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Author ID: zhao.weidong Recent zbMATH articles by "Zhao, Weidong"
Published as: Zhao, Weidong; Zhao, Wei Dong; Zhao, Wei-Dong; Zhao, WeiDong; Zhao, W.
all top 5

Co-Authors

11 single-authored
15 Zhou, Tao
10 Sun, Yabing
10 Yang, Jie
9 Ju, Lili
7 Fu, Yu
7 Yang, Xu
6 Cao, Yanzhao
6 Cheng, Aijie
6 Li, Yang
6 Wang, Hong
6 Zhang, Guannan
5 Liang, Dong
5 Maitama, Shehu
5 Yuan, Yirang
4 Bao, Feng
4 Gunzburger, Max D.
4 Zhang, Wei
4 Zhao, Wenju
3 Chen, Yufei
3 Ewing, Richard Edward
3 Han, Yuji
3 Wang, Zhi Cheng
2 Espedal, Magne S.
2 Fang, Shuixin
2 Gong, Bo
2 Guo, Guangbao
2 Kong, Tao
2 Li, Yaping
2 Peng, Shige
2 Ren, Yingchun
2 Sun, Peng
2 Tang, Tao
2 Telyakovskiĭ, Alekseĭ Sergeevich
2 Tian, Li
2 Wang, Xu
1 Al-Lawatia, Mohamed
1 Athar, Muhammad
1 Bockelie, Michael J.
1 Cao, Wenbin
1 Chen, Xiang-Wen
1 Chi, Hongmei
1 Courtney, T. A.
1 Cui, Fengfeng
1 Dai, Weihui
1 Dong, Huanhe
1 El-Gizawy, A. Sherif
1 Fang, Xin
1 Fao, Xin
1 Farahani, Mohammad Reza
1 Fox, Rodney O.
1 Gong, Xuebei
1 Guo, Dongmei
1 He, Jianmin
1 Hedayat, Abdossamad
1 Hu, Xiaolong
1 Hua, Fei
1 Jia, Ning
1 Jones, Rembert F. jun.
1 Lee, Hoong-Chien
1 Li, Chenglong
1 Li, Dan
1 Li, Jichao
1 Lin, Feng
1 Liu, Chang
1 Liu, Steve Wenbin
1 Liu, Xianhui
1 Liu, Yonghong
1 Lyons, Stephen L.
1 Meir, Amnon Jacob
1 Milton, Chris
1 Munir, Mobeen
1 Murtaza, Ghulam
1 Pan, Li
1 Peng, Lei
1 Qin, Guan
1 Richard, Metomou
1 Sawhney, H. S.
1 Shanmukha, M. C.
1 Sheng, Zhaohan
1 Shilpa, K. C.
1 Siu, Yuanyuan
1 Sun, Yongwang
1 Teng, Long
1 Usha, A.
1 Wang, Hui
1 Wang, Jinlei
1 Wang, Shumei
1 Wang, Wenqia
1 Wang, Xiaoming
1 Watson, L. G.
1 Webster, Clayton G.
1 Wei, Gang
1 Wu, Jingwen
1 Wu, Wensong
1 Wu, Yongshi
1 Xiao, Xiao
1 Xing, Shangwen
1 Yan, Tao
1 Yang, Xia-chun
1 Yang, Xiaochun
...and 5 more Co-Authors
all top 5

Serials

7 Numerical Mathematics: Theory, Methods and Applications
7 East Asian Journal on Applied Mathematics
6 SIAM Journal on Numerical Analysis
6 Journal of Computational Mathematics
6 Journal of Scientific Computing
5 Journal of Shandong University. Natural Science Edition
5 Discrete and Continuous Dynamical Systems. Series B
4 Applied Mathematics and Computation
4 Mathematica Numerica Sinica
4 Numerical Methods for Partial Differential Equations
4 SIAM Journal on Scientific Computing
4 Communications in Computational Physics
4 Advances in Applied Mathematics and Mechanics
3 Applied Mathematics and Mechanics. (English Edition)
3 Physical Review Letters
2 Computers & Mathematics with Applications
2 Numerical Mathematics
2 Statistics & Probability Letters
2 Numerical Algorithms
2 Computational and Applied Mathematics
2 Mathematical Problems in Engineering
2 Journal of Shandong University. Natural Science
2 Journal of Tongji University. Natural Science
2 International Journal of Numerical Analysis and Modeling
2 Frontiers of Mathematics in China
2 Discrete and Continuous Dynamical Systems. Series S
2 Journal of Computer Applications
2 Science China. Mathematics
1 Acta Mechanica
1 Computer Methods in Applied Mechanics and Engineering
1 Journal of Computational Physics
1 Nuclear Physics. B
1 The Annals of Statistics
1 Calcolo
1 International Journal for Numerical Methods in Engineering
1 Journal of Computational and Applied Mathematics
1 Journal of Systems Science and Mathematical Sciences
1 Acta Mathematicae Applicatae Sinica. English Series
1 Journal of Robotic Systems
1 Signal Processing
1 Applied Mathematical Modelling
1 Numerical Mathematics
1 Applied Mathematics. Series B (English Edition)
1 Mathematical Modelling and Scientific Computing
1 Monte Carlo Methods and Applications
1 Computing and Visualization in Science
1 European Journal of Mechanics. A. Solids
1 Communications in Nonlinear Science and Numerical Simulation
1 Combustion Theory and Modelling
1 International Journal of Nonlinear Sciences and Numerical Simulation
1 CMES. Computer Modeling in Engineering & Sciences
1 Journal of Applied Mathematics
1 Journal of Southeast University. Natural Science Edition
1 Journal of Systems Engineering
1 ANACM. Applied Numerical Analysis and Computational Mathematics
1 Advances in Difference Equations
1 Mathematical Biosciences and Engineering
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 International Journal for Uncertainty Quantification
1 Journal of Applied Analysis and Computation
1 Journal of Mathematics
1 International Journal of Analysis and Applications
1 SIAM/ASA Journal on Uncertainty Quantification

Publications by Year

Citations contained in zbMATH Open

92 Publications have been cited 887 times in 465 Documents Cited by Year
Finite element approximations for Stokes-Darcy flow with Beavers-Joseph interface conditions. Zbl 1252.76040
