Song-Ping Zhu

BS Huazhong (China), MSE PhD MS Michigan

Tel: +61 (02) 4221 3807
Fax: +61(02) 4221 4845

Postal Address:
School of Mathematics and Applied Statistics
University of Wollongong, Northfields Ave,
WOLLONGONG, NSW 2522, Australia

Graduating from Huazhong University of Science & Technology, Wuhan, China in January of 1982 with a Bachelor of Engineering Mechanics, Dr. Song-Ping Zhu went to the University of Michigan, Ann Arbor, Michigan, U.S.A., where he earned his Master of Science in Engineering (Applied Mechanics) degree in May, 1985, Master of Science in Applied Mathematics in May, 1988 and Ph.D in Fluid Mechanics in December, 1987. His dissertation entitled “Open Channel Flow Near the Resonance Speed” was completed under the supervision of the late Professor C.-S. Yih, who was the Stephen P. Timoshenko University Professor of Fluid Mechanics.

Upon graduating from The University of Michigan, Dr. Song-Ping Zhu took a Research Fellow position at the Centre for Water Research, The University of Western Australia and worked there for two years before moving to the Department of Mathematics, The University of Wollongong, Australia in January 1991 to take a Lecturer position. He was promoted to a Senior Lecturer at the beginning of 1995 and then to an Associate Professor at the beginning of 1997. Being promoted to full professor in 2007, he was promoted to Senior Professor in 2015, an honour that has only been given to a small number of faculty members at the University of Wollongong to recognise their achievements in research excellence beyond professorial level. He has successfully supervised 14 Honours students (three of whom were awarded a university medal), 8 research Masters students and 14 PhD students to their graduation. Currently, he has 3 students under his supervision.


Having published over 160 papers in international journal and conference proceedings (His work has been cited by many other researchers with an H-Index of 20 and 1250 citations listed on the Web of Science up to Dec. 2018) and attracted funding for several research projects from ARC and private industries, Professor Zhu's research interests are primarily in following four dynamically inter-related areas:



1) Mathematical and Computational Finance:


Developing suitable analytical and numerical techniques for pricing exotic options. Particularly interested in the pricing of various financial derivatives such as American options, Parisian/Parasian options, variance swaps and convertible bonds. More recently, he became interested in portfolio selection problems and optimal order execution problems.


2) Nonlinear Waves and Renewable Energy:


Studying nonlinear waves generated behind floating and submerged objects and their interactions and using finite element and boundary element methods to model ocean and coastal water waves (reflection, diffraction and refraction). Modelling wave field around an OWC device, which is an interesting new area in renewable energy (using ocean waves to generate electricity and/or desalinizing sea water).


3) Computational Mathematics:


Further developing numerical techniques such as boundary element techniques and dual reciprocity boundary element method to solve partial differential equations and singular integral equations.


Professor Zhu was appointed at the beginning of the 1997 as a Principal Research Fellow in the Department of Civil, Mining and Environmental Engineering. He was one of the two co-Chairmen of the 35th Annual Australia-New Zealand Applied Mathematics Conference held at the Mollymook, NSW in February of 1999. He is currently on the editorial board of three international journals. He was the Head of School of School of Mathematics and Applied Statistics, University of Wollongong between 2014 and 2018 and is the lead co-chairmen of the International Symposium on Partial Differential Equations and Stochastic Analysis in Mathematical Finance held in Sanya, China in July of 2014.