Mike Giles - refereed publications

  1. M.B. Giles. `Internal reflections due to a nonuniform grid'. pp.322-331 in Advances in Computer Methods for Partial Differential Equations - V, IMACS, 1984.
  2. M.B. Giles and M. Rose. `A numerical study of the steady scalar convective diffusion equation for small viscosity'. Journal of Computational Physics, 56(3):513-529, 1984. link, doi
  3. M.B. Giles and W.T. Thompkins. `Propagation and stability of wavelike solutions of finite difference equations with variable coefficients'. Journal of Computational Physics, 58(3):349-360, 1985. link, doi
  4. M.B. Giles and M. Drela. `A two-dimensional transonic aerodynamic design method'. AIAA Journal, 25(9):1199-1206, 1987. link, doi
  5. M. Drela and M.B. Giles. `Viscous-inviscid analysis of transonic and low Reynolds number airfoils'. AIAA Journal, 25(10):1347-1355, 1987. link, doi
  6. A.H. Epstein, J.B. Gertz, P.R. Owen and M.B. Giles. `Vortex shedding in high-speed compressor blade wakes'. AIAA Journal of Propulsion and Power, 4(3):236-244, 1988. doi
  7. M.B. Giles. `Calculation of unsteady wake rotor interaction'. AIAA Journal of Propulsion and Power, 4(4):356-362, 1988. link, doi
  8. G.R. Guenette, A.H. Epstein, M.B. Giles, R. Haimes and R.J.G. Norton. `Fully scaled transonic turbine rotor heat transfer measurements'. Journal of Turbomachinery, 111(1):1-7, 1989. doi
  9. M.B. Giles. `Numerical methods for unsteady turbomachinery flow'. In Numerical Methods for Flows in Turbomachinery, Von Karman Institute, 1989.
  10. B. Krouthen and M.B. Giles. `Numerical investigation of hot streaks in turbines'. AIAA Journal of Propulsion and Power, 6(6):769-776, 1990. doi
  11. J.F. Dannenhoffer and M.B. Giles. `Accelerated convergence of Euler solutions using time inclining'. AIAA Journal, 28(8):1457-1463, 1990. doi
  12. M.B. Giles. `Stator/rotor interaction in a transonic turbine'. AIAA Journal of Propulsion and Power, 6(5):621-627, 1990. link, doi
  13. M.B. Giles. `Non-reflecting boundary conditions for Euler equation calculations'. AIAA Journal, 28(12):2050-2058, 1990. link, doi
  14. M.B. Giles and R. Haimes. `Advanced interactive visualization for CFD'. Computing Systems in Engineering, 1(1):51-62, 1990. link, doi
  15. A. Suddhoo, M.B. Giles and S. Stow. `Simulation of inviscid blade row interaction using a linear and a nonlinear method'. Tenth International Symposium on Air Breathing Engines, 485-493, 1991.
  16. R.S. Abhari, G.R. Guenette, A.H. Epstein and M.B. Giles. `Comparison of time-resolved turbine rotor blade heat transfer measurements and numerical calculations'. Journal of Turbomachinery, 114(4):818-826, 1992. doi
  17. M.B. Giles. `A framework for multi-stage unsteady flow calculations'. In Unsteady Aerodynamics, Aeroacoustics and Aeroelasticity of Turbomachines and Propellers, H.M. Atassi editor, Springer-Verlag, 1993. doi
  18. M.B. Giles and R. Haimes. `Validation of a numerical method for unsteady flow calculations'. Journal of Turbomachinery, 115(1):110-117, 1993. doi
  19. A. Saxer and M.B. Giles. `Quasi-3D nonreflecting boundary conditions for Euler equation calculations'. AIAA Journal of Propulsion and Power, 9(2):263-271, 1993. link, doi
  20. A.H. Epstein, M.B. Giles, T. Shang and A.K. Sehra. `Blade row interaction effects on compressor measurements'. AIAA Journal of Propulsion and Power, 9(4):569-578, 1993. link, doi
  21. A.P. Saxer and M.B. Giles. `Predictions of three-dimensional steady and unsteady inviscid transonic stator/rotor interaction with inlet radial temperature nonuniformity'. Journal of Turbomachinery, 116(3):347-357, 1994. doi
  22. D.R. Lindquist and M.B. Giles. `Validity of linearized unsteady Euler equations with shock capturing'. AIAA Journal, 32(1):46-53, 1994. link, doi
  23. D.A. Burgess, P.I. Crumpton and M.B. Giles. `A parallel framework for unstructured grid solvers'. pp.97-106 in Programming Environments for Massively Parallel Distributed Systems, K.M. Decker and R.M. Rehmann editors, Birkhauser, 1994. doi
  24. G. Fritsch and M.B. Giles. `An asymptotic analysis of mixing loss'. Journal of Turbomachinery, 117(3):367-374, 1995. doi
  25. K.F.C. Yiu and M.B. Giles. `Simultaneous viscous-inviscid coupling via transpiration'. Journal of Computational Physics, 120(2):157-170, 1995. doi
  26. K. Isomura and M.B. Giles. `A numerical simulation of the unsteadiness in a transonic steady-state blade-to-blade flow in NASA Rotor67'. In Unsteady Aerodynamics and Aeroelasticity of Turbomachines, Y. Tanida and M. Namba, editors, Elsevier, 1995.
