An algorithmic introduction to numerical simulation of stochastic differential equations DJ Higham SIAM review 43 (3), 525-546, 2001 | 3760 | 2001 |
MATLAB guide DJ Higham, NJ Higham Society for Industrial and Applied Mathematics, 2016 | 1122 | 2016 |
Strong convergence of Euler-type methods for nonlinear stochastic differential equations DJ Higham, X Mao, AM Stuart SIAM journal on numerical analysis 40 (3), 1041-1063, 2002 | 850 | 2002 |
Changes in connectivity profiles define functionally distinct regions in human medial frontal cortex H Johansen-Berg, TEJ Behrens, MD Robson, I Drobnjak, MFS Rushworth, ... Proceedings of the National Academy of Sciences 101 (36), 13335-13340, 2004 | 790 | 2004 |
Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise JC Mattingly, AM Stuart, DJ Higham Stochastic processes and their applications 101 (2), 185-232, 2002 | 768 | 2002 |
Numerical methods for ordinary differential equations: initial value problems DF Griffiths, DJ Higham Springer, 2010 | 626 | 2010 |
An introduction to financial option valuation: mathematics, stochastics and computation DJ Higham Cambridge University Press, 2004 | 485 | 2004 |
Mean-square and asymptotic stability of the stochastic theta method DJ Higham SIAM journal on numerical analysis 38 (3), 753-769, 2000 | 477 | 2000 |
Modeling and simulating chemical reactions DJ Higham SIAM review 50 (2), 347-368, 2008 | 445 | 2008 |
Network properties revealed through matrix functions E Estrada, DJ Higham SIAM review 52 (4), 696-714, 2010 | 391 | 2010 |
Deep learning: An introduction for applied mathematicians CF Higham, DJ Higham Siam review 61 (4), 860-891, 2019 | 335 | 2019 |
GeneRank: using search engine technology for the analysis of microarray experiments JL Morrison, R Breitling, DJ Higham, DR Gilbert BMC bioinformatics 6, 1-14, 2005 | 332 | 2005 |
Numerical methods for nonlinear stochastic differential equations with jumps DJ Higham, PE Kloeden Numerische Mathematik 101 (1), 101-119, 2005 | 278 | 2005 |
Network analysis detects changes in the contralesional hemisphere following stroke JJ Crofts, DJ Higham, R Bosnell, S Jbabdi, PM Matthews, TEJ Behrens, ... Neuroimage 54 (1), 161-169, 2011 | 264 | 2011 |
Communicability across evolving networks P Grindrod, MC Parsons, DJ Higham, E Estrada Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 83 (4 …, 2011 | 236 | 2011 |
Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations DJ Higham, X Mao, C Yuan SIAM journal on numerical analysis 45 (2), 592-609, 2007 | 226 | 2007 |
Convergence of Monte Carlo simulations involving the mean-reverting square root process DJ Higham, X Mao Journal of Computational Finance 8 (3), 35-61, 2005 | 222 | 2005 |
Connectivity-based parcellation of human cortex using diffusion MRI: establishing reproducibility, validity and observer independence in BA 44/45 and SMA/pre-SMA JC Klein, TEJ Behrens, MD Robson, CE Mackay, DJ Higham, ... Neuroimage 34 (1), 204-211, 2007 | 219 | 2007 |
Spectral clustering and its use in bioinformatics DJ Higham, G Kalna, M Kibble Journal of computational and applied mathematics 204 (1), 25-37, 2007 | 208 | 2007 |
Geometric de-noising of protein-protein interaction networks O Kuchaiev, M Rašajski, DJ Higham, N Pržulj PLoS computational biology 5 (8), e1000454, 2009 | 204 | 2009 |