Edit Profile (opens in new tab) Zhao, Weidong Co-Author Distance Author ID: zhao.weidong Published as: Zhao, Weidong; Zhao, Wei Dong; Zhao, Wei-Dong; Zhao, WeiDong; Zhao, W. more...less Documents Indexed: 133 Publications since 1990 Co-Authors: 91 Co-Authors with 108 Joint Publications 3,298 Co-Co-Authors all top 5 Co-Authors 11 single-authored 14 Zhou, Tao 10 Sun, Yabing 10 Yang, Jie 9 Ju, Lili 7 Fu, Yu 6 Cao, Yanzhao 6 Cheng, Aijie 6 Li, Yang 6 Wang, Hong 6 Zhang, Guannan 5 Liang, Dong 5 Maitama, Shehu 5 Yang, Xu 5 Yuan, Yirang 4 Bao, Feng 4 Gunzburger, Max D. 4 Zhang, Wei 3 Chen, Yufei 3 Ewing, Richard Edward 3 Han, Yuji 3 Wang, Zhi Cheng 2 Espedal, Magne S. 2 Gong, Bo 2 Guo, Guangbao 2 Kong, Tao 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 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, Shuixin 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 Li, Chenglong 1 Li, Dan 1 Li, Jichao 1 Li, Yaping 1 Lin, Feng 1 Liu, Chang 1 Liu, Steve Wenbin 1 Liu, Xianhui 1 Liu, Yonghong 1 Lyons, Stephen L. 1 Meir, Amnon J. 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 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 1 Zhang, Chengjian 1 Zhang, Lei 1 Zhao, Wenju 1 Zhou, Jiliu 1 Zhu, Liyong ...and 1 more Co-Authors all top 5 Serials 7 East Asian Journal on Applied Mathematics 6 SIAM Journal on Numerical Analysis 6 Journal of Scientific Computing 6 Numerical Mathematics: Theory, Methods and Applications 5 Journal of Shandong University. Natural Science Edition 5 Journal of Computational Mathematics 5 Discrete and Continuous Dynamical Systems. Series B 4 Applied Mathematics and Computation 4 Mathematica Numerica Sinica 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 Methods for Partial Differential Equations 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 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 all top 5 Fields 88 Numerical analysis (65-XX) 58 Probability theory and stochastic processes (60-XX) 24 Fluid mechanics (76-XX) 23 Partial differential equations (35-XX) 12 Computer science (68-XX) 11 Ordinary differential equations (34-XX) 6 Geophysics (86-XX) 4 Statistics (62-XX) 4 Classical thermodynamics, heat transfer (80-XX) 4 Quantum theory (81-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Systems theory; control (93-XX) 3 Integral transforms, operational calculus (44-XX) 3 Mechanics of deformable solids (74-XX) 3 Operations research, mathematical programming (90-XX) 3 Information and communication theory, circuits (94-XX) 2 Real functions (26-XX) 2 Biology and other natural sciences (92-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Nonassociative rings and algebras (17-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of particles and systems (70-XX) 1 Optics, electromagnetic theory (78-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 86 Publications have been cited 771 times in 412 Documents Cited by ▼ Year ▼ Finite element approximations for Stokes-Darcy flow with Beavers-Joseph interface conditions. Zbl 1252.76040Cao, Yanzhao; Gunzburger, Max; Hu, Xiaolong; Hua, Fei; Wang, Xiaoming; Zhao, Weidong 119 2010 A new kind of accurate numerical method for backward stochastic differential equations. Zbl 1121.60072Zhao, Weidong; Chen, Lifeng; Peng, Shige 56 2006 New kinds of high-order multistep schemes for coupled forward backward stochastic differential equations. Zbl 1316.65014Zhao, Weidong; Fu, Yu; Zhou, Tao 39 2014 A stable multistep scheme for solving backward stochastic differential equations. Zbl 1234.60068Zhao, Weidong; Zhang, Guannan; Ju, Lili 35 2010 Fast high-order compact exponential time differencing Runge-Kutta methods for second-order semilinear parabolic equations. Zbl 1342.65187Zhu, Liyong; Ju, Lili; Zhao, Weidong 31 2016 Error estimates of the \(\theta\)-scheme for backward stochastic differential equations. Zbl 1185.60077Zhao, Weidong; Wang, Jinlei; Peng, Shige 29 2009 A generalized \(\theta\)-scheme for solving backward stochastic differential equations. Zbl 1250.60033Zhao, Weidong; Li, Yang; Zhang, Guannan 26 2012 A sparse-grid