Cao, Yanzhao; Gunzburger, Max; Hu, Xiaolong; Hua, Fei; Wang, Xiaoming; Zhao, Weidong
125
2010
A new kind of accurate numerical method for backward stochastic differential equations. Zbl 1121.60072
Zhao, Weidong; Chen, Lifeng; Peng, Shige
65
2006
New kinds of high-order multistep schemes for coupled forward backward stochastic differential equations. Zbl 1316.65014
Zhao, Weidong; Fu, Yu; Zhou, Tao
49
2014
A stable multistep scheme for solving backward stochastic differential equations. Zbl 1234.60068
Zhao, Weidong; Zhang, Guannan; Ju, Lili
41
2010
Fast high-order compact exponential time differencing Runge-Kutta methods for second-order semilinear parabolic equations. Zbl 1342.65187
Zhu, Liyong; Ju, Lili; Zhao, Weidong
40
2016
Error estimates of the \(\theta\)-scheme for backward stochastic differential equations. Zbl 1185.60077
Zhao, Weidong; Wang, Jinlei; Peng, Shige
31
2009
A generalized \(\theta\)-scheme for solving backward stochastic differential equations. Zbl 1250.60033
Zhao, Weidong; Li, Yang; Zhang, Guannan
30
2012
New integral transform: Shehu transform a generalization of Sumudu and Laplace transform for solving differential equations. Zbl 1412.44001
Maitama, Shehu; Zhao, Weidong
27
2019
A sparse-grid method for multi-dimensional backward stochastic differential equations. Zbl 1289.65011
Zhang, Guannan; Gunzburger, Max; Zhao, Weidong
25
2013
Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes. Zbl 1368.60071
Fu, Yu; Zhao, Weidong; Zhou, Tao
23
2017
Optimal two-period repeated measurements designs. Zbl 0714.62067
Hedayat, A.; Zhao, W.
22
1990
Adaptive finite element methods for elliptic PDEs based on conforming centroidal Voronoi-Delaunay triangulations. Zbl 1126.65099
Ju, Lili; Gunzburger, Max; Zhao, Weidong
20
2006
A numerical method and its error estimates for the decoupled forward-backward stochastic differential equations. Zbl 06799394
Zhao, Weidong; Zhang, Wei; Ju, Lili
19
2014
Deferred correction methods for forward backward stochastic differential equations. Zbl 1389.60083
Tang, Tao; Zhao, Weidong; Zhou, Tao
18
2017
High order numerical schemes for second-order FBSDEs with applications to stochastic optimal control. Zbl 1499.65027
Zhao, Weidong; Zhou, Tao; Kong, Tao
17
2017
A multistep scheme for decoupled forward-backward stochastic differential equations. Zbl 1374.65008
Zhao, Weidong; Zhang, Wei; Ju, Lili
14
2016
Local fractional homotopy analysis method for solving non-differentiable problems on Cantor sets. Zbl 1459.34033
Maitama, Shehu; Zhao, Weidong
14
2019
Explicit \(\theta\)-schemes for mean-field backward stochastic differential equations. Zbl 1430.60058
Sun, Yabing; Zhao, Weidong; Zhou, Tao
14
2018
An optimal weighted upwinding covolume method on non-standard grids for convection-diffusion problems in 2D. Zbl 1110.76321
Liang, Dong; Zhao, Weidong
13
2006
Probabilistic high order numerical schemes for fully nonlinear parabolic PDEs. Zbl 1388.65016
Kong, Tao; Zhao, Weidong; Zhou, Tao
13
2015
Multistep schemes for forward backward stochastic differential equations with jumps. Zbl 1368.60072
Fu, Yu; Zhao, Weidong; Zhou, Tao
12
2016
Itô-Taylor schemes for solving mean-field stochastic differential equations. Zbl 1399.60121
Sun, Yabing; Yang, Jie; Zhao, Weidong
12
2017
A high-order upwind method for the convection-diffusion problem. Zbl 0897.76064
Liang, Dong; Zhao, Weidong
11
1997
An efficient gradient projection method for stochastic optimal control problems. Zbl 1386.60239
Gong, Bo; Liu, Wenbin; Tang, Tao; Zhao, Weidong; Zhou, Tao
11
2017
A first order scheme for backward doubly stochastic differential equations. Zbl 1343.60096
Bao, Feng; Cao, Yanzhao; Meir, Amnon; Zhao, Weidong
11
2016
Error estimates of the Crank-Nicolson scheme for solving backward stochastic differential equations. Zbl 1281.65016
Zhao, Weidong; Li, Yang; Ju, Lili
10
2013
Convergence analysis of finite element method for the nonstationary thermistor problem. Zbl 0834.65096
Zhao, Weidong
9
1994
Convergence of recent multistep schemes for a forward-backward stochastic differential equation. Zbl 1422.65023
Yang, Jie; Zhao, Weidong
9
2015
A component-based Eulerian-Lagrangian formulation for multicomponent multiphase compositional flow and transport in porous media. Zbl 1266.65159
Wang, Hong; Zhao, Weidong; Espedal, Magne S.; Telyakovskiy, Aleksey S.
9
2013
A unified probabilistic discretization scheme for FBSDEs: stability, consistency, and convergence analysis. Zbl 1454.60106
Yang, Jie; Zhao, Weidong; Zhou, Tao
9
2020
An Eulerian-Lagrangian solution technique for single-phase compositional flow in three-dimensional porous media. Zbl 1121.76039
Wang, Hong; Zhao, Weidong; Ewing, R. E.; Al-Lawatia, M.; Espedal, M. S.; Telyakovskiy, A. S.
