![[The University of Strathclyde]](university_crest.gif)
Des Higham
- Position:
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1966 Chair of
Numerical Analysis
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Department of
Mathematics and Statistics
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University of Strathclyde
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Glasgow
, G1 1XH,
Scotland
U.K.
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Telephone: +44 141 548 3716
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Fax: +44 141 548 3345
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E-mail:
d.j.higham [at] strath.ac.uk
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Department map.
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Campus maps.
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Travelling to the University of Strathclyde.
EPSRC
Digital Economy Established Career Fellow in
Data Analytics/Internet of Things
I'm in the
Numerical Analysis and Scientific Computing Group
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Brief CV in pdf format
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List of publications
(most are downloadable--just follow the instructions on that page)
-
MATLAB files
that accompany various publications
- Some other duties/memberships:
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Fellow of the
Royal Society of Edinburgh
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Fellow of the
Society for Industrial and Applied Mathematics
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Section Editor
of the
Survey and Review
section of
Society for Industrial and Applied Mathematics
(SIAM) Review
,
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On the Editorial Board of
the
IMA Journal of Numerical Analysis
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On the Editorial Board of
the
Journal of Computational Finance
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On the Editorial Board of
Applied Mathematics Research eXpress
(Oxford University Press)
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On the Editorial Board of
Journal of Complex Networks
(Oxford University Press)
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On the Advisory Board of the
Institute for Future Cities
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On the Advisory Board of the
City Observatory
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Member
of
the
Turing Gateway to Mathematics
Programme Committee
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Research Assessor for the
Carnegie UK Trust
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Member of
Engineering and Physical Sciences Research Council
(EPSRC)
peer review college
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Member of
European Science Foundation
peer review pool
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Research
Interests:
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Numerical analysis: the design and evaluation of computational methods.
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Main area:
Stochastic Computation, with applications in
sociological/technological networks,
future cities/digital economy and
computational biology.
My work overlaps with themes in
Complexity Science,
Network Science,
Uncertainty Quantification
and
Big Data.
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My Current Team:
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Research Assistants:
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PhD Students supervised/co-supervised:
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Some information if you're
interested in studying for a PhD in the department.
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Books:
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Numerical Methods for Ordinary Differential Equations: Initial Value Problems,
by
David F. Griffiths and
Desmond J. Higham,
Springer, 2010.
-
Network Science: Complexity in Nature and Technology
edited by
Ernesto Estrada,
Maria Fox,
Gian-Luca Oppo and
Desmond J. Higham,
Springer, 2010.
-
An Introduction to Financial Option Valuation:
Mathematics, Stochastics and Computation
by Desmond J. Higham,
Cambridge University Press ,
2004.
Author-maintained website for the book.
Recent independent review of the book.
-
Matlab Guide,
co-authored with the lovely
Nick Higham,
published by SIAM ,
2nd Edition, 2005.
-
Learning LaTeX,
co-authored with
David F. Griffiths,
published by
SIAM , 1997.
Here's what some people say about it.
Here's a review written 17 years after the book was published.
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- Courses that I have recently been involved with:
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MM302
Differential Equations
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MM401
Communicating Mathematics And Statistics
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MM402
Modeling and Simulation with Applications
to Financial Derivatives
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Numerical methods for stochastic differential equations
on the
Applied Mathematics Methods stream at the
Scottish Mathematical Sciences Training Center (SMSTC).
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Here are the notes from a 4-lecture short course on
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Topics in the Numerical Simulation of Dynamical Systems.
Here are some
tips on writing.
(Here's a
pdf version of them
.)
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- Data:
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The
Strathclyde MUFC Twitter Data Set
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- MATLAB files:
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Some
MATLAB files
that accompany some papers on stochastics/finance.
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CONTEST:
A Controllable Test Matrix Toolbox for MATLAB
- I'm in:
- Pictures of places named after MATLAB commands
(please send me yours):
- Useful links:
Last modified March 2016
d.j.higham [at] strath.ac.uk
