SUN Haiwei  孫海衛 Assistant Professor

• Ph. D. in Department of Mathematics, Chinese University of Hong Kong, Hong Kong (1996)
• M. Sc. in Department of Mathematics, Zhongshan (Sun Yat-sen)  University, China (1989)
• B. Sc. in Department of Mathematics, Zhongshan (Sun Yat-sen)  University, China (1983)

7/1983 - 9/1986	TA, Department of Basic Courses, Guangdong University of Technology, Guangzhou, China.
7/1989 - 7/1993	Lecturer, Department of Basic Courses, Guangdong University of Technology, Guangzhou, China.
8/1996 - 1/2001	Assistant & Associate Professor, Department of Applied Mathematics, Guangdong University of Technology, Guangzhou, China.
2/2001 - 7/2002	Postdoctoral Fellow, Laboratory for High Performance Scientific Computing and Computer Simulation & Department of Computer Science, University of Kentucky, Kentucky, USA
8/2002 - 7/2004	Postdoctoral Fellow, Department of Chemical Engineering, University of Alabama, Tuscaloosa, Alabama, USA
9/2004 – now	Assistant Professor, Department of Mathematics, Faculty of Science and Technology, University of Macau, Macao, China.

B.Sc. Courses

1. Real Analysis II (EDUC305)
2. Topics in Mathematics (EDUC418)
3. Mathematical Analysis IV (MATH201)
4. Ordinary Differential Equations (EDUC353)
5. Partial Differential Equations (EDUC446)
6. Calculus II (DEUC 112)

1. Numerical Methods for Differential Equations (IMAT009)
2. Advanced Mathematics (IMSE002)
3. Reading Course (IMAT011)
4. Topics in Analysis (IMAT016)

1. Chi-Keong LEONG (2006)
2. Shun ZHANG (2007)
3. Venus, Weng Cheng CHIANG (2008)
4. Kun-leng LAO (2010)
5. Spike Tsz-ho LEE (2010)
6. Xin LIU (2010)

• Member of Executive Committee of SIAM - East Asia Section (since 2006).
• Editor of East Asia Journal of Applied Mathematics (since 2010).

Research Interests

• Numerical Linear Algebra
• Numerical PDEs
• Control Theory
• Computational Finance

Recent Research Projects

• 1/2005-12/2005, Grant RG067/04-05/SHW/FST, from University of Macau, Principal Investigator.
• 1/2006-12/2006, Grant RG077/05-06/SHW/FST, from University of Macau, Principal Investigator.
• 1/2007-12/2007, Grant RG069/06-07/DD/FST, from University of Macau, Co-principal Investigator.
• 1/2006-12/2007, Grant 050/2005/A, MOP 500,000, from FDCT of Macao, Co-principal Investigator.
• 1/2008-12/2012, Grant RG-UL/07-08S/Y1/JXQ/FST, from University of Macau,  Co-principal Investigator.
• 1/2009-12/2009, Grant  RG063/08-09S/SHW/FST,  MOP 134,000,  from University of Macau, Principal Investigator.
• 11/2009-11/2011, Grant 033/2009/A, MOP 349,000, from FDCT of Macao, Principal Investigator.

Book Publications

1. X. Jin, D. Ding and H. Sun (editors), Recent Advances in Computational Mathematics, Higher Education Press, Beijing; and International Press of Boston, Somerville, 2008.

Proceedings and Book Chapters

1. (H. Sun and S. Lee) A High Order Compact Scheme for Option Pricing with Jumps, Proceedings of the 4th East Asia SIAM Conference, Daejeon, Korea, MINS, October 2008, pp. 119-125.
2. (H. Sun and W. Wang) A Fourth-Order Compact BVM Scheme for the Two-Dimensional Heat Equations, Proceedings of the 2008 International Conference on Scientific Computing, Las Vegas Nevada, USA, CSREA Press , July 2008, pp. 310-314  (EI )
3. (J. Hou and H. Sun) A preconditioner from Crank-Nicolson scheme for systems of LMF based ODE code, Recent Advances in Computational Mathematics, Higher Education Press, Beijing & International Press of Boston, Somerville, 2008, pp. 139-149.
4. (R. Chan, T. Tso and H. Sun) Circulant Preconditioners from B-Splines, Proceedings to the SPIE Symposium on Advanced Signal Processing: Algorithms, Architectures, and Implementations, Vol. 3162, San Diego CA, July, 1997, Ed:F. Luk.  (EI )
5. (R. Chan and C. Cheung and H. Sun) Fast Algorithms for Problems on Thermal Tomography, Proceedings of the First Workshop on Numerical Analysis and Applications, Bulgaria, June, 1996, Springer-Verlag.
6. (H. Sun and Y. Zhao) Some New Results on Approximate Controllability, Proceedings of the IFIP WG 7.2 Working Conference, Shanghai China, May 6-9, 1990, pp154-161, Eds:X. Li and J. Yong, Springer-Verlag, 1991. (SCI, EI )

