Mike Giles - 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. (PDF)
  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. (PDF)
  4. M.B. Giles and M. Drela. `A two-dimensional transonic aerodynamic design method'. AIAA Journal, 25(9):1199-1206, 1987. (PDF)
  5. M. Drela and M.B. Giles. `Viscous-inviscid analysis of transonic and low Reynolds number airfoils'. AIAA Journal, 25(10):1347-1355, 1987. (PDF)
  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.
  7. M.B. Giles. `Calculation of unsteady wake rotor interaction'. AIAA Journal, 4(4):356-362, 1988. (PDF)
  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.
  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.
  11. J.F. Dannenhoffer and M.B. Giles. `Accelerated convergence of Euler solutions using time inclining'. AIAA Journal, 28(8):1457-1463, 1990.
  12. M.B. Giles. `Stator/rotor interaction in a transonic turbine'. AIAA Journal of Propulsion and Power, 6(5):621-627, 1990. (PDF)
  13. M.B. Giles. `Non-reflecting boundary conditions for Euler equation calculations'. AIAA Journal, 28(12):2050-2058, 1990. (PDF)
  14. M.B. Giles and R. Haimes. `Advanced interactive visualization for CFD'. Computing Systems in Engineering, 1(1):51-62, 1990. (PDF)
  15. A. Suddhoo and M.B. Giles. `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.
  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, 2003.
  18. M.B. Giles and R. Haimes. `Validation of a numerical method for unsteady flow calculations'. Journal of Turbomachinery, 115(1):110-117, 1993.
  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. (PDF)
  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. (PDF)
  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.
  22. D.R. Lindquist and M.B. Giles. `Validity of linearized unsteady Euler equations with shock capturing'. AIAA Journal, 32(1):46-53, 1994. (PDF)
  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.
  24. G. Fritsch and M.B. Giles. `An asymptotic analysis of mixing loss'. Journal of Turbomachinery, 117(3):367-374, 1995.
  25. K.F.C. Yiu and M.B. Giles. `Simultaneous viscous-inviscid coupling via transpiration'. Journal of Computational Physics, 120(2):157-170, 1995.
  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. (PDF)
  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. (PDF)
  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.
  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.
  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. (PDF)
  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. (PDF)
  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. (PDF)
  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 (PDF)
  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. (PDF)
  36. M.B. Giles. `On the stability and convergence of discretisations of initial value p.d.e.s'. IMA Journal of Numerical Analysis, 17(4):563-576, 1997 (PDF)
  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.
  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. (PDF)
  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.
  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. (PDF)
  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. (PDF)
  42. K. Isomura and M.B. Giles. `A numerical study of flutter in a transonic fan'. Journal of Turbomachinery, 120(3):500-507, 1998.
  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. (PDF)
  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. (PDF)
  45. N.A. Pierce and M.B. Giles. `Adjoint recovery of superconvergent functionals from PDE approximations'. SIAM Review, 42(2):247-264, 2000. (PDF)
  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. (PDF)
  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. (PDF)
  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. (PDF)
  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. (PDF).
  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. (PDF)
  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. (PDF)
  52. M.B. Giles. `Defect and adjoint error correction', in Computational Fluid Dynamics 2000. N. Satofuka, editor, Springer-Verlag, 2001. (PDF).
  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. (PDF).
  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. (PDF).
  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. (PDF).
  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. (PDF).
  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. (PDF).
  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. (PDF).
  59. M.B. Giles. `Discrete adjoint approximations with shocks'. Hyperbolic Problems: Theory, Numerics, Applications, editors T. Hou and E. Tadmor, Springer-Verlag 2003. (PDF).
  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. (PDF).
  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 (PDF).
  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. (PDF).
  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. (PDF).
  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. (PDF).
  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. (PDF).
  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.
  67. P. Moinier and M.B. Giles. `Eigenmode analysis for turbomachinery applications', AIAA Journal of Propulsion and Power, 21(6): 973-978, 2005. (PDF).
  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.
  69. M.B. Giles and P. Glasserman. `Smoking adjoints: fast Monte Carlo Greeks', RISK, 19(1):88-92, January 2006. (PDF).
  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. (PDF).
  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. (PDF).
  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. (PDF).
  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. (PDF).
  74. A.L. Laird and M.B. Giles. `Preconditioning harmonic unsteady potential flow calculations', AIAA Journal, 44(11):2654-2662, 2006.
  75. R. Carter and M.B. Giles. 'Sharp error estimates for discretisations of the 1D convection/diffusion equation with Dirac initial data', IMA Journal of Numerical Analysis, 27(2):406-425, 2007 (PDF).
  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. (PDF)
  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. (PDF)
  78. M.B. Giles. 'Multilevel Monte Carlo path simulation'. Operations Research, 56(3):607-617, 2008. (PDF)
  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.
  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 (PDF)
  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. (PDF)
  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. (PDF)
  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. (PDF)
  84. M.B. Giles. 'Vibrato Monte Carlo sensitivities'. pp.369-392 in Monte Carlo and Quasi-Monte Carlo Methods 2008, Springer, 2009. (PDF)
  85. M.B. Giles. 'Crank-Nicolson time-marching'. In Encyclopedia of Quantitative Finance, John Wiley & Sons, 2010.
  86. 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. (PDF)
  87. 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. (PDF)
  88. L. Capriotti and M.B. Giles. `Fast correlation Greeks by adjoint algorithmic differentiation', RISK, 23(4):77-83, 2010. (PDF).
  89. 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. (PDF)
  90. T. Bradley, J. du Toit, M.B. Giles, R. Tong, P. Woodhams. 'Parallelisation techniques for random number generators'. In GPU Computing Gems, volume 1, Morgan Kaufmann, 2011. (PDF)
  91. M.B. Giles. 'Approximating the erfinv function'. In GPU Computing Gems, volume 2, Morgan Kaufmann, 2011. (PDF)
  92. 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. (PDF)
  93. ACM DL Author-ize service 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 - Special issue on the 1st international workshop on performance modeling, benchmarking and simulation of high performance computing systems (PMBS 10), 2011
  94. 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 (PDF)
  95. 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 2001 Parallel Processing Workshops, Lecture Notes in Computer Science, Springer, 2011. (PDF)
  96. ACM DL Author-ize service G.R. Mudalige, M.B. Giles, C. Bertolli, P.H.J. Kelly. 'Predictive modeling and analysis of OP2 on distributed memory GPU clusters'. PMBS '11 Proceedings of the second international workshop on Performance modeling, benchmarking and simulation of high performance computing systems, ACM,  2011
  97. 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 (PDF)
  98. 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. (PDF)
  99. Y. Xia, M.B. Giles. `Multilevel path simulation for jump-diffusion SDEs', to appear in Monte Carlo and Quasi-Monte Carlo Methods 2010, Springer, 2012. (PDF)
  100. S. Burgos, M.B. Giles. `Computing Greeks using multilevel path simulation', to appear in Monte Carlo and Quasi-Monte Carlo Methods 2010, Springer, 2012. (PDF)
  101. M.B. Giles, C. Reisinger. 'Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance', to appear in SIAM Journal of Financial Mathematics, 2012 (PDF)
    102. .