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

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. Lu ZHANG (2012--2015)
  2. Xin LU (2012--2016)
  3. 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 Interests

Recent Research Projects

Selected Publications (Click for the Full List of Publications) (IF and Rank are listed according to JCR@2015)


  1. (Q. Sheng and H. SunStability of a modified Peaceman-Rachford method for the paraxial Helmholtz equation on adaptive gridsJournal of Computational Physics, Vol. 325, pp. 259—271, 2016. (IF=2.556Rank=3/53 @ Physics, Mathematical)
  2. (X. Lin, X. Lu, M. Ng, and H. SunA fast accurate approximation method with multigrid solver for two-dimensional fractional sub-diffusion equation,  Journal of Computational Physics, Vol. 323, pp. 204—218, 2016. (IF=2.556Rank=3/53 @ Physics, Mathematical)
  3. (H. Pang and H. SunFourth order finite difference schemes for time–space fractional sub-diffusion equationsComputer Mathematics with Applications, Vol. 71, pp. 12871302, 2016. . (IF=1.398, Rank=46/254 @ Mathematics, Applied)
  4. (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=0.964, Rank=99/254 @ Mathematics, Applied)
  5. (H. Pang and H. SunFast numerical contour integral method for fractional diffusion equations, Journal of Scientific Computing, Vol. 66, pp. 41—66, 2016. (IF=1.946Rank=22/254 @ Mathematics, Applied)


  1. (R. Ke, M. Ng, and H. SunA 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=2.556Rank=3/53 @ 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. 866—882, 2015. (IF=1.431Rank=22/312 @ Mathematics)
  3. (L. Zhang, H. Sun, and H. Pang) Fast numerical solution for fractional diffusion equations by exponential quadrature ruleJournal of Computational Physics, Vol. 299, pp. 130—143, 2015. (IF=2.556Rank=3/53 @ Physics, Mathematical)
  4. (G. Gao, H. Sun, and Z. Sun) Some high-order difference schemes for the distributed-order differential equationsJournal of Computational Physics, Vol. 298, pp. 337—359, 2015. (IF=2.556Rank=3/53 @ Physics, Mathematical)
  5. (G. Gao and H. SunThree-point combined compact difference schemes for time-fractional advection-diffusion equations with smooth solutionsJournal of Computational Physics, Vol. 298, pp. 520—538, 2015. (IF=2.556Rank=3/53 @ 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 superconvergenceJournal of Computational Physics, Vol. 280, pp. 510—528, 2015. (IF=2.556,Rank=3/53 @ Physics, Mathematical)
  7. (L. Li, H. Sun, and S. Tam) A spatial sixth-order alternating direction implicit method for two-dimensional cubic nonlinear Schrodinger equationsComputer Physics Communications, Vol. 187(1), pp.38—48, 2015. (IF=3.635Rank=1/53 @ Physics, Mathematical)
  8. (G. Gao and H. SunThree-point combined compact alternating direction implicit difference schemes for two-dimensional time-fractional advection-diffusion equationsCommunications in Computational Physics, Vol. 17(2), pp.487—509, 2015. (IF=1.778,Rank=14/53 @ Physics, Mathematical)


