Des Higham
 Position:

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

Email:
d.j.higham [at] ed.ac.uk

Campus maps

Travelling to the University of Edinburgh
EPSRC/RCUK
Digital Economy Established Career Fellow
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 downloadablejust 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/cosupervised:
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,
GianLuca 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.
Authormaintained website for the book.
Recent independent review of the book.

Matlab Guide,
Updated 3rd Edition now available,
coauthored with the lovely
Nick Higham,
published by SIAM ,
2017.

Learning LaTeX,
Updated 2nd Edition now available,
coauthored 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:

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 4lecture 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 May 2019
d.j.higham [at] ed.ac.uk