Haiwei SUN  孫海衛

Academic Qualifications | Working Experience | Teaching | Academic Honor, Achievements and 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)
  9. Multivariable Calculus (MATB211)
M.Sc. Courses
  1. Numerical Methods for Differential Equations (MATH709)
  2. Advanced Mathematics (ELCE702)
  3. Reading Course I (MATH711)
  4. Reading Course II (MATH712)
  5. Topics in Analysis (MATH716)
  6. Topics in Matrix Analysis (MATH718)
  7. Advanced Numerical Linear Algebra (MATH703)
  8. Advanced Topic in Mathematics (MATH827)
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--2017)  (The awardee of the Scientific and Technological R&D Award for Postgraduates by Macao Government, 2018. The awardee of the Silver Medal of Master thesis for New World Mathematics Awards 2018)
  12. Hui-qin WEI (2015--2017)
  13. Zheng-jian CHEN (2015--2018)
  14. Chen-chen YE (2017-- )
  15. Cong-cong LI (2018-- )
  16. Xin HUANG (2018-- )
Ph.D. Theses Supervised
  1. Lu ZHANG (2012--2015)
  2. Xin LU (2012--2016 )
  3. Zhi-wei FANG (2013--2018 ), (received the SIAM Student Travel Award to attend the 2017 SIAM Annual Meeting, July 2017
  4. Chao-tao WEN (2017-- )
  5. Chun-hua ZHANG (2017-- )
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)
  6. Zhi-bo WANG (09--12/2017)

Academic Honor, Achievements and Services

Research Interests

Recent Research Projects

Selected Publications (IF and Rank are listed according to JCR@2017)


  1. (Z. Fang, H. Sun, and H. Wei) An approximate inverse preconditioner for spatial fractional diffusion equations with piecewise continuous coefficientsInternational Journal of Computer Mathematics, accepted. (IF=1.054, Rank=111/252@ Mathematics, Applied, Q2)
  2. (Z. Fang, M. Ng, and H. SunCirculant preconditioners for a kind of spatial fractional diffusion equationsNumerical Algorithms, accepted. (IF=1.536Rank=55/252 @ Mathematics, Applied, Q1)
  3. (N. Du, H. Sun, and H. Wang)A preconditioned fast finite difference scheme for space-fractional diffusion equations in convex domains, Computational and Applied Mathematics, Vol. 38 (1),  UNSP 14, 2019. (IF=0.863Rank=151/252 @ Mathematics, Applied, Q3)
  4. *(X. Lin, M. Ng, and H. SunCRANK-NICOLSON ADI METHOD FOR SPACE-FRACTIONAL DIFFUSION EQUATIONS WITH NON-SEPARABLE COEFFICIENTSSIAM Journal on Numerical Analysis, accepted.   (IF=2.047, Rank=26/252 @ Mathematics, Applied, Q1)
  5. *(T. Wang, Y. Huang, and H. Sun)  MEASURE-THEORETIC INVARIANCE ENTROPY FOR CONTROL SYSTEMSSIAM Journal on Control and Optimization, Vol. 57, pp. 310—333, 2019. (IF=1.594Rank=52/252 @ Mathematics, Applied, Q1)
  6. (Y. Wen, H. Sun, and M. Ng) A primal-dual method for the Meyer model of cartoon and texture decompositionNumerical Linear Algebra with Applications, Vol. 26, e2224, 2019.  (IF=1.281Rank=39/309 @ Mathematics, Q1)
  7. (X. Chen and H. SunOn the unsolvability of inverse singular value problems almost everywhereLinear and Multilinear Algebra, Vol. 67, pp.987—994  (IF=0.835Rank=110/309 @ Mathematics, Q2)
  8. 2018