method for multi-dimensional backward stochastic differential equations. Zbl 1289.65011Zhang, Guannan; Gunzburger, Max; Zhao, Weidong 24 2013 Optimal two-period repeated measurements designs. Zbl 0714.62067Hedayat, A.; Zhao, W. 22 1990 Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes. Zbl 1368.60071Fu, Yu; Zhao, Weidong; Zhou, Tao 21 2017 New integral transform: Shehu transform a generalization of Sumudu and Laplace transform for solving differential equations. Zbl 1412.44001Maitama, Shehu; Zhao, Weidong 20 2019 Adaptive finite element methods for elliptic PDEs based on conforming centroidal Voronoi-Delaunay triangulations. Zbl 1126.65099Ju, Lili; Gunzburger, Max; Zhao, Weidong 20 2006 A numerical method and its error estimates for the decoupled forward-backward stochastic differential equations. Zbl 06799394Zhao, Weidong; Zhang, Wei; Ju, Lili 18 2014 High order numerical schemes for second-order FBSDEs with applications to stochastic optimal control. Zbl 1499.65027Zhao, Weidong; Zhou, Tao; Kong, Tao 16 2017 Deferred correction methods for forward backward stochastic differential equations. Zbl 1389.60083Tang, Tao; Zhao, Weidong; Zhou, Tao 16 2017 Explicit \(\theta\)-schemes for mean-field backward stochastic differential equations. Zbl 1430.60058Sun, Yabing; Zhao, Weidong; Zhou, Tao 12 2018 Local fractional homotopy analysis method for solving non-differentiable problems on Cantor sets. Zbl 1459.34033Maitama, Shehu; Zhao, Weidong 12 2019 A first order scheme for backward doubly stochastic differential equations. Zbl 1343.60096Bao, Feng; Cao, Yanzhao; Meir, Amnon; Zhao, Weidong 11 2016 Itô-Taylor schemes for solving mean-field stochastic differential equations. Zbl 1399.60121Sun, Yabing; Yang, Jie; Zhao, Weidong 11 2017 An optimal weighted upwinding covolume method on non-standard grids for convection-diffusion problems in 2D. Zbl 1110.76321Liang, Dong; Zhao, Weidong 11 2006 A multistep scheme for decoupled forward-backward stochastic differential equations. Zbl 1374.65008Zhao, Weidong; Zhang, Wei; Ju, Lili 10 2016 Multistep schemes for forward backward stochastic differential equations with jumps. Zbl 1368.60072Fu, Yu; Zhao, Weidong; Zhou, Tao 10 2016 A high-order upwind method for the convection-diffusion problem. Zbl 0897.76064Liang, Dong; Zhao, Weidong 10 1997 Probabilistic high order numerical schemes for fully nonlinear parabolic PDEs. Zbl 1388.65016Kong, Tao; Zhao, Weidong; Zhou, Tao 10 2015 An efficient gradient projection method for stochastic optimal control problems. Zbl 1386.60239Gong, Bo; Liu, Wenbin; Tang, Tao; Zhao, Weidong; Zhou, Tao 10 2017 Error estimates of the Crank-Nicolson scheme for solving backward stochastic differential equations. Zbl 1281.65016Zhao, Weidong; Li, Yang; Ju, Lili 8 2013 Convergence analysis of finite element method for the nonstationary thermistor problem. Zbl 0834.65096Zhao, Weidong 8 1994 A component-based Eulerian-Lagrangian formulation for multicomponent multiphase compositional flow and transport in porous media. Zbl 1266.65159Wang, Hong; Zhao, Weidong; Espedal, Magne S.; Telyakovskiy, Aleksey S. 8 2013 New second-order schemes for forward backward stochastic differential equations. Zbl 1478.65009Sun, Yabing; Zhao, Weidong 8 2018 An Eulerian-Lagrangian solution technique for single-phase compositional flow in three-dimensional porous media. Zbl 1121.76039Wang, Hong; Zhao, Weidong; Ewing, R. E.; Al-Lawatia, M.; Espedal, M. S.; Telyakovskiy, A. S. 8 2006 Numerical solutions for forward backward doubly stochastic differential equations and Zakai equation. Zbl 1291.65016Bao, Feng; Cao, Yanzhao; Zhao, Weidong 8 2011 Numerical simulations for \(G\)-Brownian motion. Zbl 1348.65011Yang, Jie; Zhao, Weidong 7 2016 Explicit deferred correction methods for second-order forward backward stochastic differential equations. Zbl 1420.60094Yang, Jie; Zhao, Weidong; Zhou, Tao 7 2019 Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs. Zbl 1372.65018Li, Yang; Yang, Jie; Zhao, WeiDong 7 2017 Convergence of recent multistep schemes for a forward-backward