activity
20132022
most citedOn energy stable, maximum-principle preserving, second order BDF scheme with variable steps for the Allen-Cahn equation

173 citations · 1.2k across the 31 of their papers we have counts for

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Showing 2015Show all

2 papers · 1 filter

math.NA2015★ 1 cited

High order numerical schemes for second-order FBSDEs with applications to stochastic optimal control

Kong Tao, Weidong Zhao, Tao Zhou

This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial…

math.NA2015★ 57 cited

Stochastic collocation on unstructured multivariate meshes

Akil Narayan, Tao Zhou

Collocation has become a standard tool for approximation of parameterized systems in the uncertainty quantification (UQ) community. Techniques for least-squares regularization, com…