Weidong Zhao
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Date of Birth:1962-12-06
Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
- [161] Guannan Zhang , Max Gunzburger and Weidong Zhao. A sparse-grid method for multi-dimensional backward stochastic differential equations. Journal of Computational Mathematics, 31, 221-248, 2013.
- [162] Weidong Zhao , Yang Li and Guannan Zhang. A generalized θ-scheme for solving backward stochastic differential equations. Discrete and Continuous Dynamical Systems-Series B, 17, 1585-1603, 2012.
- [163] Guangbao Guo and Weidong Zhao. Schwarz methods for quasi stationary distributions of Markov chains. Calcolo March, 49, 21-39, 2012.
- [164] Lili Ju , Li Tian , Xiao Xiao and Weidong Zhao. Covolume-upwind finite volume approximations for linear elliptic partial differential equations. Journal of Computational Physics, 231, 6097-6120, 2012.
- [165] Yang Li and Weidong Zhao. Error estimates of a second order numerical scheme for a kind of backward stochastic differential equations. 2011 World Congress on Engineering and Technology, 2, 2011.
- [166] Feng Bao , Yanzhao Cao and Weidong Zhao. Numerical solutions for forward backward doubly stochastic differential equations and Zakai equations. International Journal for Uncertainty Quantification, 1, 351-367, 2011.
- [167] Guannan Zhang , Lili Ju and Weidong Zhao. A stable multistep scheme for solving backward stochastic differential equations. SIAM Journal on Numerical Analysis, 48, 1369-1394, 2010.
- [168] Yanzhao Cao , Max Gunzburger , Xiaolong Hu , Fei Hua , Xiaoming Wang and Weidong Zhao. Finite element approximations for Stokes-Darcy flow with Beaver-Joseph interface conditions. SIAM Journal on Numerical Analysis, 47, 4239-4256, 2010.
- [169] Yang Li and Weidong Zhao. L^p-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations. Statistics and Probability Letters, 80, 1612-1617, 2010.
- [170] Weidong Zhao , Jinlei Wang and Shige Peng. Error estimates of the $\theta$-scheme for backward stochastic differential equations. Discrete and Continuous Dynamical Systems-Series B, 12, 905-924, 2009.