stochastic differential equation. Zbl 1422.65023Yang, Jie; Zhao, Weidong 7 2015 Second-order schemes for solving decoupled forward backward stochastic differential equations. Zbl 1314.65012Zhao, Weidong; Li, Yang; Fu, Yu 6 2014 Schwarz methods for quasi stationary distributions of Markov chains. Zbl 1252.60071Guo, Guangbao; Zhao, Weidong 6 2012 An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations. Zbl 1456.65008Sun, Yabing; Zhao, Weidong 6 2020 A first order semi-discrete algorithm for backward doubly stochastic differential equations. Zbl 1382.60091Bao, Feng; Cao, Yanzhao; Zhao, Weidong 6 2015 Strong convergence analysis of split-step \(\theta\)-scheme for nonlinear stochastic differential equations with jumps. Zbl 1488.65016Yang, Xu; Zhao, Weidong 5 2016 A first-order numerical scheme for forward-backward stochastic differential equations in bounded domains. Zbl 1413.65012Yang, Jie; Zhang, Guannan; Zhao, Weidong 5 2018 Homotopy analysis Shehu transform method for solving fuzzy differential equations of fractional and integer order derivatives. Zbl 1476.34009Maitama, Shehu; Zhao, Weidong 5 2021 Prediction-correction scheme for decoupled forward backward stochastic differential equations with jumps. Zbl 1422.65020Fu, Yu; Yang, Jie; Zhao, Weidong 5 2016 A unified probabilistic discretization scheme for FBSDEs: stability, consistency, and convergence analysis. Zbl 1454.60106Yang, Jie; Zhao, Weidong; Zhou, Tao 5 2020 Multi-environment probability density function method for modelling turbulent combustion using realistic chemical kinetics. Zbl 1180.80065Tang, Q.; Zhao, W.; Bockelie, M.; Fox, R. O. 5 2007 Convergence analysis of a splitting method for stochastic differential equations. Zbl 1163.65004Zhao, Weidong; Tian, Li; Ju, Lili 5 2008 A fully discrete explicit multistep scheme for solving coupled forward backward stochastic differential equations. Zbl 1488.65012Liu, Ying; Sun, Yabing; Zhao, Weidong 4 2020 An explicit second-order numerical scheme to solve decoupled forward backward stochastic equations. Zbl 1317.65031Fu, Yu; Zhao, Weidong 4 2014 \(L^p\)-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations. Zbl 1208.60068Li, Yang; Zhao, Weidong 4 2010 Adaptive finite volume methods for steady convection-diffusion equations with mesh optimization. Zbl 1165.65077Ju, Lili; Wu, Wensong; Zhao, Weidong 4 2009 Simulation and application of three-dimensional migration-accumulation of oil resources. Zbl 0973.76582Yuan, Yirang; Zhao, Weidong; Cheng, Aijie; Han, Yuji 3 1999 Numerical simulation analysis for migration-accumulation of oil and water. Zbl 0945.76586Yuan, Yirang; Zhao, Weidong; Cheng, Aijie; Han, Yuji 3 1999 A backward doubly stochastic differential equation approach for nonlinear filtering problems. Zbl 1488.65008Bao, Feng; Cao, Yanzhao; Zhao, Weidong 3 2018 Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients. Zbl 1462.65016Yang, Xu; Zhao, Weidong 3 2021 Image segmentation with a fuzzy clustering algorithm based on ant-tree. Zbl 1151.94427Yang, 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 1022.65090Wang, Hong; Zhao, Weidong 3 2003 Is super-resolution with optical flow feasible? Zbl 1034.68705Zhao, W.; Sawhney, H. S. 3 2002 Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises. Zbl 1427.65270Yang, Xu; Zhao, Weidong 2 2018 Covolume-upwind finite volume approximations for linear elliptic partial differential equations. Zbl 1277.76052Ju, Lili; Tian, Li; Xiao, Xiao; Zhao, Weidong 2 2012 Local fractional Laplace homotopy analysis method for solving non-differentiable wave equations on Cantor sets. Zbl 1463.65339Maitama, Shehu; Zhao, Weidong 2 2019 A moving Kriging interpolation response surface method for structural reliability analysis. Zbl 1356.74171Zhao, W.; Liu, J. K.; Li, X. Y.; Yang, Q. W.; Chen, Y. Y. 2 2013 A new method for parameter sensitivity estimation in structural reliability analysis. Zbl 1209.62243Zhao, W.; Liu, J. K.; Ye, J. J. 2 2011 A novel hybrid immune algorithm and its convergence based on the steepest descent algorithm. Zbl 