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Professor Raul Fidel Tempone ist ein international bekannter Experte auf dem Gebiet der Numerischen Analysis und der Quantifizierung von Unsicherheiten (UQ). An der RWTH hat Professor Tempone den Lehrstuhl für Mathematik zur Quantifizierung von Unsicherheiten eingerichtet. Die Forschung wird durch Anwendungen aus Bereichen wie Computational Mechanics, Quantitative Finance, biologische und chemische Modellierung und drahtlose Kommunikation vorangetrieben. Zu den Forschungsbeiträgen gehören insbesondere die a posteriori-Fehlernäherung und damit verbundene adaptive Algorithmen für numerische Lösungen verschiedener Differentialgleichungen, einschließlich gewöhnlicher Differentialgleichungen, partieller Differentialgleichungen und stochastischer Differentialgleichungen. Weitere Forschungsthemen sind Bayessche Modellkalibrierung und -validierung, Datenassimilation, hierarchische und spärliche Approximation, optimale Steuerung, optimale Versuchsplanung, wissenschaftliches maschinelles Lernen, stochastische Optimierung und Quantifizierung von Unsicherheit.

 

Fachgebiete und aktuelle wissenschaftliche Interessen

Raul Tempones Forschungsinteressen konzentrieren sich auf die numerische Analyse zur Entwicklung und Analyse effizienter und robuster numerischer Methoden für Probleme mit stochastischen Modellen und Differentialgleichungen in Technik und Naturwissenschaften.

 

Vorträge und Präsentationen

Date	Title	Location
07.06.2022 - 10.06.2022	ADAPTIVE MULTILEVEL MONTE CARLO FOR PDEs AND SDEs	Budapest, Hungary
22.03.2021 - 22.03.2021	Quantifying Uncertainty with a Derivative Tracking SDE Model and Application to Wind Power Forecast Data	Online

 

Publikationen

Quelle	Autor(en)
[Fachzeitschriftenartikel] Learning-based importance sampling via stochastic optimal control for stochastic reaction networks In: Statistics and computing, 33 (3), 58, 2023 [DOI: 10.1007/s11222-023-10222-6]	Ben Hammouda, Chiheb Ben Rached, Nadhir Tempone, Raul Wiechert, Sophia Franziska (Corresponding author)
[Fachzeitschriftenartikel] State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables In: Statistics and computing, 33 (2), 40, 2023 [DOI: 10.1007/s11222-022-10202-2]	Ben Amar, Eya (Corresponding author) Ben Rached, Nadhir Haji-Ali, Abdul-Lateef Tempone, Raul
[Fachzeitschriftenartikel] Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing In: Quantitative finance, 23 (2), 209-227, 2023 [DOI: 10.1080/14697688.2022.2135455]	Bayer, Christian Ben Hammouda, Chiheb (Corresponding author) Tempone, Raúl
[Masterarbeit] Importance sampling methods for McKean-Vlasov type stochastic differential equations, 2023 [DOI: 10.18154/RWTH-2023-02092]	Subbiah Pillai, Shyam Mohan Tempone, Raul (Thesis advisor) Haji-Ali, Abdul-Lateef (Thesis advisor) Ben Rached, Nadhir (Thesis advisor)
[Talk (non-conference)] Importance sampling for McKean-Vlasov stochastic differential equation In: Alexander von Humboldt Hybrid Seminar in Uncertainty Quantification Aachen 2023-02-03 - 2023-02-03, 2023	Ben Rached, Nadhir Haji-Ali, Abdul-Lateef Subbiah Pillai, Shyam Mohan (Corresponding author) Tempone, Raul
[Bericht] Uncertainty quantification in coastal aquifers using the multilevel Monte Carlo method, 2023	Litvinenko, Alexander Logashenko, Dmitry Tempone, Raul Wittum, Gabriel Vasilyeva, Ekaterina A.