8
2006
New second-order schemes for forward backward stochastic differential equations. Zbl 1478.65009
Sun, Yabing; Zhao, Weidong
8
2018
Numerical solutions for forward backward doubly stochastic differential equations and Zakai equation. Zbl 1291.65016
Bao, Feng; Cao, Yanzhao; Zhao, Weidong
8
2011
A first-order numerical scheme for forward-backward stochastic differential equations in bounded domains. Zbl 1413.65012
Yang, Jie; Zhang, Guannan; Zhao, Weidong
8
2018
Explicit deferred correction methods for second-order forward backward stochastic differential equations. Zbl 1420.60094
Yang, Jie; Zhao, Weidong; Zhou, Tao
8
2019
Numerical simulations for \(G\)-Brownian motion. Zbl 1348.65011
Yang, Jie; Zhao, Weidong
7
2016
Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs. Zbl 1372.65018
Li, Yang; Yang, Jie; Zhao, WeiDong
7
2017
Schwarz methods for quasi stationary distributions of Markov chains. Zbl 1252.60071
Guo, Guangbao; Zhao, Weidong
6
2012
Prediction-correction scheme for decoupled forward backward stochastic differential equations with jumps. Zbl 1422.65020
Fu, Yu; Yang, Jie; Zhao, Weidong
6
2016
A first order semi-discrete algorithm for backward doubly stochastic differential equations. Zbl 1382.60091
Bao, Feng; Cao, Yanzhao; Zhao, Weidong
6
2015
Second-order schemes for solving decoupled forward backward stochastic differential equations. Zbl 1314.65012
Zhao, Weidong; Li, Yang; Fu, Yu
6
2014
An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations. Zbl 1456.65008
Sun, Yabing; Zhao, Weidong
6
2020
Strong convergence analysis of split-step \(\theta\)-scheme for nonlinear stochastic differential equations with jumps. Zbl 1488.65016
Yang, Xu; Zhao, Weidong
6
2016
A fully discrete explicit multistep scheme for solving coupled forward backward stochastic differential equations. Zbl 1488.65012
Liu, Ying; Sun, Yabing; Zhao, Weidong
6
2020
Convergence analysis of a splitting method for stochastic differential equations. Zbl 1163.65004
Zhao, Weidong; Tian, Li; Ju, Lili
5
2008
Multi-environment probability density function method for modelling turbulent combustion using realistic chemical kinetics. Zbl 1180.80065
Tang, Q.; Zhao, W.; Bockelie, M.; Fox, R. O.
5
2007
Homotopy analysis Shehu transform method for solving fuzzy differential equations of fractional and integer order derivatives. Zbl 1476.34009
Maitama, Shehu; Zhao, Weidong
5
2021
Adaptive finite volume methods for steady convection-diffusion equations with mesh optimization. Zbl 1165.65077
Ju, Lili; Wu, Wensong; Zhao, Weidong
4
2009
Optimal error estimates for a fully discrete Euler scheme for decoupled forward backward stochastic differential equations. Zbl 1382.60092
Gong, Bo; Zhao, Weidong
4
2017
An explicit second-order numerical scheme to solve decoupled forward backward stochastic equations. Zbl 1317.65031
Fu, Yu; Zhao, Weidong
4
2014
Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients. Zbl 1462.65016
Yang, Xu; Zhao, Weidong
4
2021
\(L^p\)-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations. Zbl 1208.60068
Li, Yang; Zhao, Weidong
4
2010
Sinc-\(\theta\) schemes for backward stochastic differential equations. Zbl 1506.65024
Wang, Xu; Zhao, Weidong; Zhou, Tao
4
2022
Simulation and application of three-dimensional migration-accumulation of oil resources. Zbl 0973.76582
Yuan, Yirang; Zhao, Weidong; Cheng, Aijie; Han, Yuji
3
1999
Numerical simulation analysis for migration-accumulation of oil and water. Zbl 0945.76586
Yuan, Yirang; Zhao, Weidong; Cheng, Aijie; Han, Yuji
3
1999
Is super-resolution with optical flow feasible? Zbl 1034.68705
Zhao, W.; Sawhney, H. S.
3
2002
Image segmentation with a fuzzy clustering algorithm based on ant-tree. Zbl 1151.94427
Yang, Xiaochun; Zhao, Weidong; Chen, Yufei; Fang, Xin
3
2008
An upwind finite volume scheme and its maximum-principle-preserving ADI splitting for unsteady-state advection-diffusion equations. Zbl 1022.65090
Wang, Hong; Zhao, Weidong
3
2003
A backward doubly stochastic differential equation approach for nonlinear filtering problems. Zbl 1488.65008
Bao, Feng; Cao, Yanzhao; Zhao, Weidong
3
2018
Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises. Zbl 1427.65270
Yang, Xu; Zhao, Weidong
3
2018
Constructing explicit homoclinic solution of oscillators: an improvement for perturbation procedure based on nonlinear time transformation. Zbl 1510.34090
Chen, Y. Y.; Chen, S. H.; Zhao, W.
3
2017
Finite element methods for nonlinear backward stochastic partial differential equations and their error estimates. Zbl 1488.60168
Yang, Xu; Zhao, Weidong
3
2020
A new method for parameter sensitivity estimation in structural reliability analysis. Zbl 1209.62243
Zhao, W.; Liu, J. K.; Ye, J. J.
2
2011
Finite difference method and its convergent error analyses for thermistor problem. Zbl 0944.65111
Zhao, Weidong
2
1999
A novel hybrid immune algorithm and its convergence based on the steepest descent algorithm. Zbl 1229.90275
Liu, X. Y.; Zhang, A. L.; Gao, Y. L.; Zhao, W.
2
2011
Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis. Zbl 1329.60240
Zhang, Wei; Zhao, Weidong
2
2015
A moving Kriging interpolation response surface method for structural reliability analysis. Zbl 1356.74171
Zhao, W.; Liu, J. K.; Li, X. Y.; Yang, Q. W.; Chen, Y. Y.
