Prof. Mike Giles

Professor of Scientific Computing in the Mathematical Institute
Professorial Fellow at St Hugh's College

Affiliations

• Numerical Analysis Group
• Mathematical and Computational Finance Group

Multilevel Monte Carlo research

• My MLMC research
• MLMC software in MATLAB and C/C++
• New! MLQMC software in MATLAB
• Acta Numerica article and MATLAB codes
• Slides for research presentations
• MLMC research worldwide

HPC research on NVIDIA GPUs

• Some small CUDA software projects
• Slides from various presentations
• Current computing hardware
• JADE: our GPU supercomputer

Publications

• Refereed publications
• Old conference proceedings and reports

• Google Scholar profile
• Scopus Author profile 55936470300
• ORCID Author profile 0000-0002-5445-3721

Teaching in 2023/24

• CUDA Programming on NVIDIA GPUs (course at Oxford, July 24 - 28, 2023)
• Numerical Methods course (MSc in Mathematical and Computational Finance)
• CUDA Programming on NVIDIA GPUs (course at AIMS, South Africa in December 2023)
• OpenMP Programming for Parallel/Vector Computing (Spring/Summer 2024?)

Other information

• Travel information for visitors
• Training in Scientific Computing for Oxford DPhils
• Information for those seeking internships in Oxford

EMail