Haiwei SUN孫海衛
Professor

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.
  • 7/2020 — 6/2022
Head of 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)  (1. The awardee of the Scientific and Technological R&D Award for Postgraduates by Macao Government, 2018.    2. The awardee of the Silver Medal of Master thesis for New World Mathematics Awards 2018.    3. The winner of the Second Prize of the EASIAM Student Papar Competition 2019 4. The awardee of the Silver Medal of PhD thesis for New World Mathematics Awards 2022.)
  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 (2018–2020)
  17. Jia-mei DONG (2019–2021)
  18. Lu-yao SUN (2019–2022)
  19. Yi-xin CHEN (2020–2022)
  20. Guang-ze CHEN (2021–2023)
  21. Xue-yi YAN (2022–)

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 (2019–2022)
  7. Xin HUANG (2020-2022)
  8. Fan ZHANG (2020-)
  9. Yao-yuan CAI (2020-)
  10. Tianyi LI (2022– )
  11. Sun Tao (2022– )

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)
  7. Zhi-wei FANG (01/2020—01/2022)

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/FST, from 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/FST, from 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-SHW, from University of Macau. (PI)
  • 1/2012-12/2014, Fast Approximations to the Toeplitz Matrix Functions, Grant MYRG206 (Y1-L4)-FST11-SHW, from 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-SHW, from 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-FST, from University of Macau. (PI)
  • 01/2018-12/2021, Fast algorithms for large-scale structured matrix problem arising from numerically solving fractional differential equations, Grant no. 1177011329, from National Natural Foundation of China. (Co-PI)
  • 01/2019-12/2021, Exponential-like Runge-Kutta methods for non-linear fractional order partial differential equations, Grant MYRG2018-00015-FST, from 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)
  • 01/2022-12/2023, Fast and memory saving algorithms for the variable-order spatial fractional partial differential equations, Grant MYRG2020-00224-FST, from University of Macau. (PI)
  • 07/2021-06/2024, On memory-saving fast algorithms for the variable-order fractional derivatives: exploring and applications, Grant 0122/2020/A3, from FDCT of Macao. (PI)

Selected Publications

(* means with current students or postdoc, ** means with former students or postdocs)

2023

  1. (X. Zhong, Y. Huang, and H. Sun) BS invariance pressures for control systems, Journal of Dynamical and Control Systems, accepted.
  2. (H.G. Sun, Y. Xu, Y. Zhang, H. Sun, and J. Lin) A novel meshless method based on RBF for solving variable-order time fractional advection-diffusion-reaction equation in linear or nonlinear systems, Computers and Mathematics with Applications, accepted.
  3. (T. Sun*, CJ. Zhang, and H. Sun) ONE-PARAMETER FINITE DIFFERENCE METHODS AND THEIR ACCELERATED SCHEMES FOR SPACE-FRACTIONAL SINE-GORDON EQUATIONS WITH DISTRIBUTED DELAY, Journal of Computational Mathematics, accepted.
  4. (X. Lin**, X. Huang*, M. Ng, and H. Sun) A τ-preconditioner for a nonsymmetric linear system arising from multi-dimensional Riemann-Liouville fractional diffusion equation, Numerical Algorithms, accepted.
  5. (Y. Cai*, Z. Fang**, and H. Sun) A fast two-level Strang splitting method for multidimensional spatial fractional Allen-Cahn equations with discrete maximum principle, East Asian Journal on Applied Mathematics, accepted.
  6. (Z. Wang*, Y. Ge, and H. Sun) High-order Compact Finite Difference Methods for Solving the High-dimensional Helmholtz Equations, Computational Methods in Applied Mathematics, accepted.
  7. (H. Qin, H. Pang**, and H. Sun) Sine transform based preconditioning techniques for space fractional diffusion equations, Numerical Linear Algebra with Applications, accepted.
  8. (L. Sun*, S. Lei, and H. Sun, J. Zhang*) An α-robust fast algorithm for distributed-order time-space fractional diffusion equation with weakly singular solution, Mathematics and Computers in Simulation, Vol. 207, pp. 437—452, 2023.
  9. (X. Huang**, D. Li, and H. Sun) Preconditioned SAV-leapfrog finite difference methods for spatial fractional Cahn-Hilliard equations, Applied Mathematical Letter, Vol. 138, 108510, 2023.

