Desmond J. Higham

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Person:243094

Available identifiers

zbMath Open higham.desmond-jWikidataQ5264739 ScholiaQ5264739MaRDI QIDQ243094

List of research outcomes

PublicationDate of PublicationType
Weighted Enumeration of Nonbacktracking Walks on Weighted Graphs2024-02-16Paper
Can We Rely on AI?2023-08-29Paper
Core-Periphery Detection in Hypergraphs2023-03-30Paper
Dynamic Katz and related network measures2022-10-18Paper
Accurately computing the log-sum-exp and softmax functions2022-05-17Paper
Core-periphery detection in hypergraphs2022-02-25Paper
A Nonlinear Spectral Method for Core--Periphery Detection in Networks2022-02-03Paper
Beyond non-backtracking: non-cycling network centrality measures2021-10-29Paper
A framework for second-order eigenvector centralities and clustering coefficients2021-10-29Paper
A Theory for Backtrack-Downweighted Walks2021-08-16Paper
Non-backtracking walk centrality for directed networks2021-05-07Paper
https://portal.mardi4nfdi.de/entity/Q58596852021-04-19Paper
Random Matrices Generating Large Growth in LU Factorization with Pivoting2021-02-15Paper
A Personal Perspective on Numerical Analysis and Optimization2020-09-23Paper
A network model for polarization of political opinion2020-08-04Paper
Deep Learning: An Introduction for Applied Mathematicians2019-11-15Paper
Non-backtracking PageRank2019-10-22Paper
Accurate Computation of the Log-Sum-Exp and Softmax Functions2019-09-08Paper
Non-Backtracking Alternating Walks2019-08-26Paper
On Constrained Langevin Equations and (Bio)Chemical Reaction Networks2019-03-11Paper
Computational Complexity Analysis for Monte Carlo Approximations of Classically Scaled Population Processes2018-10-15Paper
On the exponential generating function for non-backtracking walks2018-08-29Paper
The Deformed Graph Laplacian and Its Applications to Network Centrality Analysis2018-03-02Paper
Inverse network sampling to explore online brand allegiance2017-11-24Paper
Centrality Analysis for Modified Lattices2017-11-06Paper
A dynamical systems view of network centrality2017-09-29Paper
Block Matrix Formulations for Evolving Networks2017-05-29Paper
MATLAB Guide, Third Edition2017-03-06Paper
Betweenness in time dependent networks2016-12-20Paper
https://portal.mardi4nfdi.de/entity/Q28227282016-10-04Paper
An introduction to multilevel Monte Carlo for option valuation2016-04-29Paper
Multilevel Monte Carlo for Stochastic Differential Equations with Small Noise2016-03-16Paper
Chemical Master versus Chemical Langevin for First-Order Reaction Networks2015-10-14Paper
Complexity of Multilevel Monte Carlo Tau-Leaping2015-04-08Paper
Mean Exit Times and the Multilevel Monte Carlo Method2014-02-25Paper
Convergence, nonnegativity and stability of a new Milstein scheme with applications to finance2013-11-12Paper
A Matrix Iteration for Dynamic Network Summaries2013-04-05Paper
Bistability through Triadic Closure2013-02-15Paper
A model for dynamic communicators2013-01-16Paper
Models for evolving networks: with applications in telecommunication and online activities2012-10-11Paper
Multilevel Monte Carlo for Continuous Time Markov Chains, with Applications in Biochemical Kinetics2012-08-30Paper
Googling the Brain: Discovering Hierarchical and Asymmetric Network Structures, with Applications in Neuroscience2012-08-29Paper
Discovering bipartite substructure in directed networks2011-09-16Paper
Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model2011-08-02Paper
Stochastic ordinary differential equations in applied and computational mathematics2011-07-27Paper
Hybrid simulation of autoregulation within transcription and translation2011-05-04Paper
Mapping directed networks2011-02-17Paper
Network Properties Revealed through Matrix Functions2011-01-10Paper
Numerical Methods for Ordinary Differential Equations2010-11-25Paper
Evolving graphs: dynamical models, inverse problems and propagation2010-10-02Paper
Zero, one and two-switch models of gene regulation2010-09-22Paper
Comparing Hitting Time Behavior of Markov Jump Processes and Their Diffusion Approximations2010-06-10Paper
Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation2010-05-06Paper
Analyzing multi-level Monte Carlo for options with non-globally Lipschitz payoff2010-04-22Paper
Switching and Diffusion Models for Gene Regulation Networks2010-03-30Paper
First and second moment reversion for a discretized square root process with jumps2010-03-24Paper
Periodic reordering2010-03-08Paper
https://portal.mardi4nfdi.de/entity/Q58525782010-01-27Paper
https://portal.mardi4nfdi.de/entity/Q36466812009-11-27Paper
Chemical master equation and Langevin regimes for a gene transcription model2008-12-12Paper
Spectral analysis of two-signed microarray expression data2008-08-21Paper
Convergence and stability analysis for implicit simulations of stochastic differential equations with random jump magnitudes2008-07-21Paper
