Desmond Higham
Desmond Higham
Professor of Mathematics, University of Edinburgh
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An algorithmic introduction to numerical simulation of stochastic differential equations
DJ Higham
SIAM review 43 (3), 525-546, 2001
MATLAB guide
DJ Higham, NJ Higham
Society for Industrial and Applied Mathematics, 2016
Changes in connectivity profiles define functionally distinct regions in human medial frontal cortex
H Johansen-Berg, TEJ Behrens, MD Robson, I Drobnjak, MFS Rushworth, ...
Proceedings of the National Academy of Sciences 101 (36), 13335-13340, 2004
Strong convergence of Euler-type methods for nonlinear stochastic differential equations
DJ Higham, X Mao, AM Stuart
SIAM Journal on Numerical Analysis 40 (3), 1041-1063, 2002
Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise
JC Mattingly, AM Stuart, DJ Higham
Stochastic processes and their applications 101 (2), 185-232, 2002
Mean-square and asymptotic stability of the stochastic theta method
DJ Higham
SIAM journal on numerical analysis 38 (3), 753-769, 2000
An introduction to financial option valuation: mathematics, stochastics and computation
DJ Higham
Cambridge University Press, 2004
Numerical methods for ordinary differential equations: initial value problems
DF Griffiths, DJ Higham
Springer Science & Business Media, 2010
Modeling and simulating chemical reactions
DJ Higham
SIAM review 50 (2), 347-368, 2008
GeneRank: using search engine technology for the analysis of microarray experiments
JL Morrison, R Breitling, DJ Higham, DR Gilbert
BMC bioinformatics 6 (1), 1-14, 2005
Network properties revealed through matrix functions
E Estrada, DJ Higham
SIAM review 52 (4), 696-714, 2010
Numerical methods for nonlinear stochastic differential equations with jumps
DJ Higham, PE Kloeden
Numerische Mathematik 101 (1), 101-119, 2005
Network analysis detects changes in the contralesional hemisphere following stroke
JJ Crofts, DJ Higham, R Bosnell, S Jbabdi, PM Matthews, TEJ Behrens, ...
Neuroimage 54 (1), 161-169, 2011
Connectivity-based parcellation of human cortex using diffusion MRI: establishing reproducibility, validity and observer independence in BA 44/45 and SMA/pre-SMA
JC Klein, TEJ Behrens, MD Robson, CE Mackay, DJ Higham, ...
Neuroimage 34 (1), 204-211, 2007
Communicability across evolving networks
P Grindrod, MC Parsons, DJ Higham, E Estrada
Physical Review E 83 (4), 046120, 2011
Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations
DJ Higham, X Mao, C Yuan
SIAM journal on numerical analysis 45 (2), 592-609, 2007
Geometric de-noising of protein-protein interaction networks
O Kuchaiev, M Rašajski, DJ Higham, N Pržulj
PLoS computational biology 5 (8), e1000454, 2009
Convergence of Monte Carlo simulations involving the mean-reverting square root process
DJ Higham, X Mao
Journal of Computational Finance 8 (3), 35-61, 2005
Structured backward error and condition of generalized eigenvalue problems
DJ Higham, NJ Higham
SIAM Journal on Matrix Analysis and Applications 20 (2), 493-512, 1998
Backward error and condition of structured linear systems
DJ Higham, NJ Higham
SIAM Journal on Matrix Analysis and Applications 13 (1), 162-175, 1992
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