Browse by Author or creator

Group by: Publication Date | Item type | No Grouping

Number of items: 156.

Arrigo, Francesca and Higham, Desmond J. and Noferini, Vanni and Wood, Ryan (2024) Weighted enumeration of nonbacktracking walks on weighted graphs. SIAM Journal on Matrix Analysis and Applications, 45 (1). pp. 397-418. ISSN 0895-4798

Higham, Catherine F. and Higham, Desmond J. (2019) Deep learning : an introduction for applied mathematicians. SIAM Review, 61 (4). 860–891. ISSN 0036-1445

Arrigo, Francesca and Higham, Desmond J. and Noferini, Vanni (2019) Non-backtracking PageRank. Journal of Scientific Computing, 80 (3). pp. 1419-1437. ISSN 0885-7474

Arrigo, Francesca and Higham, Desmond J. and Noferini, Vanni (2019) Non-backtracking alternating walks. SIAM Journal on Applied Mathematics, 79 (3). 781–801. ISSN 0036-1399

Anderson, David F. and Higham, Desmond J. and Leite, Saul C. and Williams, Ruth J. (2019) On constrained Langevin equations and (bio)chemical reaction networks. Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 17 (1). pp. 1-30. ISSN 1540-3459

Higham, Desmond J (2018) Centrality-friendship paradoxes : when our friends are more important than us. Journal of Complex Networks, 7 (4). pp. 515-528. ISSN 2051-1329

Arrigo, Francesca and Grindrod, Peter and Higham, Desmond J. and Noferini, Vanni (2018) On the exponential generating function for non-backtracking walks. Linear Algebra and its Applications, 556. pp. 381-399. ISSN 0024-3795

Anderson, David F. and Higham, Desmond J. and Sun, Yu (2018) Computational complexity analysis for Monte Carlo approximations of classically scaled population processes. Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 16 (3). pp. 1206-1226. ISSN 1540-3459

Grindrod, Peter and Higham, Desmond J. (2018) High modularity creates scaling laws. Scientific Reports, 8. 9737. ISSN 2045-2322

Grindrod, Peter and Higham, Desmond J. and Noferini, Vanni (2018) The deformed graph Laplacian and its applications to network centrality analysis. SIAM Journal on Matrix Analysis and Applications, 39 (1). pp. 310-341. ISSN 0895-4798

Arrigo, Francesca and Grindrod, Peter and Higham, Desmond J. and Noferini, Vanni (2017) Non-backtracking walk centrality for directed networks. Journal of Complex Networks. ISSN 2051-1329

Arrigo, Francesca and Higham, Desmond J. (2017) Sparse matrix computations for dynamic network centrality. Applied Network Science, 2. 17. ISSN 2364-8228

Fenu, Caterina and Higham, Desmond J. (2017) Block matrix formulations for evolving networks. SIAM Journal on Matrix Analysis and Applications, 38 (2). pp. 343-360. ISSN 0895-4798

Higham, Desmond J. and Batty, Michael and Bettencourt, Luís M A and Greetham, Danica Vukadinović and Grindrod, Peter (2017) An overview of city analytics. Royal Society Open Science, 4 (2). 161063. ISSN 2054-5703

Paton, Martin and Akartunali, Kerem and Higham, Desmond J. (2017) Centrality analysis for modified lattices. SIAM Journal on Matrix Analysis and Applications, 38 (3). 1055–1073. ISSN 0895-4798

Arrigo, Francesca and Higham, Desmond J.; Cherifi, Hocine and Gaito, Sabrina and Quattrociocchi, Walter and Sala, Alessandra, eds. (2016) Preserving sparsity in dynamic network computation. In: Complex Networks & Their Applications V. Studies in Computational Intelligence, 693 . Springer, ITA, pp. 147-157. ISBN 9783319509013

Anderson, David F. and Higham, Desmond J. and Sun, Yu (2016) Multilevel Monte Carlo for stochastic differential equations with small noise. SIAM Journal on Numerical Analysis, 54 (2). pp. 505-529. ISSN 0036-1429

Mantzaris, Alexander V. and Higham, Desmond J. (2016) Asymmetry through time dependency. European Physical Journal B - Condensed Matter and Complex Systems, 89 (3). 71. ISSN 1434-6028

Grindrod, Peter and Higham, Desmond J. and Laflin, Peter and Otley, Amanda and Ward, Jonathan A. (2016) Inverse network sampling to explore online brand allegiance. European Journal of Applied Mathematics. ISSN 0956-7925

Anderson, David F. and Higham, Desmond J. and Sun, Yu (2015) Computational complexity analysis for Monte Carlo approximations of classically scaled population processes. Preprint / Working Paper. arXiv.org.

