Des Higham
- Position:
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Professor of
Numerical Analysis
-
School of Mathematics
-
University of Edinburgh
-
James Clerk Maxwell Building,
The King's Buildings,
Edinburgh
EH9 3FD
Scotland
U.K.
-
Telephone: +44 131 650 6018
-
E-mail:
d.j.higham [at] ed.ac.uk
-
Campus maps
-
Travelling to the University of Edinburgh
I'm in the
Applied and Computational Mathematics
research theme
-
CV
-
List of publications
with pdfs
-
MATLAB and R files
that accompany various publications
My
Google Scholar profile
Latest preprints:
Accessible lectures
-
Video of
a recent public lecture
-
Poster for
Curle Lecture
at Univesity of St Andrews
- 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
-
-
On the Editorial Board of
the
SIAM Journal on Matrix Analysis and Applications
-
On the Editorial Board of
the
IMA Journal of Numerical Analysis
-
Member
of
the
INI Newton Gateway to Mathematics
Scientific Advisory Panel
-
On the Management Committee of the
International Centre for Mathematical Sciences
-
On the Executive Team of the
UK Knowledge Exchange Hub for Mathematical Sciences (KE Hub)
-
Mathematical Sciences
panel member for
the
Research Excellence Framework (REF 2021)
-
Member of
Engineering and Physical Sciences Research Council
(EPSRC)
peer review college
-
Formerly:
Editor in Chief
of
Society for Industrial and Applied Mathematics
(SIAM) Review
-
-
Formerly:
Fellow of the
Alan Turing Institute
-
Formerly:
Member of the Scientific Program Committee for
10th International Congress on Industrial and Applied Mathematics (ICIAM 2023),
Tokyo
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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 and its relevance in
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Artificial Intelligence,
Machine Learning,
Data Analytics,
Network Science,
Uncertainty Quantification,
-
and its application to
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Sociological/Technological Networks,
Future Cities/Digital Economy,
Computational Biology.
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PhD Students supervised/co-supervised
Lucas Beerens
Alix Leroy
Some information if you're
interested in studying for a PhD in the school
-
Books:
-
An Introduction to the Numerical Simulation of Stochastic Differential Equations,
by
Desmond J. Higham and
Peter E. Kloeden,
SIAM, 2021.
Reviews can be found in
SIAM Review,
again in
SIAM Review,
EMS Magazine
,
DMV
and at the
IMA website.
-
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 a review of the second edition.
Here's what some people said about the first edition.
Here's a review of the first edition written 17 years after the book was published.
These are some thoughts on
writing the second edition.
-
- Courses that I have recently been involved with:
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Numercial ODEs and Applications
Numerical Methods for Data
-
Scottish Mathematical Sciences Training Centre
Here are some
old
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 and R files:
Some
MATLAB and R files
that accompany various publications.
CONTEST:
A Controllable Test Matrix Toolbox for MATLAB
I'm in:
Oh look:
Pictures of places named after MATLAB commands
(please send me yours):
On Saturday mornings I can often be found
shuffling round a park.
Last modified January 2024
d.j.higham [at] ed.ac.uk