[Fachzeitschriftenartikel] Machine learning-based conditional mean filter: A generalization of the ensemble Kalman filter for nonlinear data assimilation In: Foundations of data science : FoDS, 5 (1), 56-80, 2022 [DOI: 10.3934/fods.2022016]	Hoang, Truong Vinh (Corresponding author) Krumscheid, Sebastian Matthies, Hermann G. Tempone, Raul
[Fachzeitschriftenartikel] Weak error rates for option pricing under linear rough volatility In: International journal of theoretical and applied finance, 25 (07n08), 2250029, 2022 [DOI: 10.1142/S0219024922500297]	Bayer, Christian Hall, Eric Joseph (Corresponding author) Tempone, Raul
[Konferenzbeitrag, Multimedia] Deep NURBS -- admissible neural networks In: Stochastic Numerics and Statistical Learning: Theory and Applications - KAUST Thuwal 2022-05-15 - 2022-05-19, 2022	Saidaoui, Hamed Espath, Luis Tempone, Raul
[Preprint] Deep nurbs - admissible neural networks, 2022 [DOI: 10.48550/arXiv.2210.13900]	Saidaoui, Hamed Espath, Luis (Corresponding author) Tempone, Raul (Corresponding author)
[Talk (non-conference)] Double-Loop Quasi-Monte Carlo Estimator for Expected Information Gain In: IRTG annual school 2022 Austin 2022-11-10 - 2022-11-11, 2022	Bartuska, Arved (Corresponding author) Carlon, Andre Espath, Luis Krumscheid, Sebastian Tempone, Raul
[Poster] Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty In: Stochastic Numerics and Statistical Learning: Theory and Applications Workshop Thuwal 2022-05-15 - 2022-05-28, 2022	Bartuska, Arved (Corresponding author) Espath, Luis Tempone, Raul
[Talk (non-conference)] Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty In: UQ Hybrid Seminar 2022-02-22 - 2022-02-22, 2022	Bartuska, Arved (Corresponding author) Espath, Luis Tempone, Raul
[Konferenzbeitrag] Laplace approximation for Bayesian optimal experimental design with nuisance uncertainty In: Hybrid: SIAM Conference on Uncertainty quantification Atlanta 2022-04-12 - 2022-04-15, 2022	Bartuska, Arved (Corresponding author) Espath, Luis Tempone, Raul
[Konferenzbeitrag] Efficient Importance Sampling via Optimal Control for Stochastic Reaction Networks In: 92. Annual Meeting of the International Association of Applied Mathematics and Mechanics Aachen 2022-08-15 - 2022-08-19, 2022	Wiechert, Sophia (Corresponding author) Hammouda, Chiheb Ben Tempone, Raul Ben Rached, Nadhir
[Konferenzbeitrag] Efficient Importnce Sampling via Optimal Control for Stochastic Reaction Networks In: 15. International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing Linz 2022-07-17 - 2022-07-22, 2022	Ben Rached, Nadhir Tempone, Raul Hammouda, Chiheb Ben Wiechert, Sophia (Corresponding author)
[Konferenzbeitrag] Efficient Importance Sampling via Optimal Control for Stochastic Reaction Networks In: Hybrid: SIAM Conference on Uncertainty Quantification Atlanta 2022-04-12 - 2022-04-15, 2022	Wiechert, Sophia (Corresponding author) Hammouda, Chiheb Ben Ben Rached, Nadhir Tempone, Raul
[Poster] Efficient Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks In: Stochastic Numerics and Statistical Learning: Theory and Applications Workshop Thuwal (KAUST) 2022-05-15 - 2022-05-29, 2022	Tempone, Raul Ben Rached, Nadhir Hammouda, Chiheb Ben Wiechert, Sophia (Corresponding author)
[Fachzeitschriftenartikel] Goal-oriented adaptive finite element multilevel Monte Carlo with convergence rates In: Computer methods in applied mechanics and engineering, 402, 115582, 2022 [DOI: 10.1016/j.cma.2022.115582]	Beck, Joakim Liu, Yang (Corresponding author) von Schwerin, Erik Tempone, Raul
[Preprint] Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models, 2022 [DOI: 10.48550/arXiv.2203.08196]	Bayer, Christian Hammouda, Chiheb Ben Papapantoleon, Antonis Samet, Michael Tempone, Raúl
[Preprint] Multilevel Monte Carlo combined with numerical smoothing for robust and efficient option pricing and density estimation, 2022 [DOI: 10.48550/arXiv.2003.05708]	Bayer, Christian Ben Hammouda, Chiheb Tempone, Raul
[Preprint] Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation, 2022 [DOI: 10.48550/arXiv.2208.03225]	Ben Rached, Nadhir Haji-Ali, Abdul-Lateef Subbiah Pillai, Shyam Mohan (Corresponding author) Tempone, Raul