Higham, Desmond J. (2015) An introduction to multilevel Monte Carlo for option valuation. International Journal of Computer Mathematics, 92 (12). pp. 2347-2360. ISSN 0020-7160

Dawson, Neil and McDonald, Martin and Higham, Desmond J and Morris, Brian J and Pratt, Judith A (2014) Subanesthetic ketamine treatment promotes abnormal interactions between neural subsystems and alters the properties of functional brain networks. Neuropsychopharmacology : Official Publication of the American College of Neuropsychopharmacology, 39 (7). pp. 1786-1798. ISSN 1470-634X

Dawson, Neil and Xiao, Xiaolin and McDonald, Martin Dean and Higham, Desmond and Morris, Brian J. and Pratt, Judith (2014) Sustained NMDA receptor hypofunction induces compromised neural systems integration and schizophrenia-like alterations in functional brain networks. Cerebral Cortex, 24 (2). pp. 452-464.

Anderson, David F. and Higham, Desmond J. and Sun, Yu (2014) Complexity of multilevel Monte Carlo tau-leaping. SIAM Journal on Numerical Analysis, 52 (6). pp. 3106-3127. ISSN 0036-1429

Laflin, Peter and Mantzaris, Alexander Vassilios and Ainley, Fiona and Otley, Amanda and Grindrod, Peter and Higham, Desmond (2013) Discovering and validating influence in a dynamic online social network. Social Network Analysis and Mining, 3 (4). pp. 1311-1323.

Higham, Desmond and Mao, Xuerong and Roj, Mikolaj and Song, Qingshuo and Yin, George (2013) Mean exit times and the multilevel Monte Carlo method. SIAM/ASA Journal on Uncertainty Quantification (JUQ), 1 (1). pp. 2-18.

Grindrod, P. and Higham, D.J. (2013) A matrix iteration for dynamic network summaries. SIAM Review, 55 (1). pp. 118-128. ISSN 0036-1445

Mantzaris, Alexander Vassilios and Higham, Desmond; Holme, Petter and Saramaki, Jari, eds. (2013) Dynamic communicability predicts infectiousness. In: Temporal networks. Springer, Berlin, pp. 283-294. ISBN 9783642364600

Mantzaris, Alexander Vassilios and Bassett, Danielle S. and Wymbs, Nicholas F. and Estrada, Ernesto and Porter, Mason A. and Mucha, Peter J. and Grafton, Scott T. and Higham, Desmond (2013) Dynamic network centrality summarizes learning in human brain. Journal of Complex Networks, 1 (1). pp. 83-92. ISSN 2051-1329

Mantzaris, Alexander Vassilios and Higham, Desmond; (2013) Infering and calibrating triadic closure in a dynamic network. In: Temporal networks. Springer, Berlin.

Higham, Desmond J. and Laflin, Peter and Ainley, Fiona and Otley, Amanda and Mantzaris, Alexander Vassilios (2012) Demonstration of dynamic targeting in an online social medium. In: SocInfo 2012, 2012-12-05 - 2012-12-07.

Laflin, Peter and Mantzaris, Alexander Vassilios and Grindrod, Peter and Ainley, Fiona and Otley, Amanda and Higham, Desmond J. (2012) Dynamic targeting in an online social medium. In: SocInfo 2012, 2012-12-05 - 2012-12-07.

Laflin, Peter and Mantzaris, Alexander Vassilios and Higham, Desmond J. and Grindrod, Peter and Ainley, Fiona and Otley, Amanda (2012) Twitter’s big hitters. In: Digital Futures 2012, 2012-10-23 - 2012-10-25.

Mantzaris, Alexander Vassilios and Higham, Desmond (2012) Do Friends-of-Friends Become Friends? In: UNSPECIFIED.