Modeling and Simulating Chemical Reactions2008-06-10Paper
Multidimensional partitioning and bi-partitioning: analysis and application to gene expression data sets2008-04-29Paper
Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations2008-04-22Paper
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations2008-01-04Paper
Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems2007-06-14Paper
Spectral clustering and its use in bioinformatics2007-05-11Paper
A Matrix Perturbation View of the Small World Phenomenon2007-03-27Paper
Nonnormality and stochastic differential equations2006-10-31Paper
https://portal.mardi4nfdi.de/entity/Q54799512006-07-25Paper
Greedy pathlengths and small world graphs2006-07-20Paper
Google PageRank as mean playing time for pinball on the reverse web2006-01-24Paper
Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.2005-11-29Paper
Spectral reordering of a range-dependent weighted random graph2005-09-15Paper
Numerical methods for nonlinear stochastic differential equations with jumps2005-08-05Paper
An Introduction to Financial Option Valuation2005-07-29Paper
Matlab Guide2005-05-03Paper
Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations2004-11-18Paper
Numerical simulation of a linear stochastic oscillator with additive noise2004-10-12Paper
A Matrix Perturbation View of the Small World Phenomenon2004-01-19Paper
Error analysis of QR algorithms for computing Lyapunov exponents2003-10-30Paper
Unravelling small world networks2003-09-15Paper
On the boundedness of asymptotic stability regions for the stochastic theta method2003-08-06Paper
Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations2003-01-05Paper
Nine Ways to Implement the Binomial Method for Option Valuation in MATLAB2003-01-05Paper
https://portal.mardi4nfdi.de/entity/Q27822362002-04-14Paper
An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations2001-10-23Paper
Mean-Square and Asymptotic Stability of the Stochastic Theta Method2000-10-19Paper
Phase Space Error Control for Dynamical Systems2000-10-19Paper
Runge--Kutta Solutions of a Hyperbolic Conservation Law with Source Term2000-10-19Paper
The effect of quadrature on the dynamics of a discretized nonlinear integro-differential equation2000-10-10Paper
Theta Method Dynamics2000-09-25Paper
\(A\)-stability and stochastic mean-square stability2000-08-27Paper
https://portal.mardi4nfdi.de/entity/Q44901132000-07-10Paper
Trust Region Algorithms and Timestep Selection1999-11-22Paper
Structured Backward Error and Condition of Generalized Eigenvalue Problems1999-05-18Paper
Dynamics of constant and variable stepsize methods for a nonlinear population model with delay1998-11-10Paper
Analysis of the dynamics of local error control via a piecewise continuous residual1998-08-02Paper
Time-stepping and preserving orthonormality1998-07-19Paper
Stepsize selection for tolerance proportionality in explicit Runge-Kutta codes1998-07-01Paper
Regular Runge-Kutta pairs1998-06-23Paper
Remark on algorithm 6691998-03-18Paper
Highly continuous Runge-Kutta interpolants1998-02-09Paper
https://portal.mardi4nfdi.de/entity/Q43738991998-02-02Paper
Runge-Kutta type methods for orthogonal integration1997-07-27Paper
Does Error Control Suppress Spuriosity?1997-06-23Paper
Learning LaTex1997-01-13Paper
Nonnormality effects in a discretised nonlinear reaction-convection-diffusion equation1996-07-02Paper
Global error estimation with adaptive explicit Runge-Kutta methods1996-06-30Paper
Existence and stability of fixed points for a discretised nonlinear reaction-diffusion equation with delay1996-04-10Paper
Equilibrium states of adaptive algorithms for delay differential equations1995-10-11Paper
Condition numbers and their condition numbers1995-07-23Paper
Runge-Kutta stability on a Floquet problem1995-07-19Paper
Stiffness of ODEs1994-02-28Paper
The tolerance proportionality of adaptive ODE solvers1994-01-23Paper
https://portal.mardi4nfdi.de/entity/Q42885561994-01-01Paper
Error control for initial value problems with discontinuities and delays1993-10-10Paper
The structured sensitivity of Vandermonde-like systems1993-02-08Paper
Monotonic piecewise cubic interpolation, with applications to ODE plotting1993-01-16Paper
Componentwise perturbation theory for linear systems with multiple right- hand sides1992-10-26Paper
Parallel defect control1992-06-28Paper
Backward Error and Condition of Structured Linear Systems1992-06-28Paper
Global Error versus Tolerance for Explicit Runge-Kutta Methods1992-06-26Paper
Runge–Kutta Defect Control Using Hermite–Birkhoff Interpolation1992-06-25Paper
Analysis of the Enright-Kamel Partitioning Method for Stiff Ordinary Differential Equations1989-01-01Paper
Defect Estimation in Adams PECE Codes1989-01-01Paper
Large Growth Factors in Gaussian Elimination with Pivoting1989-01-01Paper
Robust Defect Control with Runge–Kutta Schemes1989-01-01Paper

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