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

E-mail: d.j.higham [at] strath.ac.uk

Department map.

Campus maps.

Travelling to the University of Strathclyde.

I'm in the Numerical Analysis and Scientific Computing Group

Brief CV in pdf format

List of publications (most are downloadable--just 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 Proceedings of the Royal Society A

On the Editorial Board of the IMA Journal of Numerical Analysis

On the Editorial Board of Society for Industrial and Applied Mathematics (SIAM) Review ,

On the Editorial Board of BIT Numerical Mathematics

On the Editorial Board of the Journal of Computational Finance

On the Editorial Board of Proceedings of the Royal Society of Edinburgh: Section A

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

Previously on the Editorial Board of SISC: the Society for Industrial and Applied Mathematics (SIAM) Journal on Scientific Computing (2002-2012)

On the Advisory Board of the Institute for Future Cities

On the Advisory Board of the City Observatory

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

Member of European Science Foundation peer review pool

Joint founder of the Institute of Complex Systems at Strathclyde

Research Interests:

Numerical analysis: the design and evaluation of computational methods.

Main area: Stochastic Computation, with applications in computational biology, technological/sociological/security networks and mathematical finance.

My work overlaps with themes in Complexity Science, Network Science, Uncertainty Quantification and Big Data. See also Ernesto Estrada's lab and the Institute of Complex Systems at Strathclyde

My Current Team:

Research Assistants:

• Alexander Mantzaris
  PhD Students:

  • Martin McDonald
  • Ahmad Alsayed
  Co-Supervised PhD Students:

  • Chanpen Phokaew (co-supervised by Ernesto Estrada)

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, 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.
  

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).

I also organise the Summer School.

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 .)

Useful links:

• Catherine Higham.

• Some very old Higham family photos and more old photos.

• Conference dinner at Netsci08

• Christmas Quiz 2002 winners.

• Christmas Quiz 2013 winners.

• Clickable map showing UK universities.

Last modified Feb 2014
d.j.higham [at] strath.ac.uk