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.
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Telephone: +44 131 650 6018
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E-mail:
d.j.higham [at] ed.ac.uk
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Campus maps
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Travelling to the University of Edinburgh
Edinburgh lead on the
EPSRC Programme Grant
ICONIC: Inference, Computation and Numerics for Insights into Cities
I'm in the
Applied and Computational Mathematics
research group
-
CV in pdf format
-
List of publications
(most are downloadable--just follow the instructions on that page)
-
MATLAB files
that accompany various publications
My
Google Scholar profile
Latest preprints:
- 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
-
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Fellow of the
Alan Turing Institute
-
Editor in Chief
of
Society for Industrial and Applied Mathematics
(SIAM) Review
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On the Editorial Board of
the
IMA Journal of Numerical Analysis
-
Mathematical Sciences
panel member for
the next
Research Excellence Framework (REF 2021)
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Member
of
the
INI Newton Gateway to Mathematics
Programme Committee
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Member of the Scientific Program Committee for
10th International Congress on Industrial and Applied Mathematics (ICIAM 2023),
Tokyo
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Member of
Engineering and Physical Sciences Research Council
(EPSRC)
peer review college
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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, with applications in
sociological/technological networks,
future cities/digital economy and
computational biology.
My work overlaps with themes in
Network Science,
Uncertainty Quantification,
Data Analytics and
Machine Learning.
My Current Team:
Some information if you're
interested in studying for a PhD in the school
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Books:
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NEW:
An Introduction to the Numerical Simulation of Stochastic Differential Equations,
by
Desmond J. Higham and
Peter E. Kloeden,
SIAM, 2021.
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Numerical Methods for Ordinary Differential Equations: Initial Value Problems,
by
David F. Griffiths and
Desmond J. Higham,
Springer, 2010.
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Network Science: Complexity in Nature and Technology
edited by
Ernesto Estrada,
Maria Fox,
Gian-Luca Oppo and
Desmond J. Higham,
Springer, 2010.
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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.
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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.
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- Courses that I have recently been involved with:
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Numercial ODEs and Applications
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Scottish Mathematical Sciences Training Centre
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Here are the notes from a 4-lecture short course on
Topics in the Numerical Simulation of Dynamical Systems.
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 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):
Before April 2020, on Saturday mornings I could usually be found
shuffling round a park.

Last modified February 2021
d.j.higham [at] ed.ac.uk