  9. (X. Chen, C. Wen, and H. SunTWO-STEP NEWTON TYPE METHODS FOR SOLVING INVERSE EIGENVALUE PROBLEMSNumerical Linear Algebra with Applications, Vol. 25, e2185, 2018.  (IF=1.281Rank=39/309 @ Mathematics, Q1)
  10. (X. Lin, M. Ng, and H. SunEfficient Preconditioner of One-sided Space Fractional Diffusion EquationBIT, Vol. 58, pp. 729—748, 2018. (IF=1.425Rank=66/252 @ Mathematics, Applied, Q1)
  11. (X. Lin, M. Ng, and H. SunA separable preconditioner for time-space fractional Caputo-Riesz diffusion equations, Numerical Mathematics: Theory, Methods and Applications, Vol. 11, pp. 827—853, 2018. (IF=0.695, Rank=156/309@ Mathematics, Q3)
  12. (Y. Xu, H. Sun, and Q. ShengOn variational properties of balanced central fractional derivativesInternational Journal of Computer Mathematics, Vol. 95, pp. 1195—1209, 2018.  (IF=1.054, Rank=111/252@ Mathematics, Applied, Q2)
  13. (X. Lu, H. Pang, H. Sun, and S. Vong) Approximate inversion method for time-fractional sub-diffusion equationsNumerical Linear Algebra with Applications, Vol. 25 (2), pp. e2132, 2018. (IF=1.281Rank=39/309 @ Mathematics, Q1)
  14. (X. Lin, M. Ng, and H. SunStability and Convergence Analysis of Finite Difference Schemes for Time-Dependent Space-Fractional Diffusion Equations with Variable Diffusion Coefficients,  Journal of Scientific Computing, Vol. 75, pp. 1102--1127, 2018. (IF=1.814Rank=39/252 @ Mathematics, Applied, Q1)
  15. (Z. Zhou, J. Ma, and H. SunFast Laplace transform methods for free-boundary problems of fractional diffusion equations, Journal of Scientific Computing, Vol. 74, pp. 49--69, 2018. (IF=1.814Rank=39/252@ Mathematics, Applied, Q1)
  16. (Z. Fang, J. Shen, and H. SunPreconditioning techniques in Chebyshev collocation method for elliptic equations, International Journal of Numerical Analysis and Modeling , Vol. 15, pp. 277--287, 2018. (IF=0.667Rank=170/309 @ Mathematics, Q3)
  17. 2017

  18. *(X. Lin, M. Ng, and H. SunA Splitting Preconditioner for Toeplitz-Like Linear Systems Arising from Fractional Diffusion EquationsSIAM Journal on Matrix Analysis and Applications, Vol. 38, pp. 1580—1614, 2017.   (IF=1.528Rank=56/252@ Mathematics, Applied, Q1)
  19. (F. Cao, Y. Ge,  and H. SunPartial Semi-Coarsening Multigrid Method Based on the HOC Scheme on Nonuniform Grids for the Convection-diffusion ProblemsInternational Journal of Computer Mathematics,   Vol. 94, pp. 2356—2372, 2017. (IF=1.054, Rank=111/252@ Mathematics, Applied, Q2)
  20. *(X. Lin, M. Ng, and H. SunA multigrid method for linear systems arising from time-dependent two-dimensional space-fractional diffusion equations,  Journal of Computational Physics, Vol. 336, pp. 69--86, 2017. (IF=2.864Rank=3/55 @ Physics, Mathematical, Q1 & in top 10%)
  21. 2016

  22. *(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=2.864Rank=3/55 @ Physics, Mathematical, Q1 & in top 10%)
  23. *(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=2.864Rank=3/55 @ Physics, Mathematical, Q1 & in top 10%)
  24. (H. Pang and H. SunFourth order finite difference schemes for time-space fractional sub-diffusion equationsComputer Mathematics with Applications, Vol. 71, pp. 1287--1302, 2016.  (IF=1.86, Rank=34/252@ Mathematics, Applied, Q1)
  25. (J. Liu, Y. Huang, H. Sun, and M. Xiao) Numerical methods for weak solution of wave equation with van der Pol type boundary conditionsNumerical Methods for Partial Differential Equations, Vol. 32, pp. 373--398. 2016.  (IF=1.305, Rank=78/252 @ Mathematics, Applied, Q2)
  26. (H. Pang and H. SunFast numerical contour integral method for fractional diffusion equations, Journal of Scientific Computing, Vol. 66, pp. 41--66, 2016. (IF=1.814, Rank=39/252 @ Mathematics, Applied, Q1)
  27. 2015

