World's Best Scientists 2026 revealed!

D-Index & Metrics

Mathematics

D-Index
60
Citations
17782
World Ranking
549
National Ranking
44

Engineering and Technology

D-Index
62
Citations
19009
World Ranking
1854
National Ranking
119

Research.com Recognitions

  • 2018 - SIAM Fellow For contributions to numerical analysis and scientific computing, particularly concerning adjoint methods, stochastic simulation, and Multilevel Monte Carlo.
  • 2006 - IEEE Fellow For contributions to technology computer aided design (TCAD) modeling of processes and devices.
  • 2005 - SPIE Fellow

Overview

Michael B. Giles is affiliated with the University of Oxford in the United Kingdom. Their research spans fields including Economics, Econometrics and Finance, as well as Mathematics, with a particular focus on several subfields such as Finance, Computational Theory and Mathematics, Statistics and Probability, Statistical and Nonlinear Physics, and Computational Mechanics.

The scientist's work addresses topics related to stochastic processes and financial applications, numerical methods and algorithms, Markov chains and Monte Carlo methods, model reduction and neural networks, scientific research and discoveries, mathematical approximation and integration, and advanced numerical methods in computational mathematics.

Notable recent papers include:

  • "Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift" (2020), published in The Annals of Applied Probability
  • "Advanced Drug Delivery Platforms for the Treatment of Oral Pathogens" (2022), published in Pharmaceutics
  • "Effects of round-to-nearest and stochastic rounding in the numerical solution of the heat equation in low precision" (2020), published in arXiv (Cornell University)
  • "Approximating Inverse Cumulative Distribution Functions to Produce Approximate Random Variables" (2023), published in ACM Transactions on Mathematical Software
  • "Multilevel and Quasi Monte Carlo Methods for the Calculation of the Expected Value of Partial Perfect Information" (2021), published in Medical Decision Making

Frequent co-authors include Wei Fang, Oliver Sheridan-Methven, Abdul-Lateef Haji-Ali, Matteo Croci, and Zhenru Wang.

Prominent publication venues where Michael B. Giles has contributed include:

  • arXiv (Cornell University)
  • The Annals of Applied Probability
  • SIAM Journal on Scientific Computing
  • SIAM/ASA Journal on Uncertainty Quantification
  • bioRxiv (Cold Spring Harbor Laboratory)

The scientist has been recognized with several awards, including the SIAM Fellow in 2018 for contributions to numerical analysis and scientific computing, specifically related to adjoint methods, stochastic simulation, and Multilevel Monte Carlo. Additional honors include the IEEE Fellow in 2006 for work in technology computer aided design modeling of processes and devices, and the SPIE Fellow title in 2005.

Best Publications

  • Multilevel Monte Carlo Path Simulation

    Michael B. Giles

  • Viscous-inviscid analysis of transonic and low Reynolds number airfoils

    Mark Drela;Michael B. Giles

  • An Introduction to the Adjoint Approach to Design

    Michael B. Giles;Niles A. Pierce

  • Nonreflecting boundary conditions for Euler equation calculations

    Michael B. Giles

  • Multilevel Monte Carlo methods

    Michael B. Giles

  • Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients

    K. A. Cliffe;M. B. Giles;R. Scheichl;A. L. Teckentrup

  • Adjoint methods for PDEs: a posteriori error analysis and postprocessing by duality

    Michael B. Giles;Endre Süli

  • Algorithm Developments for Discrete Adjoint Methods

    Michael B. Giles;Mihai C. Duta;Jens-Dominik Müller;Niles A. Pierce

  • Calculation of Unsteady Wake/Rotor Interaction

    Michael B. Giles

  • On the Utility of Graphics Cards to Perform Massively Parallel Simulation of Advanced Monte Carlo Methods

    Anthony Lee;Christopher Yau;Michael B. Giles;Arnaud Doucet

  • Adjoint Recovery of Superconvergent Functionals from PDE Approximations

    Niles A. Pierce;Michael B. Giles

  • Stator/rotor interaction in a transonic turbine

    Michael B. Giles

  • Adjoint equations in CFD: duality, boundary conditions and solution behaviour

    M. B. Giles;N. A. Pierce

  • Improved Multilevel Monte Carlo Convergence using the Milstein Scheme

    Michael Giles

  • Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients

    A. L. Teckentrup;R. Scheichl;M. B. Giles;E. Ullmann

  • Two-Dimensional Transonic Aerodynamic Design Method

    Michael B. Giles;Mark Drela

  • Stability analysis of numerical interface conditions in fluid-structure thermal analysis

    M. B. Giles

  • Using GPUs to accelerate computational diffusion MRI: From microstructure estimation to tractography and connectomes.

    Moisés Hernández-Fernández;Moisés Hernández-Fernández;István Zoltan Reguly;Saâd Jbabdi;Michael B. Giles

  • Analytic adjoint solutions for the quasi-one-dimensional Euler equations

    Michael B. Giles;Niles A. Pierce

  • Adjoint and defect error bounding and correction for functional estimates

    Niles A. Pierce;Michael B. Giles

  • Edge-Based Multigrid and Preconditioning for Hybrid Grids

    Pierre Moinier;Jens-Dominik Muller;Michael B. Giles

Frequent Co-Authors

Niles A. Pierce
Niles A. Pierce California Institute of Technology
Robert Scheichl
Robert Scheichl Heidelberg University
Russell M. Cummings
Russell M. Cummings United States Air Force Academy
Endre Süli
Endre Süli University of Oxford
Ian H. Sloan
Ian H. Sloan University of New South Wales
Frances Y. Kuo
Frances Y. Kuo University of New South Wales
Stephen M. Smith
Stephen M. Smith University of Oxford
Saad Jbabdi
Saad Jbabdi University of Oxford

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