Person

Dr., Universitätsprofessor

Raul Fidel Tempone

Lehrstuhl für Mathematics for Uncertainty Quantification

Adresse

Raum: C367

Kackertstraße 9

52072 Aachen

Kontakt

workPhone
Telefon: +49 241 80 99204
 

Publikationen

Quelle Autor(en)
[Fachzeitschriftenartikel]
Pricing American options by exercise rate optimization
In: Quantitative finance, 1-12, 2020
[DOI: 10.1080/14697688.2020.1750678]
Bayer, Christian
Tempone, Raul
Wolfers, Sören
[Fachzeitschriftenartikel]
A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems
In: IEEE transactions on wireless communications, 19 (7), 4353-4362, 2020
[DOI: 10.1109/TWC.2020.2982649]
Ben Rached, Nadhir
Mackinlay, Daniel
Botev, Zdravko
Tempone, Raul
Alouini, Mohamed-Slim
[Fachzeitschriftenartikel]
Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model
In: Quantitative finance, 28, 1-17, 2020
[DOI: 10.1080/14697688.2020.1744700]
Bayer, Christian
Ben Hammouda, Chiheb
Tempone, Raul
[Fachzeitschriftenartikel]
Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design
In: International journal for numerical methods in engineering, 1-22, 2020
[DOI: 10.1002/nme.6367]
Beck, Joakim
Mansour Dia, Ben
Espath, Luis
Tempone, Raul
[Fachzeitschriftenartikel]
Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
In: GEM : international journal on geomathematics, 11 (1), 10, 2020
[DOI: 10.1007/s13137-020-0147-1]
Litvinenko, Alexander
Logashenko, Dmitry
Tempone, Raul
Wittum, Gabriel
Keyes, David
[Fachzeitschriftenartikel]
Multilevel weighted least squares polynomial approximation
In: Mathematical modelling and numerical analysis, 54 (2), 649-677, 2020
[DOI: 10.1051/m2an/2019045]
Haji-Ali, Abdul-Lateef
Nobile, Fabio
Tempone, Raul
Wolfers, Sören
[Fachzeitschriftenartikel]
Multilevel Monte Carlo acceleration of seismic wave propagation under uncertainty
In: GEM : international journal on geomathematics, 10 (1), 1-43, 2019
[DOI: 10.1007/s13137-019-0135-5]
Ballesio, Marco
Beck, Joakim
Pandey, Anamika
Parisi, Laura
von Schwerin, Erik
et al.
[Fachzeitschriftenartikel]
IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains
In: Computer methods in applied mechanics and engineering, 351, 330-350, 2019
[DOI: 10.1016/j.cma.2019.03.042]
Beck, Joakim
Tamellini, Lorenzo
Tempone, Raul
[Preprint]
Propagation of Uncertainties in Density-Driven Flow, 2019
Litvinenko, Alexander
Logashenko, Dmitry
Tempone, Raul
Wittum, Gabriel
Keyes, David
[Preprint]
Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability, 23 Seiten, 2019
Litvinenko, Alexander
Dmitry, Logashenko
Tempone, Raul
Wittum, Gabriel
David, Keyes
[Fachzeitschriftenartikel]
Computation of Electromagnetic Fields Scattered From Objects With Uncertain Shapes Using Multilevel Monte Carlo Method
In: IEEE journal on multiscale and multiphysics computational techniques, 4, 51-64, 2019
[DOI: 10.1109/JMMCT.2019.2897490]
Litvinenko, Alexander
Yucel, Abdulkadir C.
Bagci, Hakan
Oppelstrup, Jesper
Michielssen, Eric
et al.
