Weidong Zhao
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Date of Birth:1962-12-06
Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
- [61] 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.
- [62] 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.
- [63] 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.
- [64] 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.
- [65] 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.
- [66] 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.
- [67] 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.
- [68] 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.
- [69] 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.
- [70] Guangbao Guo and Weidong Zhao. Schwarz methods for quasi stationary distributions of Markov chains. Calcolo March, 49, 21-39, 2012.