Michael B. Giles

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István Zoltán RegulyAssociate Professor, Pázmány Péter Catholic University, HungaryVerified email at itk.ppke.hu
Gihan R. MudaligeProfessor of High Performance Computing - University of WarwickVerified email at warwick.ac.uk
Niles A. PierceProfessor of Applied & Computational Mathematics and Bioengineering, California Institute ofVerified email at caltech.edu
Mihai DutaScientific Software Advisor, University of Oxford, Advanced Research ComputingVerified email at it.ox.ac.uk
Paul KellyProfessor of Software Technology, Imperial College LondonVerified email at imperial.ac.uk
M. Sergio CampobassoLancaster UniversityVerified email at lancaster.ac.uk
Carlo BertolliResearch Staff Member, IBMVerified email at us.ibm.com
Lukasz SzpruchUniversity of Edinburgh and The Alan Turing InstituteVerified email at ed.ac.uk
Endre SuliProfessor of Numerical Analysis, University of OxfordVerified email at maths.ox.ac.uk
Robert ScheichlHeidelberg UniversityVerified email at uni-heidelberg.de
Wei FangUniversity of OxfordVerified email at maths.ox.ac.uk
Aretha L TeckentrupReader in Mathematics of Data Science, University of EdinburghVerified email at ed.ac.uk
Klaus RitterDepartment of Mathematics, TU KaiserslauternVerified email at mathematik.uni-kl.de
Wes ArmourProfessor of Scientific Computing, University of Oxford.Verified email at oerc.ox.ac.uk
Arnaud DoucetProfessor of Statistics, University of Oxford & Research Scientist, Google DeepMindVerified email at stats.ox.ac.uk
Chris HolmesVerified email at stats.ox.ac.uk

Michael B. Giles

Professor of Scientific Computing, University of Oxford

Verified email at maths.ox.ac.uk - Homepage

mathematics computational finance engineering numerical analysis scientific computing


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Multilevel Monte Carlo path simulation. MB Giles Operations Research 56 (3), 607-617, 2008	1775	2008
Viscous-inviscid analysis of transonic and low Reynolds number airfoils M Drela, MB Giles AIAA Journal 25 (10), 1347-1355, 1987	1347	1987
An introduction to the adjoint approach to design MB Giles, NA Pierce Flow, turbulence and combustion 65, 393-415, 2000	1271	2000
Non-Reflecting Boundary Conditions For Euler Equation Calculations MB Giles AIAA Journal 28 (12), 2050-2058, 1990	1068	1990
Multilevel Monte Carlo methods MB Giles Acta Numerica 24, 259, 2015	874	2015
Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients KA Cliffe, MB Giles, R Scheichl, AL Teckentrup Computing and Visualization in Science 14 (1), 3-15, 2011	638	2011
Adjoint methods for PDEs: a posteriori error analysis and postprocessing by duality MB Giles, E Süli Acta numerica 11, 145-236, 2002	604	2002
Algorithm developments for discrete adjoint methods MB Giles, MC Duta, JD Müller, NA Pierce AIAA Journal 41 (2), 198-205, 2003	387	2003
Calculation of unsteady wake/rotor interaction MB Giles Journal of Propulsion and Power 4 (4), 356-362, 1988	384	1988
On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods A Lee, C Yau, MB Giles, A Doucet, CC Holmes Journal of computational and graphical statistics 19 (4), 769-789, 2010	376	2010
Adjoint recovery of superconvergent functionals from PDE approximations NA Pierce, MB Giles SIAM Review 42 (2), 247-264, 2000	364	2000
Adjoint equations in CFD: duality, boundary conditions and solution behaviour MB Giles, NA Pierce AIAA CFD Conference, paper 97-1850, 1997	359	1997
Stator/rotor interaction in a transonic turbine MB Giles Journal of Propulsion and Power 6 (5), 621-627, 1990	314	1990
Improved multilevel Monte Carlo convergence using the Milstein scheme MB Giles Monte Carlo and Quasi-Monte Carlo Methods 2006, 343-358, 2008	308	2008
Two-dimensional transonic aerodynamic design method MB Giles, M Drela AIAA Journal 25 (9), 1199-1206, 1987	257	1987
Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients AL Teckentrup, R Scheichl, MB Giles, E Ullmann Numerische Mathematik 125, 569-600, 2013	247	2013
Stability analysis of numerical interface conditions in fluid-structure thermal analysis MB Giles International Journal for Numerical Methods in Fluids 24 (8), 739-757, 1997	243	1997
Smoking adjoints: fast Monte Carlo Greeks MB Giles, P Glasserman RISK 19 (1), 88-92, 2006	230	2006
Non-reflecting boundary conditions for the Euler equations M Giles Computational Fluid Dynamics Laboratory, Department of Aeronautics and …, 1988	221	1988
Analytic adjoint solutions for the quasi-one-dimensional Euler equations MB Giles, NA Pierce Journal of Fluid Mechanics 426, 327-345, 2001	179	2001

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