2
2013
Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs. Zbl 1443.65266
Zhang, Guannan; Zhao, Weidong; Webster, Clayton; Gunzburger, Max
2
2016
One-step multi-derivative methods for backward stochastic differential equations. Zbl 1463.60092
Zhang, Chengjian; Wu, Jingwen; Zhao, Weidong
2
2019
Highly accurate numerical schemes for stochastic optimal control via FBSDEs. Zbl 1463.65005
Fu, Yu; Zhao, Weidong; Zhou, Tao
2
2020
Covolume-upwind finite volume approximations for linear elliptic partial differential equations. Zbl 1277.76052
Ju, Lili; Tian, Li; Xiao, Xiao; Zhao, Weidong
2
2012
High-order combined multi-step scheme for solving forward backward stochastic differential equations. Zbl 07353297
Teng, Long; Zhao, Weidong
2
2021
Nonlinear axisymmetric buckling analysis of the FGM sandwich shallow spherical shells under thermomechanical loads. Zbl 1506.74129
Zhao, Weidong; Guo, Dongmei; Gong, Xuebei; Li, Chenglong
2
2023
Optimal convergence of the scalar auxiliary variable finite element method for the natural convection equations. Zbl 1497.35382
Li, Yaping; Zhao, Weidong; Zhao, Wenju
2
2022
Local fractional Laplace homotopy analysis method for solving non-differentiable wave equations on Cantor sets. Zbl 1463.65339
Maitama, Shehu; Zhao, Weidong
2
2019
Sand accumulation on a wall in flows around a near-wall circular cylinder. Zbl 1158.76334
Guo, S.-X.; Li, W.-P.; Zhao, W.; Chen, B.
1
2008
Spontaneous breaking of topological symmetry. Zbl 0969.81557
Zhao, Wei Dong; Lee, H. C.
1
1992
The constant-Jacobian method for kinematics of a three-DOF planar micro-motion stage. Zbl 1114.70304
Zhang, W. J.; Zou, J.; Watson, L. G.; Zhao, W.; Zong, G. H.; Bi, S. S.
1
2002
Numerical simulation of oil migration-accumulation of multilayer and its application. Zbl 1009.76526
Yuan, Yirang; Zhao, Weidong; Cheng, Aijie; Wang, Wenqia; Han, Yuji
1
2002
A numerical modeling of multicomponent compressible flows in porous media with multiple wells by an Eulerian-Lagrangian method. Zbl 1512.76093
Wang, Hong; Zhao, Weidong; Ewing, R. E.
1
2005
A modified alternating-direction finite volume method for modeling secondary hydrocarbon migration and accumulation processes. Zbl 1071.76036
Wang, Hong; Zhao, Weidong
1
2003
Second-order numerical schemes for decoupled forward-backward stochastic differential equations with jumps. Zbl 1399.65020
Zhao, Weidong; Zhang, Wei; Zhang, Guannan
1
2017
An ELLAM simulator for highly compressible flow in porous media with multiple wells. Zbl 1102.65308
Wang, H.; Zhao, W.; Ewing, R. E.; Lyons, S. L.; Qin, G.
1
2002
Incremental tensor principal component analysis for handwritten digit recognition. Zbl 1407.68426
Liu, Chang; Yan, Tao; Zhao, WeiDong; Liu, YongHong; Li, Dan; Lin, Feng; Zhou, JiLiu
1
2014
Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations. Zbl 1484.65014
Liu, Ying; Sun, Yabing; Zhao, Weidong
1
2022
An explicit multistep scheme for mean-field forward-backward stochastic differential equations. Zbl 1499.65021
Sun, Yabing; Yang, Jie; Zhao, Weidong; Zhou, Tao
1
2022
Strong convergence of a fully discrete scheme for multiplicative noise driving SPDEs with non-globally Lipschitz continuous coefficients. Zbl 1513.65391
Yang, Xu; Zhao, Weidong
1
2021
An explicit second order scheme for decoupled anticipated forward backward stochastic differential equations. Zbl 1472.60114
Sun, Yabing; Zhao, Weidong
1
2020
Lie symmetries of Benjamin-Ono equation. Zbl 1502.35007
Zhao, Weidong; Munir, Mobeen; Murtaza, Ghulam; Athar, Muhammad
1
2021
Numerical methods for mean-field stochastic differential equations with jumps. Zbl 1487.65013
Sun, Yabing; Zhao, Weidong
1
2021
Beyond Sumudu transform and natural transform: \(\mathbb{J}\)-transform properties and applications. Zbl 1475.44001
Maitama, Shehu; Zhao, Weidong
1
2020
Strong stability preserving multistep schemes for forward backward stochastic differential equations. Zbl 1516.65003
Fang, Shuixin; Zhao, Weidong; Zhou, Tao
1
2023
Nonlinear axisymmetric buckling analysis of the FGM sandwich shallow spherical shells under thermomechanical loads. Zbl 1506.74129
Zhao, Weidong; Guo, Dongmei; Gong, Xuebei; Li, Chenglong
2
2023
Strong stability preserving multistep schemes for forward backward stochastic differential equations. Zbl 1516.65003
Fang, Shuixin; Zhao, Weidong; Zhou, Tao
1
2023
Sinc-\(\theta\) schemes for backward stochastic differential equations. Zbl 1506.65024
Wang, Xu; Zhao, Weidong; Zhou, Tao
4
2022
Optimal convergence of the scalar auxiliary variable finite element method for the natural convection equations. Zbl 1497.35382
Li, Yaping; Zhao, Weidong; Zhao, Wenju
2
2022
Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations. Zbl 1484.65014
Liu, Ying; Sun, Yabing; Zhao, Weidong
1
2022