1229.90275Liu, X. Y.; Zhang, A. L.; Gao, Y. L.; Zhao, W. 2 2011 High-order combined multi-step scheme for solving forward backward stochastic differential equations. Zbl 07353297Teng, Long; Zhao, Weidong 2 2021 Constructing explicit homoclinic solution of oscillators: an improvement for perturbation procedure based on nonlinear time transformation. Zbl 1510.34090Chen, Y. Y.; Chen, S. H.; Zhao, W. 2 2017 One-step multi-derivative methods for backward stochastic differential equations. Zbl 1463.60092Zhang, Chengjian; Wu, Jingwen; Zhao, Weidong 2 2019 Finite difference method and its convergent error analyses for thermistor problem. Zbl 0944.65111Zhao, Weidong 2 1999 Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis. Zbl 1329.60240Zhang, Wei; Zhao, Weidong 2 2015 Incremental tensor principal component analysis for handwritten digit recognition. Zbl 1407.68426Liu, Chang; Yan, Tao; Zhao, WeiDong; Liu, YongHong; Li, Dan; Lin, Feng; Zhou, JiLiu 1 2014 An explicit multistep scheme for mean-field forward-backward stochastic differential equations. Zbl 1499.65021Sun, Yabing; Yang, Jie; Zhao, Weidong; Zhou, Tao 1 2022 Numerical methods for mean-field stochastic differential equations with jumps. Zbl 1487.65013Sun, Yabing; Zhao, Weidong 1 2021 Finite element methods for nonlinear backward stochastic partial differential equations and their error estimates. Zbl 1488.60168Yang, Xu; Zhao, Weidong 1 2020 Spontaneous breaking of topological symmetry. Zbl 0969.81557Zhao, Wei Dong; Lee, H. C. 1 1992 Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations. Zbl 1484.65014Liu, Ying; Sun, Yabing; Zhao, Weidong 1 2022 Optimal error estimates for a fully discrete Euler scheme for decoupled forward backward stochastic differential equations. Zbl 1382.60092Gong, Bo; Zhao, Weidong 1 2017 Sinc-\(\theta\) schemes for backward stochastic differential equations. Zbl 1506.65024Wang, Xu; Zhao, Weidong; Zhou, Tao 1 2022 Lie symmetries of Benjamin-Ono equation. Zbl 1502.35007Zhao, Weidong; Munir, Mobeen; Murtaza, Ghulam; Athar, Muhammad 1 2021 Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs. Zbl 1443.65266Zhang, Guannan; Zhao, Weidong; Webster, Clayton; Gunzburger, Max 1 2016 Beyond Sumudu transform and natural transform: \(\mathbb{J}\)-transform properties and applications. Zbl 1475.44001Maitama, Shehu; Zhao, Weidong 1 2020 An explicit second order scheme for decoupled anticipated forward backward stochastic differential equations. Zbl 1472.60114Sun, Yabing; Zhao, Weidong 1 2020 Sand accumulation on a wall in flows around a near-wall circular cylinder. Zbl 1158.76334Guo, S.-X.; Li, W.-P.; Zhao, W.; Chen, B. 1 2008 A numerical modeling of multicomponent compressible flows in porous media with multiple wells by an Eulerian-Lagrangian method. Zbl 1512.76093Wang, Hong; Zhao, Weidong; Ewing, R. E. 1 2005 An ELLAM simulator for highly compressible flow in porous media with multiple wells. Zbl 1102.65308Wang, H.; Zhao, W.; Ewing, R. E.; Lyons, S. L.; Qin, G. 1 2002 Numerical simulation of oil migration-accumulation of multilayer and its application. Zbl 1009.76526Yuan, Yirang; Zhao, Weidong; Cheng, Aijie; Wang, Wenqia; Han, Yuji 1 2002 A modified alternating-direction finite volume method for modeling secondary hydrocarbon migration and accumulation processes. Zbl 1071.76036Wang, Hong; Zhao, Weidong 1 2003 The constant-Jacobian method for kinematics of a three-DOF planar micro-motion stage. Zbl 1114.70304Zhang, W. J.; Zou, J.; Watson, L. G.; Zhao, W.; Zong, G. H.; Bi, S. S. 1 2002 An explicit multistep scheme for mean-field forward-backward stochastic differential equations. Zbl 1499.65021Sun, Yabing; Yang, Jie; Zhao, Weidong; Zhou, Tao 1 2022 Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations. Zbl 1484.65014Liu, Ying; Sun, Yabing; Zhao, Weidong 1 2022 Sinc-\(\theta\) schemes for backward stochastic differential equations. Zbl 1506.65024Wang, Xu; Zhao, Weidong; Zhou, Tao 1 2022 Homotopy analysis Shehu transform method for solving fuzzy differential equations of fractional and integer order derivatives. Zbl 1476.34009Maitama, 