Mantzaris, Alexander Vassilios and Higham, Desmond J. (2012) A model for dynamic communicators. European Journal of Applied Mathematics, 23 (6). pp. 659-668. ISSN 0956-7925

Grindrod, Peter and Higham, Desmond J. (2012) Models for evolving networks : with applications in telecommunication and online activities. IMA Journal of Management Mathematics, 23 (1). pp. 1-15. ISSN 1471-678X

Grindrod, Peter and Higham, Desmond and Parsons, Mark C. (2012) Bistability through triadic closure. Internet Mathematics, 8 (4). pp. 402-423. ISSN 1542-7951

Higham, Desmond and Roj, Mikolaj; Laroque, C. and Himmelspach, J. and Pasupathy, R. and Rose, O. and Uhrmacher, A.M., eds. (2012) Computing mean first exit times for stochastic processes using multi-level Monte Carlo. In: Proceedings of the 2012 Winter Simulation Conference. IEEE.

Anderson, David and Higham, Desmond (2012) Multilevel Monte Carlo for continuous time Markov chains, with applications in biochemical kinetics. Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 10 (1). pp. 146-179. ISSN 1540-3459

Lee, Clare M. and Mudaliar, Manikhandan A. V. and Haggart, D.R. and Wolf, C. Roland and Miele, Geno and Vass, J. Keith and Higham, Desmond J. and Crowther, Daniel (2012) Simultaneous non-negative matrix factorization for multiple large scale gene expression datasets in toxiciology. PLOS One, 7 (12). e48238. ISSN 1932-6203

McDonald, Martin Dean and Higham, Desmond and Vass, J. Keith (2012) Spectral algorithms for heterogeneous biological networks. Briefings in Functional Genomics, 11 (6). pp. 457-468. ISSN 2041-2649

Taylor, Alan and Vass, J. Keith and Higham, Desmond J. (2011) Discovering bipartite substructure in directed networks. LMS Journal of Computation and Mathematics, 14. pp. 72-86.

Mantzaris, Alexander Vassilios and Higham, Desmond J. (2011) Understanding dynamic interactions. In: Digital Engagement, 2011-11-15 - 2011-11-17.

Mantzaris, Alexander Vassilios and Higham, Desmond (2011) Quantifying and modelling good communicators in dynamic phone networks. In: NETMOB 2011 - Second conference on the Analysis of Mobile Phone Datasets and Networks, 2011-10-10 - 2011-10-11.

Higham, Desmond J. and Przulj, N.; Stumpf, M. and Balding, D.J. and Girolami, M., eds. (2011) Random graph models and their application to protein-protein interaction networks. In: Handbook of statisical systems biology. John Wiley & Sons Inc.. ISBN 9780470710869

Dawson, N. and McDonald, M. and Higham, D. J. and Morris, B. J. and Pratt, J. A. (2011) Subanaesthetic ketamine treatment alters prefrontal cortex functional connectivity and the properties of functional brain networks. Journal of Psychopharmacology, 25 (8). A63-A63. ISSN 1461-7285

Szpruch, Lukasz and Mao, Xuerong and Higham, Desmond J. and Pan, Jiazhu (2011) Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model. BIT Numerical Mathematics, 51. pp. 405-425. ISSN 0006-3835

Higham, Desmond (2011) Stochastic ordinary differential equations in applied and computational mathematics. IMA Journal of Applied Mathematics, 76 (3). pp. 449-474. ISSN 1464-3634

Xiao, Xiaolin and Dawson, Neil and MacIntyre, Lynsey and Morris, Brian J. and Pratt, Judith A. and Watson, David G. and Higham, Desmond J (2011) Exploring metabolic pathway disruption in the subchronic phencyclidine model of schizophrenia with the generalized singular value decomposition. BMC Systems Biology, 5. 72. ISSN 1752-0509

Grindrod, Peter and Parsons, Mark C. and Higham, D.J. and Estrada, Ernesto (2011) Communicability across evolving networks. Physical Review E, 83 (4). Article 046120. ISSN 2470-0053

Vass, J. Keith and Higham, D.J. and Mudaliar, Manikhandan A V and Mao, Xuerong and Crowther, D.J. (2011) Discretization provides a conceptually simple tool to build expression networks. PLoS One, 6 (4). e18634. ISSN 1932-6203

Higham, Desmond J. and Intep, Somkid and Mao, Xuerong and Szpruch, Lukasz (2011) Hybrid simulation of autoregulation within transcription and translation. BIT Numerical Mathematics, 51 (1). pp. 177-196. ISSN 0006-3835

Crofts, Jonathan and Higham, Desmond and Bosnell, R. and Jbabdi, S. and Matthews, P.M. and Behrens, T.E.J. and Johansen-Berg, H. (2011) Network analysis detects changes in the contralesional hemisphere following stroke. NeuroImage, 54 (1). pp. 161-169. ISSN 1053-8119

Crofts, J.J. and Higham, D.J. (2011) Googling the brain : discovering hierarchical and asymmetric network structures, with applications in neuroscience. Internet Mathematics, 7 (4). pp. 233-254.

