Mike Giles

Michael Bryce Giles (born 27 December 1959) is a British mathematician and computer scientist. He is a Professor of Scientific Computing and Head of Department at the Mathematical Institute, University of Oxford[1] and a Fellow of St Hugh’s College, Oxford.[2] He is best known for developing Multilevel Monte Carlo methods.

Mike Giles
Born (1959-12-27) 27 December 1959
Alma mater
Known forMultilevel Monte Carlo method
Scientific career
Fields
Institutions
ThesisNewton Solution of Steady Two-Dimensional Transonic Flow
Doctoral studentsNiles Pierce
Websitewww.maths.ox.ac.uk/people/mike.giles

Education

Giles 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

After 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 became Head of Department of the Mathematical Institute in 2018.

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
  1. "Prof. Mike Giles".
  2. "Professor Mike Giles - Professorial Fellow in Mathematical Finance".
  3. "Full List of Kennedy Scholars".
  4. "Mathematics Genealogy Project".
  5. 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.
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