An explicit multistep scheme for mean-field forward-backward stochastic differential equations. Zbl 1499.65021
Sun, Yabing; Yang, Jie; Zhao, Weidong; Zhou, Tao
1
2022
Homotopy analysis Shehu transform method for solving fuzzy differential equations of fractional and integer order derivatives. Zbl 1476.34009
Maitama, Shehu; Zhao, Weidong
5
2021
Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients. Zbl 1462.65016
Yang, Xu; Zhao, Weidong
4
2021
High-order combined multi-step scheme for solving forward backward stochastic differential equations. Zbl 07353297
Teng, Long; Zhao, Weidong
2
2021
Strong convergence of a fully discrete scheme for multiplicative noise driving SPDEs with non-globally Lipschitz continuous coefficients. Zbl 1513.65391
Yang, Xu; Zhao, Weidong
1
2021
Lie symmetries of Benjamin-Ono equation. Zbl 1502.35007
Zhao, Weidong; Munir, Mobeen; Murtaza, Ghulam; Athar, Muhammad
1
2021
Numerical methods for mean-field stochastic differential equations with jumps. Zbl 1487.65013
Sun, Yabing; Zhao, Weidong
1
2021
A unified probabilistic discretization scheme for FBSDEs: stability, consistency, and convergence analysis. Zbl 1454.60106
Yang, Jie; Zhao, Weidong; Zhou, Tao
9
2020
An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations. Zbl 1456.65008
Sun, Yabing; Zhao, Weidong
6
2020
A fully discrete explicit multistep scheme for solving coupled forward backward stochastic differential equations. Zbl 1488.65012
Liu, Ying; Sun, Yabing; Zhao, Weidong
6
2020
Finite element methods for nonlinear backward stochastic partial differential equations and their error estimates. Zbl 1488.60168
Yang, Xu; Zhao, Weidong
3
2020
Highly accurate numerical schemes for stochastic optimal control via FBSDEs. Zbl 1463.65005
Fu, Yu; Zhao, Weidong; Zhou, Tao
2
2020
An explicit second order scheme for decoupled anticipated forward backward stochastic differential equations. Zbl 1472.60114
Sun, Yabing; Zhao, Weidong
1
2020
Beyond Sumudu transform and natural transform: \(\mathbb{J}\)-transform properties and applications. Zbl 1475.44001
Maitama, Shehu; Zhao, Weidong
1
2020
New integral transform: Shehu transform a generalization of Sumudu and Laplace transform for solving differential equations. Zbl 1412.44001
Maitama, Shehu; Zhao, Weidong
27
2019
Local fractional homotopy analysis method for solving non-differentiable problems on Cantor sets. Zbl 1459.34033
Maitama, Shehu; Zhao, Weidong
14
2019
Explicit deferred correction methods for second-order forward backward stochastic differential equations. Zbl 1420.60094
Yang, Jie; Zhao, Weidong; Zhou, Tao
8
2019
One-step multi-derivative methods for backward stochastic differential equations. Zbl 1463.60092
Zhang, Chengjian; Wu, Jingwen; Zhao, Weidong
2
2019
Local fractional Laplace homotopy analysis method for solving non-differentiable wave equations on Cantor sets. Zbl 1463.65339
Maitama, Shehu; Zhao, Weidong
2
2019
Explicit \(\theta\)-schemes for mean-field backward stochastic differential equations. Zbl 1430.60058
Sun, Yabing; Zhao, Weidong; Zhou, Tao
14
2018
New second-order schemes for forward backward stochastic differential equations. Zbl 1478.65009
Sun, Yabing; Zhao, Weidong
8
2018
A first-order numerical scheme for forward-backward stochastic differential equations in bounded domains. Zbl 1413.65012
Yang, Jie; Zhang, Guannan; Zhao, Weidong
8
2018
A backward doubly stochastic differential equation approach for nonlinear filtering problems. Zbl 1488.65008
Bao, Feng; Cao, Yanzhao; Zhao, Weidong
3
2018
Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises. Zbl 1427.65270
Yang, Xu; Zhao, Weidong
3
2018
Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes. Zbl 1368.60071
Fu, Yu; Zhao, Weidong; Zhou, Tao
23
2017
Deferred correction methods for forward backward stochastic differential equations. Zbl 1389.60083
Tang, Tao; Zhao, Weidong; Zhou, Tao
18
2017
High order numerical schemes for second-order FBSDEs with applications to stochastic optimal control. Zbl 1499.65027
Zhao, Weidong; Zhou, Tao; Kong, Tao
17
2017
Itô-Taylor schemes for solving mean-field stochastic differential equations. Zbl 1399.60121
Sun, Yabing; Yang, Jie; Zhao, Weidong
12
2017
An efficient gradient projection method for stochastic optimal control problems. Zbl 1386.60239
Gong, Bo; Liu, Wenbin; Tang, Tao; Zhao, Weidong; Zhou, Tao
11
2017
Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs. Zbl 1372.65018
Li, Yang; Yang, Jie; Zhao, WeiDong
7
2017
Optimal error estimates for a fully discrete Euler scheme for decoupled forward backward stochastic differential equations. Zbl 1382.60092
Gong, Bo; Zhao, Weidong
4
2017
Constructing explicit homoclinic solution of oscillators: an improvement for perturbation procedure based on nonlinear time transformation. Zbl 1510.34090
Chen, Y. Y.; Chen, S. H.; Zhao, W.