Estrada, Ernesto and Higham, Desmond (2010) Network properties revealed through matrix functions. SIAM Review, 52 (4). pp. 696-714.

Intep, Somkid and Higham, Desmond J. (2010) Zero, one and two-switch models of gene regulation. Discrete and Continuous Dynamical Systems - Series B, 14 (2). pp. 495-513. ISSN 1531-3492

Dawson, Neil and Higham, Des and Pratt, Judith and Morris, Brian (2010) Alterations in functional brain network structure induced by subchronic phencyclidine (PCP) treatment parallel those seen in schizophrenia. Schizophrenia Research, 117 (2-3). pp. 234-235. ISSN 0920-9964

Grindrod, Peter and Higham, D.J. (2010) Evolving graphs : dynamical models, inverse problems and propagation. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 466 (2115). pp. 753-770. ISSN 1471-2962

Chalmers, Graeme and Higham, Desmond (2010) First and second moment reversion for a discretized square root process with jumps. Journal of Difference Equations and Applications, 16 (2-3). pp. 143-156. ISSN 1023-6198

Grindrod, Peter and Higham, Desmond J. and Kalna, Gabriela (2010) Periodic reordering. IMA Journal of Numerical Analysis, 30 (1). pp. 195-207. ISSN 0272-4979

Szpruch, Lukasz and Higham, D.J. (2010) Comparing hitting time behaviour of Markov jump processes and their diffusion approximations. Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 8 (2). pp. 605-621. ISSN 1540-3459

Crofts, Jonathan and Estrada, Ernesto and Higham, Desmond and Taylor, Alan (2010) Mapping directed networks. ETNA - Electronic Transactions on Numerical Analysis, 37. pp. 337-350. ISSN 1068-9613

Taylor, Alan and Higham, Desmond; Estrada, Ernesto and Higham, Desmond J and Fox, Maria and Oppo, Gian-Luca, eds. (2010) NESSIE : Network Example Source Supporting Innovative Experimentation. In: Network Science. Springer, London, pp. 85-106. ISBN 9781849963954

Estrada, E. and Fox, M. and Higham, D.J. and Oppo, G.L. (2010) Network Science. Complexity in Nature and Technology. Network Science . Springer. ISBN 978-1-84996-395-4

Lee, Clare and Higham, Desmond and Crowther, D. and Vass, J. Keith (2010) Non-negative matrix factorisation for network reordering. Monografias de la Real Academia de Ciencias de Zaragoza, 33. pp. 39-53.

Griffiths, David F. and Higham, Desmond (2010) Numerical Methods for Ordinary Differential Equations : Initial Value Problems. Springer Undergraduate Mathematics Series . Springer. ISBN 978-0-85729-147-9

Khanin, Raya and Higham, Desmond J.; Gusev, Yuriy, ed. (2009) Mathematical and computational modelling of post-transcriptional gene relation by micro-RNA. In: MicroRNA Profiling in Cancer:. World Scientific, pp. 197-216. ISBN 9789814267540

Giles, Michael B. and Higham, Desmond J. and Mao, Xuerong (2009) Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff. Finance and Stochastics, 13 (3). pp. 403-413. ISSN 0949-2984

Kuchaiev, O. and Rasajski, M. and Higham, D.J. and Przulj, N. (2009) Geometric de-noising of protein-protein interaction networks. PLoS Computational Biology, 5 (8). pp. 1-10. ISSN 1553-734X

Estrada, Ernesto and Higham, Desmond J. and Hatano, Naomichi (2009) Communicability betweenness in complex networks. Physica A: Statistical Mechanics and its Applications, 388 (5). pp. 764-774. ISSN 0378-4371

Taylor, Alan and Higham, Desmond J., EPSRC Grants (Funder) (2009) CONTEST : a Controllable Test Matrix Toolbox for MATLAB. ACM Transactions on Mathematical Software, 35 (4). 26:1-26:17. ISSN 0098-3500

