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

PhD funding possibility, open to all, including overseas applicants: Higher-order network interactions in urban environments

My Google Scholar profile

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

Mathematical Sciences panel member for the next Research Excellence Framework (REF 2021)

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

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:

Research Assistants

Craig Gilmour

Henry Louis de Kergorlay

PhD Students supervised/co-supervised

Tadas Krikstanavicius

Martin Paton

Some information if you're interested in studying for a PhD in the school

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, 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 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 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 .)

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

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