  27. P.I. Crumpton and M.B. Giles. `Multigrid aircraft computations using the OPlus parallel library'. pp.339-346 in Parallel Computational Fluid Dynamics: Implementations and Results Using Parallel Computers, A. Ecer, J. Periaux, N. Satofuka, and S. Taylor, editors, North-Holland, 1996. link
  28. M.B. Giles. `Analysis of the accuracy of shock-capturing in the steady quasi-1D Euler equations'. Computational Fluid Dynamics Journal, 5(2):247-258, 1996. link
  29. P.I. Crumpton, M.B. Giles and G.N. Shrinivas. `Design optimisation for complex geometries'. In Lecture Notes in Physics: Fifteenth International Conference on Numerical Methods in Fluid Dynamics, Springer-Verlag, 1997. doi
  30. R.S. Abhari and M.B. Giles. `A Navier Stokes analysis of airfoils in oscillating transonic cascades for the prediction of aerodynamic damping'. Journal of Turbomachinery, 119(1):77-84, 1997. doi
  31. D.A. Burgess and M.B. Giles `Renumbering unstructured grids to improve the performance of codes on hierarchical memory machines', Advances in Engineering Software, 28(3):189-201, 1997. link, doi
  32. M.B. Giles. `Stability analysis of a Galerkin/Runge-Kutta Navier-Stokes discretisation on unstructured tetrahedral grids'. Journal of Computational Physics, 132(2):201-214, 1997. link, doi
  33. M.B. Giles. `Stability and accuracy of numerical boundary conditions in aeroelastic analysis'. International Journal for Numerical Methods in Fluids, 24(8):739-757, 1997. link, doi
  34. M.B. Giles. `Stability analysis of numerical interface boundary conditions in fluid-structure thermal analysis'. International Journal for Numerical Methods in Fluids, 25(4):421-436, 1997 link, doi
  35. N.A. Pierce and M.B. Giles. `Preconditioned multigrid methods for compressible flow calculations on stretched meshes'. Journal of Computational Physics, 136(2):425-445, 1997. link, doi
  36. M.B. Giles. `On the stability and convergence of discretizations of initial value p.d.e.s'. IMA Journal of Numerical Analysis, 17(4):563-576, 1997 link, doi
  37. P.I. Crumpton and M.B. Giles. `Implicit time-accurate solutions on unstructured dynamic grids'. International Journal for Numerical Methods in Fluids, 25(11):1285-1300, 1997. doi
  38. P.I. Crumpton, P. Moinier and M.B. Giles. `An unstructured algorithm for high Reynolds number flows on highly stretched grids', in Numerical Methods in Laminar and Turbulent Flow, 561-572. C. Taylor and J.T. Cross editors, Pineridge Press, 1997. link
  39. J.G. Marshall and M.B. Giles. `Some applications of a time-linearized Euler method to flutter and forced response in turbomachinery'. In Unsteady Aerodynamics and Aeroelasticity of Turbomachines, T. Fransson editor. Kluwer, 1998. doi
  40. M.B. Giles. `Progress in applied numerical analysis for Computational Fluid Dynamics'. pp.1-25 in Barriers and Challenges in CFD, V. Venkatakrishnan, M.D. Salas and S.R. Chakravarthy editors. Kluwer, 1998. link, doi
  41. M.B. Giles. `On adjoint equations for error analysis and optimal grid adaptation', in Frontiers of Computational Fluid Dynamics 1998, 155-170. D.A. Caughey and M.M. Hafez editors, World Scientific, 1998. link
  42. K. Isomura and M.B. Giles. `A numerical study of flutter in a transonic fan'. Journal of Turbomachinery, 120(3):500-507, 1998. doi
  43. M.B. Giles and R.M. Cummings. `Wake integration for three-dimensional flowfield computations: theoretical development', Journal of Aircraft , 36(2):357-365, 1999. link, doi
  44. D.L. Hunt, R.M. Cummings and M.B. Giles `Wake integration for three-dimensional flowfield computations: applications', Journal of Aircraft , 36(2):366-373, 1999. link, doi
  45. N.A. Pierce and M.B. Giles. `Adjoint recovery of superconvergent functionals from PDE approximations'. SIAM Review, 42(2):247-264, 2000. link, doi
  46. D.L. Darmofal, P. Moinier and M.B. Giles. `Eigenmode analysis of boundary conditions for the one-dimensional preconditioned Euler equations'. Journal of Computational Physics, 160(1):369-384, 2000. link, doi