Crofts, Jonathan J. and Higham, Desmond J. (2009) A weighted communicability measure applied to complex brain networks. Journal of the Royal Society Interface, 6 (33). pp. 411-414. ISSN 1742-5689

Intep, Somkid and Higham, Desmond J. and Mao, X. (2009) Switching and diffusion models for gene regulation networks. Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 8 (1). pp. 30-45. ISSN 1540-3459

Chalmers, Graeme, D and Higham, Desmond J. (2008) Asymptotic stability of a jump-diffusion equation and its numerical approximation. SIAM Journal on Scientific Computing, 31 (2). pp. 1141-1155. ISSN 1064-8275

Khanin, Raya and Higham, Desmond J. (2008) Chemical master equation and Langevin regimes for a gene transcription model. Theoretical Computer Science, 408 (1). pp. 31-40. ISSN 0304-3975

Estrada, Ernesto and Higham, Desmond J. and Hatano, Naomichi (2008) Communicability and multipartite structures in complex networks at negative absolute temperatures. Physical Review E, 78 (2). ISSN 2470-0053

Higham, Desmond J. (2008) Modeling and simulating chemical reactions. SIAM Review, 50 (2). pp. 347-368. ISSN 0036-1445

Kalna, Gabriela and Vass, J. Keith and Higham, Desmond J. (2008) Multidimensional partitioning and bi-partitioning : analysis and application to gene expression datasets. International Journal of Computer Mathematics, 85 (3/4). pp. 475-485. ISSN 0020-7160

Higham, D.J. and Chalmers, G.D. (2008) Convergence and stability analysis for implicit simulations of stochastic differential equations with random jump magnitudes. Discrete and Continuous Dynamical Systems - Series B, 9 (1). pp. 47-64. ISSN 1531-3492

Higham, Desmond J. and Khanin, Raya (2008) Chemical master versus chemical langevin for first-order reaction networks. Open Applied Mathematics Journal, 2. pp. 59-79. ISSN 1874-1142

Grindrod, Peter and Higham, Desmond J. and Kalna, Gabriela and Spence, Alistair and Stoyanov, Zhivko and Vass, J. Keith (2008) DNA meets the SVD. Mathematics Today, 44. pp. 80-85.

Higham, Desmond J. and Rasajski, Marija and Przulj, Natasa (2008) Fitting a geometric graph to a protein-protein interaction network. Bioinformatics, 24 (8). pp. 1093-1099. ISSN 1367-4803

Higham, D.J. and Mao, X. and Yuan, C. (2007) Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations. SIAM Journal on Numerical Analysis, 45 (2). pp. 592-609. ISSN 0036-1429

Higham, Desmond J. (2007) A matrix perturbation view of the small world phenomenon. SIAM Review, 49 (1). pp. 91-108. ISSN 0036-1445

Higham, D.J. (2007) A matrix perturbation view of the small world phenomenon, SIAM Review SIGEST section. SIAM Review, 49 (1). pp. 91-108. ISSN 0036-1445

Higham, D.J. (2005) Google PageRank as mean playing time for pinball on the reverse web. Applied Mathematics Letters, 18 (12). pp. 1359-1362. ISSN 0893-9659

Morrison, Julie L and Breitling, Rainer and Higham, Desmond J and Gilbert, David R (2005) GeneRank : using search engine technology for the analysis of microarray experiments. BMC Bioinformatics, 6 (1). p. 233.

Higham, D.J. and Kloeden, Peter E. (2005) Numerical methods for nonlinear stochastic differential equations with jumps. Numerische Mathematik, 101 (1). pp. 101-119. ISSN 0029-599X

Higham, D.J. and Kalna, G. and Vass, J.K. (2005) Analysis of the singular value decomposition as a tool for processing microarray expression data. In: Proceedings of ALGORITMY 2005, 2005-03-13 - 2005-03-18.

Higham, D.J. and Mao, X. (2005) Convergence of Monte Carlo simulations involving the mean-reverting square root process. Journal of Computational Finance, 8 (3). pp. 35-61. ISSN 1460-1559

Higham, D.J. (2005) Spectral reordering of a range-dependent weighted random graph. IMA Journal of Numerical Analysis, 25. pp. 443-457. ISSN 0272-4979

Higham, D.J. (2004) Black-Scholes for scientific computing students. Computing in Science and Engineering, 6 (6). pp. 72-79. ISSN 1521-9615

Strømmen Melbø, A.H. and Higham, D.J. (2004) Numerical simulation of a linear stochastic oscillator with additive noise. Applied Numerical Mathematics, 51 (1). pp. 89-99. ISSN 0168-9274

Johansen-Berg, H. and Behrens, T.E.J. and Drobnjak, I. and Smith, S.M. and Higham, D.J. and Matthews, P.M. (2004) Connectivity based anatomical parcellation of cortical grey matter. In: 10th International Conference for Functional Mapping of the Human Brain, 2004-06-13 - 2004-06-17.