[Buchbeitrag, Beitrag zu einem Tagungsband]
Accurate Outage Probability Evaluation of Equal Gain Combining Receivers
In: 2018 IEEE Global Communications Conference (GLOBECOM) : proceedings : Abu Dhabi, UAE, 9-13 December 2018 / IEEE, 2018
[DOI: 10.1109/GLOCOM.2018.8647776]
Ben Rached, Nadhir
Kammoun, Abla
Alouini, Mohamed-Slim
Tempone, Raul
[Fachzeitschriftenartikel]
Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation
In: Statistics and computing, 28 (4), 923-935, 2018
[DOI: 10.1007/s11222-017-9771-5]
Haji-Ali, Abdul-Lateef
Tempone, Raul
[Fachzeitschriftenartikel]
Smoothing the payoff for efficient computation of basket option prices
In: Quantitative finance, 18 (3), 491-505, 2018
[DOI: 10.1080/14697688.2017.1308003]
Bayer, Christian
Siebenmorgen, Markus
Tempone, Raul
[Fachzeitschriftenartikel]
On the generalization of the hazard rate twisting-based simulation approach
In: Statistics and computing, 28 (1), 61-75, 2018
[DOI: 10.1007/s11222-016-9716-4]
Ben Rached, Nadhir
Benkhelifa, Fatma
Kammoun, Abla
Alouini, Mohamed-Slim
Tempone, Raul
[Fachzeitschriftenartikel]
On the efficient simulation of the left-tail of the sum of correlated log-normal variates
In: Monte Carlo methods and applications, 24 (2), 101-115, 2018
[DOI: 10.1515/mcma-2018-0009]
Alouini, Mohamed-Slim
Ben Rached, Nadhir
Kammoun, Abla
Tempone, Raul
[Fachzeitschriftenartikel]
On the sum of order statistics and applications to wireless communication systems performances
In: IEEE transactions on wireless communications, 17 (11), 7801-7813, 2018
[DOI: 10.1109/TWC.2018.2871201]
Ben Rached, Nadhir
Botev, Zdravko
Kammoun, Abla
Alouini, Mohamed-Slim
Tempone, Raul
[Buchbeitrag, Beitrag zu einem Tagungsband]
Importance sampling estimator of outage probability under generalized selection combining model
In: 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 3909-3913, 2018
Ben Rached, Nadhir
Botev, Zdravko
Kammoun, Abla
Alouini, Mohamed-Slim
Tempone, Raul
[Fachzeitschriftenartikel]
Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: application to heat transfer in building walls
In: Inverse problems, 34 (7), 075008, 26, 2018
[DOI: 10.1088/1361-6420/aac224]
Iglesias, Marco
Sawlan, Zaid
Scavino, Marco
Tempone, Raul
Wood, Christopher
[Fachzeitschriftenartikel]
Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
In: Numerische Mathematik, 139 (1), 247-280, 2018
[DOI: 10.1007/s00211-017-0932-4]
Nobile, Fabio
Tempone, Raul
Wolfers, Sören
[Fachzeitschriftenartikel]
Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
In: Computer methods in applied mechanics and engineering, 334, 523-553, 2018
[DOI: 10.1016/j.cma.2018.01.053]
Beck, Joakim
Dia, Ben Mansour
Espath, Luis F. R.
Long, Quan
Tempone, Raul
[Preprint]
Computation of Electromagnetic Fields Scattered From Objects With Uncertain Shapes Using Multilevel Monte Carlo Method, 2018
Litvinenko, Alexander
Yucel, Abdulkadir C.
Bagci, Hakan
Oppelstrup, Jesper
Michielssen, Eric
et al.