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 1462.65016Yang, Xu; Zhao, Weidong 3 2021 High-order combined multi-step scheme for solving forward backward stochastic differential equations. Zbl 07353297Teng, Long; Zhao, Weidong 2 2021 Numerical methods for mean-field stochastic differential equations with jumps. Zbl 1487.65013Sun, Yabing; Zhao, Weidong 1 2021 Lie symmetries of Benjamin-Ono equation. Zbl 1502.35007Zhao, Weidong; Munir, Mobeen; Murtaza, Ghulam; Athar, Muhammad 1 2021 An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations. Zbl 1456.65008Sun, Yabing; Zhao, Weidong 6 2020 A unified probabilistic discretization scheme for FBSDEs: stability, consistency, and convergence analysis. Zbl 1454.60106Yang, Jie; Zhao, Weidong; Zhou, Tao 5 2020 A fully discrete explicit multistep scheme for solving coupled forward backward stochastic differential equations. Zbl 1488.65012Liu, Ying; Sun, Yabing; Zhao, Weidong 4 2020 Finite element methods for nonlinear backward stochastic partial differential equations and their error estimates. Zbl 1488.60168Yang, Xu; Zhao, Weidong 1 2020 Beyond Sumudu transform and natural transform: \(\mathbb{J}\)-transform properties and applications. Zbl 1475.44001Maitama, Shehu; Zhao, Weidong 1 2020 An explicit second order scheme for decoupled anticipated forward backward stochastic differential equations. Zbl 1472.60114Sun, Yabing; Zhao, Weidong 1 2020 New integral transform: Shehu transform a generalization of Sumudu and Laplace transform for solving differential equations. Zbl 1412.44001Maitama, Shehu; Zhao, Weidong 20 2019 Local fractional homotopy analysis method for solving non-differentiable problems on Cantor sets. Zbl 1459.34033Maitama, Shehu; Zhao, Weidong 12 2019 Explicit deferred correction methods for second-order forward backward stochastic differential equations. Zbl 1420.60094Yang, Jie; Zhao, Weidong; Zhou, Tao 7 2019 Local fractional Laplace homotopy analysis method for solving non-differentiable wave equations on Cantor sets. Zbl 1463.65339Maitama, Shehu; Zhao, Weidong 2 2019 One-step multi-derivative methods for backward stochastic differential equations. Zbl 1463.60092Zhang, Chengjian; Wu, Jingwen; Zhao, Weidong 2 2019 Explicit \(\theta\)-schemes for mean-field backward stochastic differential equations. Zbl 1430.60058Sun, Yabing; Zhao, Weidong; Zhou, Tao 12 2018 New second-order schemes for forward backward stochastic differential equations. Zbl 1478.65009Sun, Yabing; Zhao, Weidong 8 2018 A first-order numerical scheme for forward-backward stochastic differential equations in bounded domains. Zbl 1413.65012Yang, Jie; Zhang, Guannan; Zhao, Weidong 5 2018 A backward doubly stochastic differential equation approach for nonlinear filtering problems. Zbl 1488.65008Bao, Feng; Cao, Yanzhao; Zhao, Weidong 3 2018 Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises. Zbl 1427.65270Yang, Xu; Zhao, Weidong 2 2018 Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes. Zbl 1368.60071Fu, Yu; Zhao, Weidong; Zhou, Tao 21 2017 High order numerical schemes for second-order FBSDEs with applications to stochastic optimal control. Zbl 1499.65027Zhao, Weidong; Zhou, Tao; Kong, Tao 16 2017 Deferred correction methods for forward backward stochastic differential equations. Zbl 1389.60083Tang, Tao; Zhao, Weidong; Zhou, Tao 16 2017 Itô-Taylor schemes for solving mean-field stochastic differential equations. Zbl 1399.60121Sun, Yabing; Yang, Jie; Zhao, Weidong 11 2017 An efficient gradient projection method for stochastic optimal control problems. Zbl 1386.60239Gong, Bo; Liu, Wenbin; Tang, Tao; Zhao, Weidong; Zhou, Tao 10 2017 Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs. Zbl 1372.65018Li, Yang; Yang, Jie; Zhao, WeiDong 7 2017 Constructing explicit homoclinic solution of oscillators: an improvement for perturbation procedure based on nonlinear time transformation. Zbl 1510.34090Chen, Y. Y.; Chen, S. H.; Zhao, W. 2 2017 Optimal error estimates for a fully discrete Euler scheme for decoupled forward backward stochastic differential equations. Zbl 1382.60092Gong, Bo; Zhao, Weidong 