Person
Dr., UniversitätsprofessorRaul Fidel Tempone
Lehrstuhl für Mathematics for Uncertainty Quantification
Adresse
Gebäude: 1953
Raum: 158.1
Pontdriesch 14-16
52062 Aachen
Publikationen
| Quelle | Autor(en) |
|---|---|
| [Preprint] Efficient Importance Sampling for Large Sums of Independent and Identically Distributed Random Variables, 2021 | Ben Rached, Nadhir Haji-Ali, Abdul-Lateef Rubino, Gerardo Tempone, Raul |
| [Fachzeitschriftenartikel] An accurate sample rejection estimator of the outage probability of EGC receivers In: IEEE open journal of the Communications Society, 1, 1022-1034, 2020 | Ben Rached, Nadhir 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, 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, 1-22, 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 | 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, 23 Seiten, 2019 | 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 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 (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 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 = ModeÌlisation matheÌmatique et analyse numeÌrique, 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 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. |