[Fachzeitschriftenartikel]
Multilevel sequential Monte Carlo samplers
In: Stochastic processes and their applications, 127 (5), 1417-1440, 2017
[DOI: 10.1016/j.spa.2016.08.004]
Beskos, Alexandros
Jasra, Ajay
Law, Kody
Tempone, Raul
Zhou, Yan
[Fachzeitschriftenartikel]
A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions
In: Bayesian analysis, 12 (2), 407-433, 2017
[DOI: 10.1214/16-BA1007]
Ruggeri, Fabrizio
Sawlan, Zaid
Scavino, Marco
Tempone, Raul
[Fachzeitschriftenartikel]
Multilevel hybrid split-step implicit tau-leap
In: Numerical algorithms, 74 (2), 527-560, 2017
[DOI: 10.1007/s11075-016-0158-z]
Ben Hammouda, Chiheb
Moraes, Alvaro
Tempone, Raul
[Fachzeitschriftenartikel]
On the Efficient Simulation of the Distribution of the Sum of Gamma--Gamma Variates With Application to the Outage Probability Evaluation Over Fading Channels
In: IEEE transactions on communications, 65 (4), 1839-1848, 2017
[DOI: 10.1109/TCOMM.2017.2658575]
Ben Issaid, Chaouki
Ben Rached, Nadhir
Kammoun, Abla
Alouini, Mohamed-Slim
Tempone, Raul
[Fachzeitschriftenartikel]
On the Efficient Simulation of Outage Probability in a Log-normal Fading Environment
In: IEEE transactions on communications, 65 (6), 2583-2593, 2017
[DOI: 10.1109/TCOMM.2017.2669979]
Ben Rached, Nadhir
Kammoun, Abla
Alouini, Mohamed-Slim
Tempone, Raul
[Fachzeitschriftenartikel]
A unified moment-based approach for the evaluation of the outage probability with noise and interference
In: IEEE transactions on wireless communications, 16 (2), 1012-1023, 2017
[DOI: 10.1109/TWC.2016.2635652]
Ben Rached, Nadhir
Kammoun, Abla
Alouini, Mohamed-Slim
Tempone, Raul
[Fachzeitschriftenartikel]
Bayesian inference and model comparison for metallic fatigue data
In: Computer methods in applied mechanics and engineering, 304, 171-196, 2016
[DOI: 10.1016/j.cma.2016.02.013]
Babuvska, Ivo
Sawlan, Zaid
Scavino, Marco
Szabo, Barna
Tempone, Raul
[Fachzeitschriftenartikel]
Optimization of mesh hierarchies in multilevel Monte Carlo samplers
In: Stochastics and partial differential equations, 4 (1), 76-112, 2016
[DOI: 10.1007/s40072-015-0049-7]
Haji-Ali, Abdul-Lateef
Nobile, Fabio
von Schwerin, Erik
Tempone, Raul
[Fachzeitschriftenartikel]
Multi-index Monte Carlo: when sparsity meets sampling
In: Numerische Mathematik, 132 (4), 767-806, 2016
[DOI: 10.1007/s00211-015-0734-5]
Haji-Ali, Abdul-Lateef
Nobile, Fabio
Tempone, Raul
[Fachzeitschriftenartikel]
Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations
In: Computers and mathematics with applications, 71 (6), 1173-1197, 2016
[DOI: 10.1016/j.camwa.2016.01.005]
Castrillon-Candas, Julio E.
Nobile, Fabio
Tempone, Raul
[Fachzeitschriftenartikel]
An efficient forward-reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks
In: Stochastic analysis and applications, 34 (2), 193-231, 2016
[DOI: 10.1080/07362994.2015.1116396]
Bayer, Christian
Moraes, Alvaro
Tempone, Raul
Vilanova, Pedro
[Buchbeitrag]
An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient
In: Sparse Grids and Applications - Stuttgart 2014 / edited by Jochen Garcke, Dirk Pflüger, 191-220, 2016
[DOI: 10.1007/978-3-319-28262-6_8]
Nobile, Fabio
Tamellini, Lorenzo
Tesei, Francesco
Tempone, Raul
[Fachzeitschriftenartikel]
Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data
In: SIAM journal on scientific computing, 38 (6), A3773-A3807, 2016
[DOI: 10.1137/15M1044266]
Hall, Eric Joseph
Hoel, Haakon
Sandberg, Mattias
Szepessy, Anders
Tempone, Raul
[Fachzeitschriftenartikel]
Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
In: Foundations of computational mathematics : FoCM, 16 (6), 1555-1605, 2016
[DOI: 10.1007/s10208-016-9327-7]
Haji-Ali, Abdul-Lateef
Nobile, Fabio
Tamellini, Lorenzo
Tempone, Raul
[Fachzeitschriftenartikel]
Optimal Bayesian experimental design for priors of compact support with application to shock-tube experiments for combustion kinetics
In: International journal for numerical methods in engineering, 108 (2), 136-155, 2016
[DOI: 10.1002/nme.5211]
Bisetti, Fabrizio
Kim, Daesang
Knio, Omar
Long, Quan
Tempone, Raul
[Fachzeitschriftenartikel]
A sparse stochastic collocation technique for high-frequency wave propagation with uncertainty
In: SIAM ASA journal on uncertainty quantification, 4 (1), 1084-1110, 2016
[DOI: 10.1137/15M1029230]
Malenova, G.
