Concepedia

Desmond J. Higham

DJ

Statistics

Publications

112

Citations

11.7K

H-Index

44

Active since

1988

Affiliations

University of Strathclyde(Current)

University of Edinburgh

University of Oxford

University of Glasgow

University of Reading

Desmond J. Higham is an author at University of Strathclyde specializing in computer science, stochastic processes, and mathematics.

Publications per year

1988–2024

112

Publications

112

An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations

Desmond J. Higham · SIAM Review · 2001 · 3.1K citations

Natural Sciences, Computer Science, Dynamical Systems +16

Changes in connectivity profiles define functionally distinct regions in human medial frontal cortex

Heidi Johansen‐Berg, Timothy E.J. Behrens, Matthew D. Robson et al. · Proceedings of the National Academy of Sciences · 2004 · 716 citations · Full text

Medicine, Anatomy, Neuroscience +17

Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

Desmond J. Higham, Xuerong Mao, Andrew M. Stuart · SIAM Journal on Numerical Analysis · 2002 · 661 citations

Engineering, Mathematics, Probability Theory +13

Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise

Jonathan C. Mattingly, Andrew M. Stuart, Desmond J. Higham · Stochastic Processes and their Applications · 2002 · 561 citations · Full text

Engineering, Mathematics, Physics +12

Modeling and Simulating Chemical Reactions

Desmond J. Higham · SIAM Review · 2008 · 360 citations · Full text

Natural Sciences, Chemistry, Mathematics +13

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