108 citations · 137 across the 9 of their papers we have counts for
9 papers
New Laplace-type integral transform for solving steady heat-transfer problem
Shehu Maitama, Weidong Zhao
The fundamental purpose of this paper is to propose a new Laplace-type integral transform (NL-TIT) for solving steady heat-transfer problems. The proposed integral transform is a g…
New integral transform: Shehu transform a generalization of Sumudu and Laplace transform for solving differential equations
Shehu Maitama, Weidong Zhao
In this paper, we introduce a Laplace-type integral transform called the Shehu transform which is a generalization of the Laplace and the Sumudu integral transforms for solving dif…
Efficient spectral sparse grid approximations for solving multi-dimensional forward backward SDEs
Yu Fu, Weidong Zhao, Tao Zhou
This is the second part in a series of papers on multi-step schemes for solving coupled forward backward stochastic differential equations (FBSDEs). We extend the basic idea in our…
Convergence Error Estimates of the Crank-Nicolson Scheme for Solving Decoupled FBSDEs
Yang Li, Jie Yang, Weidong Zhao
The Crank-Nicolson (short for C-N) scheme for solving {\it backward stochastic differential equation} (BSDE), driven by Brownian motions, was first developed by the authors W. Zhao…
Numerical Methods for a Class of Nonlocal Diffusion Problems with the Use of Backward SDEs
Guannan Zhang, Weidong Zhao, Clayton Webster +1
We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward…
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…