  47. M.B. Giles and N.A. Pierce. `An introduction to the adjoint approach to design'. Flow, Turbulence and Combustion, 65(3-4):393-415, 2000. link, doi
  48. M.B. Giles and N.A. Pierce. `Analytic adjoint solutions for the quasi-one-dimensional Euler equations'. Journal of Fluid Mechanics, 426:327-345, 2001. link, doi
  49. M.S. Campobasso and M.B. Giles. `Analysis of the effect of mistuning on turbomachinery aeroelasticity' in Unsteady Aerodynamics, Aeroacoustics and Aeroelasticity in Turbomachines. P. Ferrand and S. Aubert editors, Presses Universitaire de Grenoble, 2001. link
  50. M.B. Giles and N.A. Pierce. `Superconvergent lift estimates through adjoint error analysis', in Innovative Methods for Numerical Solutions of Partial Differential Equations. M.M. Hafez and J.J. Chattot editors, World Scientific, 2001. link
  51. M.B. Giles `On the iterative solution of adjoint equations', pp.145-152 in Automatic Differentiation: From Simulation to Optimization, G. Corliss, C. Faure, A. Griewank, L. Hascoet, U. Naumann, editors, Springer-Verlag, 2001. link, doi
  52. M.B. Giles. `Defect and adjoint error correction', in Computational Fluid Dynamics 2000. N. Satofuka, editor, Springer-Verlag, 2001. link, doi
  53. M.B. Giles and N.A. Pierce. `Adjoint error correction for integral outputs', pp.47-96 in Error Estimation and Adaptive Discretization Methods in Computational Fluid Dynamics, T. Barth and H. Deconinck editors, volume 25 in Lecture Notes in Computational Science and Engineering. Springer-Verlag, 2002. link, doi
  54. P. Moinier and M.B. Giles. `Stability analysis of preconditioned approximations of the Euler equations on unstructured meshes'. Journal of Computational Physics, 178:498-519, 2002. link, doi
  55. M.B. Giles and E. Suli. `Adjoint methods for PDEs: a posteriori error analysis and postprocessing by duality'. Acta Numerica 2002, pages 145-236, Cambridge University Press, 2002. link, doi
  56. P. Moinier, J.-D. Muller and M.B. Giles. `Edge-based multigrid and preconditioning for hybrid grids'. AIAA Journal, 40(10):1954-1960, 2002. link, doi
  57. M.C. Duta, M.B. Giles and M.S. Campobasso. `The harmonic adjoint approach to unsteady turbomachinery design'. International Journal for Numerical Methods in Fluids, 40(3-4):323-332, 2002. link, doi
  58. M.B. Giles, M.C. Duta, J.-D. Muller and N.A. Pierce. `Algorithm developments for discrete adjoint methods'. AIAA Journal, 41(2):198-205, 2003. link, doi
  59. M.B. Giles. `Discrete adjoint approximations with shocks'. Hyperbolic Problems: Theory, Numerics, Applications, editors T. Hou and E. Tadmor, Springer-Verlag 2003. link, doi
  60. M.S. Campobasso and M.B. Giles. `Stabilization of a linearized Navier-Stokes solver for turbomachinery aeroelasticity' in Computational Fluid Dynamics 2002. Springer-Verlag, 2003. link, doi
  61. M.S. Campobasso and M.B. Giles. `Effect of flow instabilities on the linear analysis of turbomachinery aeroelasticity', AIAA Journal of Propulsion and Power, 19(2):250-259, 2003 link, doi
  62. M.S. Campobasso, M.C. Duta and M.B. Giles. `Adjoint calculation of sensitivities of turbomachinery objective functions', AIAA Journal of Propulsion and Power, 19(4):693-703, 2003. link, doi
  63. M.B. Giles, N.A. Pierce and E. Suli . `Progress in adjoint error correction for integral functionals', Computing and Visualisation in Science, 6(2-3):113-121, 2004. link, doi
  64. N.A. Pierce and M.B. Giles. `Adjoint and Defect Error Bounding and Correction for Functional Estimates' Journal of Computational Physics, 200:769-794, 2004. link, doi
  65. M.S. Campobasso and M.B. Giles. `Stabilization of a linear flow solver for turbomachinery aeroelasticity by means of the recursive projection method', AIAA Journal, 42(9) 1765-1774, 2004. link, doi
  66. M.C. Duta, A. Laird and M.B. Giles. `Aeroacoustic analysis using a hybrid finite element method', Journal of Power and Energy, Proceedings of the IMechE Part A, 219:413-420, 2005. link, doi
