  In this paper, we study the numerical method for solving forward-backward
stochastic differential equations driven by $G$-Brownian motion ($G$-FBSDEs)
which correspond to fully nonlinear partial differential equations (PDEs).
First, we give an approximate conditional $G$-expectation and obtain feasible
methods to calculate the distribution of $G$-Brownian motion. On this basis,
some efficient numerical schemes for $G$-FBSDEs are then proposed. We
rigorously analyze errors of the proposed schemes and prove the convergence
results. Finally, several numerical experiments are given to demonstrate the
accuracy of our method.
