Haiwei SUN
孫海衛 Associate Professor Personal webpage: http://www.cis.umac.mo/~fsthws |

Academic Qualifications

- 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)

Working Experience

- 7/1983 – 9/1986
- 7/1989 – 7/1993
- 8/1996 – 1/2001
- 2/2001 – 7/2002
- 8/2002 –7/2004
- 9/2004 – 8/2011
- 9/2011 – Now

TA, Department of Basic Courses, Guangdong University of Technology, Guangzhou, China. | |

Lecturer, Department of Basic Courses, Guangdong University of Technology, Guangzhou, China. | |

Assistant & Associate Professor, Department of Applied Mathematics, Guangdong University of Technology, Guangzhou, China. | |

Postdoctoral Fellow, Laboratory for High Performance Scientific Computing and Computer Simulation & Department of Computer Science, University of Kentucky, Kentucky, USA | |

Postdoctoral Fellow, Department of Chemical Engineering, University of Alabama, Tuscaloosa, Alabama, USA | |

Assistant Professor, Department of Mathematics, Faculty of Science and Technology, University of Macau, Macao, China. | |

Associate Professor, Department of Mathematics, Faculty of Science and Technology, University of Macau, Macao, China. |

Teaching

B.Sc. Courses

- Real Analysis II (EDUC305)
- Topics in Mathematics (EDUC418)
- Mathematical Analysis IV (MATH201)
- Ordinary Differential Equations (EDUC353)
- Partial Differential Equations (EDUC446)
- Calculus II (DEUC112)
- Applied Linear Algebra (MATB354)
- Engineering Mathematics I (MATB210)

- Numerical Methods for Differential Equations (IMAT009)
- Advanced Mathematics (IMSE002)
- Reading Course (IMAT011)
- Topics in Analysis (IMAT016)
- Topics in Matrix Analysis (IMAT018)
- Advanced Numerical Linear Algebra (IMAT003)

- Chi-Keong LEONG (2004--2006)
- Shun ZHANG (2004--2007)
- Venus, Weng Cheng CHIANG (2004--2008)
- Kun-leng LAO (2006--2010)
- Spike Tsz-ho LEE (2007--2010), (
)__received the SIAM Student Travel Award to attend the 2010 SIAM Annual Meeting, July 2010__ - Xin LIU (2008--2010)
- Chun-yang ZHANG (2010--2012)
- Leonard Z. LI (2011--2014 ) , (
)__received the SIAM Student Travel Award to attend the 2014 SIAM Annual Meeting, July 2014__ - Jia-qi ZHANG (2012--2015)
- Jun-wei JIN(2013--2015)
- Xue-lei LIN (2014--)
- Hui-qin WEI (2015—)
- Zheng-jian CHEN (2015—)

- Hong-kui Pang (2008--2011) (Co-Supervised) (
__received____the____Scientific and Technological R&D Award for Postgraduates by Macao Government, October 2012)__ - Lu ZHANG (2012 --2015)
- Xin LU (2012 -- )
- Zhi-wei FANG (2013--)

- Xiao-shan CHEN (01-03/2012)
- Ling-li XIE (08-12/2012)
- Hong-kui PANG (09/2012 – 02/2015)
- Guanghua GAO (03—08/2014)
- Yufeng XU (08—12/2015)

Call for Ph.D. and PostDoc Applications in University of Macau

Professional Services

- Member of Executive Committee of
(2006--2014).__SIAM - East Asia Section__ - Associate Editor of
(since 2010). (SCI)__East Asia Journal of Applied Mathematics__ - Reviewer for
(American Mathematical Society) (since July, 2010).__Mathematical Review__ - Associate Editor of
(since March, 2012). (SCI)__International Journal of Computer Mathematics__

Research

Research Interests

- Numerical Linear Algebra
- Numerical PDEs
- Control Theory
- Computational Finance
- Fractional PDEs

