The existence and uniqueness of solutions of nonlinear backward stochastic differential equations (BSDEs) were proved by Pardoux and Peng in 1990. Since then, forward-backward stochastic differential equations (FBSDEs) have been extensively studied. Many problems are related to such as PDEs, stochastic optimal control, mathematical finance, risk measure, nonlocal diffusion, and so on. In this talk, I will introduce some simple discretization methods for solving BSDEs and decoupled FBSDEs, their error estimate results, and some numerical tests.