[Preprint] Single level importance sampling for McKean-Vlasov stochastic differential equation, 2022 [DOI: 10.48550/arXiv.2207.06926]	Ben Rached, Nadhir Haji-Ali, Abdul-Lateef Subbiah Pillai, Shyam Mohan (Corresponding author) Tempone, Raul
[Poster] Multilevel importance sampling for McKean-Vlsov stochastic differential equation In: Stochastic Numerics and Statistical Learning: Theory and Applications Workshop Thuwal 2022-05-15 - 2022-05-28, 2022	Ben Rached, Nadhir Haji-Ali, Abdul-Lateef Subbiah Pillai, Shyam Mohan (Corresponding author) Tempone, Raul
[Konferenzbeitrag] Importance sampling for McKean-Vlasov stochastic differential equations In: 15. International Conference on Monte Carlo and Quasi Monte Carlo Methods in Scientific Computing Linz 2022-07-17 - 2022-07-22, 2022	Ben Rached, Nadhir Haji-Ali, Abdul-Lateef Subbiah Pillai, Shyam Mohan (Corresponding author) Tempone, Raul
[Talk (non-conference)] A likelihood-free nonlinear filtering approach via machine learning-based approximation of conditional expectation In: RWTH-Aachen Uncertainty Quantification hybrid seminar Aachen 2022-11-29 - 2022-11-29, 2022	Hoang, Truong Vinh Sebastian, Krumscheid Matthies, Hermann G. Tempone, Raul
[Fachzeitschriftenartikel] Multi-index ensemble Kalman filtering In: Journal of computational physics, 470, 111561, 2022 [DOI: 10.1016/j.jcp.2022.111561]	Hoel, Håkon Shaimerdenova, Gaukhar (Corresponding author) Tempone, Raul
[Fachzeitschriftenartikel] Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty In: Computer methods in applied mechanics and engineering, 399, 115320, 2022 [DOI: 10.1016/j.cma.2022.115320]	Bartuska, Arved (Corresponding author) Espath, Luis Tempone, Raul
[Fachzeitschriftenartikel] Smaller generalization error derived for a deep residual neural network compared with shallow networks In: IMA journal of numerical analysis : IMAJNA, drac049, 2022 [DOI: 10.1093/imanum/drac049]	Kammonen, Aku Kiessling, Jonas Plecháč, Petr Sandberg, Mattias Szepessy, Anders (Corresponding author) et al.
[Fachzeitschriftenartikel] Principal component density estimation for scenario generation using normalizing flows In: Data-centric engineering, 3, e7, 2022 [DOI: 10.1017/dce.2022.7]	Cramer, Eike Mitsos, Alexander Tempone, Raúl Dahmen, Manuel (Corresponding author)
[Fachzeitschriftenartikel] A Wasserstein coupled particle filter for multilevel estimation In: Stochastic analysis and applications, 10, 1-40, 2022 [DOI: 10.1080/07362994.2022.2081181]	Ballesio, Marco (Corresponding author) Jasra, Ajay von Schwerin, Erik Tempone, Raul
[Preprint] Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty, 2021	Bartuska, Arved (Corresponding author) Espath, Luis Tempone, Raul
[Preprint] Learning-Based Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networksl, 2021 [DOI: 10.48550/arXiv.2110.14335]	Hammouda, Chiheb Ben Rached, Nadhir Ben Tempone, Raúl Wiechert, Sophia
[Fachzeitschriftenartikel] Statistical learning for fluid flows: Sparse Fourier divergence-free approximations In: Physics of fluids, 33 (9), 097108, 2021 [DOI: 10.1063/5.0064862]	Espath, Luis (Corresponding author) Kabanov, Dmitry Kiessling, Jonas Tempone, Raul
[Fachzeitschriftenartikel] Wind field reconstruction with adaptive random Fourier features In: Proceedings of the Royal Society of London / A, 477 (2255), 20210236, 2021 [DOI: 10.1098/rspa.2021.0236]	Kiessling, Jonas Ström, Emanuel (Corresponding author) Tempone, Raúl
[Fachzeitschriftenartikel] Efficient importance sampling for large sums of independent and identically distributed random variables In: Statistics and computing, 31 (6), 79, 2021 [DOI: 10.1007/s11222-021-10055-1]	Ben Rached, Nadhir (Corresponding author) Haji-Ali, Abdul-Lateef Rubino, Gerardo Tempone, Raul
[Fachzeitschriftenartikel] Generalized parallel tempering on Bayesian inverse problems In: Statistics and computing, 31 (5), 67, 2021 [DOI: 10.1007/s11222-021-10042-6]	Latz, Jonas Madrigal-Cianci, Juan P. (Corresponding author) Nobile, Fabio Tempone, Raúl
[Fachzeitschriftenartikel] Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data In: Statistics and computing, 31 (5), 64, 2021 [DOI: 10.1007/s11222-021-10040-8]	Caballero, Renzo Kebaier, Ahmed Scavino, Marco (Corresponding author) Tempone, Raul
[Fachzeitschriftenartikel] Multilevel ensemble Kalman filtering for spatio-temporal processes In: Numerische Mathematik, 147 (1), 71-125, 2020 [DOI: 10.1007/s00211-020-01159-3]	Chernov, Alexey Hoel, Hakon Andreas Law, Kody J. H. (Corresponding author) Nobile, Fabio Tempone, Raul