Journals

1. (S. Lee, X. Liu, and H. Sun)  Fast Exponential Time Integration Scheme for Option Pricing with Jumps, accepted by Numerical Linear Algebra with Applications. (SCI, EI)
2. (H. Pang and H. Sun)  Shift-Invert Lanczos Method for the  Symmetric Positive Semidefinite Toeplitz Matrix Exponential, accepted by Numerical Linear Algebra with Applications. (SCI, EI)
3. (S. Lee, H. Pang, and H. Sun)  Shift-Invert Arnoldi Approximation to the Toeplitz Matrix Exponential,  accepted by SIAM Journal on Scientific Computing.      (SCI, EI)
4. (S. Lee and H. Sun) Fourth Order Compact Boundary Value Method for Option Pricing with Jumps, accepted by Advance in Applied Mathematics and Mechanics.
5. (N. Xu, Y. Zhang, H. Sun and Y. Xiong) Structural features of attribute reduction matrix and layer fast algorithm, Control Theory & Applications, Vol. 24 No. 5. pp.766-770，2007.  (EI )
6. (H. Sun and J. Zhang) A high order finite difference discretization strategy based on extrapolation for convection diffusion equations, Numerical Methods for Partial Differential Equations, Vol. 20, No. 1, pp. 18-32, 2004. (SCI, EI )
7. (H. Sun, N. Kang, J. Zhang and E. Carlson) A fourth order compact difference scheme on face centered cubic grids with multigrid method for solving 2D convection diffusion, Mathematics and Computers in Simulations, Vol.63, No. 6, pp. 651-661, 2003.  (SCI, EI )
8. (H. Sun and J. Zhang) A High Order Compact Boundary Value Method for Solving One Dimensional Heat Equations, Numerical Methods for Partial Differential Equations, Vol. 19, No. 6, pp. 846-857, 2003.  (SCI, EI )
9. (M. Ng, H. Sun and X. Jin) Recursive-Based PCG Methods for Toeplitz Systems with Nonnegative Generating Functions, SIAM J. Sci. Comput., Vol 24 (5): 1507-1529 2003.  (SCI, EI )
10. (J. Zhang, H. Sun and J. Zhao) High Order Compact Scheme with Multigrid Local Re-finement Procedure for Convection Diffusion Problems, Computer Methods in Applied Mechanics and Engineering, Vol. 191, No. 41-42, pp. 4661-4674 (2002).  (SCI, EI )
11. (H. Sun, X. Jin and Q. Chang) The Convergence of Multigrid Method for Block Toeplitz Systems with Nonnegative Generating Function, BIT, 41(1),2001,179-190.  (SCI )
12. (R. Chan,  W. Ng and H. Sun) Fast Construction of Optimal Circulant Preconditioners for Matrices from fast Dense Matrix Method, BIT, 40 (2000), 24-40.  (SCI )
13. (R. Chan, H. Sun and W. Ng) Circulant Preconditioners for Ill-Conditioned Boundary Integral Equations from Potential Equations, Int. J. Numer. Meth. Engng., 43(1998), 1505-1521.  (SCI, EI )
14. (R. Chan and Q. Chang and H. Sun) Multigrid Method for Ill-Conditioned Symmetric Toeplitz Systems, SIAM J. Sci. Comput.,Vol. 19 (1998), pp.516-529.  (SCI, EI )
15. (H. Sun) Fast Algorithms for Ill-conditioned Toeplitz and Toeplitz-Like Systems, Bulletin. of Hong Kong Math. Soc., 1997(1), pp187-190.
16. (H. Sun and R. Chan and Q. Chang) A Note on the Convergence of the Two-Grid Method for Toeplitz Systems, Comput. Math. Applic., 1997, 34(1), pp.11-18.  (SCI, EI )
17. (Z. Zhang and H. Sun) New Approximate Methods for Time-Variant Systems and Its Applications, Control Theory and Applications, Vol.13, Suppl.1(1996), pp373-376.

Faculty of Science and Technology
University of Macau
Av. Padre Tomás Pereira, Taipa,
Macau, China

Room: N405
Telephone: (853) 8397-4455
Fax: (853) 28838314
Email: hsun

Personal web: http://www.sftw.umac.mo/~fsthws