Motamed, M.
Runborg, O.
Tempone, Raul
[Fachzeitschriftenartikel]
Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs
In: Numerische Mathematik, 134 (2), 343-388, 2016
[DOI: 10.1007/s00211-015-0773-y]
Nobile, F.
Tamellini, L.
Tempone, Raul
[Buchbeitrag]
Construction of a mean square error adaptive Euler-Maruyama method with applications in multilevel Monte Carlo
In: Monte Carlo and Quasi-Monte Carlo Methods : MCQMC, Leuven, Belgium, April 2014 / edited by Ronald Cools, Dirk Nuyens, 29-86, 2016
[DOI: 10.1007/978-3-319-33507-0_2]
Hoel, Haakon
Häppölä, Juho
Tempone, Raul
[Fachzeitschriftenartikel]
A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks
In: SIAM journal on scientific computing, 38 (4), A2091-A2117, 2016
[DOI: 10.1137/140972081]
Moraes, Alvaro
Tempone, Raul
Vilanova, Pedro
[Fachzeitschriftenartikel]
Multilevel ensemble Kalman filtering
In: SIAM journal on numerical analysis, 54 (3), 1813-1839, 2016
[DOI: 10.1137/15M100955X]
Hoel, Haakon
Law, Kody J. H.
Tempone, Raul
[Fachzeitschriftenartikel]
Multi-index stochastic collocation for random PDEs
In: Computer methods in applied mechanics and engineering, 306, 95-122, 2016
[DOI: 10.1016/j.cma.2016.03.029]
Haji-Ali, Abdul-Lateef
Nobile, Fabio
Tamellini, Lorenzo
Tempone, Raul
[Fachzeitschriftenartikel]
Deterministic mean-field ensemble Kalman filtering
In: SIAM journal on scientific computing, 38 (3), A1251-A1279, 2016
[DOI: 10.1137/140984415]
Law, Kody J. H.
Tembine, Hamidou
Tempone, Raul
[Fachzeitschriftenartikel]
Multilevel hybrid Chernoff tau-leap
In: BIT : numerical mathematics, 56 (1), 189-239, 2016
[DOI: 10.1007/s10543-015-0556-y]
Moraes, Alvaro
Tempone, Raul
Vilanova, Pedro
[Fachzeitschriftenartikel]
Unified importance sampling schemes for efficient simulation of outage capacity over generalized fading channels
In: IEEE journal of selected topics in signal processing, 10 (2), 376-388, 2016
[DOI: 10.1109/JSTSP.2015.2500201]
Ben Rached, Nadhir
Kammoun, Abla
Alouini, Mohamed-Slim
Tempone, Raul
[Buchbeitrag, Beitrag zu einem Tagungsband]
An exact power series formula of the outage probability with noise and interference over generalized fading channels
In: Personal, Indoor, and Mobile Radio Communications (PIMRC), 2016 IEEE 27th Annual International Symposium on, 1-5, 2016
Ben Rached, Nadhir
Kammoun, Abla
Alouini, Mohamed-Slim
Tempone, Raul
[Buchbeitrag, Beitrag zu einem Tagungsband]
On the sum of Gamma-Gamma variates with application to the fast outage probability evaluation over fading channels
In: Signal and Information Processing (GlobalSIP), 2016 IEEE Global Conference on, 25-29, 2016
Ben Issaid, Chaouki
Ben Rached, Nadhir
Kammoun, Abla
Alouini, Mohamed-Slim
Tempone, Raul
[Buchbeitrag]
Comparison of Clenshaw-Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs
In: Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2014 : Selected papers from the ICOSAHOM conference, June 23-27, 2014, Salt Lake City, Utah, USA / edited by Robert M. Kirby, Martin Berzins, Jan S. Hesthaven, 475-482, 2015
[DOI: 10.1007/978-3-319-19800-2_44]
Nobile, Fabio
Tamellini, Lorenzo
Tempone, Raul
[Fachzeitschriftenartikel]
