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Desmond J. Higham
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- affiliation: University of Edinburgh, UK
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2020 – today
- 2024
- [j97]Oliver J. Sutton, Qinghua Zhou, Ivan Yu. Tyukin, Alexander N. Gorban, Alexander Bastounis, Desmond J. Higham:
How adversarial attacks can disrupt seemingly stable accurate classifiers. Neural Networks 180: 106711 (2024) - [j96]Francesca Arrigo, Desmond J. Higham, Vanni Noferini, Ryan Wood:
Weighted Enumeration of Nonbacktracking Walks on Weighted Graphs. SIAM J. Matrix Anal. Appl. 45(1): 397-418 (2024) - [i36]Xue Gong, Desmond J. Higham, Konstantinos Zygalakis, Ginestra Bianconi:
Higher-order Connection Laplacians for Directed Simplicial Complexes. CoRR abs/2402.07631 (2024) - [i35]Alix Leroy, Benedict J. Leimkühler, Jonas Latz, Desmond J. Higham:
Adaptive stepsize algorithms for Langevin dynamics. CoRR abs/2403.11993 (2024) - [i34]Oliver J. Sutton, Qinghua Zhou, Wei Wang, Desmond J. Higham, Alexander N. Gorban, Alexander Bastounis, Ivan Yu. Tyukin:
Stealth edits for provably fixing or attacking large language models. CoRR abs/2406.12670 (2024) - [i33]Lucas Beerens, Catherine F. Higham, Desmond J. Higham:
Deceptive Diffusion: Generating Synthetic Adversarial Examples. CoRR abs/2406.19807 (2024) - 2023
- [j95]Henry-Louis de Kergorlay, Desmond J. Higham:
Connectivity of Random Geometric Hypergraphs. Entropy 25(11): 1555 (2023) - [j94]Francesco Tudisco, Desmond J. Higham:
Core-Periphery Detection in Hypergraphs. SIAM J. Math. Data Sci. 5(1): 1-21 (2023) - [c10]Alexander Bastounis, Alexander N. Gorban, Anders C. Hansen, Desmond J. Higham, Danil V. Prokhorov, Oliver J. Sutton, Ivan Yu. Tyukin, Qinghua Zhou:
The Boundaries of Verifiable Accuracy, Robustness, and Generalisation in Deep Learning. ICANN (1) 2023: 530-541 - [c9]Lucas Beerens, Desmond J. Higham:
Componentwise Adversarial Attacks. ICANN (1) 2023: 542-545 - [i32]Lucas Beerens, Desmond J. Higham:
Adversarial Ink: Componentwise Backward Error Attacks on Deep Learning. CoRR abs/2306.02918 (2023) - [i31]Peter Grindrod, Desmond John Higham, Henry-Louis de Kergorlay:
Estimating Network Dimension When the Spectrum Struggles. CoRR abs/2306.14266 (2023) - [i30]Desmond J. Higham:
Can We Rely on AI? CoRR abs/2308.15092 (2023) - [i29]Stefano Di Giovacchino, Desmond J. Higham, Konstantinos Zygalakis:
Backward error analysis and the qualitative behaviour of stochastic optimization algorithms: Application to stochastic coordinate descent. CoRR abs/2309.02082 (2023) - [i28]Oliver J. Sutton, Qinghua Zhou, Ivan Yu. Tyukin, Alexander N. Gorban, Alexander Bastounis, Desmond J. Higham:
How adversarial attacks can disrupt seemingly stable accurate classifiers. CoRR abs/2309.03665 (2023) - [i27]Alexander Bastounis, Alexander N. Gorban, Anders C. Hansen, Desmond J. Higham, Danil V. Prokhorov, Oliver J. Sutton, Ivan Yu. Tyukin, Qinghua Zhou:
The Boundaries of Verifiable Accuracy, Robustness, and Generalisation in Deep Learning. CoRR abs/2309.07072 (2023) - [i26]Henry-Louis de Kergorlay, Desmond J. Higham:
Connectivity of Random Geometric Hypergraphs. CoRR abs/2309.09305 (2023) - [i25]Lucas Beerens, Desmond J. Higham:
