Weidong Zhao
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Date of Birth:1962-12-06
Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
- [171] Jinlei Wang , Shenxi Luo and Weidong Zhao. Crank-Nicolson scheme and its error estimates for backward stochastic differential equations. Acta Mathematicae Applicatae Sinica, English Series, 1-10, 2009.
- [172] Lili Ju , Wensong Wu and Weidong Zhao. Adaptive finite volume methods for steady convection-diffusion equations with mesh optimization. Discrete and Continuous Dynamical Systems-Series B, 11, 669-690, 2009.
- [173] Weidong Zhao , Li Tian and Lili Ju. Convergence analysis of a splitting method for stochastic differential equations. International Journal of Numerical Analysis and Modeling, 5, 673-692, 2008.
- [174] Yanzhao Cao , Hongmei Chi , C. Milton and Weidong Zhao. Exploitation of sensitivity derivatives via randomized quasi-Monte Carlo methods. Monte Carlo Methods and Applications, 14, 269-279, 2008.
- [175] Weidong Zhao , Peng Sun and Lei Zhang. One kind of finite control volume numerical method for American option problems. Journal of Shandong University, 42, 1-6, 2007.
- [176] Peng Sun and Weidong Zhao. Alternating direction upwind control volume method for Asian option pricing problems. Journal of Shandong University, 42, 16-21, 2007.
- [177] Weidong Zhao , Lifeng Chen and Shige Peng. A new kind of accurate numerical methods for backward stochastic differential equations. SIAM Journal on Scientific Computing, 28, 1563-1582, 2006.
- [178] Lili Ju , Max Gunzburger and Weidong Zhao. Adaptive finite element methods for elliptic PDEs based on conforming centroidal voronoi–delaunay triangulations. SIAM Journal on Scientific Computing, 28, 2023-2053, 2006.
- [179] Dong Liang and Weidong Zhao. An optimal weighted upwinding covolume method on non-standard grids for convection-diffusion problems in 2D. International Journal for Numerical Methods in Engineering, 67, 553-577, 2006.
- [180] Hong Wang , Weidong Zhao , R.E. Ewing , M. Al-Lawada , M.S. Espedal and Aleksey S. Telyakovskiyd. An Eulerian-Lagrangian solution technique for single-phase compositional flow in three-dimensional porous media. International Journal of Applied and Computational Mathematics, 52, 607-624, 2006.