Analysis and computation of the elastic wave equation with random coefficients
In: Computers and mathematics with applications, 70 (10), 2454-2473, 2015
[DOI: 10.1016/j.camwa.2015.09.013]
Motamed, Mohammad
Nobile, Fabio
Tempone, Raul
[Fachzeitschriftenartikel]
Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points
In: Journal of multivariate analysis : JMVA, 142, 167-182, 2015
[DOI: 10.1016/j.jmva.2015.08.009]
Migliorati, Giovanni
Nobile, Fabio
Tempone, Raul
[Fachzeitschriftenartikel]
A stochastic maximum principle for risk-sensitive mean-field type control
In: IEEE transactions on automatic control, 60 (10), 2640-2649, 2015
[DOI: 10.1109/TAC.2015.2406973]
Djehiche, Boualem
Tembine, Hamidou
Tempone, Raul
[Fachzeitschriftenartikel]
A continuation multilevel Monte Carlo algorithm
In: BIT : numerical mathematics, 55 (2), 399-432, 2015
[DOI: 10.1007/s10543-014-0511-3]
Collier, Nathan
Haji-Ali, Abdul-Lateef
Nobile, Fabio
von Schwerin, Erik
Tempone, Raul
[Fachzeitschriftenartikel]
Fast Bayesian optimal experimental design for seismic source inversion
In: Computer methods in applied mechanics and engineering, 291, 123-145, 2015
[DOI: 10.1016/j.cma.2015.03.021]
Long, Quan
Motamed, Mohammad
Tempone, Raul
[Fachzeitschriftenartikel]
Discrete least squares polynomial approximation with random evaluations---application to parametric and stochastic elliptic PDEs
In: Mathematical modelling and numerical analysis = Modélisation mathématique et analyse numérique, 49 (3), 815-837, 2015
[DOI: 10.1051/m2an/2014050]
Chkifa, Abdellah
Cohen, Albert
Migliorati, Giovanni
Nobile, Fabio
Tempone, Raul
[Fachzeitschriftenartikel]
An error estimate for symplectic Euler approximation of optimal control problems
In: SIAM journal on scientific computing, 37 (2), A946-A969, 2015
[DOI: 10.1137/140959481]
Karlsson, Jesper
Larsson, Stig
Sandberg, Mattias
Szepessy, Anders
Tempone, Raul
[Fachzeitschriftenartikel]
A Laplace method for under-determined Bayesian optimal experimental designs
In: Computer methods in applied mechanics and engineering, 285, 849-876, 2015
[DOI: 10.1016/j.cma.2014.12.008]
Long, Quan
Scavino, Marco
Tempone, Raul
Wang, Suojin
[Buchbeitrag, Beitrag zu einem Tagungsband]
An efficient simulation scheme of the outage probability with co-channel interference
In: Global Communications Conference (GLOBECOM), 2015 IEEE, 1-5, 2015
[DOI: 10.1109/GLOCOM.2015.7417652]
Ben Rached, Nadhir
Kammoun, Abla
Alouini, Mohamed-Slim
Tempone, Raul
[Fachzeitschriftenartikel]
An improved hazard rate twisting approach for the statistic of the sum of subexponential variates
In: IEEE Communications Letters, 19 (1), 14-17, 2015
[DOI: 10.1109/LCOMM.2014.2368562]
Ben Rached, Nadhir
Kammoun, Abla
Alouini, Mohamed-Slim
Tempone, Raul
[Buchbeitrag, Beitrag zu einem Tagungsband]
A unified simulation approach for the fast outage capacity evaluation over generalized fading channels
In: 2015 IEEE International Symposium on Information Theory (ISIT), 2015
Ben Rached, Nadhir
Kammoun, Abla
Alouini, Mohamed-Slim
Tempone, Raul
[Buchbeitrag, Beitrag zu einem Tagungsband]
A fast simulation method for the Log-normal sum distribution using a hazard rate twisting technique