  67. P. Moinier and M.B. Giles. `Eigenmode analysis for turbomachinery applications', AIAA Journal of Propulsion and Power, 21(6): 973-978, 2005. link, doi
  68. M.C. Duta, M.S. Campobasso, M.B. Giles and B.L. Lapworth. `Adjoint harmonic sensitivities for forced response minimisation', ASME Journal of Turbomachinery, 128:183-189, 2006. doi
  69. M.B. Giles and P. Glasserman. `Smoking adjoints: fast Monte Carlo Greeks', RISK, 19(1):88-92, January 2006. link
  70. M.C. Duta, M.B. Giles and A. Laird. `A hybrid FE/spectral analysis of turbofan aeroacoustics', pp.77-82, in Computational Fluid Dynamics 2004. Springer-Verlag, 2006. link, doi
  71. M.S. Campobasso and M.B. Giles. `Stabilizing linear harmonic flow solvers for turbomachinery aeroelasticity with complex iterative algorithms', AIAA Journal, 44(5):1048-1059, 2006. link, doi
  72. M.B. Giles and R. Carter. `Convergence analysis of Crank-Nicolson and Rannacher time-marching', Journal of Computational Finance, 9(4):89-112, 2006. link, doi
  73. M.C. Duta and M.B. Giles. `A three-dimensional hybrid finite element/spectral analysis of noise radiation from turbofan inlets', Journal of Sound and Vibration. 296:623-642, 2006. link, doi
  74. A.L. Laird and M.B. Giles. `Preconditioning harmonic unsteady potential flow calculations', AIAA Journal, 44(11):2654-2662, 2006. doi
  75. R. Carter and M.B. Giles. 'Sharp error estimates for discretizations of the 1D convection/diffusion equation with Dirac initial data', IMA Journal of Numerical Analysis, 27(2):406-425, 2007 link, doi
  76. P. Moinier, M.B. Giles and J. Coupland. `Three-dimensional nonreflecting boundary conditions for swirling flow in turbomachinery'. AIAA Journal of Propulsion and Power, 23(5):981-986, 2007. link, doi
  77. M.B. Giles. `Improved multilevel Monte Carlo convergence using the Milstein scheme'. pp.343-358 in Monte Carlo and Quasi-Monte Carlo Methods 2006, Springer, 2008. link, doi
  78. M.B. Giles. `Multilevel Monte Carlo path simulation'. Operations Research, 56(3):607-617, 2008. link, doi
  79. M.B. Giles, D. Ghate and M.C. Duta. `Using automatic differentiation for adjoint CFD code development'. Computational Fluid Dynamics Journal, 16(4):434-443, 2008. link
  80. M.B. Giles. `Collected matrix derivative results for forward and reverse mode algorithmic differentiation'. pp.35-44 in Advances in Automatic Differentiation, Springer, 2008 link, doi
  81. M.B. Giles, F.Y. Kuo, I.H. Sloan and B.J. Waterhouse. `Quasi-Monte Carlo for finance applications'. ANZIAM Journal, 50:308-323, 2008. link, doi
  82. M.B. Giles, D.J. Higham and X. Mao. `Analysing multilevel Monte Carlo for options with non-globally Lipschitz payoff'. Finance and Stochastics, 13(3):403-413, 2009. link, doi
  83. M.B. Giles and B.J. Waterhouse. `Multilevel quasi-Monte Carlo path simulation'. pp.165-181 in Advanced Financial Modelling, in Radon Series on Computational and Applied Mathematics, de Gruyter, 2009. link, doi
  84. M.B. Giles. `Vibrato Monte Carlo sensitivities'. pp.369-392 in Monte Carlo and Quasi-Monte Carlo Methods 2008, Springer, 2009. link, doi
  85. M.B. Giles. `Multilevel Monte Carlo for basket options'. pp.1283-1290 in Proceedings of Winter Simulation Conference 2009, IEEE, 2009. link, doi
  86. M.B. Giles. `Crank-Nicolson time-marching'. In Encyclopedia of Quantitative Finance, John Wiley & Sons, 2010. link
  87. M.B. Giles and S. Ulbrich. `Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. Part 1: linearized approximations and linearized output functionals'. SIAM Journal of Numerical Analysis 48(3):882-904, 2010. link, doi
  88. M.B. Giles and S. Ulbrich. `Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. Part 2: adjoint approximations and extensions'. SIAM Journal of Numerical Analysis 48(3):905-921, 2010. link, doi
  89. L. Capriotti and M.B. Giles. `Fast correlation Greeks by adjoint algorithmic differentiation', RISK, 23(4):77-83, 2010.
