Weidong Zhao
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Date of Birth:1962-12-06
Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
- [151] Tao Kong , Weidong Zhao and Tao Zhou. Probabilistic high order numerical schemes for fully nonlinear parabolic PDEs. Communications in Computational Physics, 18, 1482-1503, 2015.
- [152] Wei Zhang and Weidong Zhao. Euler-type schemes for weakly coupled FBSDEs and the optimal convergence analysis. Frontiers of Mathematics in China, 10, 415-434, 2015.
- [153] Feng Bao , Yanzhao Cao and Weidong Zhao. A first order semi-discrete algorithm for backward doubly stochastic differential equations. Discrete and Continuous Dynamical Systems-series B, 20, 1297-1313, 2015.
- [154] Jie Yang and Weidong Zhao. Convergence of recent multistep schemes for a forward-backward stochastic differential equation. East Asian Journal on Applied Mathematics, 5, 387-404, 2015.
- [155] Yu Fu and Weidong Zhao. An explicit second-order numerical scheme to solve decoupled forward backward stochastic equations. East Asian Journal on Applied Mathematics, 4, 368-385, 2014.
- [156] Weidong Zhao , Yang Li and Yu Fu. Second-order schemes for solving decoupled forward backward stochastic differential equations. Science China-mathematics, 57, 665-686, 2014.
- [157] Weidong Zhao , Wei Zhang and Lili Ju. A numerical method and its error estimates for the decoupled forward-backward stochastic differential equations. Communications in Computational Physics, 13, 618-646, 2014.
- [158] Weidong Zhao , Yu Fu and Tao Zhou. New kinds of high-order multistep schemes for coupled forward backward stochastic differential equations. SIAM Journal on Scientific Computing, 36, A1731–A1751, 2014.
- [159] Weidong Zhao , Yang Li and Lili Ju. Error estimates of the Crank-Nicolson scheme for solving backward stochastic differential equations. International Journal of Numerical Analysis and Modeling, 10, 876-898, 2013.
- [160] Hong Wang , Weidong Zhao , Magne S. Espedal and Aleksey S.Telyakovskiy. A component-based Eulerian--Lagrangian formulation for multicomponent multiphase compositional flow and transport in porous media. SIAM Journal on Scientific Computing, 35, B462-B486, 2013.