Weidong Zhao
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Date of Birth:1962-12-06
Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
- [121] Xu Yang and Weidong Zhao. Finite element methods for nonlinear backward stochastic partial differential equations and their error estimates. Advances in Applied Mathematics and Mechanics, 12, 1457-1480, 2020.
- [122] Jie Yang , Weidong Zhao and Tao Zhou. Explicit deferred correction methods for second-order forward backward stochastic differential equations. Journal of Scientific Computing, 79, 1409-1432, 2019.
- [123] Shehu Maitama and Weidong Zhao. New Integral Transform: Shehu Transform a Generalization of Sumudu and Laplace Transform for Solving Differential Equations. International Journal of Analysis and Applications, 17, 167-190, 2019.
- [124] Shehu Maitama and Weidong Zhao. Local fractional homotopy analysis method for solving non-differentiable problems on Cantor sets. Advances in Difference Equation, 127, A08, 2019.
- [125] Shehu Maitama and Weidong Zhao. Local fractional Laplace homotopy analysis method for solving non-differentiable wave equations on Cantor sets. Computational & Applied Mathematics, 38, 2019.
- [126] Chengjian Zhang , Jingwen Wu and Weidong Zhao. One-Step multi-derivative methods for backward stochastic differential equation. Numerical Mathematics. Theory, Methods and Applications, 12, 1213-1230, 2019.
- [127] Yabing Sun , Weidong Zhao and Tao Zhou. Explicit theta-schemes for mean-field backward stochastic differential equations. SIAM Journal on Numerical Analysis, 56, 2672–2697, 2018.
- [128] Jie Yang , Guannan Zhang and Weidong Zhao. An accurate numerical scheme for forward-backward stochastic differential equations in bounded domains. Journal of Computational Mathematics, 36, 237–258, 2018.
- [129] Xu Yang and Weidong Zhao. Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises. Applied Mathematics and Computation, 332, 58-75, 2018.
- [130] Yabing Sun and Weidong Zhao. New second-order schemes for forward backward stochastic differential equations. East Asian Journal on Applied Mathematics, 8, 399-421, 2018.