See the book MATLAB Guide for more info about MATLAB.

I have separate pages for CONTEST and NESSIE .

MATLAB files for Diffusion models for generative Artificial Intelligence: An introduction for applied mathematicians, C. F. Higham, D. J. Higham, P. Grindrod, SIAM Review, to appear 2024.

MATLAB files for Connectivity of Random Geometric Hypergraphs, Henry-Louis de Kergorlay and Desmond J. Higham, Entropy (special issue on Higher-Order Networks), 25, 2023

MATLAB files for Estimating Network Dimension When the Spectrum Struggles, by Peter Grindrod, Desmond John Higham, Henry-Louis de Kergorlay, Royal Society Open Science, 11, 2024

MATLAB files for A Hierarchy of Network Models Giving Bistability Under Triadic Closure, by Stefano Di Giovacchino, Desmond J. Higham, Konstantinos C. Zygalakis, Multiscale Modeling and Simulation (SIAM), 2022.

MATLAB files for Epidemics on hypergraphs: Spectral thresholds for extinction, by Desmond J. Higham and Henry-Louis de Kergorlay, Proceedings of the Royal Society, Series A, 2021, and Mean field analysis of hypergraph contagion models, by Desmond J. Higham and Henry-Louis de Kergorlay, 2021.

MATLAB files from A Network Model for Polarization of Political Opinion, by A. V. Mantzaris and D. J. Higham, Chaos, 30, 2020.

• onesim.m for Figures 3 and 4.
• onesim_bigger.m for Figures 5 and 6.
• randic.m for Figure 7.
• sw_sim.m for Figures 8 and 9.
• sw_steady.m for Figure 10.
• pref.m from the CONTEST Toolbox, used in pref_sim.m below.
• pref_sim.m for Figures 11 and 12.

R code for Modelling Burglary in Chicago using a Self-Exciting Point Process with Isotropic Triggering, European Journal of Applied Mathematics, by C. Gilmour and D. J. Higham, to appear.

• README.pdf
• GilmourPointProcess.Rmd

R code for Modelling and Inferring the Triggering Function in a Self-Exciting Point Process, by C. Gilmour and D. J. Higham, in Proceedings of Numerical Analysis and Optimization, Springer, to appear, 2021.

• R code

MATLAB files from Deep Learning: An Introduction for Applied Mathematicians, by C. F. Higham and D. J. Higham, SIAM Review, 61, 2019, 860--891.

• netbp.m from Listing 6.1
• netbpfull.m extended version of netbp.m that produces the figure
• activate.m from Listing 6.2
• nlsrun.m code from section 2 that uses MATLAB's lsqnonlin optimizer

There is also an extended set of MATLAB files by James Rynn and a Python version by Alex Hiles.

MATLAB files from Modelling and Simulating Chemical Reactions, by D. J. Higham, SIAM Review, Education Section, 50, 2008, 347--368.

• ssa_mm.m
• ssa_plot.m
• cle_mm.m
• cle_plot.m
• rre_mm.m
• rre_plot.m

MATLAB files from the article: An Algorithmic Introduction to Numerical Simulation of Stochastic Differential equations, by D. J. Higham, SIAM Review, Education Section, 43, 2001, 525--546.

• bpath1.m
• bpath2.m
• bpath3.m
• chain.m (Typo on line 13 has been corrected: ``Xzero2 = 1/sqrt(Xzero)'' becomes ``Xzero2 = sqrt(Xzero)'')
• em.m (Typo on line 11 has been corrected: ``dt =1/N'' becomes ``dt = T/N'')
• emstrong.m
• emweak.m (Typo in comment line has been corrected, mu = 1 becomes mu = 0.1.)
• milstrong.m (Typo on line 12 has been corrected: ``rand('state',100)'' becomes ``randn('state',100)''. Also typo in comment on line 33 has been corrected: ``erorrs'' becomes ``errors'')
• stab.m
• stint.m

Also note an error in the text. On page 539, line -13, ``whose jth entry'' should be ``whose ith entry''. Thanks to Joseph P. Skudlarek for spotting these errors.

MATLAB files from the report: MAPLE and MATLAB for Stochastic Differential Equations in Finance, by D. J. Higham and P. E. Kloeden, in Programming Languages and Systems in Computational Economics and Finance, Editor: Soren S. Neilsen, Kluwer, pages 233--270, 2002.

• euler1.m
• euler2.m
• option1.m
• option2.m
• option3.m
• mil.m

MATLAB files from the article Nine Ways to Implement the Binomial Method for Option Valuation in MATLAB, by D. J. Higham, SIAM Review, Education Section, Vol 44, 2002, 661--677. (Note that this manuscript and the accompanying files supersede the original technical report: Nine Ways to Implement the Binomial Method for Option Valuation in MATLAB, by D. J. Higham, University of Strathclyde Mathematics Research Report 17 (2001), July 2001.)

• euro1.m
• euro2.m
• euro3.m
• euro4.m
• euro5.m
• euro6.m
• euro7.m
• euro8.m
• euro9.m
• bs.m
• american.m

MATLAB files from the article Black--Scholes for scientific computing students, by D. J. Higham. Computing in Science and Engineering (Education Section), 6, 2004, 72--79. Earlier version was University of Strathclyde Mathematics Research Report~01 (2004) .

• bsf.m
• mc.m
• binom.m
• forward.m

MATLAB files from LMS Short Course on Computational Differential Equations, Manchester, Sept 12-16, 2005,

• bmean.m
• bpath1.m
• bpath2.m
• emstrong.m
• meanhist.m
• tsqexact.m
• em.m
• emweak.m
• stint.m
• tsqmc.m

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