SUN Haiwei  孫海衛 Associate 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 – 8/2011	Assistant Professor, Department of Mathematics, Faculty of Science and Technology, University of Macau, Macao, China.
9/2011 – Now	Associate 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 (DEUC112)

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)

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-- )
9. Jia-qi ZHANG (2012 -- )

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 -- )
3. Xin LU (2012 -- )

1. Xiao-shan CHEN (01-03/2012)
2. Ling-li XIE (08-12/2012)
3. Hong-kui Pang (09/2012 -- )

• Member of Executive Committee of SIAM - East Asia Section (since 2006).
• Associate Editor of East Asia Journal of Applied Mathematics (since 2010). (SCI)
• Reviewer for Mathematical Review (American Mathematical Society) (since July, 2010).
• Associate Editor of International Journal of Computer Mathematics (since March, 2012). (SCI)

Research Interests

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

Recent Research Projects (As the Principal Investigator)

• 1/2005-12/2005, “Multigrid Methods for Solving Problems from Markovian Queueing Networks”, Grant RG067/04-05/SHW/FST, from University of Macau.
• 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.
• 1/2009-12/2009, “High Order Scheme for Option Pricing in Jump-Diffusion Model ”, Grant RG063/08-09S/SHW/FST, MOP 134,000, from University of Macau.
• 11/2009-11/2011, Grant 033/2009/A, MOP 349,000, from FDCT of Macao.
• 1/2010-12/2010, “Fast approximation to the Toeplitz matrix exponential with applications”, Grant RG057/09-10S/SHW/FST, MOP 182,000, from University of Macau.
• 6/2011- 5/2013, “High-Order Compact Schemes with Alternating Direction Implicit Methods for Solving Parabolic Equations”, Grant MYRG140(Y1-L2)-FST11-SHW, MOP 532,000, from University of Macau.
• 1/2012-12/2014, “Fast Approximations to the Toeplitz Matrix Functions”, Grant MYRG206(Y1-L4)-FST11-SHW, MOP 1,458,000, from University of Macau.
• 10/2012-10/2014, Krylov Subspace Methods for Exponential Time Integrations with Toeplitz Structure, Grant 005/2012/A1, MOP 720,200, from FDCT of Macao.

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

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

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