Rate My Professor Song Wang

Professor Song Wang is a Professor in the Department of Mathematics and Statistics, School of Electrical Engineering, Computing and Mathematical Sciences, Faculty of Science and Engineering at Curtin University. He received a B.Sc. degree from Wuhan University of Hydraulic and Electric Engineering (now Wuhan University), China, and a Ph.D. degree in Numerical Analysis from Trinity College Dublin, Ireland, in 1989, with advisor John J. H. Miller. In 1992, he moved from Ireland to Australia to take up a joint position in the School of Mathematics and School of Engineering at the University of Western Australia. From early 1995 to June 1999, he served as a teaching and research academic in the School of Mathematics and Statistics at Curtin University of Technology, Perth, before advancing to his current professorial role. He has supervised 11 PhD students across institutions including the University of Western Australia and Curtin University.

Professor Wang is a world-leading numerical analyst whose research focuses on numerical solution of differential equations, numerical optimisation, and optimal control. His verified research interests include numerical analysis, numerical solution of PDEs, computational optimization, computational optimal control, and computational finance. He has produced 157 publications cited over 5,488 times according to Google Scholar, with an extensive record in applied mathematics. Key publications encompass 'An inequality of Ostrowski-Grüss' type and its applications to the estimation of error bounds for some special means and for some numerical quadrature rules' (Computers & Mathematics with Applications, 1997; 322 citations, co-authored with S.S. Dragomir), 'Applications of Ostrowski's inequality to the estimation of error bounds for some special means and for some numerical quadrature rules' (Applied Mathematics Letters, 1998; 271 citations), 'A novel fitted finite volume method for the Black–Scholes equation governing option pricing' (IMA Journal of Numerical Analysis, 2004; 199 citations), 'Power penalty method for a linear complementarity problem arising from American option valuation' (Journal of Optimization Theory and Applications, 2006; 158 citations), and 'Convergence of a fitted finite volume method for the penalized Black–Scholes equation governing European and American option pricing' (Numerische Mathematik, 2007; 97 citations). His work has advanced computational methods in finance and optimization, influencing the field through highly cited contributions and international lectures, such as at Shanghai University of Engineering Science.