3
2017
Second-order numerical schemes for decoupled forward-backward stochastic differential equations with jumps. Zbl 1399.65020
Zhao, Weidong; Zhang, Wei; Zhang, Guannan
1
2017
Fast high-order compact exponential time differencing Runge-Kutta methods for second-order semilinear parabolic equations. Zbl 1342.65187
Zhu, Liyong; Ju, Lili; Zhao, Weidong
40
2016
A multistep scheme for decoupled forward-backward stochastic differential equations. Zbl 1374.65008
Zhao, Weidong; Zhang, Wei; Ju, Lili
14
2016
Multistep schemes for forward backward stochastic differential equations with jumps. Zbl 1368.60072
Fu, Yu; Zhao, Weidong; Zhou, Tao
12
2016
A first order scheme for backward doubly stochastic differential equations. Zbl 1343.60096
Bao, Feng; Cao, Yanzhao; Meir, Amnon; Zhao, Weidong
11
2016
Numerical simulations for \(G\)-Brownian motion. Zbl 1348.65011
Yang, Jie; Zhao, Weidong
7
2016
Prediction-correction scheme for decoupled forward backward stochastic differential equations with jumps. Zbl 1422.65020
Fu, Yu; Yang, Jie; Zhao, Weidong
6
2016
Strong convergence analysis of split-step \(\theta\)-scheme for nonlinear stochastic differential equations with jumps. Zbl 1488.65016
Yang, Xu; Zhao, Weidong
6
2016
Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs. Zbl 1443.65266
Zhang, Guannan; Zhao, Weidong; Webster, Clayton; Gunzburger, Max
2
2016
Probabilistic high order numerical schemes for fully nonlinear parabolic PDEs. Zbl 1388.65016
Kong, Tao; Zhao, Weidong; Zhou, Tao
13
2015
Convergence of recent multistep schemes for a forward-backward stochastic differential equation. Zbl 1422.65023
Yang, Jie; Zhao, Weidong
9
2015
A first order semi-discrete algorithm for backward doubly stochastic differential equations. Zbl 1382.60091
Bao, Feng; Cao, Yanzhao; Zhao, Weidong
6
2015
Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis. Zbl 1329.60240
Zhang, Wei; Zhao, Weidong
2
2015
New kinds of high-order multistep schemes for coupled forward backward stochastic differential equations. Zbl 1316.65014
Zhao, Weidong; Fu, Yu; Zhou, Tao
49
2014
A numerical method and its error estimates for the decoupled forward-backward stochastic differential equations. Zbl 06799394
Zhao, Weidong; Zhang, Wei; Ju, Lili
19
2014
Second-order schemes for solving decoupled forward backward stochastic differential equations. Zbl 1314.65012
Zhao, Weidong; Li, Yang; Fu, Yu
6
2014
An explicit second-order numerical scheme to solve decoupled forward backward stochastic equations. Zbl 1317.65031
Fu, Yu; Zhao, Weidong
4
2014
Incremental tensor principal component analysis for handwritten digit recognition. Zbl 1407.68426
Liu, Chang; Yan, Tao; Zhao, WeiDong; Liu, YongHong; Li, Dan; Lin, Feng; Zhou, JiLiu
1
2014
A sparse-grid method for multi-dimensional backward stochastic differential equations. Zbl 1289.65011
Zhang, Guannan; Gunzburger, Max; Zhao, Weidong
25
2013
Error estimates of the Crank-Nicolson scheme for solving backward stochastic differential equations. Zbl 1281.65016
Zhao, Weidong; Li, Yang; Ju, Lili
10
2013
A component-based Eulerian-Lagrangian formulation for multicomponent multiphase compositional flow and transport in porous media. Zbl 1266.65159
Wang, Hong; Zhao, Weidong; Espedal, Magne S.; Telyakovskiy, Aleksey S.
9
2013
A moving Kriging interpolation response surface method for structural reliability analysis. Zbl 1356.74171
Zhao, W.; Liu, J. K.; Li, X. Y.; Yang, Q. W.; Chen, Y. Y.
2
2013
A generalized \(\theta\)-scheme for solving backward stochastic differential equations. Zbl 1250.60033
Zhao, Weidong; Li, Yang; Zhang, Guannan
30
2012
Schwarz methods for quasi stationary distributions of Markov chains. Zbl 1252.60071
Guo, Guangbao; Zhao, Weidong
6
2012
Covolume-upwind finite volume approximations for linear elliptic partial differential equations. Zbl 1277.76052
Ju, Lili; Tian, Li; Xiao, Xiao; Zhao, Weidong
2
2012
Numerical solutions for forward backward doubly stochastic differential equations and Zakai equation. Zbl 1291.65016
Bao, Feng; Cao, Yanzhao; Zhao, Weidong
8
2011
A new method for parameter sensitivity estimation in structural reliability analysis. Zbl 1209.62243
Zhao, W.; Liu, J. K.; Ye, J. J.
2
2011
A novel hybrid immune algorithm and its convergence based on the steepest descent algorithm. Zbl 1229.90275
Liu, X. Y.; Zhang, A. L.; Gao, Y. L.; Zhao, W.
2
2011
Finite element approximations for Stokes-Darcy flow with Beavers-Joseph interface conditions. Zbl 1252.76040
Cao, Yanzhao; Gunzburger, Max; Hu, Xiaolong; Hua, Fei; Wang, Xiaoming; Zhao, Weidong
125
2010
A stable multistep scheme for solving backward stochastic differential equations. Zbl 1234.60068
Zhao, Weidong; Zhang, Guannan; Ju, Lili
41
2010
\(L^p\)-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations. Zbl 1208.60068
Li, Yang; Zhao, Weidong
4
2010
Error estimates of the \(\theta\)-scheme for backward stochastic differential equations. Zbl 1185.60077
Zhao, Weidong; Wang, Jinlei; Peng, Shige
31
2009
Adaptive finite volume methods for steady convection-diffusion equations with mesh optimization. Zbl 1165.65077
Ju, Lili; Wu, Wensong; Zhao, Weidong
4
2009
Convergence analysis of a splitting method for stochastic differential equations. Zbl 1163.65004
Zhao, Weidong; Tian, Li; Ju, Lili
5
2008
Image segmentation with a fuzzy clustering algorithm based on ant-tree. Zbl 1151.94427
Yang, Xiaochun; Zhao, Weidong; Chen, Yufei; Fang, Xin
3
2008
Sand accumulation on a wall in flows around a near-wall circular cylinder. Zbl 1158.76334
Guo, S.-X.; Li, W.-P.; Zhao, W.; Chen, B.
1
2008
Multi-environment probability density function method for modelling turbulent combustion using realistic chemical kinetics. Zbl 1180.80065
Tang, Q.; Zhao, W.; Bockelie, M.; Fox, R. O.
