In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are introduced. Then we prove the convergence of different algorithms and present simulation results for different types of BSDEs.

We present a new methodology for the numerical resolution of the hydrodynamicsof incompressible viscid newtonian fluids. It is based on the Navier-Stokesequations and we refer to it as the vorticity projection method. The method is robust enough to handle complex and convoluted configurationstypical to the motion of biological structures in viscous fluids.Although the method is applicable to three dimensions, we address herein detail only the two dimensional case. We provide numerical data forsome test cases to which we apply the computational scheme.