Higham, Desmond J. (2004) Black-Scholes option valuation for scientific computing students. University of Strathclyde, Glasgow, UK. (Unpublished)

Johansen-Berg, H. and Behrens, T.E.J. and Robson, M.D. and Drobnjak, I. and Rushworth, M.F.S. and Brady, J.M. and Smith, S.M. and Higham, D.J. and Matthews, P.M. (2004) Changes in connectivity profiles define functionally-distinct regions in human medial frontal cortex. Proceedings of the National Academy of Sciences, 101 (26). pp. 13335-13340.

Behrens, T.E.J. and Johansen-Berg, H. and Smith, S.M. and Drobnjak, I. and Brady, J.M. and Matthews, P.M. and Higham, D.J. (2004) Reordering diffusion-based connectivity matrices to define anatomical networks of the human brain. In: Proceedings of the International Society for Magnetic Resonance in Medicine 12th Scientific Meeting, 2004-05-15 - 2004-05-21.

Higham, D.J. (2004) An introduction to financial option valuation: mathematics, stochastics and computation. Cambridge University Press, Cambridge, UK. ISBN 0521547571

Higham, D.J. and Mao, X. and Stuart, A.M. (2003) Exponential mean square stability of numerical solutions to stochastic differential equations. LMS Journal of Computation and Mathematics, 6. pp. 297-313. ISSN 1461-1570

Higham, D.J. (2003) Unravelling small world networks. Journal of Computational and Applied Mathematics, 158 (1). pp. 61-74. ISSN 0377-0427

Higham, Desmond J. and Taylor, Alan (2003) The sleekest link algorithm. Mathematics Today, 39. pp. 192-197. ISSN 1361-2042

Bryden, A. and Higham, D.J. (2003) On the boundedness of asymptotic stability regions for the stochastic theta method. BIT Numerical Mathematics, 43 (1). pp. 1-7. ISSN 0006-3835

Higham, D.J.; Griffiths, D.F. and Watson, G.A., eds. (2003) Finite differences in a small world. In: Proceedings of the 20th Biennial Conference on Numerical Analysis, Dundee. University of Dundee, Dundee, pp. 81-84.

Higham, Desmond J. (2003) A matrix perturbation view of the small world phenomenon. SIAM Journal on Matrix Analysis and Applications, 25 (2). pp. 429-444. ISSN 0895-4798

Higham, D.J. and Kloeden, P.E.; Neilsen, Søren Bo, ed. (2002) MAPLE and MATLAB for stochastic differential equations in finance. In: Programming Languages and Systems in Computational Economics and Finance. Springer, pp. 233-270. ISBN 1402071396

Mattingly, J. and Stuart, A.M. and Higham, D.J. (2002) Ergodicity for SDEs and approximations: Locally Lipschitz vector fields and degenerate noise. Stochastic Processes and their Applications, 101 (2). pp. 185-232. ISSN 0304-4149

Higham, D.J. (2002) Nine ways to implement the binomial method for option valuation in MATLAB. SIAM Review, 44 (4). pp. 661-677. ISSN 0036-1445

Higham, D.J. and Mao, X. and Stuart, A.M. (2002) Strong convergence of Euler-type methods for nonlinear stochastic differential equations. SIAM Journal on Numerical Analysis, 40 (3). pp. 1041-1063. ISSN 0036-1429

Higham, D.J. (2001) Review of Duelling Idiots and Other Probability Puzzlers by P J Nahin, Princeton University Press. [Review]

McDonald, E.J. and Higham, D.J. (2001) Error analysis of QR algorithms for computing Lyapunov exponents. ETNA - Electronic Transactions on Numerical Analysis, 12. pp. 234-251. ISSN 1068-9613

Higham, D.J. (2001) An algorithmic introduction to numerical simulation of stochastic differential equations. SIAM Review, 43 (3). pp. 525-546. ISSN 0036-1445

