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

Academic Qualifications | Working Experience | Teaching | Professional Services | Research | Selected Publications | Contact Details

Academic Qualifications
Working Experience
Teaching

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 (DEUC112)
  7. Applied Linear Algebra (MATB354)
  8. Engineering Mathematics I (MATB210)
M.Sc. Courses
  1. Numerical Methods for Differential Equations (IMAT009)
  2. Advanced Mathematics (IMSE002)
  3. Reading Course (IMAT011)
  4. Topics in Analysis (IMAT016)
  5. Topics in Matrix Analysis (IMAT018)
  6. Advanced Numerical Linear Algebra (IMAT003)
M.Sc. Theses Supervised
  1. Chi-Keong LEONG (2004--2006)
  2. Shun ZHANG (2004--2007)
  3. Venus, Weng Cheng CHIANG (2004--2008)
  4. Kun-leng LAO (2006--2010)
  5. Spike Tsz-ho LEE (2007--2010), (received the SIAM Student Travel Award to attend the 2010 SIAM Annual Meeting, July 2010)
  6. Xin LIU (2008--2010)
  7. Chun-yang ZHANG (2010--2012)
  8. Leonard Z. LI (2011--2014 ) , (received the SIAM Student Travel Award to attend the 2014 SIAM Annual Meeting, July 2014)
  9. Jia-qi ZHANG (2012--2015)
  10. Jun-wei JIN(2013--2015)
  11. Xue-lei LIN (2014--)
  12. Hui-qin WEI (2015—)
  13. Zheng-jian CHEN (2015—)
Ph.D. Theses Supervised
  1. Hong-kui Pang (2008--2011) (Co-Supervised) (received the Scientific and Technological R&D Award for Postgraduates by Macao Government, October 2012)
  2. Lu ZHANG (2012 --2015)
  3. Xin LU (2012 -- )
  4. Zhi-wei FANG (2013--)
Postdoctoral Fellows Supervised
  1. Xiao-shan CHEN (01-03/2012)
  2. Ling-li XIE (08-12/2012)
  3. Hong-kui PANG (09/2012 – 02/2015)
  4. Guanghua GAO (03—08/2014)
  5. Yufeng XU (08—12/2015)

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


Professional Services
Research

Research Interests

Recent Research Projects


Selected Publications (Click for the Full List of Publications) (IF and Rank are listed according to JCR@2014)

2016

  1. (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)
  2. (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

  1. (R. Ke, M. Ng, and H. Sun) A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations, Journal of Computational Physics, Vol. 303, pp. 203—211, 2015. (IF=2.434, Rank=3/54 @ Physics, Mathematical)
  2. (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. 866882, 2015. (IF=1.322, Rank=27/310 @ Mathematics)
  3. (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. 130143, 2015. (IF=2.434, Rank=3/54 @ Physics, Mathematical)
  4. (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. 337359, 2015. (IF=2.434, Rank=3/54 @ Physics, Mathematical)
  5. (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. 520538, 2015. (IF=2.434, Rank=3/54 @ Physics, Mathematical)
  6. (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)
  7. (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)
  8. (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

  1. (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)
  2. (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)
  3. (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)
  4. (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)
  5. (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)
  6. (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

  1. (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

  1. (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)
  2. (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)
  3. (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 EquationsVol. 28 (2), pp. 1079—1098, 2012. (IF=0.859, Rank=121/255 @ Mathematics, Applied)
  4. (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)
  5. (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

  1. (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.
  2. (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.
  3. (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.
  4. (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.
  5. (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.
  6. (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.
  7. (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.
  8. (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.
  9. (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.
  10. (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.
  11. (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.
  12. (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.
  13. (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.
  14. (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.
  15. (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.
  16. (H. Sun) Fast Algorithms for Ill-conditioned Toeplitz and Toeplitz-Like Systems, Bulletin. of Hong Kong Math. Soc., 1997(1), pp187—190, 1997.
  17. (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.
  18. (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