Michael Bryce Giles (born 27 December 1959) is a British mathematician and computer scientist. He is a Professor of Numerical Analysis at the Mathematical Institute, University of Oxford[1] and a Fellow of Balliol College, Oxford.[2] He is best known for developing Multilevel Monte Carlo methods.
Mike Giles | |
|---|---|
| Born | 27 December 1959 |
| Alma mater | |
| Known for | Multilevel Monte Carlo method |
| Scientific career | |
| Fields | |
| Institutions | |
| Thesis | Newton Solution of Steady Two-Dimensional Transonic Flow |
| Doctoral students | Niles Pierce |
| Website | www |
Education
editGiles studied mathematics as an undergraduate at the University of Cambridge, graduating in 1981 as senior wrangler. He then moved to MIT as a Kennedy Scholar,[3] where he received his PhD in aeronautics in 1985.[4]
Career and research
editAfter obtaining his PhD, Giles became a professor in MIT’s Department of Aeronautics and Astronautics. In 1992, he joined the University of Oxford’s Department of Computer Science, before moving to the Mathematical Institute in 2008.[1] He was Head of Department at the Mathematical Institute from 2018 to 2023.
In the earlier part of his career, Giles worked on computational fluid dynamics applied to the analysis and design of gas turbines. More recently, he has focused on computational finance and the development of Multilevel Monte Carlo methods.[5]
References
edit- ^ a b "Prof. Mike Giles".
- ^ "Professor Mike Giles".
- ^ "Full List of Kennedy Scholars".
- ^ "Mathematics Genealogy Project".
- ^ Giles, Michael B. (1 June 2008). "Multilevel Monte Carlo Path Simulation". Operations Research. 56 (3): 607–617. doi:10.1287/opre.1070.0496. ISSN 0030-364X. S2CID 3000492.