[Fachzeitschriftenartikel] Efficient Importance Sampling for the Left Tail of Positive Gaussian Quadratic Forms In: IEEE wireless communications letters, 10 (3), 527-531, 2020 [DOI: 10.1109/LWC.2020.3036588]	Issaid, Chaouki Ben (Corresponding author) Alouini, Mohamed-Slim Tempone, Raul
[Fachzeitschriftenartikel] A note on tools for prediction under uncertainty and identifiability of SIR-like dynamical systems for epidemiology In: Mathematical biosciences, 332, 108514, 2021 [DOI: 10.1016/j.mbs.2020.108514]	Piazzola, Chiara Tamellini, Lorenzo (Corresponding author) Tempone, Raúl
[Preprint] Efficient Importance Sampling for Large Sums of Independent and Identically Distributed Random Variables, 2021	Ben Rached, Nadhir (Corresponding author) Haji-Ali, Abdul-Lateef (Corresponding author) Rubino, Gerardo (Corresponding author) Tempone, Raul (Corresponding author)
[Fachzeitschriftenartikel] Multilevel Ensemble Kalman Filtering based on a sample average of independent EnKF estimators In: Foundations of data science, 2 (4), 351-390, 2020 [DOI: 10.3934/fods.2020017]	Hoel, Hakon Andreas Shaimerdenova, Gaukhar (Corresponding author) Tempone, Raúl
[Fachzeitschriftenartikel] An Accurate Sample Rejection Estimator of the Outage Probability With Equal Gain Combining In: IEEE open journal of the Communications Society, 1, 1022-1034, 2020 [DOI: 10.1109/OJCOMS.2020.3010649]	Ben Rached, Nadhir (Corresponding author) Kammoun, Abla Alouini, Mohamed-Slim Tempone, Raul
[Fachzeitschriftenartikel] Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks In: Statistics and computing, 30 (6), 1665-1689, 2020 [DOI: 10.1007/s11222-020-09965-3]	Ben Hammouda, Chiheb (Corresponding author) Ben Rached, Nadhir Tempone, Raúl
[Fachzeitschriftenartikel] Pricing American options by exercise rate optimization In: Quantitative finance, 20 (11), 1749-1760, 2020 [DOI: 10.1080/14697688.2020.1750678]	Bayer, Christian Tempone, Raul Wolfers, Sören (Corresponding author)
[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 (Corresponding author) 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, 20 (9), 1457-1473, 2020 [DOI: 10.1080/14697688.2020.1744700]	Bayer, Christian Ben Hammouda, Chiheb (Corresponding author) 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, 121 (15), 3482-3503, 2020 [DOI: 10.1002/nme.6367]	Beck, Joakim Mansour Dia, Ben Espath, Luis (Corresponding author) 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 (Corresponding author) 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 (Corresponding author)
[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 (Corresponding author) 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 (Corresponding author) Tamellini, Lorenzo (Corresponding author) Tempone, Raul
[Preprint] Propagation of Uncertainties in Density-Driven Flow, 2019 [DOI: 10.18154/RWTH-2019-05721]	Litvinenko, Alexander (Corresponding author) Logashenko, Dmitry Tempone, Raul Wittum, Gabriel Keyes, David
[Preprint] Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability, 2019 [DOI: 10.18154/RWTH-2019-05666]	Litvinenko, Alexander (Corresponding author) 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 (Corresponding author) 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 (Corresponding author) Kammoun, Abla (Corresponding author) Alouini, Mohamed-Slim (Corresponding author) Tempone, Raul (Corresponding author)
[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 (Corresponding author) 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 (Corresponding author)
[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 (Corresponding author) 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 (Corresponding author) Botev, Zdravko (Corresponding author) Kammoun, Abla (Corresponding author) Alouini, Mohamed-Slim (Corresponding author) Tempone, Raul (Corresponding author)
[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 : proceedings : April 15-20, 2018, Calgary Telus Convention Center, Calgary, Alberta, Canada / sponsored by: the Institute of Electrical and Electronics Engineers, Signal Processing Society, 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 (Corresponding author) Sawlan, Zaid (Corresponding author) Scavino, Marco (Corresponding author) Tempone, Raul (Corresponding author) Wood, Christopher (Corresponding author)