Recent Research Projects

- 1/2005-12/2005, “
*Multigrid Methods for Solving Problems from Markovian Queueing Networks,*Grant*RG067/04-05/SHW/FST, from University of Macau.*(PI) - 1/2006-12/2006, “
*High Order Accuracy of the HNG Finite Difference Compact Scheme for Solving PDEs and SDEs,*Grant*RG077/05-06/SHW/FST, from University of Macau.*(PI) - 1/2009-12/2009, “
*High Order Scheme for Option Pricing in Jump-Diffusion Model*, Grant*RG063/08-09S/SHW/FST*,*from University of Macau.*(PI) - 11/2009-11/2011, Grant
*033/2009/A, from FDCT of Macao.*(PI) - 1/2010-12/2010, “
*Fast approximation to the Toeplitz matrix exponential with applications*, Grant*RG057/09-10S/SHW/FST*,*from University of Macau.*(PI) - 6/2011- 8/2013, “
*High-Order Compact Schemes with Alternating Direction Implicit Methods for Solving Parabolic Equations*, Grant*MYRG140 (Y1-L2)-FST11-SHW*,*from University of Macau.*(PI) - 1/2012-12/2014, “
*Fast Approximations to the Toeplitz Matrix Functions,*Grant*MYRG206 (Y1-L4)-FST11-SHW*,*from University of Macau.*(PI) - 10/2012-10/2014,
*Krylov Subspace Methods for Exponential Time Integrations with Toeplitz Structure*, Grant*005/2012/A1, from FDCT of Macao.*(PI) - 05/2013-05/2016,
*Fast Numerical Solutions to the Fractional Partial Differential Equations,*Grant*MYRG102 (Y1-L3)-FST13-SHW*,*from University of Macau.*(PI) - 10/2013-10/2016,
*Numerical Solutions for Partial Differential Equations with Fractional Order Derivatives,*Grant*105/2012/A3, from FDCT of Macao.*(PI) - 01/2013-12/2016,
*Numerical Solution Methods for a Type of Robin Inverse Problems*, Grant no. 11271238, from National Natural Foundation of China. (Co-PI) - 01/2014-12/2017,
*Fast Algorithm for Identifying Essential Nodes for Complex Networks with Applications to Protein Functions Predictions,*Grant no. 11371176, from National Natural Foundation of China. (Co-PI)

Selected Publications (Click for the Full List of Publications) (

2016

- (J. Liu, Y. Huang,
**H. Sun**, and M. Xiao)*Numerical methods for weak solution of wave equation with van der Pol type boundary conditions*, accepted by Numerical Methods for Partial Differential Equations. (**IF**=0.859,**Rank=121/255**@ Mathematics, Applied) - (H. Pang and
**H. Sun**)*Fast numerical contour integral method for fractional diffusion equations,*Journal of Scientific Computing, Vol. 66, pp. 41—66, 2016. (**IF**=1.7,**Rank=23/255**@ Mathematics, Applied)

2015

- (R. Ke, M. Ng, and
**H. Sun**)Journal of Computational Physics, Vol. 303, pp. 203—211, 2015. (*A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations**,***IF**=2.434,**Rank=3/54**@ Physics, Mathematical) - (X. Lu,
**H. Sun**, and H. Pang)*Fast approximate inversion of a block triangular Toeplitz matrix with applications to fractional sub-diffusion equations,*Numerical Linear Algebra with Applications. Vol. 22, pp. 866—882, 2015. (**IF=1.322**,**Rank=27/310**@ Mathematics) - (L. Zhang,
**H. Sun**, and H. Pang)*Fast numerical solution for fractional diffusion equations by exponential quadrature rule*, Journal of Computational Physics, Vol. 299, pp. 130—143, 2015. (**IF**=2.434,**Rank=3/54**@ Physics, Mathematical) - (G. Gao,
**H. Sun**, and Z. Sun)*Some high-order difference schemes for the distributed-order differential equations*, Journal of Computational Physics, Vol. 298, pp. 337—359, 2015. (**IF**=2.434,**Rank=3/54**@ Physics, Mathematical) - (G. Gao and
**H. Sun**)*Three-point combined compact difference schemes for time-fractional advection–diffusion equations with smooth solutions*, Journal of Computational Physics, Vol. 298, pp. 520—538, 2015. (**IF**=2.434,**Rank=3/54**@ Physics, Mathematical) - (G. Gao,
**H. Sun**, and Z. Sun)*Stability and convergence of finite difference schemes for a class of time-fractional sub-diffusion equations based on certain superconvergence*, Journal of Computational Physics, Vol. 280, pp. 510—528, 2015. (**IF**=2.434,**Rank=3/54**@ Physics, Mathematical) - (L. Li,
**H. Sun**, and S. Tam)*A spatial sixth-order alternating direction implicit method for two-dimensional cubic nonlinear Schrodinger equations*, Computer Physics Communications, Vol. 187(1), pp.38—48, 2015. (**IF**=3.112,**Rank=1/54**@ Physics, Mathematical) - (G. Gao and
**H. Sun**)*Three-point combined compact alternating direction implicit difference schemes for two-dimensional time-fractional advection-diffusion equations***,***Communications in Computational Physics*, Vol. 17(2), pp.487—509, 2015. (**IF**=1.943,**Rank=10/54**@ Physics, Mathematical)