2022

  1. (C. Tang, CJ. Zhang, and H. Sun) A class of one-parameter ADI methods for two-dimensional wave equations with discrete and distributed time-variable delays, Numerical Methods for Partial Differential Equations, Vol.39, pp. 600—621, 2022.
  2. (T. Sun*, Z. Wang*, H. Sun, and CJ. Zhang) A sixth-order quasi-compact difference scheme for multidimensional Poisson equations without derivatives of source term, Journal of Scientific Computing, Vol. 93(2), article 45, 2022.
  3. (X. Huang*, Z. Fang*, H. Sun, and C. Zhang*) A circulant preconditioner for the Riesz distributed-order space-fractional diffusion equations, Linear and Multilinear Algebra, Vol. 70 (16), pp. 3081—3096, 2022.
  4. (Y. Xu*, S. Lei, and H. Sun) An efficient multigrid method with preconditioned smoother for two-dimensional anisotropic space-fractional diffusion equations, Computers and Mathematics with Applications, Vol. 124, pp. 218—226, 2022.
  5. (X. Huang*, X. Lin**, M. Ng, and H. Sun) Spectral Analysis for Preconditioning of Multi-dimensional Riesz Fractional Diffusion Equations, Numerical Mathematics: Theory, Methods, and Applications, Vol. 15 (3), pp. 565—591, 2022.
  6. (X. Huang*, D. Li, H. Sun, F. Zhang*) Preconditioners with symmetrized techniques for space fractional Cahn-Hilliard equations, Journal of Scientific Computing, Vol. 92, article 41, 2022.
  7. (Z. Wang, Y. Ge, H. Sun, and T. Sun*) Sixth-order quasi-compact difference schemes for 2D and 3D Helmholtz equations, Applied Mathematics and Computing, Vol. 431, 127347, 2022.
  8. (J. Zhang*, Z. Fang*, and H. Sun) Robust fast method for variable-order time-fractional diffusion equations without regularity assumptions of the true solutions, Applied Mathematics and Computing, Vol. 430, 127273, 2022.
  9. (F. Zhang*, D. Li, H. Sun, and J. Zhang*) A stabilized fully-discrete scheme for phase field crystal equation, Applied Numerical Mathematics, Vol. 178, pp. 337—355, 2022.
  10. (H. Pang**, H. Qin, and H. Sun) All-at-once method for variable-order time fractional diffusion equations, Numerical Algorithms, Vol. 90, pp. 31—57, 2022.
  11. (H. Chen and H. Sun) Second-order maximum principle preserving Strang’s splitting schemes for anisotropic fractional Allen-Cahn equations, Numerical Algorithms, Vol. 90, pp. 749—771, 2022.
  12. (L.Sun*, Z. Fang*, S. Lei, H. Sun, , J. Zhang*) A fast algorithm for two-dimensional distributed-order time-space fractional diffusion equations, Applied Mathematics and Computing, Vol. 425, 127095, 2022.
  13. (X. Yan, D. Li, M. She, and H. Sun) A novel discrete fractional Gronwall-type inequality and its application in pointwise-in-time error estimates, Journal of Scientific Computing, Vol. 91(1),article 27, 2022.
  14. (Z. Fang**, J. Zhang*, and H. Sun) A fast finite volume method for spatial fractional diffusion equations on nonuniform meshes, Computers and Mathematics with Applications, Vol. 80, pp. 175—184, 2022.
  15. (J. Zhang*, Z. Fang*, and H. Sun) Exponential-sum-approximation technique for variable-order time-fractional diffusion equations, Journal of Applied Mathematics and Computing, Vol. 68, pp. 323–347, 2022.
  16. (J. Zhang*, Z. Fang*, and H. Sun) Fast second-order evaluation for variable-order Caputo fractional derivative with applications to fractional sub-diffusion equations, Numerical Mathematics: Theory, Methods and Applications, Vol. 15(1), pp. 200—226, 2022.
  17. (C. Zhang*, G. Chen*, Z. Fang**, X. Lin**, and H. Sun) An unconditionally positivity-preserving implicit–explicit scheme for evolutionary stable distribution model, Journal of Computational and Applied Mathematics, Vol. 403, 113883, 2022.
  18. (M. She, D. Li, and H. Sun) A novel $L1$ method for solving the multi-term time-fractional diffusion problem, Mathematics and Computers in Simulation, Vol. 193, pp. 584-606, 2022.
  19. (Q. Zhang, C. Sun, Z. Fang**, and H. Sun) Pointwise error estimate and stability analysis of fourth-order compact difference scheme for time-fractional Burgers’ equation, Applied Mathematics and Computing, Vol. 418, 126824, 2022.