1 2017 Fast high-order compact exponential time differencing Runge-Kutta methods for second-order semilinear parabolic equations. Zbl 1342.65187Zhu, Liyong; Ju, Lili; Zhao, Weidong 31 2016 A first order scheme for backward doubly stochastic differential equations. Zbl 1343.60096Bao, Feng; Cao, Yanzhao; Meir, Amnon; Zhao, Weidong 11 2016 A multistep scheme for decoupled forward-backward stochastic differential equations. Zbl 1374.65008Zhao, Weidong; Zhang, Wei; Ju, Lili 10 2016 Multistep schemes for forward backward stochastic differential equations with jumps. Zbl 1368.60072Fu, Yu; Zhao, Weidong; Zhou, Tao 10 2016 Numerical simulations for \(G\)-Brownian motion. Zbl 1348.65011Yang, Jie; Zhao, Weidong 7 2016 Strong convergence analysis of split-step \(\theta\)-scheme for nonlinear stochastic differential equations with jumps. Zbl 1488.65016Yang, Xu; Zhao, Weidong 5 2016 Prediction-correction scheme for decoupled forward backward stochastic differential equations with jumps. Zbl 1422.65020Fu, Yu; Yang, Jie; Zhao, Weidong 5 2016 Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs. Zbl 1443.65266Zhang, Guannan; Zhao, Weidong; Webster, Clayton; Gunzburger, Max 1 2016 Probabilistic high order numerical schemes for fully nonlinear parabolic PDEs. Zbl 1388.65016Kong, Tao; Zhao, Weidong; Zhou, Tao 10 2015 Convergence of recent multistep schemes for a forward-backward stochastic differential equation. Zbl 1422.65023Yang, Jie; Zhao, Weidong 7 2015 A first order semi-discrete algorithm for backward doubly stochastic differential equations. Zbl 1382.60091Bao, Feng; Cao, Yanzhao; Zhao, Weidong 6 2015 Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis. Zbl 1329.60240Zhang, Wei; Zhao, Weidong 2 2015 New kinds of high-order multistep schemes for coupled forward backward stochastic differential equations. Zbl 1316.65014Zhao, Weidong; Fu, Yu; Zhou, Tao 39 2014 A numerical method and its error estimates for the decoupled forward-backward stochastic differential equations. Zbl 06799394Zhao, Weidong; Zhang, Wei; Ju, Lili 18 2014 Second-order schemes for solving decoupled forward backward stochastic differential equations. Zbl 1314.65012Zhao, Weidong; Li, Yang; Fu, Yu 6 2014 An explicit second-order numerical scheme to solve decoupled forward backward stochastic equations. Zbl 1317.65031Fu, Yu; Zhao, Weidong 4 2014 Incremental tensor principal component analysis for handwritten digit recognition. Zbl 1407.68426Liu, 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 1289.65011Zhang, Guannan; Gunzburger, Max; Zhao, Weidong 24 2013 Error estimates of the Crank-Nicolson scheme for solving backward stochastic differential equations. Zbl 1281.65016Zhao, Weidong; Li, Yang; Ju, Lili 8 2013 A component-based Eulerian-Lagrangian formulation for multicomponent multiphase compositional flow and transport in porous media. Zbl 1266.65159Wang, Hong; Zhao, Weidong; Espedal, Magne S.; Telyakovskiy, Aleksey S. 8 2013 A moving Kriging interpolation response surface method for structural reliability analysis. Zbl 1356.74171Zhao, 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 1250.60033Zhao, Weidong; Li, Yang; Zhang, Guannan 26 2012 Schwarz methods for quasi stationary distributions of Markov chains. Zbl 1252.60071Guo, Guangbao; Zhao, Weidong 6 2012 Covolume-upwind finite volume approximations for linear elliptic partial differential equations. Zbl 1277.76052Ju, Lili; Tian, Li; Xiao, Xiao; Zhao, Weidong 2 2012 Numerical solutions for forward backward doubly stochastic differential equations and Zakai equation. Zbl 1291.65016Bao, Feng; Cao, Yanzhao; Zhao, Weidong 8 2011 A new method for parameter sensitivity estimation in structural reliability analysis. Zbl 1209.62243Zhao, W.; Liu, J. K.; Ye, J. J. 2 2011 A novel hybrid immune algorithm and its convergence based on the steepest descent algorithm. Zbl 1229.90275Liu, 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 1252.76040Cao, Yanzhao; Gunzburger, Max; Hu, Xiaolong; Hua, Fei; Wang, Xiaoming; Zhao, Weidong 119 2010 A stable multistep scheme for solving