  90. A. Lee, C. Yau, M.B. Giles, A. Doucet, C.C. Holmes. `On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods'. Journal of Computational and Graphical Statistics, 19(4): 769-789, 2010. link, doi
  91. T. Bradley, J. du Toit, M.B. Giles, R. Tong, P. Woodhams. `Parallelisation techniques for random number generators'. pp.231-246 in GPU Computing Gems, Emerald Edition, Morgan Kaufmann, 2011. link
  92. M.B. Giles. `Approximating the erfinv function'. pp.109-116 in GPU Computing Gems, Jade Edition, Morgan Kaufmann, 2011. link
  93. G. Klingbeil, R. Erban, M. Giles, P.K. Maini. `STOCHSIMGPU: Parallel stochastic simulation for the Systems Biology Toolbox 2 for MATLAB'. Bioinformatics, 27(8):1170-71, 2011. link, doi
  94. M.B. Giles, G.R. Mudalige, Z. Sharif, G. Markall, P.H.J. Kelly. `Performance analysis of the OP2 framework on many-core architectures'. ACM SIGMETRICS Performance Evaluation Review 38(4):9-15, 2011. link, doi
  95. K.A. Cliffe, M.B. Giles, R. Scheichl, A.L. Teckentrup, `Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients', Computing and Visualization in Science, 14(1):3-15, 2011 link, doi
  96. C. Bertolli, A. Betts, G.R. Mudalige, M.B. Giles, P.H.J. Kelly. `Design and performance of the OP2 library for unstructured mesh applications', Euro-Par 2011 Parallel Processing Workshops, Lecture Notes in Computer Science, Springer, 2012. link, doi
  97. G.R. Mudalige, M.B. Giles, C. Bertolli, P.H.J. Kelly. `Predictive modeling and analysis of OP2 on distributed memory GPU clusters'. ACM SIGMETRICS Performance Evaluation Review,40(2):61-67, 2012. link, doi
  98. M.B. Giles, G.R. Mudalige, Z. Sharif, G. Markall, P.H.J. Kelly. `Performance analysis and optimisation of the OP2 framework on many-core architectures', Computer Journal, 55(2):168-180, 2012 link, doi
  99. G. Klingbeil, R. Erban, M. Giles, P.K. Maini. `Fat vs. thin threading approach on GPUs: application to stochastic simulation of chemical reactions'. IEEE Transactions on Parallel and Distributed Systems,23(2):280-287, 2012. link, doi
  100. Y. Xia, M.B. Giles. `Multilevel path simulation for jump-diffusion SDEs', pp.695-708 in Monte Carlo and Quasi-Monte Carlo Methods 2010, Springer, 2012. link, doi
  101. S. Burgos, M.B. Giles. `Computing Greeks using multilevel path simulation', pp.281-296 in Monte Carlo and Quasi-Monte Carlo Methods 2010, Springer, 2012. link, doi
  102. G.A. Mudalige, M.B. Giles, I. Reguly, C. Bertolli, P.H.J. Kelly. `OP2: An active library framework for solving unstructured mesh-based applications on multi-core and many-core architectures', in Innovative Parallel Computing (InPar), 2012, IEEE, 2012. link, doi
  103. I. Reguly, M.B. Giles. `Efficient sparse matrix-vector multiplication on cache-based GPUs', in Innovative Parallel Computing (InPar), 2012, IEEE, 2012. link, doi
  104. M.B. Giles, C. Reisinger. `Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance', SIAM Journal of Financial Mathematics, 3(1):572-592, 2012. link, doi
  105. L. Capriotti and M.B. Giles. `Adjoint Greeks made easy', RISK, 23(9):96-102, 2012. link
  106. C. Bertolli, A. Betts, P.H.J. Kelly, G.R. Mudalige, and M.B. Giles. `Mesh independent loop fusion for unstructured mesh applications', ACM Proceedings of the 9th Conference on Computing Frontiers (CF'12), pp.43-52. 2012. link, doi
  107. W. Armour, A. Karastergiou, M. Giles, C. Williams, A. Magro, K. Zagkouris, S. Roberts, S. Salvini, F. Dulwich, B. Mort. 'A GPU-based survey for millisecond radio transients using ARTEMIS', Astronomical Data Analysis Software and Systems XXI, 461:33-36, 2012. link
  108. M. Serylak, A. Karastergiou, C. Williams, W. Armour, M. Giles. `Observations of transients and pulsars with LOFAR international stations and the ARTEMIS backend', Proceedings of the International Astronomical Union, 8(S291):492-494, 2012. link, doi
  109. M.B. Giles, G.R. Mudalige, C. Bertolli, P.H.J. Kelly, E. Laszlo, I. Reguly. `An analytical study of loop tiling for a large-scale unstructured mesh application', High Performance Computing, Networking Storage and Analysis, SC 2012, pp. 477-482, 2012. link, doi