2014

- (Q. Sheng and
**H. Sun**)*Exponential splitting for n-dimensional paraxial Helmholtz equation with high wavenumbers,*Computer Mathematics with Applications, Vol. 68, pp. 1341—1354, 2014. (**IF**=1.697,**Rank=26/255**@ Mathematics, Applied) - (J. Pan, R. Ke, M. Ng, and
**H. Sun**)*Preconditioning techniques for diagonal-times-Toeplitz matrices in fractional diffusion equations,*SIAM Journal on Scientific Computing, Vol. 36(6), pp. A2698—A2719, 2014. (**IF**=1.854,**Rank=19/255**@ Mathematics, Applied) - (J. Liu and
**H. Sun**)*A fast high-order sinc-based algorithm for pricing options under jump-diffusion processes*, International Journal of Computer Mathematics, Vo. 91(10), pp. 2163—2184, 2014. (**IF**=0.699,**Rank=130/255**@ Mathematics, Applied) - (S. Lee, J. Liu, and
**H. Sun**)*Combined compact difference scheme for linear second-order partial differential equations with mixed derivative*, Journal of Computational and Applied Mathematics, Vol. 264, pp. 23—37, 2014. (**IF**=1.266,**Rank=59/255**@ Mathematics, Applied) - (H. Pang and
**H. Sun**)*Fast exponential time integration for pricing options in stochastic volatility jump diffusion models*,*East Asia Journal of Applied Mathematics,*Vol. 4(1), pp. 53—68, 2014. (**IF**=0.386,**Rank=232/255**@ Mathematics, Applied) - (
**H. Sun**and L. Li)*A CCD-ADI method for unsteady convection-diffusion equations*, Computer Physics Communications, Vol. 185(3), pp.790—797, 2014. (**IF**=3.112,**Rank=1/54**@ Physics, Mathematical)

2013

- (S. Lei and
**H. Sun**)*A circulant preconditioner for fractional diffusion equations,*Journal of Computational Physics, Vol. 242, pp. 715—725, 2013. (**IF**=2.434,**Rank=3/54**@ Physics, Mathematical)

2012

- (R. Chan, S. Lee, and
**H. Sun**)*Boundary value methods for transient solutions of queueing networks with variant vacation policy*, Journal of Computational and Applied Mathematics, Vol. 236 (16), pp. 3948—3955, 2012. (**IF**=1.266,**Rank=59/255**@ Mathematics, Applied) - (Q. Sheng and
**H. Sun**)*Asymptotic stability of an Eikonal transformation based ADI method for the paraxial Helmholtz equation at high wave numbers, Communications in Computational Physics*, Vol. 12 (4), pp. 1275—1292, 2012. (**IF**=1.943,**Rank=10/54**@ Physics, Mathematical) - (S. Lee and
**H. Sun**)*Fourth order compact scheme with local mesh refinement for option pricing in jump-diffusion model*, Numerical Methods for Partial Differential Equations，Vol. 28 (2), pp. 1079—1098, 2012. (**IF**=0.859,**Rank=121/255**@ Mathematics, Applied) - (S. Lee, X. Liu, and
**H. Sun**)*Fast exponential time integration scheme for option pricing with jumps,*Numerical Linear Algebra with Applications, Vol. 19 (1), pp. 87—101, 2012. (**IF=1.322**,**Rank=27/310**@ Mathematics) - (H. Pang and
**H. Sun**)*Multigrid method for fractional diffusion equations,*Journal of Computational Physics, Vol. 231(2), pp. 693—703, 2012. (**IF**=2.434,**Rank=3/54**@ Physics, Mathematical)

