Des Higham
 Position:

1966 Chair of
Numerical Analysis

Department of
Mathematics and Statistics

University of Strathclyde

Glasgow, G1 1XH,
Scotland
U.K.

Telephone: +44 141 548 3716

Fax: +44 141 548 3345

Email:
d.j.higham [at] strath.ac.uk

Department map.

Campus maps.

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

Brief CV in pdf format

List of publications
(most are downloadablejust follow the instructions on that page)

MATLAB files
that accompany various publications
 Some other duties/memberships:

Fellow of the
Royal Society of Edinburgh

Fellow of the
Society for Industrial and Applied Mathematics

Section Editor
of the
Survey and Review
section of
Society for Industrial and Applied Mathematics
(SIAM) Review
,

On the Editorial Board of
the
IMA Journal of Numerical Analysis

On the Editorial Board of
the
Journal of Computational Finance

On the Editorial Board of
Applied Mathematics Research eXpress
(Oxford University Press)

On the Editorial Board of
Journal of Complex Networks
(Oxford University Press)

On the Advisory Board of the
Institute for Future Cities

On the Advisory Board of the
City Observatory

Member
of
the
Turing Gateway to Mathematics
Programme Committee

Research Assessor for the
Carnegie UK Trust

Member of
Engineering and Physical Sciences Research Council
(EPSRC)
peer review college

Member of
European Science Foundation
peer review pool

Research
Interests:

Numerical analysis: the design and evaluation of computational methods.

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.

My Current Team:

Research Assistants:

PhD Students supervised/cosupervised:

Some information if you're
interested in studying for a PhD in the department.

Books:

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,
GianLuca 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.
Authormaintained website for the book.
Recent independent review of the book.

Matlab Guide,
coauthored with the lovely
Nick Higham,
published by SIAM ,
2nd Edition, 2005.

Learning LaTeX,
Updated 2nd Edition now available,
coauthored with
David F. Griffiths,
published by
SIAM , 2016.
Here's what some people say about the first edition.
Here's a review of the first edition written 17 years after the book was published.

 Courses that I have recently been involved with:

MM302
Differential Equations

MM401
Communicating Mathematics And Statistics

MM402
Modeling and Simulation with Applications
to Financial Derivatives

Numerical methods for stochastic differential equations
on the
Applied Mathematics Methods stream at the
Scottish Mathematical Sciences Training Center (SMSTC).

Here are the notes from a 4lecture short course on

Topics in the Numerical Simulation of Dynamical Systems.
Here are some
tips on writing.
(Here's a
pdf version of them
.)

 Data:

The
Strathclyde MUFC Twitter Data Set

 MATLAB files:

Some
MATLAB files
that accompany some papers on stochastics/finance.

CONTEST:
A Controllable Test Matrix Toolbox for MATLAB
 I'm in:
 Pictures of places named after MATLAB commands
(please send me yours):
Last modified October 2016
d.j.higham [at] strath.ac.uk