  110. M.B. Giles, G.R. Mudalige, B. Spencer, C. Bertolli, I. Reguly. `Designing OP2 for GPU architectures', Journal of Parallel and Distributed Computing, 73(11):1451-1460, 2013. link, doi
  111. A.L. Teckentrup, R. Scheichl, M.B. Giles, E. Ullmann. `Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients', Numerische Mathematik, 125(3):569-600, 2013. link, doi
  112. C. Bertolli, A. Betts, N. Loriant, G.R. Mudalige, D. Radford, D.A. Ham, M.B. Giles, and P.H.J. Kelly. `Compiler optimizations for industrial unstructured mesh CFD applications on GPUs', Languages and Compilers for Parallel Computing, pp.112-126, Springer, 2013. link, doi
  113. M.B. Giles, L. Szpruch. `Multilevel Monte Carlo methods for applications in finance', pp.3-48 in Recent Developments in Computational Finance, World Scientific, 2013. link, doi
  114. M.B. Giles. `Multilevel Monte Carlo methods', pp.83-103 in Monte Carlo and Quasi-Monte Carlo Methods 2012, Springer, 2013. link, doi
  115. M.B. Giles, L. Szpruch. `Antithetic multilevel Monte Carlo estimation for multidimensional SDEs', pp.367-384 in Monte Carlo and Quasi-Monte Carlo Methods 2012, Springer, 2013. link, doi
  116. G.R. Mudalige, M.B. Giles, J. Thiyagalingam, I. Reguly, C. Bertolli, P.H.J. Kelly and A.E. Trefethen. `Design and initial performance of a high-level unstructured mesh framework on heterogeneous parallel systems'. Parallel Computing, 39(11):669-692, 2013. link, doi
  117. M.B. Giles, L. Szpruch. 'Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation', Annals of Applied Probability, 24(4):1585-1620, 2014. link, doi
  118. M.B. Giles, I. Reguly. `Trends in high performance computing for engineering calculations', Proceedings of the Royal Society A, 372(2022), 2014. link, doi
  119. I.Z. Reguly, G.R. Mudalige, M.B. Giles, D. Curran, S. McIntosh-Smith. 'The OPS domain specific abstraction for multi-block structured grid computations'. Fourth International Workshop on Domain-Specific Languages and High-Level Frameworks for High Performance Computing (WOLFHPC '14), IEEE, 2014. link, doi
  120. G.R. Mudalige, I.Z. Reguly, M.B. Giles, A.C. Mallinson, W.P. Gaudin, J.A. Herdman. 'Performance analysis of a high-level abstractions-based hydrocode on future computing systems'. Fifth International Workshop on Performance Modeling, Benchmarking and Simulation of High Performance Computing Systems (PMBS'14), IEEE, 2014. link, doi
  121. M.B. Giles, E. Laszlo, I. Reguly, J. Appleyard, J. Demouth. 'GPU implementation of finite difference solvers'. Seventh Workshop on High Performance Computational Finance (WHPCF'14), IEEE, 2014. link, doi
  122. C. Lester, C. Yates, M.B. Giles, R.E. Baker. 'An adaptive multi-level simulation algorithm for stochastic biological systems'. Journal of Chemical Physics, 142(2), 2015. link, doi
  123. I. Reguly, M.B. Giles. 'Finite element algorithms and data structures on graphical processing units'. International Journal of Parallel Programming, 43(2):203-239, 2015. link, doi
  124. M.B. Giles, T. Nagapetyan, K. Ritter. 'Multilevel Monte Carlo approximation of distribution functions and densities'. SIAM/ASA Journal on Uncertainty Quantification, 3:267-295, 2015. link, doi
  125. E. Laszlo, Z. Nagy, M.B. Giles, I. Reguly, J. Appleyard, P. Szolgay. 'Analysis of parallel processor architectures for the solution of the Black-Scholes PDE'. 2015 IEEE International Symposium on Circuits and Systems (ISCAS), IEEE, 2015. link, doi
  126. M.B. Giles. 'Multilevel Monte Carlo methods'. Acta Numerica, 24:259-328, 2015. link, doi
  127. F. Vidal-Codina, N.C. Nguyen, M.B. Giles, J. Peraire. 'A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations'. Journal of Computational Physics, 297:700-720, 2015. link, doi
  128. M.B. Giles. 'Algorithm 955: Approximation of the inverse Poisson cumulative distribution function'. ACM Transactions on Mathematical SOftware, 42(1):1-22, 2016. link, doi
  129. I.Z. Reguly, G.R. Mudalige, C. Bertolli, M.B. Giles, A. Betts, P.H.J. Kelly, and D. Radford. `Acceleration of a full-scale industrial CFD application with OP2', IEEE Transactions on Parallel and Distributed Systems, 27(5):1265-1278, 2016. link, doi