  28. *(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=2.864Rank=3/55 @ Physics, Mathematical, Q1 & in top 10%)
  29. (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=1.281, Rank=39/309 @ Mathematics, Q1)
  30. *(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=2.864Rank=3/55 @ Physics, Mathematical, Q1 &in top 10%)
  31. *(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=2.864Rank=3/55 @ Physics, Mathematical, Q1 &in top 10%)
  32. *(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=2.864Rank=3/55 @ Physics, Mathematical, Q1 & in top 10%)
  33. *(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=2.864Rank=3/55 @ Physics, Mathematical, Q1 & in top 10%)
  34. *(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=3.748Rank=1/55 @ Physics, Mathematical, Q1 & in top 10%)
  35. (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=1.762, Rank=17/55 @ Physics, Mathematical, Q2)
  36. 2014

  37. (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=1.86, Rank=34/252@ Mathematics, Applied, Q1)
  38. **(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=2.046, Rank=27/252 @ Mathematics, Applied, Q1, highly cited in field)
  39. (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=1.054, Rank=111/252@ Mathematics, Applied, Q2)
  40. (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=1.632, Rank=49/252 @ Mathematics, Applied, Q1)
  41. (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=0.68, Rank=187/252 @ Mathematics, Applied, Q4)
  42. *(H. Sun and L. Li) A CCD-ADI method for unsteady convection-diffusion equationsComputer Physics Communications, Vol. 185(3), pp.790--797, 2014. (IF=3.748Rank=1/55 @ Physics, Mathematical, Q1 & in top 10%)
  43. Before 2014

  44. (S. Lei and H. SunA circulant preconditioner for fractional diffusion equations, Journal of Computational Physics, Vol. 242, pp. 715--725, 2013. 
  45.  (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.
  46. (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.
  47. (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.
  48. (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.
  49. (H. Pang and H. SunMultigrid method for fractional diffusion equations, Journal of Computational Physics, Vol. 231(2), pp. 693—703, 2012.
  50. (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. 
  51. (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. 
  52. (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. 
  53.  (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.
  54. (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.
  55. (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.
  56. (H. Sun and J. Zhang) A high order finite difference discretization strategy based on extrapolation for convection diffusion equationsNumerical Methods for Partial Differential Equations, Vol. 20 (1), pp. 18—32, 2004.
  57. (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 diffusionMathematics and Computers in Simulations, Vol. 63 (6), pp. 651—661, 2003.
  58. (H. Sun and J. Zhang) A High Order Compact Boundary Value Method for Solving One Dimensional Heat EquationsNumerical Methods for Partial Differential Equations, Vol. 19 (6), pp. 846—857, 2003.
  59. *(M. Ng, H. Sun, and X. Jin) Recursive-Based PCG Methods for Toeplitz Systems with Nonnegative Generating FunctionsSIAM Journal on Scientific Computing, Vol 24 (5): 1507—1529, 2003.
  60. (J. Zhang, H. Sun, and J. Zhao) High Order Compact Scheme with Multigrid Local Refinement Procedure for Convection Diffusion ProblemsComputer Methods in Applied Mechanics and Engineering, Vol. 191 (41-42), pp. 4661—4674, 2002.
  61. (H. Sun, X. Jin, and Q. Chang) Convergence of the multigrid method for ill-conditioned block Toeplitz systemsBIT, Vol. 41 (1), 179—190, 2001.
  62. (R. Chan, W. Ng, and H. SunFast Construction of Optimal Circulant Preconditioners for Matrices from fast Dense Matrix MethodBIT, Vol. 40, pp. 24—40, 2000.
  63. *(R. Chan, H. Sun, and W. Ng) Circulant Preconditioners for Ill-Conditioned Boundary Integral Equations from Potential EquationsInternational Journal for Numerical Methods in EngineeringVol. 43, pp. 1505—1521, 1998.
  64. * (R. Chan, Q. Chang, and H. SunMultigrid Method for Ill-Conditioned Symmetric Toeplitz SystemsSIAM Journal on Scientific Computing, Vol. 19, pp.516—529, 1998.
  65. (H. SunFast Algorithms for Ill-conditioned Toeplitz and Toeplitz-Like Systems, Bulletin. of Hong Kong Math. Soc., 1997(1), pp187—190, 1997.
  66. (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.
  67. (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: E11-3080
Telephone: (853) 8822-4455
Fax: (853) 8822-2426
Email: hsun