Haiwei SUN孫海衛
Professor
Head of Department of Mathematics

Academic Qualifications | Working Experience | Teaching | Academic Honor, Achievements and Services | Research | Selected Publications | Contact Details


Academic Qualifications


Working Experience

  • 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 – 8/2017
Associate Professor, Department of Mathematics, Faculty of Science and Technology, University of Macau, Macao, China.
  • 8/2017 — Now
Professor, Department of Mathematics, Faculty of Science and Technology, University of Macau, Macao, China.

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)
  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 (2017–2019)
  15. Xin HUANG (2018–2020)
  16. Cong-cong LI (2018–)
  17. Jia-mei DONG (2019–)
  18. Lu-yao SUN (2019–)

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 (2017–2020)
  5. Chun-hua ZHANG (2017–2020)
  6. Jia-li ZHANG (2019–)

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

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/FSTfrom 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/FSTfrom 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-SHWfrom University of Macau. (PI) 
  • 1/2012-12/2014, Fast Approximations to the Toeplitz Matrix Functions, Grant MYRG206 (Y1-L4)-FST11-SHWfrom 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-SHWfrom 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) 
  • 06/2016-06/2018, Block Triangular Toeplitz Matrices with Applications to Time Sub-diffusion Equations, Grant 054/2015/A2, from FDCT of Macao. (PI) 
  • 01/2017-12/2019, Fast Inversion Methods for Block Triangular Matrices with Toeplitz Structure, Grant MYRG2016-00063-FSTfrom University of Macau. (PI)
  • 01/2019-12/2021, Exponential-like Runge-Kutta methods for non-linear fractional order partial differential equationsGrant MYRG2018-00015-FSTfrom University of Macau. (PI)
  • 07/2019-06/2021, Preconditioned conjugate gradient methods for a kind of conservative fractional partial differential equations, Grant 0118/2018/A3, from FDCT of Macao(PI)

Selected Publications

2020

    1. (L. Zhang, Q. Zhang, and H. Sun) A fast compact difference method for two-dimensional nonlinear space-fractional complex Ginzburg-Landau equations, Journal of Computational Mathematics, accepted.
    2. (L. Zhang, Q. Zhang, and H. Sun) Exponential Runge-Kutta method for two-dimensional nonlinear fractional complex Ginzburg-Landau equations, Journal of Scientific Computing, Vol. 83, UNSP 59, 2020.
    3. (L. Zhang and H. Sun) Numerical solution for multi-dimensional Riesz fractional nonlinear reaction-diffusion equation by exponential Runge-Kutta method, Journal of Applied Mathematics and Computing, Vol. 62, pp. 449–472, 2020.
    4. (C. Wen, X. Shan, and H. Sun) A two-step inexact Newton-Chebyshev-like method for inverse eigenvalue problems, Linear Algebra and its Applications, Vol. 585, pp. 241–262, 2020.
    5. (X. Lin, P. Lyu, M. Ng, H. Sun, and S. Vong) An efficient second-order convergent scheme for one-side space fractional diffusion equations with variable coefficients, Communications on Applied Mathematics and Computation, Vol. 2, pp. 215–239, 2020.
    6. (Z. Fang, H. Sun, and H. Wei) An approximate inverse preconditioner for spatial fractional diffusion equations with piecewise continuous coefficients, International Journal of Computer Mathematics, Vol. 97, pp. 523–545, 2020.

2019

    1. (Z. Fang, M. Ng, and H. Sun) Circulant preconditioners for a kind of spatial fractional diffusion equations, Numerical Algorithms, Vol. 82, pp. 729–747, 2019.
    2. (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.
    3. (X. Lin, M. Ng, and H. Sun) CRANK-NICOLSON ALTERNATIVE DIRECTION IMPLICIT METHOD FOR SPACE-FRACTIONAL DIFFUSION EQUATIONS WITH NONSEPARABLE COEFFICIENTS, SIAM Journal on Numerical Analysis, Vol. 57, pp. 997–1019, 2019.
    4. (T. Wang, Y. Huang, and H. Sun)  MEASURE-THEORETIC INVARIANCE ENTROPY FOR CONTROL SYSTEMS, SIAM Journal on Control and Optimization, Vol. 57, pp. 310–333, 2019.
    5. (Y. Wen, H. Sun, and M. Ng) A primal-dual method for the Meyer model of cartoon and texture decomposition, Numerical Linear Algebra with Applications, Vol. 26, e2224, 2019.
    6. (X. Chen and H. SunOn the unsolvability of inverse singular value problems almost everywhereLinear and Multilinear Algebra, Vol. 67, pp.987–994, 2019.