  130. I.Z. Reguly, E. Laszlo, G.R. Mudalige, M.B. Giles. `Vectorizing unstructured mesh computations for many-core architectures', Concurrency and Computation: Practice and Experience, 28(2):557-577, 2016. link, doi
  131. F. Vidal-Codina, N.C. Nguyen, M.B. Giles, J. Peraire. 'An empirical interpolation and model-variance reduction method for computing statistical outputs of parametrized stochastic partial differential equations'. SIAM/ASA Journal on Uncertainty Quantification, 4(1):244-265, 2016. link, doi
  132. M.B. Giles, C. Lester, J. Whittle. 'Non-nested adaptive timesteps in multilevel Monte Carlo computations'. pp 303-314 in Monte Carlo and Quasi-Monte Carlo Methods 2014, Springer, 2016. link, doi
  133. E. Laszlo, M.B. Giles, J. Appleyard. 'Manycore algorithms for batch scalar and block tridiagonal solvers'. ACM Transactions on Mathematical Software, 42(4):1-36, 2016. link, doi
  134. C. Lester, R.E. Baker, M.B. Giles, C.A. Yates. 'Extending the multi-level method for the simulation of stochastic biological systems'. Bulletin of Mathematical Biology, 78(8):1640-1677, 2016. link, doi
  135. S.P. Jammy, G.R. Mudalige, I.Z. Reguly, N.D. Sandham, M.B. Giles. 'Block Structured compressible Navier Stokes solution using the OPS high-level abstraction'. International Journal of Computational Fluid Dynamics, 2016. link, doi
  136. M.B. Giles, Y. Xia. 'Multilevel Monte Carlo for exponential Lévy models'. Finance and Stochastics, 21(4):995-1026, 2017. link, doi
  137. I.Z. Reguly, G.R. Mudalige, M.B. Giles. 'Beyond 16GB: Out-of-Core Stencil Computations'. Proceedings of the Workshop on Memory Centric Programming for HPC, 20-29, ACM, 2017. link, doi
  138. G. Katsiolides, E.H. Muller, R. Scheichl, T. Shardlow, M.B. Giles, D.J. Thomson. 'Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling'. Journal of Computational Physics, 354:320-343, 2018. link, doi
  139. I.Z. Reguly, G.R. Mudalige, M.B. Giles. 'Loop tiling in large-scale stencil codes at run-time with OPS'. IEEE Transactions on Parallel and Distributed Systems, 29(4):873-886, 2018. link, doi
  140. M.B. Giles, F.Y. Kuo, I.H. Sloan. 'Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients'. Monte Carlo and Quasi-Monte Carlo Methods 2016, Springer, 2018. link, doi
  141. W. Fang, M.B. Giles. 'Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift'. Monte Carlo and Quasi-Monte Carlo Methods 2016, Springer, 2018. link, doi
  142. I.Z. Reguly, D. Giles, D. Gopinathan, L. Quivy, J.H. Beck, M.B. Giles, S. Guillas, F. Dias. 'The VOLNA-OP2 Tsunami Code'. Geoscientific Model Development, 11(11):4621-4635, 2018. link, doi
  143. M.B. Giles, F. Bernal. 'Multilevel estimation of expected exit times and other functionals of stopped diffusions'. SIAM/ASA Journal on Uncertainty Quantification, 6(4):1454-1474, 2018. link, doi
  144. M. Croci, M.B. Giles, M.E. Rognes, P.E. Farrell. 'Efficient white noise sampling and coupling for multilevel Monte Carlo with non-nested meshes'. SIAM/ASA Journal on Uncertainty Quantification, 6(4):1630-1655, 2018. link, doi
  145. M.B. Giles. 'MLMC for nested expectations'. pp.425-442 in Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan, Springer, 2018. link, doi
  146. M.B. Giles, T. Goda. 'Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI'. Statistics and Computing, 29(4):739-751, 2019. link, doi
  147. M.B. Giles, M. Hefter, L. Mayer, K. Ritter. 'Random bit quadrature and approximation of distributions on Hilbert spaces'. Foundations of Computational Mathematics, 19(1):205-238, 2019. link, doi
  148. M. Hernandez-Fernandez, I. Reguly, S. Jbabdi, M.B. Giles, S. Smith, S.N. Sotiropoulosae. 'Using GPUs to accelerate computational diffusion MRI: from microstructure estimation to tractography and connectomes'. NeuroImage, 188:598-615, 2019. link, doi
  149. M.B. Giles, K. Debrabant, A. Roessler. 'Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation'. Discrete and Continuous Dynamical Systems - series B, 24(8):3881-3903, 2019. link, doi