2021

  1. (X. Huang* and H. Sun) A preconditioner based on sine transform for two-dimensional semi-linear Riesz space fractional diffusion equations in convex domains, Applied Numerical Mathematics, Vol. 169, pp.289—302, 2021.
  2. (C. Zhang* and H. Sun) A linearized three-point combined compact difference method with weighted approximation for nonlinear time fractional Klein-Gordon equations, East Asian Journal on Applied Mathematics, Vol. 11 (3), pp.604—617, 2021.
  3. (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, Vol. 39 (5), pp. 697—721, 2021.
  4. (X. Lu**, Z. Fang**, and H. Sun) Splitting preconditioning based on sine transform for time-dependent Riesz space fractional diffusion equations, Journal of Applied Mathematics and Computing, Vol. 66 (1), pp. 673—700, 2021.
  5. (X. Gu, H. Sun, Y. Zhao, and Y. Zheng) An implicit difference scheme for time-fractional diffusion equations with a time-invariant type variable order, Applied Mathematics Letters, Vol. 120, 107270, 2021.
  6. (H. Chen and H. Sun) A dimensional splitting exponential time differencing scheme for multidimensional fractional Allen-Cahn equations, Journal of Scientific Computing, Vol. 87(1), article 30, 2021.
  7. (H. Pang**, H. Qin, H. Sun, and T. Ma) Circulant-based approximate inverse preconditioners for a class of fractional diffusion equations, Computers and Mathematics with Applications, Vol. 85, pp. 18—29, 2021.
  8. (H. Pang** and H. Sun) A fast algorithm for the variable-order spatial fractional advection-diffusion equation, Journal of Scientific Computing, Vol. 87(1), article 15, 2021.
  9. (K. Pan, H. Sun, Y. Xu, and Y.F. Xu) An efficient multigrid solver for two-dimensional spatial fractional diffusion equations with variable coefficients, Applied Mathematics and Computing, Vol. 402, 126019, 2021.
  10. (Z. Fang**, X. Lin**, M. Ng, and H. Sun) Preconditioning for Symmetric Positive Definite Systems in Balanced Fractional Diffusion Equations, Numerische Mathematik, Vol.147, pp.651—677, 2021.
  11. (C. Zhang*, J. Jin*, H. Sun, and Q. Sheng) A spatially sixth-order hybrid L1-CCD method for solving time fractional Schrodinger equations, Applications of Mathematics, Vol. 66(2), pp. 213—232, 2021.
  12. (X. Gu, H. Sun, Y. Zhang, and Y. Zhao) Fast implicit difference schemes for time-space fractional diffusion equations with the integral fractional Laplacian, Math Meth Appl Sci., Vol. 44 (1), 441-463, 2021.
  13. (Q. Zhang, L. Zhang**, and H. Sun) A three-level finite difference method with preconditioning technique for two-dimensional nonlinear fractional complex Ginzburg-Landau equations, Journal of Computational and Applied Mathematics, Vol. 389, 113355, 2021.

2020

  1. (Z. Chen, Y, Huang, H. Sun, and T. Zhou) Chaotic behaviors of one-dimensional wave equations with van der Pol boundary conditions containing a source term, International Journal of Bifurcation and Chaos, Vol. 30(15), pp.3050227, 2020.
  2. (Z. Fang**, H. Sun, and H. Wang) A fast method for variable-order Caputo fractional derivative with applications to time-fractional diffusion equations, Computers and Mathematics with Applications, Vol. 80, pp. 1443—1458, 2020.
  3. (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.
  4. (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.
  5. (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.
  6. (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.
  7. (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. Sun) On the unsolvability of inverse singular value problems almost everywhere, Linear and Multilinear Algebra, Vol. 67, pp.987–994, 2019.

