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
-
E-mail:
d.j.higham [at] strath.ac.uk
-
Campus maps.
-
Travelling to the University of Strathclyde.
EPSRC/RCUK
Digital Economy Established Career Fellow
Strathclyde lead on the
EPSRC Programme Grant
ICONIC: Inference, Computation and Numerics for Insights into Cities
I'm in the
Numerical Analysis and Scientific Computing Group
-
CV in pdf format
-
List of publications
(most are downloadable--just follow the instructions on that page)
-
MATLAB files
that accompany various publications
Latest preprints:
- Some other duties/memberships:
-
Fellow of the
Royal Society of Edinburgh
-
Fellow of the
Society for Industrial and Applied Mathematics
-
Editor in Chief
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
Journal of Complex Networks
(Oxford University Press)
-
Mathematical Sciences
panel member for
the next
Research Excellence Framework (REF 2021)
-
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
London Mathematical Society
prize commmittee
-
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
Data Analytics.
My Current Team:
PhD Students supervised/co-supervised:
Tadas Krikstanavicius
Martin Paton
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,
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,
Updated 3rd Edition now available,
co-authored with the lovely
Nick Higham,
published by SIAM ,
2017.
-
Learning LaTeX,
Updated 2nd Edition now available,
co-authored 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:
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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 4-lecture short course on
-
Topics in the Numerical Simulation of Dynamical Systems.
Here are some
tips on writing.
(Here's a
pdf version of them
.)
Connect with Maths:
Additional material
for the
graph theory workshop
for high school pupils that I coorganised with
Heather Yorston
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):
On Saturday mornings I can usually be found
shuffling round a park.

Last modified Feb 2019
d.j.higham [at] strath.ac.uk