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S3 EP1 - Prof. Mike Giles - A CFD and Computational Finance Pioneer
Manage episode 495665909 series 3572969
Neil Ashton에서 제공하는 콘텐츠입니다. 에피소드, 그래픽, 팟캐스트 설명을 포함한 모든 팟캐스트 콘텐츠는 Neil Ashton 또는 해당 팟캐스트 플랫폼 파트너가 직접 업로드하고 제공합니다. 누군가가 귀하의 허락 없이 귀하의 저작물을 사용하고 있다고 생각되는 경우 여기에 설명된 절차를 따르실 수 있습니다 https://ko.player.fm/legal.
In this episode of the Neil Ashton podcast, Professor Mike Giles shares his extensive journey through the fields of computational fluid dynamics (CFD), computational finance and HPC. He discusses his early academic influences, his early days at Cambridge, internships at Rolls-Royce, his transition to MIT and Oxford where he made significant contributions to high-performance computing and numerical analysis. The conversation highlights his hands-on approach to research and teaching, as well as his pioneering work in Monte Carlo methods and GPU computing. This conversation explores the journey of a mathematician and engineer from MIT to Rolls-Royce and then to Oxford, highlighting the evolution of computational engineering, the development of the Hydra code, and the transition from CFD to financial applications. In this conversation, the speaker reflects on their journey through burnout, career transitions, and the evolution of their work in computational finance and numerical analysis. They discuss the challenges of managing large software projects, the shift from Hydra code development to finance, and the integration of advanced methodologies in their work. The conversation also touches on the role of high-performance computing, the impact of AI on research, and advice for the next generation of students pursuing careers in mathematics and programming.
Links:
https://people.maths.ox.ac.uk/gilesm/
Chapters
00:00 Introduction
06:25 Professor Mike Giles: A Journey Through CFD and Finance
17:30 Early Academic Influences and Career Path
29:34 Transition to MIT and Early Research
40:01 High-Performance Computing and Its Impact
41:30 Navigating Between MIT and Rolls-Royce
44:54 The Evolution of Research at MIT
48:47 Transitioning to Oxford and the Role of Rolls-Royce
51:07 The Genesis of the Hydra Code
01:00:47 The Role of Conferences in Engineering
01:10:58 The Shift from CFD to Financial Applications
01:21:30 Navigating Burnout and Career Transitions
01:24:04 Shifting Focus: From Hydrocode to Computational Finance
01:29:30 Bridging Mathematics and Finance: Methodologies and Techniques
01:35:09 The Role of High-Performance Computing in Modern Research
01:39:20 AI's Impact on Research and Future Directions
01:54:00 Advice for the Next Generation: Pursuing Passion and Skills
29 에피소드
공유