In: 2015 IEEE International Conference on Communications (ICC), 2015
Ben Rached, Nadhir
Benkhelifa, Fatma
Alouini, Mohamed-Slim
Tempone, Raul
[Buchbeitrag]
A quasi-optimal sparse grids procedure for groundwater flows
In: Spectral and high order methods for partial differential equations---ICOSAHOM 2012, 1-16, 2014
[DOI: 10.1007/978-3-319-01601-6_1]
Beck, Joakim
Nobile, Fabio
Tamellini, Lorenzo
Tempone, Raul
[Fachzeitschriftenartikel]
Computable error estimates of a finite difference scheme for option pricing in exponential L\'evy models
In: BIT : numerical mathematics, 54 (4), 1023-1065, 2014
[DOI: 10.1007/s10543-014-0490-4]
Kiessling, Jonas
Tempone, Raul
[Fachzeitschriftenartikel]
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm
In: Monte Carlo methods and applications, 20 (1), 1-41, 2014
[DOI: 10.1515/mcma-2013-0014]
Hoel, Haakon
von Schwerin, Erik
Szepessy, Anders
Tempone, Raul
[Fachzeitschriftenartikel]
A stochastic multiscale method for the elastodynamic wave equation arising from fiber composites
In: Computer methods in applied mechanics and engineering, 276, 190-211, 2014
[DOI: 10.1016/j.cma.2014.02.018]
Babuvska, Ivo
Motamed, Mohammad
Tempone, Raul
[Fachzeitschriftenartikel]
Analysis of discrete $L^2$ projection on polynomial spaces with random evaluations
In: Foundations of computational mathematics : FoCM, 14 (3), 419-456, 2014
[DOI: 10.1007/s10208-013-9186-4]
Migliorati, G.
Nobile, F.
von Schwerin, E.
Tempone, Raul
[Fachzeitschriftenartikel]
On nonasymptotic optimal stopping criteria in Monte Carlo simulations
In: SIAM journal on scientific computing, 36 (2), A869-A885, 2014
[DOI: 10.1137/130911433]
Bayer, Christian
Hoel, Haakon
von Schwerin, Erik
Tempone, Raul
[Fachzeitschriftenartikel]
Hybrid Chernoff tau-leap
In: Multiscale modeling & simulation, 12 (2), 581-615, 2014
[DOI: 10.1137/130925657]
Moraes, Alvaro
Tempone, Raul
Vilanova, Pedro
[Fachzeitschriftenartikel]
Multiscale modeling of wear degradation in cylinder liners
In: Multiscale modeling & simulation, 12 (1), 396-409, 2014
[DOI: 10.1137/130927024]
Moraes, Alvaro
Ruggeri, Fabrizio
Tempone, Raul
Vilanova, Pedro
[Fachzeitschriftenartikel]
Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients
In: Computers and mathematics with applications, 67 (4), 732-751, 2014
[DOI: 10.1016/j.camwa.2013.03.004]
Beck, Joakim
Nobile, Fabio
Tamellini, Lorenzo
Tempone, Raul
[Fachzeitschriftenartikel]
Monte Carlo Euler approximations of HJM term structure financial models
In: BIT : numerical mathematics, 53 (2), 341-383, 2013
[DOI: 10.1007/s10543-012-0410-4]
Björk, T.
Szepessy, A.
Tempone, Raul
Zouraris, G. E.
[Fachzeitschriftenartikel]
Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations
In: Computer methods in applied mechanics and engineering, 259, 24-39, 2013
[DOI: 10.1016/j.cma.2013.02.017]
Long, Quan
Scavino, Marco
Tempone, Raul
Wang, Suojin
[Fachzeitschriftenartikel]
Approximation of quantities of interest in stochastic PDEs by the random discrete $L^2$ projection on polynomial spaces
In: SIAM journal on scientific computing, 35 (3), A1440-A1460, 2013
[DOI: 10.1137/120897109]
Migliorati, G.