  1. (Q. Sheng and H. SunExponential splitting for n-dimensional paraxial Helmholtz equation with high wavenumbers,Computer Mathematics with Applications, Vol. 68, pp. 1341—1354, 2014. . (IF=1.398, Rank=46/254 @ Mathematics, Applied)
  2. (J. Pan, R. Ke, M. Ng, and H. SunPreconditioning techniques for diagonal-times-Toeplitz matrices in fractional diffusion equations, SIAM Journal on Scientific Computing, Vol. 36(6), pp. A2698—A2719, 2014. (IF=1.792, Rank=28/254 @ Mathematics, Applied)
  3. (J. Liu and H. SunA fast high-order sinc-based algorithm for pricing options under jump-diffusion processesInternational Journal of Computer Mathematics, Vo. 91(10), pp. 2163—2184, 2014. (IF=0.577, Rank=197/254 @ Mathematics, Applied)
  4. (S. Lee, J. Liu, and H. SunCombined compact difference scheme for linear second-order partial differential equations with mixed derivativeJournal of Computational and Applied Mathematics, Vol. 264, pp. 23—37, 2014. (IF=1.382, Rank=55/254 @ Mathematics, Applied)
  5. (H. Pang and H. SunFast exponential time integration for pricing options in stochastic volatility jump diffusion modelsEast Asia Journal of Applied Mathematics, Vol. 4(1), pp. 53—68, 2014. (IF=0.489, Rank=213/254 @ Mathematics, Applied)
  6. (H. Sun and L. Li) A CCD-ADI method for unsteady convection-diffusion equationsComputer Physics Communications, Vol. 185(3), pp.790—797, 2014. (IF=3.635Rank=1/53 @ Physics, Mathematical)


  1. (S. Lei and H. SunA circulant preconditioner for fractional diffusion equations, Journal of Computational Physics, Vol. 242, pp. 715—725, 2013. (IF=2.556Rank=3/53 @ Physics, Mathematical)


  1. (R. Chan, S. Lee, and H. SunBoundary value methods for transient solutions of queueing networks with variant vacation policyJournal of Computational and Applied Mathematics, Vol. 236 (16), pp. 3948—3955, 2012. (IF=1.382, Rank=55/254 @ Mathematics, Applied)
  2. (Q. Sheng and H. SunAsymptotic stability of an Eikonal transformation based ADI method for the paraxial Helmholtz equation at high wave numbersCommunications in Computational Physics, Vol. 12 (4), pp. 1275—1292, 2012. (IF=1.778, Rank=14/53@ Physics, Mathematical)
  3. (S. Lee and H. SunFourth order compact scheme with local mesh refinement for option pricing in jump-diffusion modelNumerical Methods for Partial Differential EquationsVol. 28 (2), pp. 1079—1098, 2012. (IF=0.964, Rank=99/254 @ Mathematics, Applied)
  4. (S. Lee, X. Liu, and H. SunFast exponential time integration scheme for option pricing with jumps,Numerical Linear Algebra with Applications, Vol. 19 (1), pp. 87—101, 2012. (IF=1.431Rank=22/312 @ Mathematics)
  5. (H. Pang and H. SunMultigrid method for fractional diffusion equations, Journal of Computational Physics, Vol. 231(2), pp. 693—703, 2012. (IF=2.556Rank=3/53 @ Physics, Mathematical)

Before 2012

  1. (S. Yang, S. Lee, and H. SunBoundary value methods with Crank-Nicolson preconditioner for option pricing modelInternational Journal of Computer Mathematics, Vol. 88 (8), pp. 1730—1748, 2011.
  2. (H. Pang and H. SunShift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponentialNumerical Linear Algebra with Applications, Vol. 18 (3), pp. 603—614, 2011.
  3. (S. Yang, J. Cai, and H. SunMultigrid algorithm from cyclic reduction for Markovian queueing networksApplied Mathematics and Computation, Vol. 217 (16), pp. 6990—7000, 2011. 
  4. (S. Lee, H. Pang, and H. SunShift-invert Arnoldi approximation to the Toeplitz matrix exponentialSIAM Journal on Scientific Computing, Vol. 32 (2), pp.774—792, 2010.
  5. (S. Lee and H. SunFourth order compact boundary value method for option pricing with jumpsAdvance 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. SunFast 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. SunMultigrid Method for Ill-Conditioned Symmetric Toeplitz Systems, SIAM J. Sci. Comput.,Vol. 19, pp.516—529, 1998.
  16. (H. SunFast 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 SystemsComput. Math. Applic., Vol. 34 (1), pp.11—18, 1997.
  18. (Z. Zhang and H. SunNew 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