  150. I.Z. Reguly, G.R. Mudalige, M.B. Giles, S. Maheswaran. Improving resilience of scientific software through a domain-specific approach'. Journal of Parallel and Distributed Computing, 128:99-114, 2019. link, doi
  151. W. Fang, M.B. Giles. 'Multilevel Monte Carlo method for ergodic SDEs without contractivity'. Journal of Mathematical Analysis and Applications, 476(1):149-176, 2019. link, doi
  152. M.B. Giles, A.L. Haji-Ali. 'Multilevel nested simulation for efficient risk estimation'. SIAM/ASA Journal on Uncertainty Quantification, 7(2):497-525, 2019. link, doi
  153. G.R. Mudalige, S. Jammy, I.Z. Reguly, N. Sandham, M.B. Giles, C. Jacobs. 'Large-scale performance of a DSL-based multi-block structured-mesh application for direct numerical simulation'. Journal of Parallel and Distributed Computing, 131:130-146, 2019. link, doi
  154. M.B. Giles, M. Hefter, L. Mayer, K. Ritter. 'Random bit multilevel algorithms for stochastic differential equations'. Journal of Complexity, 54:101395, 2019. link, doi
  155. M.B. Giles, M.B. Majka, L. Szpruch, S.J. Vollmer, K.C. Zygalakis. 'Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations'. Statistics and Computing, 30(3):507-524, 2020. link, doi
  156. M.B. Giles, M. Hefter, L. Mayer, K. Ritter. 'An adaptive random bit multilevel algorithm for SDEs', in Multivariate Algorithms and Information-Based Complexity, De Gruyter, 2020. link, doi
  157. W. Fang, M.B. Giles. 'Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift'. Annals of Applied Probability, 30(2):526-560, 2020. link, doi
  158. K. Adamek, S. Dimoudi, M.B. Giles, W. Armour. 'GPU fast convolution via the overlap-and-save method in shared memory'. ACM Trans. Architecture and Code Optimization, 17(3):3394116, 2020. link, doi
  159. T. Hironaka, M.B. Giles, T. Goda, H. Thom. 'Multilevel Monte Carlo estimation of the expected value of sample information'. SIAM/ASA Journal on Uncertainty Quantification, 8(3):1236-1259, 2020. link, doi
  160. M. Croci, M.B. Giles, P.E. Farrell. 'Multilevel quasi Monte Carlo methods for elliptic PDEs with random field coefficients via fast white noise sampling'. SIAM Journal on Scientific Computing, 43(4), A2840-A2868, 2021. link, doi
  161. W. Fang, M.B. Giles. 'Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems'. SIAM/ASA Journal on Uncertainty Quantification, 9(3):1217-1241, 2021. link, doi
  162. W. Fang, Z. Wang, M.B. Giles, C.H. Jackson, N.J. Welton, C. Andrieu, H. Thom. 'Multilevel and quasi Monte Carlo methods for the calculation of the expected value of partial perfect information'. Medical Decision Making, 42(2):168-181, 2022. link, doi
  163. M.B. Giles, O. Sheridan-Methven. 'Analysis of nested multilevel Monte Carlo using approximate Normal random variables'. SIAM/ASA Journal on Uncertainty Quantification, 10(1):200-226, 2022. link, doi
  164. A.L. Haji-Ali, M.B. Giles. 'Sub-sampling and other considerations for efficient risk estimation in large portfolios'. Journal of Computational Finance, 26(1), June 2022. link, doi
  165. M. Croci, M.B. Giles. 'Effects of round-to-nearest and stochastic rounding in the numerical solution of the heat equation in low precision'. IMA Journal for Numerical Analysis, 43(3):1358-1390, 2023. link, doi
  166. M.B. Giles, O. Sheridan-Methven. 'Approximating inverse cumulative distribution functions to produce approximate random variables'. ACM Transactions on Mathematical Software, 49(3):1-29, 2023. link, doi
  167. L. Capriotti and M.B. Giles. '15 years of adjoint algorithmic differentiation in finance'. Quantitative Finance, online March 2024. link, doi
  168. M.B. Giles. 'MLMC techniques for discontinuous functions'. Monte Carlo and Quasi-Monte Carlo Methods 2022, Springer, to appear, 2024. link, doi
  169. O. Sheridan-Methven, M.B. Giles. 'Rounding error using low precision approximate random variables'. SIAM Journal on Scientific Computing, to appear, 2024. link, doi
  170. M.B. Giles, A.L. Haji-Ali. 'Multilevel path branching for digital options'. Annals of Applied Probability, to appear, 2024/5. link, doi