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 The Mathematical Institute is the mathematics department at the University of Oxford in England. It is one of the nine departments of the university's Mathematical, Physical and Life Sciences Division. The institute includes both pure and appli ...

and a Fellow of St Hugh’s College, Oxford. He is best known for developing

Multilevel Monte Carlo method Multilevel Monte Carlo (MLMC) methods in numerical analysis are algorithms for computing expectations that arise in stochastic simulations. Just as Monte Carlo methods, they rely on repeated random sampling, but these samples are taken on different ...

Education

Giles studied mathematics as an undergraduate at the

University of Cambridge , mottoeng = Literal: From here, light and sacred draughts. Non literal: From this place, we gain enlightenment and precious knowledge. , established = , other_name = The Chancellor, Masters and Schola ...

, graduating in 1981 as senior wrangler. He then moved to MIT as a Kennedy Scholar, where he received his PhD in aeronautics in 1985.

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. 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.

References

{{DEFAULTSORT:Giles, Mike 1959 births Living people Massachusetts Institute of Technology alumni Massachusetts Institute of Technology faculty 20th-century British mathematicians 21st-century British mathematicians Academics of the University of Oxford Senior Wranglers British computer scientists