S3 EP1 - Prof. Mike Giles - A CFD and Computational Finance Pioneer

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 Full episode, corrected transcript and resources: https://neilashton.co.uk/podcasts/s3-e1-prof-mike-giles-a-cfd-and-computational-finance-pioneer/