[The University of Strathclyde] o Des Higham

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.

    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 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
    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.

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