Books
2. X.
Jin, H. Sun, and S. Vong (editors), Recent
Advances in Scientific Computing and Matrix Analysis, International Press,
Boston, MA, 2011.
1. X. Jin, D. Ding, and H. Sun
(editors), Recent Advances in Computational Mathematics, Higher
Education Press, Beijing; and International Press, Boston, MA, 2008.
Proceedings and Book Chapters
8. (J. Liu, Y. Huang, H. Sun, and M. Xiao) High-order numerical methods for wave
equations with van der Pol type boundary conditions, to appear in Proc. of SIAM Conference on Control and Its
Applications (CT13), 2013.
7. (J. Liu and H.
Sun) Sinc-Galerkin Method for the Option Pricing Under Jump-Diffusion Model, East-West J. of
Mathematics, a special volume for the ICMA-MU 2009 Conference, Bangkok, Thailand, pp. 317-327.
6. (H. Sun
and S. Lee) A High Order Compact Scheme for Option Pricing with Jumps,
Proceedings of the 4th East Asia SIAM Conference, Daejeon, Korea, MINS, October
2008, pp. 119-125.
5. (H. Sun
and W. Wang) A Fourth-Order Compact BVM Scheme for the Two-Dimensional Heat
Equations, Proceedings of the 2008 International Conference on Scientific
Computing, Las Vegas Nevada, USA, CSREA Press , July 2008, pp. 310-314 (EI)
4. (J. Hou and H.
Sun) A preconditioner from Crank-Nicolson scheme for systems of LMF
based ODE code, Recent Advances in Computational Mathematics, Higher
Education Press, Beijing & International Press of Boston, Somerville, 2008,
pp. 139-149.
3. (R. Chan, T.
Tso and H. Sun) Circulant Preconditioners from B-Splines,
Proceedings to the SPIE Symposium on Advanced Signal Processing: Algorithms,
Architectures, and Implementations, Vol. 3162, San Diego CA, July, 1997, Ed:F.
Luk. (EI)
2. (R. Chan and
C. Cheung and H. Sun) Fast Algorithms for Problems on Thermal
Tomography, Proceedings of the First Workshop on Numerical Analysis and
Applications, Bulgaria, June, 1996, Springer-Verlag.
1. (H. Sun
and Y. Zhao) Some New Results on Approximate Controllability,
Proceedings of the IFIP WG 7.2 Working Conference, Shanghai China, May 6-9,
1990, pp154-161, Eds: X. Li and J. Yong, Springer-Verlag, 1991. (SCI, EI)
Journal Papers
· 2016
43. (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.
42. (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.
41.
(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.
40. (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.
39. (H. Pang and H.
Sun) Fast
numerical contour integral method for fractional diffusion equations,
Journal
of Scientific Computing, Vol. 66, pp. 41—66, 2016.
·
2015
38. (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.
37. (X. Lu, H. Pang, and H. Sun) 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.
36.
*(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.
35.
*(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.
34. *(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.
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 superconvergence, Journal
of Computational Physics, Vol. 280, pp. 510—528, 2015.
32.
*(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.
31.
(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.
·
2014
30.
(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.
29.
* (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.
28.
(J. Liu and H. Sun) A
fast high-order sinc-based algorithm for pricing options under jump-diffusion
processes, International
Journal of Computer Mathematics, Vo. 91(10), pp. 2163—2184, 2014
27. (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.
26. (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.
25. * (H. Sun and L. Li) A
CCD-ADI method for unsteady convection-diffusion equations, Computer
Physics Communications, Vol. 185(3), pp.790—797,2014.
·
2013
24. * (S. Lei and H. Sun)
A circulant preconditioner for fractional diffusion equations, Journal
of Computational Physics, Vol. 242,
pp. 715—725, 2013.
·
2012
23.
(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.
22. (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.
21. (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.
20.
(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.
19. * (H. Pang and H. Sun)
Multigrid
method for fractional diffusion equations, Journal
of Computational Physics, Vol.
231(2), pp. 693—703, 2012.
·
2011
18.
(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.
17.
(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.
16.
(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.
·
2010
15. * (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.
·
2009
14. (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.
·
2007
13. (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.
·
2004
12. (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.
·
2003
11. (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.
10. (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.
9. * (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.
·
2002
8. * (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.
·
2001
7. (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.
·
2000
6. (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.
·
1998
5. * (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.
4. * (R. Chan, Q.
Chang, and H. Sun) Multigrid Method for Ill-Conditioned Symmetric
Toeplitz Systems, SIAM J. Sci. Comput.,Vol. 19, pp.516—529, 1998.
·
1997
3. (H. Sun)
Fast Algorithms for Ill-conditioned Toeplitz and Toeplitz-Like Systems,
Bulletin. of Hong Kong Math. Soc., 1997(1), pp187—190, 1997.
2. (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.
·
1996
1. (Z. Zhang
and H. Sun) New Approximate Methods for Time-Variant Systems and Its
Applications, Control Theory and Applications, Vol.13, Suppl.1, pp373—376, 1996.
* The Journal ranks in the top 10% by SCIE
and/or A* by Australia NSF in ERA Initiative.