[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 (Corresponding author)
[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 (Corresponding author) 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 (Corresponding author) 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 (Corresponding author) 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 (Corresponding author) Sawlan, Zaid (Corresponding author) Scavino, Marco (Corresponding author) Tempone, Raul (Corresponding author)
[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 (Corresponding author) 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 (Corresponding author) Ben Rached, Nadhir (Corresponding author) Kammoun, Abla (Corresponding author) Alouini, Mohamed-Slim (Corresponding author) Tempone, Raul (Corresponding author)
[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 (Corresponding author) Kammoun, Abla (Corresponding author) Alouini, Mohamed-Slim (Corresponding author) Tempone, Raul (Corresponding author)
[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 (Corresponding author) 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 (Corresponding author) Nobile, Fabio von Schwerin, Erik (Corresponding author) 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 (Corresponding author) 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. (Corresponding author) 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 (Corresponding author)
[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 (Corresponding author) 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 (Corresponding author) Hoel, Haakon (Corresponding author) Sandberg, Mattias (Corresponding author) Szepessy, Anders (Corresponding author) Tempone, Raul (Corresponding author)
[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 (Corresponding author)
[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 (Corresponding author) 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. (Corresponding author) Motamed, M. (Corresponding author) Runborg, O. (Corresponding author) Tempone, Raul (Corresponding author)
[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. (Corresponding author) 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 (Corresponding author) 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 (Corresponding author) Tempone, Raul (Corresponding author) Vilanova, Pedro (Corresponding author)
[Fachzeitschriftenartikel] Multilevel ensemble Kalman filtering In: SIAM journal on numerical analysis, 54 (3), 1813-1839, 2016 [DOI: 10.1137/15M100955X]	Hoel, Haakon (Corresponding author) Law, Kody J. H. (Corresponding author) Tempone, Raul (Corresponding author)
[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 (Corresponding author) 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. (Corresponding author) Tembine, Hamidou (Corresponding author) Tempone, Raul (Corresponding author)
[Fachzeitschriftenartikel] Multilevel hybrid Chernoff tau-leap In: BIT : numerical mathematics, 56 (1), 189-239, 2016 [DOI: 10.1007/s10543-015-0556-y]	Moraes, Alvaro (Corresponding author) 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 (Corresponding author) Kammoun, Abla (Corresponding author) Alouini, Mohamed-Slim (Corresponding author) Tempone, Raul (Corresponding author)
[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 [DOI: 10.1109/PIMRC.2016.7794723]	Ben Rached, Nadhir (Corresponding author) Kammoun, Abla (Corresponding author) Alouini, Mohamed-Slim (Corresponding author) Tempone, Raul (Corresponding author)
[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 [DOI: 10.1109/GlobalSIP.2016.7905796]	Ben Issaid, Chaouki (Corresponding author) Ben Rached, Nadhir (Corresponding author) Kammoun, Abla (Corresponding author) Alouini, Mohamed-Slim (Corresponding author) Tempone, Raul (Corresponding author)