Before 2012

- (S. Yang, S. Lee, and
**H. Sun**)*Boundary value methods with Crank-Nicolson preconditioner for option pricing model*, International Journal of Computer Mathematics, Vol. 88 (8), pp. 1730—1748, 2011. - (H. Pang and
**H. Sun**)*Shift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential*, Numerical Linear Algebra with Applications, Vol. 18 (3), pp. 603—614, 2011. - (S. Yang, J. Cai, and
**H. Sun**)*Multigrid algorithm from cyclic reduction for Markovian queueing networks,*Applied Mathematics and Computation, Vol. 217 (16), pp. 6990—7000, 2011. - (S. Lee, H. Pang, and
**H. Sun**)*Shift-invert Arnoldi approximation to the Toeplitz matrix exponential*, SIAM Journal on Scientific Computing, Vol. 32 (2), pp.774—792, 2010. - (S. Lee and
**H. Sun**)*Fourth order compact boundary value method for option pricing with jumps*, Advance in Applied Mathematics and Mechanics, Vol. 1 (6), pp. 845—861, 2009. - (N. Xu, Y. Zhang,
**H. Sun,**and Y. Xiong)*Structural features of attribute reduction matrix and layer fast algorithm*, Control Theory & Applications, Vol. 24 (5), pp. 766—770, 2007. - (
**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 (1), pp. 18—32, 2004. - (
**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 (6), pp. 651—661, 2003. - (
**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 (6), pp. 846—857, 2003. - (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. - (J. Zhang,
**H. Sun,**and J. Zhao)*High Order Compact Scheme with Multigrid Local Refinement Procedure for Convection Diffusion Problems*, Computer Methods in Applied Mechanics and Engineering, Vol. 191 (41-42), pp. 4661—4674, 2002. - (
**H. Sun**, X. Jin, and Q. Chang)*Convergence of the multigrid method for ill-conditioned block Toeplitz systems*, BIT, Vol. 41 (1), 179—190, 2001. - (R. Chan, W. Ng, and
**H. Sun**)*Fast Construction of Optimal Circulant Preconditioners for Matrices from fast Dense Matrix Method*, BIT, Vol. 40, pp. 24—40, 2000. - (R. Chan,
**H. Sun,**and W. Ng)*Circulant**Preconditioners for Ill-Conditioned Boundary Integral Equations from Potential Equations*, Int. J. Numer. Meth. Engng., Vol. 43, pp. 1505—1521, 1998. - (R. Chan, Q. Chang, and
**H. Sun**)*Multigrid Method for Ill-Conditioned Symmetric Toeplitz Systems*, SIAM J. Sci. Comput.,Vol. 19, pp.516—529, 1998. - (
**H. Sun**)*Fast Algorithms for Ill-conditioned Toeplitz and Toeplitz-Like Systems*, Bulletin. of Hong Kong Math. Soc., 1997(1), pp187—190, 1997. - (
**H. Sun,**R. Chan, and Q. Chang)*A Note on the Convergence of the Two-Grid Method for Toeplitz Systems*, Comput. Math. Applic., Vol. 34 (1), pp.11—18, 1997. - (Z. Zhang and
**H. Sun**)*New Approximate Methods for Time-Variant Systems and Its Applications*, Control Theory and Applications, Vol.13, Suppl.1, pp373—376, 1996.

Contact Details

Faculty of Science and Technology

University of Macau, E11

Avenida da Universidade, Taipa,

Macau, China

Office: E11-3067

Telephone: (853) 8822-4455

Fax: (853) 8822-2426

Email: hsun