Higham, D.J. (2000) A-stability and stochastic mean-square stability. BIT Numerical Mathematics, 40 (2). pp. 404-409. ISSN 0006-3835

Barclay, G.J. and Griffiths, D.F. and Higham, D.J. (2000) Theta method dynamics. LMS Journal of Computation and Mathematics, 3. pp. 27-43. ISSN 1461-1570

Aves, M.A. and Griffiths, D.F. and Higham, D.J. (2000) Runge-Kutta solutions of a hyperbolic conservation law with source term. SIAM Journal on Scientific Computing, 22 (1). pp. 20-38. ISSN 1064-8275

Aves, M.A. and Davies, P.J. and Higham, D.J. (2000) The effect of quadrature on the dynamics of a discretised nonlinear integro-differential equation. Applied Numerical Mathematics, 32 (1). pp. 1-20. ISSN 0168-9274

Griffiths, D.F. and Higham, D.J. (2000) MacCormack's method for advection-reaction equations. Computational Fluid Dynamics Journal, 9 (1). ISSN 0918-6654

Higham, D.J. (2000) Mean-square and asymptotic stability of numerical methods for stochastic ordinary differential equations. SIAM Journal on Numerical Analysis, 38 (3). pp. 753-769. ISSN 0036-1429

Higham, D.J. and Humphries, A.R. and Wain, R.J. (2000) Phase space error control for dynamical systems. SIAM Journal on Scientific Computing, 21 (6). pp. 2275-2294. ISSN 1064-8275

Griffiths, D.F. and Higham, D.J. (1999) Runge-Kutta and MacCormack dynamics. In: Proceedings of the 8th International Symposium on Computational Fluid Dynamics, 1999-09-05 - 1999-09-10.

Gonzalez, O. and Stuart, A.M. and Higham, D.J. (1999) Qualitative properties of modified equations. IMA Journal of Numerical Analysis, 19 (2). pp. 169-190. ISSN 0272-4979

Higham, D.J. (1999) Trust region algorithms and timestep selection. SIAM Journal on Numerical Analysis, 37 (1). pp. 194-210. ISSN 0036-1429

Higham, D.J. and Stuart, A.M. (1998) Analysis of the dynamics of local error control via a piecewise continuous residual. BIT Numerical Mathematics, 38 (1). pp. 44-57. ISSN 0006-3835

Higham, D.J. and Higham, N.J. (1998) Structured backward error and condition of generalized eigenvalue problems. SIAM Journal on Matrix Analysis and Applications, 20 (2). pp. 493-512. ISSN 0895-4798

Calvo, M.C. and Higham, D.J. and Montijano, J.M. and Rández, L. (1997) Stepsize selection for tolerance proportionality in explicit Runge-Kutta codes. Advances in Computational Mathematics, 7 (3). pp. 361-382. ISSN 1019-7168

Higham, D.J. and Sardar, T. (1997) Dynamics of constant and variable stepsize methods for a nonlinear population model with delay. Applied Numerical Mathematics, 24 (2-3). pp. 425-438. ISSN 0168-9274

Higham, D.J. (1997) Time-stepping and preserving orthonormality. BIT Numerical Mathematics, 37 (1). pp. 24-36. ISSN 0006-3835

Aves, M.A. and Griffiths, D.F. and Higham, D.J. (1997) Does error control suppress spuriosity? SIAM Journal on Numerical Analysis, 34 (2). pp. 756-778. ISSN 0036-1429

Higham, D.J. (1997) Regular Runge-Kutta pairs. Applied Numerical Mathematics, 25. pp. 229-241. ISSN 0168-9274

Higham, D.J. (1997) The reliability of standard local error control algorithms for initial value ordinary differential equations. In: Proceedings of the IFIP Conference on The Quality of Numerical Software, 1996-07-08 - 1996-07-12.