Vulnerability Analysis of Transformer-based Optical Character Recognition to Adversarial Attacks. CoRR abs/2311.17128 (2023) - [i24]Catherine F. Higham, Desmond J. Higham, Peter Grindrod:
Diffusion Models for Generative Artificial Intelligence: An Introduction for Applied Mathematicians. CoRR abs/2312.14977 (2023) - 2022
- [j93]Stefano Di Giovacchino, Desmond J. Higham, Konstantinos C. Zygalakis:
A Hierarchy of Network Models Giving Bistability Under Triadic Closure. Multiscale Model. Simul. 20(4): 1394-1410 (2022) - [j92]Desmond John Higham, Henry-Louis de Kergorlay:
Mean Field Analysis of Hypergraph Contagion Models. SIAM J. Appl. Math. 82(6): 1987-2007 (2022) - [c8]Catherine F. Higham, Desmond J. Higham, Francesco Tudisco:
Core-periphery Partitioning and Quantum Annealing. KDD 2022: 565-573 - [i23]Catherine F. Higham, Desmond J. Higham, Francesco Tudisco:
Testing a QUBO Formulation of Core-periphery Partitioning on a Quantum Annealer. CoRR abs/2201.01543 (2022) - [i22]Francesco Tudisco, Desmond J. Higham:
Core-periphery detection in hypergraphs. CoRR abs/2202.12769 (2022) - [i21]Xue Gong, Desmond J. Higham, Konstantinos Zygalakis:
Generative Hypergraph Models and Spectral Embedding. CoRR abs/2207.13895 (2022) - 2021
- [j91]Desmond J. Higham, Nicholas J. Higham, Srikara Pranesh:
Random Matrices Generating Large Growth in LU Factorization with Pivoting. SIAM J. Matrix Anal. Appl. 42(1): 185-201 (2021) - [j90]Francesca Arrigo, Desmond J. Higham, Vanni Noferini:
A Theory for Backtrack-Downweighted Walks. SIAM J. Matrix Anal. Appl. 42(3): 1229-1247 (2021) - [i20]Francesco Tudisco, Desmond J. Higham:
Node and Edge Eigenvector Centrality for Hypergraphs. CoRR abs/2101.06215 (2021) - [i19]Austin R. Benson, David F. Gleich, Desmond J. Higham:
Higher-order Network Analysis Takes Off, Fueled by Classical Ideas and New Data. CoRR abs/2103.05031 (2021) - [i18]Desmond John Higham, Henry-Louis de Kergorlay:
Epidemics on Hypergraphs: Spectral Thresholds for Extinction. CoRR abs/2103.07319 (2021) - [i17]Ivan Yu. Tyukin, Desmond J. Higham, Eliyas Woldegeorgis, Alexander N. Gorban:
The Feasibility and Inevitability of Stealth Attacks. CoRR abs/2106.13997 (2021) - [i16]Xue Gong, Desmond John Higham, Konstantinos Zygalakis:
Directed Network Laplacians and Random Graph Models. CoRR abs/2107.03026 (2021) - [i15]Stefano Di Giovacchino, Desmond J. Higham, Konstantinos C. Zygalakis:
A Hierarchy of Network Models Giving Bistability Under Triadic Closure. CoRR abs/2111.05715 (2021) - 2020
- [c7]Ivan Yu. Tyukin, Desmond J. Higham, Alexander N. Gorban:
On Adversarial Examples and Stealth Attacks in Artificial Intelligence Systems. IJCNN 2020: 1-6 - [i14]Ivan Yu. Tyukin, Desmond J. Higham, Alexander N. Gorban:
On Adversarial Examples and Stealth Attacks in Artificial Intelligence Systems. CoRR abs/2004.04479 (2020) - [i13]Henry-Louis de Kergorlay, Desmond John Higham:
Consistency of Anchor-based Spectral Clustering. CoRR abs/2006.13984 (2020) - [i12]Desmond J. Higham:
A Personal Perspective on Numerical Analysis and Optimization. CoRR abs/2009.11369 (2020) - [i11]Francesca Arrigo, Desmond J. Higham, Vanni Noferini:
A Theory for Backtrack-Downweighted Walks. CoRR abs/2012.02999 (2020)
2010 – 2019
- 2019
- [j89]Francesco Tudisco, Desmond J. Higham:
A fast and robust kernel optimization method for core-periphery detection in directed and weighted graphs. Appl. Netw. Sci. 4(1): 75 (2019) - [j88]Desmond J. Higham:
Centrality-friendship paradoxes: when our friends are more important than us. J. Complex Networks 7(4): 515-528 (2019) - [j87]Francesca Arrigo, Desmond J. Higham, Vanni Noferini:
Non-backtracking PageRank. J. Sci. Comput. 80(3): 1419-1437 (2019) - [j86]David F. Anderson, Desmond J. Higham, Saul C. Leite, Ruth J. Williams:
On Constrained Langevin Equations and (Bio)Chemical Reaction Networks. Multiscale Model. Simul. 17(1): 1-30 (2019) - [j85]Francesca Arrigo, Desmond J. Higham, Vanni Noferini:
Non-Backtracking Alternating Walks. SIAM J. Appl. Math. 79(3): 781-801 (2019) - [j84]Catherine F. Higham, Desmond J. Higham:
Deep Learning: An Introduction for Applied Mathematicians. SIAM Rev. 61(4): 860-891 (2019) - [j83]Francesco Tudisco, Desmond J. Higham:
A Nonlinear Spectral Method for Core-Periphery Detection in Networks. SIAM J. Math. Data Sci. 1(2): 269-292 (2019) - [i10]Pierre Blanchard, Desmond J. Higham, Nicholas J. Higham:
Accurate Computation of the Log-Sum-Exp and Softmax Functions. CoRR abs/1909.03469 (2019) - [i9]Francesca Arrigo, Desmond J. Higham, Francesco Tudisco:
A framework for second order eigenvector centralities and clustering coefficients. CoRR abs/1910.12711 (2019) - 2018
- [j82]Francesca Arrigo, Peter Grindrod, Desmond J. Higham, Vanni Noferini:
Non-backtracking walk centrality for directed networks. J. Complex Networks 6(1): 54-78 (2018) - [j81]David F. Anderson, Desmond J. Higham, Yu Sun:
Computational Complexity Analysis for Monte Carlo Approximations of Classically Scaled Population Processes. Multiscale Model. Simul. 16(3): 1206-1226 (2018) - [j80]Peter Grindrod, Desmond J. Higham, Vanni Noferini:
The Deformed Graph Laplacian and Its Applications to Network Centrality Analysis. SIAM J. Matrix Anal. Appl. 39(1): 310-341 (2018) - [i8]Catherine F. Higham, Desmond J. Higham:
Deep Learning: An Introduction for Applied Mathematicians. CoRR abs/1801.05894 (2018) - [i7]Francesco Tudisco, Desmond J. Higham:
A Nonlinear Spectral Method for Core-Periphery Detection in Networks. CoRR abs/1804.09820 (2018) - [i6]Desmond J. Higham:
Centrality-Friendship Paradoxes: When Our Friends Are More Important Than Us. CoRR abs/1807.01496 (2018) - 2017
- [j79]Francesca Arrigo, Desmond J. Higham:
Sparse matrix computations for dynamic network centrality. Appl. Netw. Sci. 2: 17 (2017) - [j78]Caterina Fenu, Desmond J. Higham:
Block Matrix Formulations for Evolving Networks. SIAM J. Matrix Anal. Appl. 38(2): 343-360 (2017) - [j77]Martin Paton, Kerem Akartunali, Desmond J. Higham:
Centrality Analysis for Modified Lattices. SIAM J. Matrix Anal. Appl. 38(3): 1055-1073 (2017) - 2016
- [b4]David F. Griffiths, Desmond J. Higham:
Learning LaTeX (2. ed.). SIAM 2016, ISBN 978-1-611-97441-6, pp. 1-103 - [j76]Michele Benzi, Desmond J. Higham:
Commentary on Dehmer and Mowshowitz. Complex. 21(S1): 19 (2016) - [j75]Mary Aprahamian, Desmond J. Higham, Nicholas J. Higham:
Matching exponential-based and resolvent-based centrality measures. J. Complex Networks 4(2): 157-176 (2016) - [j74]David F. Anderson, Desmond J. Higham, Yu Sun:
Multilevel Monte Carlo for Stochastic Differential Equations with Small Noise. SIAM J. Numer. Anal. 54(2): 505-529 (2016) - [j73]Desmond J. Higham:
Survey and Review. SIAM Rev. 58(1): 1 (2016) - [j72]Desmond J. Higham:
Survey and Review. SIAM Rev. 58(2): 175 (2016) - [j71]Desmond J. Higham:
Survey and Review. SIAM Rev. 58(3): 375 (2016) - [j70]Desmond J. Higham:
Survey and Review. SIAM Rev. 58(4): 601 (2016) - [c6]Francesca Arrigo, Desmond J. Higham:
Preserving Sparsity in Dynamic Network Computations. COMPLEX NETWORKS 2016: 147-157 - 2015
- [j69]Desmond J. Higham:
An introduction to multilevel Monte Carlo for option valuation. Int. J. Comput. Math. 92(12): 2347-2360 (2015) - [j68]Desmond J. Higham:
Survey and Review. SIAM Rev. 57(1): 1 (2015) - [j67]Desmond J. Higham:
Survey and Review. SIAM Rev. 57(2): 165 (2015) - [j66]Desmond J. Higham:
Survey and Review. SIAM Rev. 57(3): 319 (2015) - [j65]Desmond J. Higham:
Survey and Review. SIAM Rev. 57(4): 481 (2015) - [i5]Desmond J. Higham:
An Introduction to Multilevel Monte Carlo for Option Valuation. CoRR abs/1505.00965 (2015) - [i4]Caterina Fenu, Desmond J. Higham:
Block Matrix Formulations for Evolving Networks. CoRR abs/1511.07305 (2015) - 2014
- [j64]David F. Anderson, Desmond J. Higham, Yu Sun:
Complexity of Multilevel Monte Carlo Tau-Leaping. SIAM J. Numer. Anal. 52(6): 3106-3127 (2014) - [j63]Desmond J. Higham:
Survey and Review. SIAM Rev. 56(1): 1 (2014) - [j62]Desmond J. Higham:
Survey and Review. SIAM Rev. 56(2): 211 (2014) - [j61]Desmond J. Higham:
Survey and Review. SIAM Rev. 56(3): 383 (2014) - [j60]Desmond J. Higham:
Survey and Review. SIAM Rev. 56(4): 575 (2014) - [i3]Desmond J. Higham, Peter Grindrod, Alexander V. Mantzaris, Amanda Otley, Peter Laflin:
Anticipating Activity in Social Media Spikes. CoRR abs/1406.2017 (2014) - [i2]Peter Grindrod, Desmond J. Higham, Robert S. MacKay:
Opportunities at the Mathematics/Future Cities Interface. CoRR abs/1409.1831 (2014) - 2013
- [j59]Alexander V. Mantzaris, Danielle S. Bassett, Nicholas F. Wymbs, Ernesto Estrada, Mason A. Porter, Peter J. Mucha, Scott T. Grafton, Desmond J. Higham:
Dynamic network centrality summarizes learning in the human brain. J. Complex Networks 1(1): 83-92 (2013) - [j58]Desmond J. Higham, Xuerong Mao, Mikolaj Roj, Qingshuo Song, George Yin:
Mean Exit Times and the Multilevel Monte Carlo Method. SIAM/ASA J. Uncertain. Quantification 1(1): 2-18 (2013) - [j57]Desmond J. Higham:
Survey and Review. SIAM Rev. 55(1): 1 (2013) - [j56]Peter Grindrod, Desmond J. Higham:
A Matrix Iteration for Dynamic Network Summaries. SIAM Rev. 55(1): 118-128 (2013) - [j55]Desmond J. Higham:
Survey and Review. SIAM Rev. 55(2): 203 (2013) - [j54]Desmond J. Higham:
Survey and Review. SIAM Rev. 55(3): 413 (2013) - [j53]Desmond J. Higham:
Survey and Review. SIAM Rev. 55(4): 599 (2013) - [j52]Peter Laflin, Alexander V. Mantzaris, Fiona Ainley, Amanda Otley, Peter Grindrod, Desmond J. Higham:
Discovering and validating influence in a dynamic online social network. Soc. Netw. Anal. Min. 3(4): 1311-1323 (2013) - [i1]Peter Grindrod, Desmond J. Higham:
Dynamical Systems to Monitor Complex Networks in Continuous Time. CoRR abs/1305.7430 (2013) - 2012
- [j51]Peter Grindrod, Desmond J. Higham, Mark C. Parsons:
Bistability through Triadic Closure. Internet Math. 8(4): 402-423 (2012) - [j50]David F. Anderson, Desmond J. Higham:
Multilevel Monte Carlo for Continuous Time Markov Chains, with Applications in Biochemical Kinetics. Multiscale Model. Simul. 10(1): 146-179 (2012) - [j49]Desmond J. Higham:
Survey and Review. SIAM Rev. 54(1): 1 (2012) - [j48]Desmond J. Higham:
Survey and Review. SIAM Rev. 54(2): 209 (2012) - [j47]Desmond J. Higham:
Survey and Review. SIAM Rev. 54(3): 419 (2012) - [j46]Desmond J. Higham:
Survey and Review. SIAM Rev. 54(4): 625 (2012) - [c5]Peter Laflin, Alexander V. Mantzaris, Fiona Ainley, Amanda Otley, Peter Grindrod, Desmond J. Higham:
Dynamic Targeting in an Online Social Medium. SocInfo 2012: 82-95 - [c4]Peter Laflin, Fiona Ainley, Amanda Otley, Alexander V. Mantzaris, Desmond J. Higham:
Demonstration of Dynamic Targeting in an Online Social Medium. SocInfo 2012: 539-542 - [c3]Desmond J. Higham, Mikolaj Roj:
Computing mean first exit times for stochastic processes using multi-level Monte Carlo. WSC 2012: 30:1-30:10 - 2011
- [j45]Xiaolin Xiao, Neil Dawson, Lynsey MacIntyre, Brian J. Morris, Judith A. Pratt, David G. Watson, Desmond J. Higham:
Exploring metabolic pathway disruption in the subchronic phencyclidine model of schizophrenia with the Generalized Singular Value Decomposition. BMC Syst. Biol. 5: 72 (2011) - [j44]Jonathan J. Crofts, Desmond J. Higham:
Googling the Brain: Discovering Hierarchical and Asymmetric Network Structures, with Applications in Neuroscience. Internet Math. 7(4): 233-254 (2011) - [j43]Alan Taylor, J. Keith Vass, Desmond J. Higham:
Discovering bipartite substructure in directed networks. LMS J. Comput. Math. 14: 72-86 (2011) - [j42]Jonathan J. Crofts, Desmond J. Higham, Rose Bosnell, Saâd Jbabdi, Paul M. Matthews, T. E. J. Behrens, Heidi Johansen-Berg:
Network analysis detects changes in the contralesional hemisphere following stroke. NeuroImage 54(1): 161-169 (2011) - 2010
- [b3]David F. Griffiths, Desmond J. Higham:
Numerical Methods for Ordinary Differential Equations - Initial Value Problems. Springer undergraduate mathematics series, Springer 2010, ISBN 978-0-85729-147-9, pp. I-XIV, 1-271 - [j41]Ernesto Estrada, Desmond J. Higham:
Network Properties Revealed through Matrix Functions. SIAM Rev. 52(4): 696-714 (2010) - [p2]Ernesto Estrada, Maria Fox, Desmond J. Higham, Gian-Luca Oppo:
Complex Networks: An Invitation. Network Science 2010: 1-11 - [p1]Alan Taylor, Desmond J. Higham:
NESSIE: Network Example Source Supporting Innovative Experimentation. Network Science 2010: 85-106 - [e1]Ernesto Estrada, Maria Fox, Desmond J. Higham, Gian-Luca Oppo:
Network Science - Complexity in Nature and Technology. Springer 2010, ISBN 978-1-84996-395-4 [contents]
2000 – 2009
- 2009
- [j40]Michael B. Giles, Desmond J. Higham, Xuerong Mao:
Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff. Finance Stochastics 13(3): 403-413 (2009) - [j39]Somkid Intep, Desmond J. Higham, Xuerong Mao:
Switching and Diffusion Models for Gene Regulation Networks. Multiscale Model. Simul. 8(1): 30-45 (2009) - [j38]Lukasz Szpruch, Desmond J. Higham:
Comparing Hitting Time Behavior of Markov Jump Processes and Their Diffusion Approximations. Multiscale Model. Simul. 8(2): 605-621 (2009) - [j37]Oleksii Kuchaiev, Marija Rasajski, Desmond J. Higham, Natasa Przulj:
Geometric De-noising of Protein-Protein Interaction Networks. PLoS Comput. Biol. 5(8) (2009) - [j36]Alan Taylor, Desmond J. Higham:
CONTEST: A Controllable Test Matrix Toolbox for MATLAB. ACM Trans. Math. Softw. 35(4): 26:1-26:17 (2009) - 2008
- [j35]Desmond J. Higham, Marija Rasajski, Natasa Przulj:
Fitting a geometric graph to a protein-protein interaction network. Bioinform. 24(8): 1093-1099 (2008) - [j34]Gabriela Kalna, J. Keith Vass, Desmond J. Higham:
Multidimensional partitioning and bi-partitioning: analysis and application to gene expression data sets. Int. J. Comput. Math. 85(3&4): 475-485 (2008) - [j33]Desmond J. Higham:
Modeling and Simulating Chemical Reactions. SIAM Rev. 50(2): 347-368 (2008) - [j32]Graeme D. Chalmers, Desmond J. Higham:
Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation. SIAM J. Sci. Comput. 31(2): 1141-1155 (2008) - [j31]Raya Khanin, Desmond J. Higham:
Chemical Master Equation and Langevin regimes for a gene transcription model. Theor. Comput. Sci. 408(1): 31-40 (2008) - 2007
- [j30]Gabriela Kalna, Desmond J. Higham:
A clustering coefficient for weighted networks, with application to gene expression data. AI Commun. 20(4): 263-271 (2007) - [j29]Gabriela Kalna, Johanna Thurlow, J. Keith Vass, Desmond J. Higham:
Progression of oral carcinomas revealed by spectral reordering of a bipartite graph. BMC Syst. Biol. 1(S-1): P12 (2007) - [j28]Xu Gu, David R. Gilbert, Desmond J. Higham, Miles Houslay:
Modelling the cAMP pathway using BioNessie, and the use of BVP techniques for solving ODEs. BMC Syst. Biol. 1(S-1): P6 (2007) - [j27]J. Keith Vass, Gabriela Kalna, Desmond J. Higham:
Identification of phenotypes in patient microarrays. BMC Syst. Biol. 1(S-1): P75 (2007) - [j26]Johannes C. Klein, Timothy Edward John Behrens, Matthew D. Robson, Clare E. Mackay, Desmond J. Higham, Heidi Johansen-Berg:
Connectivity-based parcellation of human cortex using diffusion MRI: Establishing reproducibility, validity and observer independence in BA 44/45 and SMA/pre-SMA. NeuroImage 34(1): 204-211 (2007) - [j25]Desmond J. Higham, Xuerong Mao, Chenggui Yuan:
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Numerische Mathematik 108(2): 295-325 (2007) - [j24]Desmond J. Higham, Xuerong Mao, Chenggui Yuan:
Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations. SIAM J. Numer. Anal. 45(2): 592-609 (2007) - [j23]Desmond J. Higham:
A Matrix Perturbation View of the Small World Phenomenon. SIAM Rev. 49(1): 91-108 (2007) - [c2]Raya Khanin, Desmond J. Higham:
Chemical Master Equation and Langevin Regimes for a Gene Transcription Model. CMSB 2007: 1-14 - 2006
- [j22]Julie L. Morrison, Rainer Breitling, Desmond J. Higham, David R. Gilbert:
A lock-and-key model for protein-protein interactions. Bioinform. 22(16): 2012-2019 (2006) - 2005
- [b2]Desmond J. Higham, Nicholas J. Higham:
Matlab guide, Second Edition. SIAM 2005, ISBN 978-0-89871-578-1, pp. I-XXIII, 1-382 - [j21]Desmond J. Higham:
Google PageRank as mean playing time for pinball on the reverse web. Appl. Math. Lett. 18(12): 1359-1362 (2005) - [j20]Julie L. Morrison, Rainer Breitling, Desmond J. Higham, David R. Gilbert:
GeneRank: Using search engine technology for the analysis of microarray experiments. BMC Bioinform. 6: 233 (2005) - [j19]Desmond J. Higham, Peter E. Kloeden:
Numerical methods for nonlinear stochastic differential equations with jumps. Numerische Mathematik 101(1): 101-119 (2005) - 2004
- [j18]Desmond J. Higham:
Black-Scholes for scientific computing students. Comput. Sci. Eng. 6(6): 72-79 (2004) - 2003
- [j17]Desmond J. Higham, Xuerong Mao, Andrew M. Stuart:
Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations. LMS J. Comput. Math. 6: 297-313 (2003) - [j16]Desmond J. Higham:
A Matrix Perturbation View of the Small World Phenomenon. SIAM J. Matrix Anal. Appl. 25(2): 429-444 (2003) - 2002
- [j15]Desmond J. Higham, Xuerong Mao, Andrew M. Stuart:
Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations. SIAM J. Numer. Anal. 40(3): 1041-1063 (2002) - [j14]Desmond J. Higham:
Nine Ways to Implement the Binomial Method for Option Valuation in MATLAB. SIAM Rev. 44(4): 661-677 (2002) - 2001
- [j13]Desmond J. Higham:
An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations. SIAM Rev. 43(3): 525-546 (2001) - 2000
- [b1]Desmond J. Higham, Nicholas J. Higham:
Matlab guide. SIAM 2000, ISBN 978-0-89871-469-2, pp. I-XXII, 1-283 - [j12]Graeme J. Barclay, David F. Griffiths, Desmond J. Higham:
Theta Method Dynamics. LMS J. Comput. Math. 3: 27-43 (2000) - [j11]Desmond J. Higham:
Mean-Square and Asymptotic Stability of the Stochastic Theta Method. SIAM J. Numer. Anal. 38(3): 753-769 (2000) - [j10]Desmond J. Higham, A. R. Humphries, R. J. Wain:
Phase Space Error Control for Dynamical Systems. SIAM J. Sci. Comput. 21(6): 2275-2294 (2000) - [j9]Mark A. Aves, David F. Griffiths, Desmond J. Higham:
Runge-Kutta Solutions of a Hyperbolic Conservation Law with Source Term. SIAM J. Sci. Comput. 22(1): 20-38 (2000)
1990 – 1999
- 1999
- [j8]Desmond J. Higham:
Trust Region Algorithms and Timestep Selection. SIAM J. Numer. Anal. 37(1): 194-210 (1999) - 1998
- [j7]Desmond J. Higham, Nicholas J. Higham:
Structured Backward Error and Condition of Generalized Eigenvalue Problems. SIAM J. Matrix Anal. Appl. 20(2): 493-512 (1998) - 1997
- [j6]Manuel Calvo, Desmond J. Higham, Juan I. Montijano, Luis Rández:
Stepsize selection for tolerance proportionality in explicit Runge-Kutta codes. Adv. Comput. Math. 7(3): 361-382 (1997) - 1996
- [c1]Desmond J. Higham:
Reliability of local error control algorithms for initial value ordinary differential equations. Quality of Numerical Software 1996: 315-325 - 1992
- [j5]Desmond J. Higham, Nicholas J. Higham:
Backward Error and Condition of Structured Linear Systems. SIAM J. Matrix Anal. Appl. 13(1): 162-175 (1992) - [j4]Desmond J. Higham:
Order Stars (A. Iserles and S. P. Nørsett). SIAM Rev. 34(4): 666-668 (1992) - 1991
- [j3]Desmond J. Higham:
Runge-Kutta Defect Control Using Hermite-Birkhoff Interpolation. SIAM J. Sci. Comput. 12(5): 991-999 (1991) - [j2]Desmond J. Higham:
Highly continuous Runge-Kutta interpolants. ACM Trans. Math. Softw. 17(3): 368-386 (1991) - [j1]Desmond J. Higham:
Remark on algorithm 669. ACM Trans. Math. Softw. 17(3): 424-426 (1991)
Coauthor Index
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last updated on 2024-10-23 20:32 CEST by the dblp team
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