backward stochastic differential equations. Zbl 1234.60068Zhao, Weidong; Zhang, Guannan; Ju, Lili 35 2010 \(L^p\)-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations. Zbl 1208.60068Li, Yang; Zhao, Weidong 4 2010 Error estimates of the \(\theta\)-scheme for backward stochastic differential equations. Zbl 1185.60077Zhao, Weidong; Wang, Jinlei; Peng, Shige 29 2009 Adaptive finite volume methods for steady convection-diffusion equations with mesh optimization. Zbl 1165.65077Ju, Lili; Wu, Wensong; Zhao, Weidong 4 2009 Convergence analysis of a splitting method for stochastic differential equations. Zbl 1163.65004Zhao, Weidong; Tian, Li; Ju, Lili 5 2008 Image segmentation with a fuzzy clustering algorithm based on ant-tree. Zbl 1151.94427Yang, Xiaochun; Zhao, Weidong; Chen, Yufei; Fang, Xin 3 2008 Sand accumulation on a wall in flows around a near-wall circular cylinder. Zbl 1158.76334Guo, 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 1180.80065Tang, Q.; Zhao, W.; Bockelie, M.; Fox, R. O. 5 2007 A new kind of accurate numerical method for backward stochastic differential equations. Zbl 1121.60072Zhao, Weidong; Chen, Lifeng; Peng, Shige 56 2006 Adaptive finite element methods for elliptic PDEs based on conforming centroidal Voronoi-Delaunay triangulations. Zbl 1126.65099Ju, Lili; Gunzburger, Max; Zhao, Weidong 20 2006 An optimal weighted upwinding covolume method on non-standard grids for convection-diffusion problems in 2D. Zbl 1110.76321Liang, Dong; Zhao, Weidong 11 2006 An Eulerian-Lagrangian solution technique for single-phase compositional flow in three-dimensional porous media. Zbl 1121.76039Wang, 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 1512.76093Wang, 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 1022.65090Wang, Hong; Zhao, Weidong 3 2003 A modified alternating-direction finite volume method for modeling secondary hydrocarbon migration and accumulation processes. Zbl 1071.76036Wang, Hong; Zhao, Weidong 1 2003 Is super-resolution with optical flow feasible? Zbl 1034.68705Zhao, W.; Sawhney, H. S. 3 2002 An ELLAM simulator for highly compressible flow in porous media with multiple wells. Zbl 1102.65308Wang, H.; Zhao, W.; Ewing, R. E.; Lyons, S. L.; Qin, G. 1 2002 Numerical simulation of oil migration-accumulation of multilayer and its application. Zbl 1009.76526Yuan, Yirang; Zhao, Weidong; Cheng, Aijie; Wang, Wenqia; Han, Yuji 1 2002 The constant-Jacobian method for kinematics of a three-DOF planar micro-motion stage. Zbl 1114.70304Zhang, W. J.; Zou, J.; Watson, L. G.; Zhao, W.; Zong, G. H.; Bi, S. S. 1 2002 Simulation and application of three-dimensional migration-accumulation of oil resources. Zbl 0973.76582Yuan, Yirang; Zhao, Weidong; Cheng, Aijie; Han, Yuji 3 1999 Numerical simulation analysis for migration-accumulation of oil and water. Zbl 0945.76586Yuan, Yirang; Zhao, Weidong; Cheng, Aijie; Han, Yuji 3 1999 Finite difference method and its convergent error analyses for thermistor problem. Zbl 0944.65111Zhao, Weidong 2 1999 A high-order upwind method for the convection-diffusion problem. Zbl 0897.76064Liang, Dong; Zhao, Weidong 10 1997 Convergence analysis of finite element method for the nonstationary thermistor problem. Zbl 0834.65096Zhao, Weidong 8 1994 Spontaneous breaking of topological symmetry. Zbl 0969.81557Zhao, Wei Dong; Lee, H. C. 1 1992 Optimal two-period repeated measurements designs. Zbl 0714.62067Hedayat, A.; Zhao, W. 22 1990 all cited Publications top 5 cited Publications all top 5 Cited by 640 Authors 39 Zhao, Weidong 19 He, Xiaoming 19 Ju, Lili 14 Bao, Feng 14 Zheng, Haibiao 13 Gunzburger, Max D. 13 Hou, Yanren 12 Li, Jian 11 Li, Rui 10 Sun, Yabing 10 Zhou, Tao 9 Cao, Yanzhao 9 Chen, Zhangxin 9 Wang, Xiaoming 8 Gao, Yali 8 Yang, Jie 8 Zuo, Liyun 7 Al Mahbub, Md. Abdullah 7 Archibald, Richard 7 Li, Xiao 7 Oosterlee, Cornelis Willebrordus 7 Qiao, Zhonghua 6 Du, Guangzhi 6 Hou, Jiangyong 6 Liang, Dong 6 Qiu, Changxin 6 Shi, Feng 6 Sun, Weiwei 6 Zhang, Guannan 5 Du, Tingsong 5 Fu, Yu 5 Huang, Yunqing 5 Li, Buyang 5 Qin, Yi 5 Shan, Li 5 Teng, Long 