[The University of Edinburgh] o 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
E-mail: 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 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 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
Member of the INI Newton 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 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
Books:

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 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):
On Saturday mornings I can usually be found shuffling round a park.

o Last modified May 2019
d.j.higham [at] ed.ac.uk