Weidong Zhao
+
Date of Birth:1962-12-06
Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
- [141] Liyong Zhu , Lili Ju and Weidong Zhao. Fast high-order compact exponential time differencing Runge-Kutta methods for second-order semilinear parabolic equations. Journal of Scientific Computing, 67, 1043-1065, 2016.
- [142] Xu Yang and Weidong Zhao. Strong convergence analysis of split-step $\theta$-method for nonlinear stochastic differential equations with jumps. Advances in Applied Mathematics and Mechanics, 8, 1004-1022, 2016.
- [143] Feng Bao , Yanzhao Cao , Amnon Meir and Weidong Zhao. A first order scheme for backward doubly stochastic differential equations. SIAM/ASA Journal on Uncertainty Quantification, 4, 413-445, 2016.
- [144] Guannan Zhang , Weidong Zhao , Clayton Webster and Max Gunzburger. Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs. Computers & Mathematics with Applications, 71, 2479-2496, 2016.
- [145] Weidong Zhao , Wei Zhang and Lili Ju. A multistep scheme for decoupled forward-backward stochastic differential equations. Numerical Mathematics-Theory Methods and Applications, 9, 262-288, 2016.
- [146] Weidong Zhao and Jie Yang. Numerical simulations of the G-Brownian motion. Frontiers of Mathematics in China, 11, 1625-1643, 2016.
- [147] Yu Fu , Jie Yang and Weidong Zhao. Prediction-correction scheme for decoupled forward backward stochastic differential equations with jumps. East Asian Journal on Applied Mathematics, 6, 253-277, 2016.
- [148] 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. Science China Earth Sciences, 59, 770-779, 2016.
- [149] 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 Computer Science, Springer, 100-112, 2016.
- [150] 赵卫东. 正倒向随机微分方程组的数值解法. 计算数学, 37, 1-37, 2015.