Prof. Mike Giles

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

Affiliations

• Mathematical and Computational Finance Group
• Numerical Analysis Group

MCQMC 2020 in Oxford, August 9-14, 2020

Multilevel Monte Carlo research

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

HPC research on NVIDIA GPUs

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

Past Research

• OP2: open source framework for unstructured grid applications
• OPS: open source framework for multi-block structured grid applications
• Emerald: our previous GPU supercomputer
• Random number generation and Monte Carlo methods
• Flamingo auto-tuning software
• Adjoints for computing Greeks

Publications

• Refereed publications
• Old conference proceedings and reports

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

Teaching in 2019/20

• Stochastic Simulation (Michaelmas), a course core in the Random Systems CDT
• Advanced Monte Carlo Methods, part of Module 6: Advanced Numerical Methods
• OpenMP Programming for Parallel/Vector Computing

Other information

• Act on Acceptance (deposit paper and data in ORA)
• Open Access and HEFCE's new REF requirement
• Symplectic configuration and problems
• Research Data Management and EPSRC's new publication rules
• Scopus, ORCID, ResearchFish and Google Scholar

• Travel information for visitors

• Training in Scientific Computing for Oxford DPhils

• Information for those seeking internships in Oxford

• Curriculum Vitae

EMail