2018

    1. (X. Chen, C. Wen, and H. SunTWO-STEP NEWTON TYPE METHODS FOR SOLVING INVERSE EIGENVALUE PROBLEMSNumerical Linear Algebra with Applications, Vol. 25, e2185, 2018.
    2. (X. Lin, M. Ng, and H. SunEfficient Preconditioner of One-sided Space Fractional Diffusion EquationBIT, Vol. 58, pp. 729–748, 2018.
    3. (X. Lin, M. Ng, and H. SunA separable preconditioner for time-space fractional Caputo-Riesz diffusion equationsNumerical Mathematics: Theory, Methods and Applications, Vol. 11, pp. 827–853, 2018.
    4. (Y. Xu, H. Sun, and Q. Sheng) On variational properties of balanced central fractional derivativesInternational Journal of Computer Mathematics, Vol. 95, pp. 1195–1209, 2018.
    5. (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.
    6. (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.
    7. (Z. Zhou, J. Ma, and H. SunFast Laplace transform methods for free-boundary problems of fractional diffusion equationsJournal of Scientific Computing, Vol. 74, pp. 49–69, 2018.
    8. (Z. Fang, J. Shen, and H. SunPreconditioning techniques in Chebyshev collocation method for elliptic equationsInternational Journal of Numerical Analysis and Modeling, Vol. 15, pp. 277–287, 2018.

2017

    1. (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.
    2. (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.
    3. (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.

2016

    1. (Q. Sheng and H. SunStability of a modified Peaceman-Rachford method for the paraxial Helmholtz equation on adaptive grids, Journal of Computational Physics, Vol. 325, pp. 259–271, 2016.
    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.
    3. (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.
    4. (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.
    5. (H. Pang and H. SunFast numerical contour integral method for fractional diffusion equationsJournal of Scientific Computing, Vol. 66, pp. 41–66, 2016.

2015

    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.
    2. (X. Lu, H. Sun, and H. Pang) Fast approximate inversion of a block triangular Toeplitz matrix with applications to fractional sub-diffusion equationsNumerical Linear Algebra with Applications. Vol. 22, pp. 866–882, 2015.
    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.
    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.
    5. (G. Gao and H. SunThree-point combined compact difference schemes for time-fractional advection-diffusion equations with smooth solutions, Journal of Computational Physics, Vol. 298, pp. 520–538, 2015.
    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.
    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.
    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.

Before 2015

  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.
  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.
  3. (J. Liu and H. SunA fast high-order sinc-based algorithm for pricing options under jump-diffusion processesInternational Journal of Computer Mathematics, Vol. 91(10), pp. 2163–2184, 2014.
  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.
  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.
  6. (H. Sun and L. Li) A CCD-ADI method for unsteady convection-diffusion equationsComputer Physics Communications, Vol. 185(3), pp. 790–797, 2014.
  7. (S. Lei and H. SunA circulant preconditioner for fractional diffusion equationsJournal of Computational Physics, Vol. 242, pp. 715–725, 2013.
  8. (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.
  9. (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.
  10. (S. Lee and H. SunFourth order compact scheme with local mesh refinement for option pricing in jump-diffusion modelNumerical Methods for Partial Differential Equations, Vol. 28 (2), pp. 1079–1098, 2012.
  11. (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.
  12. (H. Pang and H. SunMultigrid method for fractional diffusion equationsJournal of Computational Physics, Vol. 231(2), pp. 693–703, 2012.
  13. (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.
  14. (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.
  15. (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.
  16. (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.
  17. (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.
  18. (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.
  19. (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.
  20. (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.
  21. (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.
  22. (M. Ng, H. Sun, and X. Jin) Recursive-Based PCG Methods for Toeplitz Systems with Nonnegative Generating Functions, SIAM Journal on Scientific Computing, Vol 24 (5): 1507–1529, 2003.
  23. (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.
  24. (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.
  25. (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.
  26. (R. Chan, H. Sun, and W. Ng) Circulant Preconditioners for Ill-Conditioned Boundary Integral Equations from Potential Equations, International Journal for Numerical Methods in Engineering, Vol. 43, pp. 1505–1521, 1998.
  27. (R. Chan, Q. Chang, and H. Sun) Multigrid Method for Ill-Conditioned Symmetric Toeplitz Systems, SIAM Journal on Scientific Computing, Vol. 19, pp. 516–529, 1998.
  28. (H. Sun) Fast Algorithms for Ill-conditioned Toeplitz and Toeplitz-Like Systems,  Bulletin. of Hong Kong Math. Soc., 1997(1), pp. 187–190, 1997.
  29. (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.
  30. (Z. Zhang and H. Sun) New Approximate Methods for Time-Variant Systems and Its Applications, Control Theory and Applications, Vol.13, Suppl.1, pp. 373–376, 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