5
2007
A new kind of accurate numerical method for backward stochastic differential equations. Zbl 1121.60072
Zhao, Weidong; Chen, Lifeng; Peng, Shige
65
2006
Adaptive finite element methods for elliptic PDEs based on conforming centroidal Voronoi-Delaunay triangulations. Zbl 1126.65099
Ju, Lili; Gunzburger, Max; Zhao, Weidong
20
2006
An optimal weighted upwinding covolume method on non-standard grids for convection-diffusion problems in 2D. Zbl 1110.76321
Liang, Dong; Zhao, Weidong
13
2006
An Eulerian-Lagrangian solution technique for single-phase compositional flow in three-dimensional porous media. Zbl 1121.76039
Wang, Hong; Zhao, Weidong; Ewing, R. E.; Al-Lawatia, M.; Espedal, M. S.; Telyakovskiy, A. S.
8
2006
A numerical modeling of multicomponent compressible flows in porous media with multiple wells by an Eulerian-Lagrangian method. Zbl 1512.76093
Wang, Hong; Zhao, Weidong; Ewing, R. E.
1
2005
An upwind finite volume scheme and its maximum-principle-preserving ADI splitting for unsteady-state advection-diffusion equations. Zbl 1022.65090
Wang, Hong; Zhao, Weidong
3
2003
A modified alternating-direction finite volume method for modeling secondary hydrocarbon migration and accumulation processes. Zbl 1071.76036
Wang, Hong; Zhao, Weidong
1
2003
Is super-resolution with optical flow feasible? Zbl 1034.68705
Zhao, W.; Sawhney, H. S.
3
2002
The constant-Jacobian method for kinematics of a three-DOF planar micro-motion stage. Zbl 1114.70304
Zhang, W. J.; Zou, J.; Watson, L. G.; Zhao, W.; Zong, G. H.; Bi, S. S.
1
2002
Numerical simulation of oil migration-accumulation of multilayer and its application. Zbl 1009.76526
Yuan, Yirang; Zhao, Weidong; Cheng, Aijie; Wang, Wenqia; Han, Yuji
1
2002
An ELLAM simulator for highly compressible flow in porous media with multiple wells. Zbl 1102.65308
Wang, H.; Zhao, W.; Ewing, R. E.; Lyons, S. L.; Qin, G.
1
2002
Simulation and application of three-dimensional migration-accumulation of oil resources. Zbl 0973.76582
Yuan, Yirang; Zhao, Weidong; Cheng, Aijie; Han, Yuji
3
1999
Numerical simulation analysis for migration-accumulation of oil and water. Zbl 0945.76586
Yuan, Yirang; Zhao, Weidong; Cheng, Aijie; Han, Yuji
3
1999
Finite difference method and its convergent error analyses for thermistor problem. Zbl 0944.65111
Zhao, Weidong
2
1999
A high-order upwind method for the convection-diffusion problem. Zbl 0897.76064
Liang, Dong; Zhao, Weidong
11
1997
Convergence analysis of finite element method for the nonstationary thermistor problem. Zbl 0834.65096
Zhao, Weidong
9
1994
Spontaneous breaking of topological symmetry. Zbl 0969.81557
Zhao, Wei Dong; Lee, H. C.
1
1992
Optimal two-period repeated measurements designs. Zbl 0714.62067
Hedayat, A.; Zhao, W.
22
1990
all top 5

Cited by 707 Authors

