Prof. Mike Giles

Professor of Numerical Analysis in the Mathematical Institute
Professorial Fellow at Balliol College

Affiliations

• Numerical Analysis Group
• Mathematical and Computational Finance Group

Multilevel Monte Carlo research

• My MLMC research
• MLMC software in MATLAB and C/C++
• 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 2026/27

• Numerical Methods course (MSc in Mathematical and Computational Finance)


• CUDA Programming on NVIDIA GPUs (course at AIMS, South Africa, March 1-19, 2027)
• CUDA Programming on NVIDIA GPUs (course at Oxford, July 19-23, 2027)


• OpenMP Programming for Parallel/Vector Computing (one-day Oxford Maths mini-course, June 2027?)

Other information

• Travel information for visitors

EMail