Des Higham
- Position:
-
Professor of
Numerical Analysis
-
School of Mathematics
-
University of Edinburgh
-
Room 6322,
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
I'm in the
Applied and Computational Mathematics
research theme
- A recent blog post on
Safe, secure and robust AI for safety-critical systems
-
- Some photos from the workshop
Numerical Analysis in the Era of Data Science
-
-
CV
-
List of publications
with pdfs
-
MATLAB and R files
that accompany various publications
My
Google Scholar profile
Some recent publications:
A Survey of Inevitability Results in AI Instability,
Phil. Trans. Royal Society A, 2026
Generalized Friendship Paradoxes in Network Science,
to appear in SIAM J. Matrix Analysis and Applications
Recent article for
Herald newspaper
on
AI Safety
Accessible lectures
Video of
a recent public lecture
Poster for
Curle Lecture
at University of St Andrews
Current and upcoming
funded research projects:
2025:
A Numerical Analysis Treatment of Adversarial Perturbations in AI,
Research Fellowship
from
The Leverhulme Trust
2026--2030: Numerical Analysis for Stable AI,
Advanced Grant
from the
European Research Council
- 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
the
SIAM Journal on Matrix Analysis and Applications
-
On the Editorial Board of
the
IMA Journal of Numerical Analysis
-
Member
of
the
INI Newton Gateway to Mathematics
Scientific Advisory Panel
-
Member
of
the Board of the
Knowledge Exchange Hub for Mathematical Sciences
- Member of Mathematical Sciences Subpanel for the UK
Research Excellence Framework (REF2029)
- Member of Physical Sciences Panel for the
Hong Kong Research Assessment Exercise 2026
- On the
Advisory Board for the Department of Excellence Program
at
Gran Sasso Science Institute
-
Fellow of the
Generative AI Lab
at the University of Edinburgh
-
Senior Research Affiliate in the
Centre for Technomoral Futures
-
On the
Advisory Board for the
Doctoral Training Centre on
Mathematics of Random Systems
-
Member of
Engineering and Physical Sciences Research Council
(EPSRC)
peer review college
-
Formerly:
Editor in Chief
of
Society for Industrial and Applied Mathematics
(SIAM) Review
-
Formerly:
Mathematical Sciences
panel member for
the
Research Excellence Framework (REF 2021)
-
Formerly:
Fellow of the
Alan Turing Institute
-
Formerly:
Member of the Scientific Program Committee for
10th International Congress on Industrial and Applied Mathematics (ICIAM 2023),
Tokyo
-
Research
Interests:
-
Numerical Analysis: the design and evaluation of computational methods.
-
Main area:
Stochastic Computation and its relevance in
-
Artificial Intelligence,
Machine Learning,
Data Analytics,
Network Science,
Uncertainty Quantification,
-
and its application to
-
Sociological/Technological Networks,
Future Cities/Digital Economy,
Computational Biology.
-
Post-doctoral Research Assistants in my group
Théo Beuzeville
Andreas Grivas
PhD students supervised/co-supervised
Jack Heaney
Aizhan Issagali
Alix Leroy
Kevin Zhang
Some information if you're
interested in studying for a PhD in the school
-
Books:
-
An Introduction to the Numerical Simulation of Stochastic Differential Equations,
by
Desmond J. Higham and
Peter E. Kloeden,
SIAM, 2021.
Reviews can be found in
SIAM Review,
again in
SIAM Review,
EMS Magazine
,
DMV
and at the
IMA website.
-
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
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 a review of the second edition.
Here's what some people said about the first edition.
Here's a review of the first edition written 17 years after the book was published.
These are some thoughts on
writing the second edition.
-
- Courses that I have recently been involved with:
-
Numercial ODEs and Applications
Numerical Methods for Data
-
Scottish Mathematical Sciences Training Centre
Here are some
old
tips on writing.
(Here's a
pdf version.)
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 and R files:
Some
MATLAB and R files
that accompany various publications.
CONTEST:
A Controllable Test Matrix Toolbox for MATLAB
I'm in:
Oh look:
Pictures of places named after MATLAB commands
(please send me yours):
On Saturday mornings I can often be found
shuffling round a park.

Last modified July 2026
d.j.higham [at] ed.ac.uk