45 Zhao, Weidong
21 Ju, Lili
18 He, Xiaoming
15 Bao, Feng
15 Zheng, Haibiao
13 Gunzburger, Max D.
13 Hou, Yanren
13 Li, Jian
11 Cao, Yanzhao
11 Li, Rui
11 Sun, Yabing
10 Zhou, Tao
9 Chen, Zhangxin
9 Wang, Xiaoming
8 Al Mahbub, Md. Abdullah
8 Archibald, Richard
8 Gao, Yali
8 Li, Xiao
8 Qiao, Zhonghua
8 Yang, Jie
8 Zuo, Liyun
7 Du, Guangzhi
7 Oosterlee, Cornelis Willebrordus
7 Zhang, Guannan
6 Du, Tingsong
6 Hou, Jiangyong
6 Liang, Dong
6 Qin, Yi
6 Qiu, Changxin
6 Shan, Li
6 Shi, Feng
6 Sun, Weiwei
6 Teng, Long
6 Yang, Xu
5 Fu, Yu
5 Huang, Yunqing
5 Jiang, Nan
5 Li, Buyang
5 Li, Yi
5 Yong, Jiongmin
4 Burkardt, John V.
4 Du, Qiang
4 Guo, Guangbao
4 Han, Yuji
4 He, Yinnian
4 Hoang, Thi-Thao-Phuong
4 Hutzenthaler, Martin
4 Jentzen, Arnulf
4 Ji, Shaolin
4 Kapllani, Lorenc
4 Li, Yang
4 Nasu, Nasrin Jahan
4 Shi, Dongyang
4 Shiue, Ming-Cheng
4 Sun, Yizhong
4 Tian, Li
4 Wang, Cheng
4 Wang, Hong
4 Webster, Clayton G.
4 Xue, Dandan
4 Yang, Huaijun
4 Yu, Shuhong
4 Yuan, Yirang
3 Bukač, Martina
3 Çeşmelioğlu, Ayçıl
3 Chen, Jie
3 Chen, Wenbin
3 Chen, Yanping
3 del-Castillo-Negrete, Diego
3 Fang, Shuixin
3 Feng, Xinlong
3 Gao, Huadong
3 Han, Qiang
3 Hu, Dan
3 Huang, Jianguo
3 Jafari, Hossein
3 Kuznetsov, Dmitriĭ Feliksovich
3 Lai, Mingchih
3 Layton, William J.
3 Li, Binjie
3 Li, Xuejian
3 Li, Yonghai
3 Lin, Yanping
3 Ming, Ju
3 Nie, Yufeng
3 Rhebergen, Sander
3 Ruijter, Maria J.
3 Shah, Nehad Ali
3 Wang, Desheng
3 Wang, Yongshuai
3 Yan, Wenjing
3 Yang, Huanhuan
3 Yang, Minglei
3 Yotov, Ivan
3 Yu, Jiaping
3 Zhang, Zhiyue
3 Zhao, Wenju
3 Zhao, Xin
3 Zhou, Quan
3 Zhou, Zhongguo
...and 607 more Authors
all top 5

Cited in 129 Serials

26 Journal of Computational and Applied Mathematics
23 Journal of Scientific Computing
22 Journal of Computational Physics
18 Applied Numerical Mathematics
18 Numerical Methods for Partial Differential Equations
16 Computers & Mathematics with Applications
16 SIAM Journal on Numerical Analysis
15 Computer Methods in Applied Mechanics and Engineering
15 Numerical Algorithms
13 SIAM Journal on Scientific Computing
12 Applied Mathematics and Computation
10 Communications in Computational Physics
9 Mathematical Methods in the Applied Sciences
9 Fractals
9 Advances in Applied Mathematics and Mechanics
9 East Asian Journal on Applied Mathematics
7 International Journal of Computer Mathematics
7 Computational and Applied Mathematics
6 Journal of Computational Mathematics
6 Discrete and Continuous Dynamical Systems. Series B
6 Journal of Function Spaces
5 Journal of Mathematical Analysis and Applications
5 Mathematics and Computers in Simulation
5 Numerische Mathematik
5 Applied Mathematics Letters
5 Advances in Computational Mathematics
5 Advances in Difference Equations
5 Discrete and Continuous Dynamical Systems. Series S
4 Mathematics of Computation
4 Stochastic Processes and their Applications
4 Mathematical Problems in Engineering
4 Communications in Nonlinear Science and Numerical Simulation
4 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
4 Science China. Mathematics
3 Computers and Fluids
3 Automatica
3 Applied Mathematics and Mechanics. (English Edition)
3 SIAM Review
3 Computational Geosciences
3 Methodology and Computing in Applied Probability
3 Differentsial’nye Uravneniya i Protsessy Upravleniya
3 SIAM Journal on Financial Mathematics
2 Chaos, Solitons and Fractals
2 BIT
2 Journal of Differential Equations
2 SIAM Journal on Control and Optimization
2 Systems & Control Letters
2 Acta Mathematicae Applicatae Sinica. English Series
2 Signal Processing
2 The Annals of Applied Probability
2 Applied Mathematical Modelling
2 Mathematical Finance
2 Acta Mathematica Scientia. Series B. (English Edition)
2 Stochastics and Dynamics
2 International Journal of Numerical Analysis and Modeling
2 Boundary Value Problems
2 Applications and Applied Mathematics
2 Frontiers of Mathematics in China
2 Numerical Mathematics: Theory, Methods and Applications
2 Advances in Mathematical Physics
2 Journal of Mathematics in Industry
1 Acta Mechanica
1 International Journal of Control
1 Journal of Mathematical Physics
1 Nuclear Physics. B
1 Applied Mathematics and Optimization
1 Calcolo
1 Demonstratio Mathematica
1 International Journal for Numerical Methods in Engineering
1 Kybernetes
1 Kyungpook Mathematical Journal
1 Optimal Control Applications & Methods
1 Statistics & Probability Letters
1 Chinese Annals of Mathematics. Series B
1 Journal of the Nigerian Mathematical Society
1 Probability Theory and Related Fields
1 Journal of Theoretical Probability
1 Japan Journal of Industrial and Applied Mathematics
1 Computational Geometry
1 Computational Statistics
1 Communications in Statistics. Simulation and Computation
1 Linear Algebra and its Applications
1 Pattern Recognition
1 SIAM Journal on Applied Mathematics
1 Journal of Nonlinear Science
1 Cybernetics and Systems Analysis
1 Calculus of Variations and Partial Differential Equations
1 Applied Mathematical Finance
1 Journal of Difference Equations and Applications
1 Electronic Journal of Probability
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Abstract and Applied Analysis
1 Taiwanese Journal of Mathematics
1 Mathematica Moravica
1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
1 Discrete Dynamics in Nature and Society
1 Journal of Mathematical Fluid Mechanics
1 Extremes
1 Acta Mathematica Sinica. English Series
1 Journal of Dynamical and Control Systems
...and 29 more Serials
all top 5

Cited in 35 Fields

354 Numerical analysis (65-XX)
159 Partial differential equations (35-XX)
157 Fluid mechanics (76-XX)
131 Probability theory and stochastic processes (60-XX)
30 Systems theory; control (93-XX)
25 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
22 Real functions (26-XX)
20 Ordinary differential equations (34-XX)
19 Calculus of variations and optimal control; optimization (49-XX)
19 Mechanics of deformable solids (74-XX)
11 Integral transforms, operational calculus (44-XX)
11 Statistics (62-XX)
11 Computer science (68-XX)
9 Classical thermodynamics, heat transfer (80-XX)
8 Biology and other natural sciences (92-XX)
7 Special functions (33-XX)
7 Geophysics (86-XX)
3 Measure and integration (28-XX)
3 Integral equations (45-XX)
3 Optics, electromagnetic theory (78-XX)
3 Information and communication theory, circuits (94-XX)
2 Approximations and expansions (41-XX)
2 Operator theory (47-XX)
2 Mechanics of particles and systems (70-XX)
2 Quantum theory (81-XX)
2 Statistical mechanics, structure of matter (82-XX)
1 Mathematical logic and foundations (03-XX)
1 Combinatorics (05-XX)
1 Difference and functional equations (39-XX)
1 Harmonic analysis on Euclidean spaces (42-XX)
1 Convex and discrete geometry (52-XX)
1 Manifolds and cell complexes (57-XX)
1 Global analysis, analysis on manifolds (58-XX)
1 Astronomy and astrophysics (85-XX)
1 Operations research, mathematical programming (90-XX)

Citations by Year