Des Higham

Some other duties/memberships:

Fellow of the Royal Society of Edinburgh

Fellow of the Society for Industrial and Applied Mathematics

On the Editorial Board of SISC: the Society for Industrial and Applied Mathematics (SIAM) Journal on Scientific Computing .

On the Editorial Board of the IMA Journal of Numerical Analysis .

On the Editorial Board of Society for Industrial and Applied Mathematics (SIAM) Review , Problems and Techniques section.

On the Editorial Board of Proceedings of the Royal Society A

On the Editorial Board of the Journal of Computational Finance .

On the Editorial Board of Proceedings of the Royal Society of Edinburgh: Section A.

Member of Engineering and Physical Sciences Research Council (EPSRC) peer review college.

Member of European Science Foundation peer review pool.

Member of Foundations of Computational Mathematics Council.

Joint founder of the Institute of Complex Systems at Strathclyde

Research Interests:

Numerical analysis: the design and evaluation of computational methods.

Main area: Stochastic Computation, with applications in Computational Biology/Medicine and Mathematical Finance.

My Current Team:

Research Assistants:

• Jonathan Crofts
• Clare Lee

PhD Students:

• Somkid Intep
• Alan Taylor
• Xiaolin Xiao
• Mikolaj Roj, starting Oct 2009

Co-Supervised PhD Students:

• Xu Gu (main supervisor is David Gilbert)
• Chanpen Phokaew (co-supervised by Ernesto Estrada)
• Lukas Szpruch (co-supervised by Xuerong Mao)

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

Journal Publications:

List of publications.

Recent technical reports and papers and accompanying MATLAB files .

See also Univ. of Strathclyde Mathematics Research Reports.

Books:

• An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation [buy the paperback] or [buy the hardback]
  by Desmond J. Higham,
  Cambridge University Press , 2004.
  Author-maintained website for the book.
  Recent independent review of the book.
• Matlab Guide, co-authored with the lovely Nick Higham, published by SIAM , 2nd Edition, 2005.
• Learning LaTeX, co-authored with David F. Griffiths, published by SIAM , 1997. Here's what some people say about it.
  SIAM have a page about the book with the table of contents and preface.

Courses that I teach:

MA408 Mathematics of Financial Derivatives.

Numerical methods for stochastic differential equations on the Applied mathematics methods stream at the Scottish Mathematical Sciences Training Centre

I also organise the Summer School.

Here are the notes from a 4-lecture short course on

Topics in the Numerical Simulation of Dynamical Systems.

Here are some tips on writing. (Here's a pdf version of them .)

• Society for Industrial and Applied Mathemetics (SIAM),

• Edinburgh Mathematical Society,

• London Mathematical Society.

• RAND (Colorado)

• Catherine Higham.

• Links related to numerical analysis.

• Home pages of colleagues/heroes/heroines.

• Some old Higham family photos and more recent photos.

• Conference dinner at Netsci08

• Christmas Quiz 2002 winners.

• My song and dance routine (sadly, no audio avaliable).

• My best work is available in Spanish.

• Nick Higham's 2nd and 3rd most popular books
  • Handbook of Writing for the Mathematical Sciences.
  • Accuracy and Stability of Numerical Algorithms

• Clickable map showing UK universities.

• SPIDER, the remarkable Strathclyde Personal Interactive Development and Eductional Resource

Last modified November 2008
djh@maths.strath.ac.uk