5 Yong, Jiongmin 4 Burkardt, John V. 4 Du, Qiang 4 Guo, Guangbao 4 Han, Yuji 4 He, Yinnian 4 Li, Yang 4 Li, Yi 4 Nasu, Nasrin Jahan 4 Shi, Dongyang 4 Shiue, Ming-Cheng 4 Sun, Yizhong 4 Tian, Li 4 Webster, Clayton G. 4 Xue, Dandan 4 Yang, Huaijun 4 Yang, Xu 4 Yuan, Yirang 3 Bukač, Martina 3 Çeşmelioğlu, Ayçıl 3 Chen, Jie 3 Chen, Wenbin 3 Chen, Yanping 3 Feng, Xinlong 3 Gao, Huadong 3 Hu, Dan 3 Huang, Jianguo 3 Hutzenthaler, Martin 3 Jentzen, Arnulf 3 Jiang, Nan 3 Kapllani, Lorenc 3 Lai, Mingchih 3 Layton, William J. 3 Li, Binjie 3 Li, Xuejian 3 Lin, Yanping 3 Ming, Ju 3 Nie, Yufeng 3 Rhebergen, Sander 3 Ruijter, Maria J. 3 Shah, Nehad Ali 3 Wang, Cheng 3 Wang, Desheng 3 Wang, Hong 3 Wang, Yongshuai 3 Yan, Wenjing 3 Yotov, Ivan 3 Yu, Jiaping 3 Yu, Shuhong 3 Zhang, Qian 3 Zhang, Zhiyue 3 Zhao, Xin 3 Zhou, Zhongguo 2 Akgül, Ali 2 Appadu, Appanah Rao 2 Cai, Mingchao 2 Cao, Luling 2 Chenavier, Nicolas 2 Chung, Tsz Shun Eric 2 Chung, Jae Dong 2 del-Castillo-Negrete, Diego 2 Ding, Xiaohua 2 Du, Chuanbin 2 Du, Ning ...and 540 more Authors all top 5 Cited in 118 Serials 25 Journal of Computational and Applied Mathematics 23 Journal of Scientific Computing 22 Journal of Computational Physics 17 Applied Numerical Mathematics 16 Computers & Mathematics with Applications 15 Computer Methods in Applied Mechanics and Engineering 14 SIAM Journal on Numerical Analysis 12 Applied Mathematics and Computation 12 Numerical Methods for Partial Differential Equations 11 Numerical Algorithms 11 SIAM Journal on Scientific Computing 10 Communications in Computational Physics 9 Fractals 9 East Asian Journal on Applied Mathematics 7 International Journal of Computer Mathematics 7 Computational and Applied Mathematics 7 Advances in Applied Mathematics and Mechanics 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. 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(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 SIAM Journal on Financial Mathematics 2 Advances in Mathematical Physics 2 Journal of Mathematics in Industry 1 Journal of Mathematical Physics 1 Nuclear Physics. B 1 Chaos, Solitons and Fractals 1 Applied Mathematics and Optimization 1 BIT 1 Calcolo 1 Demonstratio Mathematica 1 International Journal for Numerical Methods in Engineering 1 Journal of Differential Equations 1 Kybernetes 1 Kyungpook Mathematical Journal 1 Systems & Control Letters 1 Statistics & Probability Letters 1 Acta Mathematicae Applicatae Sinica. English Series 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 Mathematical Finance 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 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 1 Journal of Applied Mathematics 1 Journal of Numerical Mathematics 1 Journal of Applied Mathematics and Computing 1 Structural and Multidisciplinary Optimization 1 South East Asian Journal of Mathematics and Mathematical Sciences 1 Analysis and Applications (Singapore) 1 Acta Numerica ...and 18 more Serials all top 5 Cited in 34 Fields 317 Numerical analysis (65-XX) 150 Fluid mechanics (76-XX) 131 Partial differential equations (35-XX) 118 Probability theory and stochastic processes (60-XX) 27 Systems theory; control (93-XX) 25 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 18 Real functions (26-XX) 17 Ordinary differential equations (34-XX) 17 Calculus of variations and optimal control; optimization (49-XX) 14 Mechanics of deformable solids (74-XX) 9 Statistics (62-XX) 9 Biology and other natural sciences (92-XX) 8 Integral transforms, operational calculus (44-XX) 7 Computer science (68-XX) 7 Classical thermodynamics, heat transfer (80-XX) 6 Geophysics (86-XX) 5 Special functions (33-XX) 4 Measure and integration (28-XX) 3 Optics, electromagnetic theory (78-XX) 2 Approximations and expansions (41-XX) 2 Operator theory (47-XX) 2 Information and communication theory, circuits (94-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 Integral equations (45-XX) 1 Convex and discrete geometry (52-XX) 1 Manifolds and cell complexes (57-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year