[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 (Corresponding author) 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 (Corresponding author) 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 (Corresponding author) 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 (Corresponding author) 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 (Corresponding author) 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 (Corresponding author) 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 (Corresponding author) Cohen, Albert (Corresponding author) Migliorati, Giovanni (Corresponding author) Nobile, Fabio (Corresponding author) Tempone, Raul (Corresponding author)
[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 (Corresponding author) Larsson, Stig (Corresponding author) Sandberg, Mattias (Corresponding author) Szepessy, Anders (Corresponding author) Tempone, Raul (Corresponding author)
[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 (Corresponding author) 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 (Corresponding author) Kammoun, Abla (Corresponding author) Alouini, Mohamed-Slim (Corresponding author) Tempone, Raul (Corresponding author)
[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 (Corresponding author) Kammoun, Abla (Corresponding author) Alouini, Mohamed-Slim (Corresponding author) Tempone, Raul (Corresponding author)
[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), 346-350, 2015 [DOI: 10.1109/ISIT.2015.7282474]	Ben Rached, Nadhir (Corresponding author) Kammoun, Abla (Corresponding author) Alouini, Mohamed-Slim (Corresponding author) Tempone, Raul (Corresponding author)
[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), 4259-4264, 2015 [DOI: 10.1109/ICC.2015.7248992]	Ben Rached, Nadhir (Corresponding author) Benkhelifa, Fatma (Corresponding author) Alouini, Mohamed-Slim (Corresponding author) Tempone, Raul (Corresponding author)
[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 (Corresponding author)
[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 (Corresponding author) 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 (Corresponding author) 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. (Corresponding author) 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 (Corresponding author) Hoel, Haakon (Corresponding author) von Schwerin, Erik (Corresponding author) Tempone, Raul (Corresponding author)
[Fachzeitschriftenartikel] Hybrid Chernoff tau-leap In: Multiscale modeling & simulation, 12 (2), 581-615, 2014 [DOI: 10.1137/130925657]	Moraes, Alvaro (Corresponding author) Tempone, Raul (Corresponding author) Vilanova, Pedro (Corresponding author)
[Fachzeitschriftenartikel] Multiscale modeling of wear degradation in cylinder liners In: Multiscale modeling & simulation, 12 (1), 396-409, 2014 [DOI: 10.1137/130927024]	Moraes, Alvaro (Corresponding author) Ruggeri, Fabrizio (Corresponding author) Tempone, Raul (Corresponding author) Vilanova, Pedro (Corresponding author)
[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 (Corresponding author) 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 (Corresponding author) 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 (Corresponding author) 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. (Corresponding author) 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 (Corresponding author) 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 (Corresponding author) 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 In: Monte Carlo methods and applications, 16 (1), 1-67, 2010 [DOI: 10.1515/MCMA.2010.001]	Bayer, Christian Szepessy, Anders Tempone, Raul
[Fachzeitschriftenartikel] 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 [DOI: 10.1002/nme.2656]	Nobile, F. Tempone, Raul
[Fachzeitschriftenartikel] An anisotropic sparse grid stochastic collocation method for partial differential equations with random input data In: SIAM journal on numerical analysis, 46 (5), 2411-2442, 2008 [DOI: 10.1137/070680540]	Nobile, F. Tempone, Raul Webster, C. G.
[Fachzeitschriftenartikel] A sparse grid stochastic collocation method for partial differential equations with random input data In: SIAM journal on numerical analysis, 46 (5), 2309-2345, 2008 [DOI: 10.1137/060663660]	Nobile, F. Tempone, Raul Webster, C. G.
[Fachzeitschriftenartikel] Validation Challenge Workshop In: Computer methods in applied mechanics and engineering, 197 (29-32), 2375-2380, 2008 [DOI: 10.1016/j.cma.2007.10.016]	Hills, Richard G. Pilch, Martin Dowding, Kevin J. Red-Horse, John Paez, Thomas L. et al.