Aves, M.A. and Davies, P.J. and Higham, D.J.; Griffiths, D.F. and Watson, G.A., eds. (1996) Fixed points and spurious modes of a nonlinear infinite-step map. In: Numerical Analysis: A.R. Mitchell 75th Birthday Volume. World Scientific, pp. 21-38. ISBN 981-02-2719-1

Higham, D.J. and Owren, B. (1996) Non-normality effects in a discretised, nonlinear, reaction-convection-diffusion equation. Journal of Computational Physics, 124 (2). pp. 309-323. ISSN 0021-9991

Calvo, M.C. and Higham, D.J. and Montijano, J.M. and Rández, L. (1996) Global error estimation with adaptive explicit Runge-Kutta methods. IMA Journal of Numerical Analysis, 16 (1). pp. 47-63. ISSN 0272-4979

Higham, D.J. (1996) Runge-Kutta type methods for orthogonal integration. Applied Numerical Mathematics, 22. pp. 217-223. ISSN 0168-9274

Higham, D.J. and Famelis, I.T. (1995) Equilibrium states of adaptive algorithms for delay differential equations. Journal of Computational and Applied Mathematics, 58 (2). pp. 151-169. ISSN 0377-0427

Higham, D.J. (1995) Condition numbers and their condition numbers. Linear Algebra and its Applications, 214. pp. 193-214. ISSN 0024-3795

Higham, D.J. and Sardar, T. (1995) Existence and stability of fixed points for a discretised nonlinear reaction-diffusion equation with delay. Applied Numerical Mathematics, 18 (1-3). pp. 155-173. ISSN 0168-9274

Higham, D.J. (1994) Runge-Kutta stability on a Floquet problem : DHS test, take out this subtitle when done. BIT Numerical Mathematics, 34 (1). pp. 88-98. ISSN 0006-3835

Higham, D.J. (1993) Error control for initial value problems with discontinuities and delays. Applied Numerical Mathematics, 12 (4). pp. 315-330. ISSN 0168-9274

Higham, D.J. and Trefethen, L.N. (1993) Stiffness of ODEs. BIT Numerical Mathematics, 33 (2). pp. 285-303. ISSN 0006-3835

Higham, D.J.; Griffiths, D.F. and Watson, G.A., eds. (1993) The dynamics of a discretised nonlinear delay differential equation. In: Proceedings of the 15th Biennial Conference on Numerical Analysis, Dundee. Longman Scientific and Technical, Dundee, UK, pp. 167-179. ISBN 058222568X

Higham, D.J. (1993) The tolerance proportionality of adaptive ODE solvers. Journal of Computational and Applied Mathematics, 45 (1-2). pp. 227-236. ISSN 0377-0427

Bartels, S.G. and Higham, D.J. (1992) The structured sensitivity of Vandermonde-like systems. Numerische Mathematik, 62. pp. 17-33. ISSN 0029-599X

Higham, D.J. and Higham, N.J. (1992) Componentwise perturbation theory for linear systems with multiple right-hand sides. Linear Algebra and its Applications, 174. pp. 111-130. ISSN 0024-3795

Higham, D.J. (1992) Monotonic piecewise cubic interpolation, with applications to ODE plotting. Journal of Computational and Applied Mathematics, 39 (3). pp. 287-294. ISSN 0377-0427

Higham, Desmond J. and Higham, Nicholas J. (1992) Backward error and condition of structured linear systems. SIAM Journal on Matrix Analysis and Applications, 13 (1). pp. 162-175. ISSN 0895-4798

Hall, G. and Higham, D.J. (1992) Runge-Kutta equilibrium theory for a mixed relative-absolute error measure. In: 1989 IMA Conference on Computational Ordinary Differential Equations, 1989-07-01.

Enright, W.H. and Higham, D.J. (1991) Parallel defect control. BIT Numerical Mathematics, 31 (4). pp. 647-663. ISSN 0006-3835

Higham, Desmond J. (1991) Global error versus tolerance for explicit Runge-Kutta methods. IMA Journal of Numerical Analysis, 11 (4). pp. 457-480. ISSN 0272-4979

Higham, D.J. (1991) Highly continuous Runge-Kutta interpolants. ACM Transactions on Mathematical Software, 17 (3). pp. 368-386. ISSN 0098-3500

Higham, D.J. (1991) Remark on Algorithm 669: BRKF45: A FORTRAN Subroutine for Solving First-Order Systems of Nonstiff Initial Value Problems for Ordinary Differential Equations. ACM Transactions on Mathematical Software, 17 (3). pp. 424-426.

Higham, D.J. (1991) Runge-Kutta defect control using Hermite-Birkhoff interpolation. SIAM Journal on Scientific Computing, 12 (5). pp. 991-999. ISSN 1064-8275

Higham, D.J. (1989) Analysis of the Enright-Kamel partitioning method for stiff ODEs. IMA Journal of Numerical Analysis, 9 (1). pp. 1-14. ISSN 0272-4979