Weidong Zhao
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Date of Birth:1962-12-06
Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
- [51] 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.
- [52] 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.
- [53] Weidong Zhao and Jie Yang. Numerical simulations of the G-Brownian motion. Frontiers of Mathematics in China, 11, 1625-1643, 2016.
- [54] 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.
- [55] 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.
- [56] 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.
- [57] 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.
- [58] 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.
- [59] 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.
- [60] 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.