[Fachzeitschriftenartikel] Adaptive weak approximation of diffusions with jumps In: SIAM journal on numerical analysis, 46 (4), 1732-1768, 2008 [DOI: 10.1137/060669632]	Mordecki, E. Zouraris, G. Szepessy, A. Tempone, Raul
[Fachzeitschriftenartikel] Reliability of computational science In: Numerical methods for partial differential equations, 23 (4), 753-784, 2007 [DOI: 10.1002/num.20263]	Babuvska, I. Nobile, F. Tempone, Raul
[Fachzeitschriftenartikel] A stochastic collocation method for elliptic partial In: SIAM journal on numerical analysis, 45 (3), 1005-1034, 2007 [DOI: 10.1137/050645142]	Babuvska, Ivo Nobile, Fabio Tempone, Raul
[Fachzeitschriftenartikel] Convergence rates for an adaptive dual weighted residual finite element algorithm In: BIT : numerical mathematics, 46 (2), 367-407, 2006 [DOI: 10.1007/s10543-006-0058-z]	Moon, K.-S. von Schwerin, E. Szepessy, A. Tempone, Raul
[Buchbeitrag] An adaptive algorithm for ordinary, stochastic and partial differential equations In: Recent advances in adaptive computation, 325-343, 2005 [DOI: 10.1090/conm/383/07176]	Moon, Kyoung-Sook von Schwerin, Erik Szepessy, Anders Tempone, Raul
[Fachzeitschriftenartikel] Worst case scenario analysis for elliptic problems with uncertainty In: Numerische Mathematik, 101 (2), 185-219, 2005 [DOI: 10.1007/s00211-005-0601-x]	Babuvska, I. Nobile, F. Tempone, Raul
[Buchbeitrag] Adaptive Monte Carlo algorithms for stopped diffusion In: Multiscale methods in science and engineering, 59-88, 2005 [DOI: 10.1007/3-540-26444-2_3]	Dzougoutov, Anna Moon, Kyoung-Sook von Schwerin, Erik Szepessy, Anders Tempone, Raul
[Fachzeitschriftenartikel] Convergence rates for adaptive weak approximation of In: Stochastic analysis and applications, 23 (3), 511-558, 2005 [DOI: 10.1081/SAP-200056678]	Moon, Kyoung-Sook Szepessy, Anders Tempone, Raul Zouraris, Georgios E.
[Fachzeitschriftenartikel] Solving elliptic boundary value problems with uncertain In: Computer methods in applied mechanics and engineering, 194 (12-16), 1251-1294, 2005 [DOI: 10.1016/j.cma.2004.02.026]	Babuvska, Ivo Tempone, Raul Zouraris, Georgios E.
[Fachzeitschriftenartikel] Theory and methodology for estimation and control of errors due to modeling, approximation, and uncertainty In: Computer methods in applied mechanics and engineering, 194 (2-5), 195-204, 2005 [DOI: 10.1016/j.cma.2003.06.003]	Oden, J. Tinsley Babuvska, Ivo Nobile, Fabio Feng, Yusheng Tempone, Raul
[Fachzeitschriftenartikel] Galerkin finite element approximations of stochastic elliptic partial differential equations In: SIAM journal on numerical analysis, 42 (2), 800-825, 2004 [DOI: 10.1137/S0036142902418680]	Babuvska, Ivo Tempone, Raul Zouraris, Georgios E.
[Fachzeitschriftenartikel] A variational principle for adaptive approximation of ordinary differential equations In: Numerische Mathematik, 96 (1), 131-152, 2003 [DOI: 10.1007/s00211-003-0467-8]	Moon, Kyoung-Sook Szepessy, Anders Tempone, Raul Zouraris, Georgios E.
[Fachzeitschriftenartikel] Convergence rates for adaptive approximation of ordinary differential equations In: Numerische Mathematik, 96 (1), 99-129, 2003 [DOI: 10.1007/s00211-003-0466-9]	Moon, Kyoung-Sook Szepessy, Anders Tempone, Raul Zouraris, Georgios E.
[Fachzeitschriftenartikel] Solving stochastic partial differential equations based on the experimental data In: Mathematical models and methods in applied sciences (M 3 AS), 13 (3), 415-444, 2003 [DOI: 10.1142/S021820250300257X]	Babuvska, Ivo Liu, Kang-Man Tempone, Raul
[Buchbeitrag] Hyperbolic differential equations and adaptive numerics In: Theory and numerics of differential equations (Durham, 2000), 231-280, 2001 [DOI: 10.1007/978-3-662-04354-7_5]	Moon, Kyoung-Sook Szepessy, Anders Tempone, Raul Zouraris, Georgios
[Fachzeitschriftenartikel] Adaptive weak approximation of stochastic differential equations In: Communications on pure and applied mathematics, 54 (10), 1169-1214, 2001 [DOI: 10.1002/cpa.10000]	Szepessy, Anders Tempone, Raul Zouraris, Georgios E.