asian J. Appl. Math., 6(3), 2016, pp. 253-277.

22.  Jie Yang and Weidong Zhao, Numerical simulations of the G-Brownian motion, Front. Math. China, 11(6), 2016, pp. 1625-1643.

23.  Yu Fu, Weidong Zhao and Tao Zhou, Multistep schemes for forward backward stochastic differential equations with jumps, J. Sci. Comput., 69(2), 2016, pp. 651-672.

24.  Weidong Zhao, Wei Zhang and Lili Ju, A multistep scheme for decoupled forward-backward stochastic differential equations, Numer. Math. Theory Methods Appl., 9(2), 2016, pp. 262-288.

25.  Guannan Zhang, Weidong Zhao, Clayton Webster and Max Gunzburger, Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs, Comput. Math. Appl., 71(11), 2016, pp. 2479-2496.

26.  Feng Bao, Yanzhao Cao, Amnon Meir and Weidong Zhao, A first Order Scheme for Backward Doubly Stochastic Differential Equations, SIAM/ASA J. Uncertain. Quan., 4, 2016, pp. 413-445.

27.  Xu Yang and Weidong Zhao, Strong convergence analysis of split-step $\theta$-method for nonlinear stochastic differential equations with jumps, Adv. Appl. Math. Mech., 8(6), 2016, pp. 1004-1022.

 

===========================2015=================================

      28.  赵卫东，正倒向随机微分方程组的数值解法，计算数学，37(4), 2015, pp. 1-37.

29.  Liyong Zhu, Lili Ju and Weidong Zhao, Fast high-order compact exponential time differencing Runge-Kutta methods for second-order semilinear parabolic equations, J. Sci. Comput., 67(3), 2016, pp. 1043-1065.

30.  Tao Kong, Weidong Zhao and Tao Zhou, Probabilistic high order numerical schemes for fully nonlinear parabolic PDEs, Commun. Comput. Phys., 18(5), 2015, pp. 1482-1503.

31.  Jie Yang and Weidong Zhao, Convergence of recent multistep schemes for a forward-backward stochastic differential equation, East Asian J. Appl. Math., 5(4), 2015, pp. 387-404.

32.  Feng Bao, Yanzhao Cao and Weidong Zhao, A first order semi-discrete algorithm for backward doubly stochastic differential equations, Discrete Contin. Dyn. Syst. Ser. B, 20(5), 2015, pp.1297-1313.

====================================2014===========================================

33.  Wei Zhang and Weidong Zhao, Euler-type schemes for weakly coupled FBSDEs and the optimal convergence analysis, Front. Math. China, 10(2), 2015, pp. 415-434.

34.  Yu Fu and Weidong Zhao, An explicit second-order numerical scheme to solve decoupled forward backward stochastic equations, East Asian J. Appl. Math., 4(4), 2014, pp. 368-385.

35.  Weidong Zhao, Yu Fu and Tao Zhou, New kinds of high-order multistep schemes for coupled forward backward stochastic differential equations, SIAM J. Sci. Comput., 36(4), 2014, pp. A1731–A1751.

36.  Weidong Zhao, Wei Zhang and Lili Ju, A numerical method and its error estimates for the decoupled forward-backward stochastic differential equations, Commun. Comput. Phys., 15(3), 2014, pp. 618-646.

37.  Weidong Zhao, Yang Li and Yu Fu, Second-order schemes for solving decoupled forward backward stochastic differential equations, Sci. China Math., 57(4), 2014, 665-686.