Nobile, F.
von Schwerin, E.
Tempone, Raul
[Fachzeitschriftenartikel]
A stochastic collocation method for the second order wave equation with a discontinuous random speed
In: Numerische Mathematik, 123 (3), 493-536, 2013
[DOI: 10.1007/s00211-012-0493-5]
Motamed, Mohammad
Nobile, Fabio
Tempone, Raul
[Buchbeitrag]
Adaptive multilevel Monte Carlo simulation
In: Numerical analysis of multiscale computations, 217-234, 2012
[DOI: 10.1007/978-3-642-21943-6_10]
Hoel, Haakon
von Schwerin, Erik
Szepessy, Anders
Tempone, Raul
[Fachzeitschriftenartikel]
On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods
In: Mathematical models and methods in applied sciences (M 3 AS), 22 (9), 1250023, 33, 2012
[DOI: 10.1142/S0218202512500236]
Beck, Joakim
Tempone, Raul
Nobile, Fabio
Tamellini, Lorenzo
[Fachzeitschriftenartikel]
Diffusion approximation of L\'evy processes with a view towards finance
In: Monte Carlo methods and applications, 17 (1), 11-45, 2011
[DOI: 10.1515/MCMA.2011.003]
Kiessling, Jonas
Tempone, Raul
[Buchbeitrag]
Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: a numerical comparison
In: Spectral and high order methods for partial differential equations, 43-62, 2011
[DOI: 10.1007/978-3-642-15337-2_3]
Bäck, Joakim
Nobile, Fabio
Tamellini, Lorenzo
Tempone, Raul
[Buchbeitrag]
Implementation of optimal Galerkin and collocation approximations of PDEs with random coefficients
In: CANUM 2010 : 40e Congrès National d'Analyse Numérique, 10-21, 2011
[DOI: 10.1051/proc/201133002]
Beck, J.
Nobile, F.
Tamellini, L.
Tempone, Raul
[Fachzeitschriftenartikel]
Towards automatic global error control: computable weak error expansion for the tau-leap method
In: Monte Carlo methods and applications, 17 (3), 233-278, 2011
[DOI: 10.1515/MCMA.2011.011]
Karlsson, Jesper
Tempone, Raul
[Fachzeitschriftenartikel]
A stochastic collocation method for elliptic partial differential equations with random input data
In: SIAM review, 52 (2), 317-355, 2010
[DOI: 10.1137/100786356]
Babuvska, Ivo
Nobile, Fabio
Tempone, Raul
[Fachzeitschriftenartikel]
Adaptive weak approximation of reflected and stopped diffusions
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Bayer, Christian
Szepessy, Anders
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Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients
In: International journal for numerical methods in engineering, 80 (6-7), 979-1006, 2009
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Nobile, F.
Tempone, Raul
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An anisotropic sparse grid stochastic collocation method for partial differential equations with random input data
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Nobile, F.
Tempone, Raul
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A sparse grid stochastic collocation method for partial differential equations with random input data
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Nobile, F.
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Validation Challenge Workshop
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Hills, Richard G.
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Adaptive weak approximation of diffusions with jumps
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A stochastic collocation method for elliptic partial
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Convergence rates for an adaptive dual weighted residual finite element algorithm
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An adaptive algorithm for ordinary, stochastic and partial differential equations
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Worst case scenario analysis for elliptic problems with uncertainty
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Adaptive Monte Carlo algorithms for stopped diffusion
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Convergence rates for adaptive weak approximation of
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Solving elliptic boundary value problems with uncertain
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Babuvska, Ivo
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Theory and methodology for estimation and control of errors due to modeling, approximation, and uncertainty
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Oden, J. Tinsley
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Galerkin finite element approximations of stochastic elliptic partial differential equations
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A variational principle for adaptive approximation of ordinary differential equations
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Convergence rates for adaptive approximation of ordinary differential equations
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Solving stochastic partial differential equations based on the experimental data
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Hyperbolic differential equations and adaptive numerics
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