Before 2019

  1. (X. Chen, C. Wen, and H. Sun) TWO-STEP NEWTON TYPE METHODS FOR SOLVING INVERSE EIGENVALUE PROBLEMS, Numerical Linear Algebra with Applications, Vol. 25, e2185, 2018.
  2. (X. Lin**, M. Ng, and H. Sun) Efficient Preconditioner of One-sided Space Fractional Diffusion Equation, BIT, Vol. 58, pp. 729–748, 2018.
  3. (X. Lin**, M. Ng, and H. Sun) A separable preconditioner for time-space fractional Caputo-Riesz diffusion equations, Numerical 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 derivatives, International 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 equations, Numerical Linear Algebra with Applications, Vol. 25 (2), pp. e2132, 2018.
  6. (X. Lin**, M. Ng, and H. Sun) Stability 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. Sun) Fast Laplace transform methods for free-boundary problems of fractional diffusion equations, Journal of Scientific Computing, Vol. 74, pp. 49–69, 2018.
  8. (Z. Fang*, J. Shen, and H. Sun) Preconditioning techniques in Chebyshev collocation method for elliptic equations, International Journal of Numerical Analysis and Modeling, Vol. 15, pp. 277–287, 2018.
  9. (X. Lin, M. Ng, and H. Sun) A Splitting Preconditioner for Toeplitz-Like Linear Systems Arising from Fractional Diffusion Equations, SIAM Journal on Matrix Analysis and Applications, Vol. 38, pp. 1580–1614, 2017.
  10. (F. Cao, Y. Ge,  and H. Sun) Partial Semi-Coarsening Multigrid Method Based on the HOC Scheme on Nonuniform Grids for the Convection-diffusion Problems, International Journal of Computer Mathematics, Vol. 94, pp. 2356–2372, 2017.
  11. (X. Lin, M. Ng, and H. Sun) A 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.
  12. (Q. Sheng and H. Sun) Stability of a modified Peaceman-Rachford method for the paraxial Helmholtz equation on adaptive grids, Journal of Computational Physics, Vol. 325, pp. 259–271, 2016.
  13. (X. Lin, X. Lu, M. Ng, and H. Sun) A fast accurate approximation method with multigrid solver for two-dimensional fractional sub-diffusion equation, Journal of Computational Physics, Vol. 323, pp. 204–218, 2016.
  14. (H. Pang and H. Sun) Fourth order finite difference schemes for time-space fractional sub-diffusion equations, Computer Mathematics with Applications, Vol. 71, pp. 1287–1302, 2016.
  15. (J. Liu, Y. Huang, H. Sun, and M. Xiao) Numerical methods for weak solution of wave equation with van der Pol type boundary conditions, Numerical Methods for Partial Differential Equations, Vol. 32, pp. 373–398, 2016.
  16. (H. Pang and H. Sun) Fast numerical contour integral method for fractional diffusion equations, Journal of Scientific Computing, Vol. 66, pp. 41–66, 2016.
  17. (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.
  18. (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.
  19. (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. 130–143, 2015.
  20. (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. 337–359, 2015.
  21. (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. 520–538, 2015.
  22. (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.
  23. (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.
  24. (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.
  25. (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.
  26. (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.
  27. (J. Liu and H. Sun) A fast high-order sinc-based algorithm for pricing options under jump-diffusion processes, International Journal of Computer Mathematics, Vol. 91(10), pp. 2163–2184, 2014.
  28. (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.
  29. (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.
  30. (H. Sun and L. Li) A CCD-ADI method for unsteady convection-diffusion equations, Computer Physics Communications, Vol. 185(3), pp. 790–797, 2014.
  31. (S. Lei and H. Sun) A circulant preconditioner for fractional diffusion equations, Journal of Computational Physics, Vol. 242, pp. 715–725, 2013.
  32. (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.
  33. (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.
  34. (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 Equations, Vol. 28 (2), pp. 1079–1098, 2012.
  35. (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.
  36. (H. Pang and H. Sun) Multigrid method for fractional diffusion equations, Journal of Computational Physics, Vol. 231(2), pp. 693–703, 2012.
  37. (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.
  38. (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.
  39. (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.
  40. (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.
  41. (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.
  42. (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.
  43. (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.
  44. (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.
  45. (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.
  46. (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.
  47. (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.
  48. (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.
  49. (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.
  50. (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.
  51. (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.
  52. (H. Sun) Fast Algorithms for Ill-conditioned Toeplitz and Toeplitz-Like Systems,  Bulletin. of Hong Kong Math. Soc., 1997(1), pp. 187–190, 1997.
  53. (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.
  54. (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.

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