Person
Prof.Raúl Tempone
PhD UniversitätsprofessorChair of Mathematics for Uncertainty Quantification
Address
Building: 1953
Room: 158.1
Pontdriesch 14-16
52062 Aachen
Professor Raul Fidel Tempone is an internationally known expert in Numerical Analysis and Uncertainty Quantification (UQ). In RWTH, Professor Tempone has established the Mathematics for Uncertainty Quantification Chair. The research is driven by applications from areas such as computational mechanics, quantitative finance, biological and chemical modeling, and wireless communications. More specifically, research contributions include a posteriori error approximation and related adaptive algorithms for numerical solutions of various differential equations, including ordinary differential equations, partial differential equations, and stochastic differential equations. Further research topics include Bayesian model calibration and validation, data assimilation, hierarchical and sparse approximation, optimal control, optimal experimental design, scientific machine learning, stochastic optimization, and uncertainty quantification.
Areas of expertise and current scientific interests
Raul Tempone's research interests concentrate on numerical analysis to develop and analyze efficient and robust numerical methods for problems involving stochastic models and differential equations in engineering and sciences.
Talks and presentations
| 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 |
Publications
| Source | Author(s) |
|---|---|
| [Preprint] Laplace-based strategies for Bayesian optimal experimental design with nuisance uncertainty, 2023 [DOI: 10.48550/arXiv.2310.10783] | Bartuska, Arved (Corresponding author) Espath, Luis Tempone, Raul |
| [Preprint] Double-loop quasi-Monte Carlo estimator for nested integration, 2023 [DOI: 10.48550/arXiv.2302.14119] | Bartuska, Arved (Corresponding author) Carlon, André Gustavo Espath, Luis Krumscheid, Sebastian Tempone, Raul |
| [Journal Article] Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis-Hastings In: SIAM ASA journal on uncertainty quantification, 11 (1), 91-138, 2023 [DOI: 10.1137/21M1420927] | Madrigal-Cianci, Juan P. (Corresponding author) Nobile, Fabio Tempone, Raul |
| [Journal Article] Corrigendum to "Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty" [Comput. Methods Appl. Mech. Engrg. 399 (2022) 115320] In: Computer methods in applied mechanics and engineering, 410, 115995, 2023 [DOI: 10.1016/j.cma.2023.115995] | Bartuska, Arved (Corresponding author) Espath, Luis Tempone, Raul |
| [Conference Presentation] Uncertainty quantification in the coastal aquifers using Multi Level MonteCarlo In: 93. Annual GAMM Meeting Dresden 2023-05-16 - 2023-05-26, 2023 | Litvinenko, Alexander Logashenko, Dmitry Tempone, Raul Vasilyeva, Ekaterina Wittum, Gabriel |
| [Journal Article] 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) |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Master Thesis] 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) |
| [Multimedia, 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 |
| [Report] Uncertainty quantification in coastal aquifers using the multilevel Monte Carlo method, 2023 | Litvinenko, Alexander Logashenko, Dmitry Tempone, Raul Wittum, Gabriel Vasilyeva, Ekaterina A. |
| [Journal Article] 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 |
| [Journal Article] Smaller generalization error derived for a deep residual neural network compared with shallow networks In: IMA journal of numerical analysis : IMAJNA, 43 (5), 2585-2632, 2022 [DOI: 10.1093/imanum/drac049] | Kammonen, Aku Kiessling, Jonas Plecháč, Petr Sandberg, Mattias Szepessy, Anders (Corresponding author) et al. |
| [Journal Article] 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 |
| [Conference Presentation, 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 |
| [Conference Presentation] 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 |
| [Conference Presentation] 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 Franziska (Corresponding author) Ben Hammouda, Chiheb Tempone, Raul Ben Rached, Nadhir |
| [Conference Presentation] 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 Ben Hammouda, Chiheb Wiechert, Sophia Franziska (Corresponding author) |
| [Conference Presentation] 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 Ben Hammouda, Chiheb Wiechert, Sophia Franziska (Corresponding author) |
| [Journal Article] 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 (Corresponding author) Papapantoleon, Antonis Samet, Michael (Corresponding author) 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 (Corresponding author) 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 |
| [Conference Presentation] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 Casjen Friedrich Mitsos, Alexander Tempone, Raúl Dahmen, Manuel (Corresponding author) |
| [Journal Article] 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 Ben Rached, Nadhir Tempone, Raúl Wiechert, Sophia |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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) |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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, Raul |
| [Journal Article] 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) |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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) |
| [Journal Article] 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. |
| [Journal Article] 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 |
| [Journal Article] 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. |
| [Contribution to a book, Contribution to a conference proceedings] 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) |
| [Journal Article] 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 |
| [Journal Article] 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) |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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) |
| [Contribution to a book, Contribution to a conference proceedings] 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 |
| [Journal Article] 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) |
| [Journal Article] 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) |
| [Journal Article] 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. |
| [Journal Article] 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 |
| [Journal Article] 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) |
| [Journal Article] 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 |
| [Journal Article] 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) |
| [Journal Article] 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 |
| [Journal Article] 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) |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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) |
| [Contribution to a book] 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 |
| [Journal Article] 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) |
| [Journal Article] 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) |
| [Journal Article] 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 |
| [Journal Article] 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) |
| [Journal Article] 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 |
| [Contribution to a book] 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 |
| [Journal Article] 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) |
| [Journal Article] 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) |
| [Journal Article] 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 |
| [Journal Article] 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) |
| [Journal Article] 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 |
| [Journal Article] 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) |
| [Contribution to a conference proceedings] 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) |
| [Contribution to a conference proceedings] 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) |
| [Contribution to a book] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 (Corresponding author) Cohen, Albert (Corresponding author) Migliorati, Giovanni (Corresponding author) Nobile, Fabio (Corresponding author) Tempone, Raul (Corresponding author) |
| [Journal Article] 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) |
| [Journal Article] 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 |
| [Contribution to a book, Contribution to a conference proceedings] 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) |
| [Journal Article] 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) |
| [Contribution to a conference proceedings] 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) |
| [Contribution to a conference proceedings] 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) |
| [Contribution to a book] 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) |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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) |
| [Journal Article] 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) |
| [Journal Article] 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) |
| [Journal Article] 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 |
| [Journal Article] 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. |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Contribution to a book] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Contribution to a book] 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 |
| [Contribution to a book] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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. |
| [Journal Article] 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. |
| [Journal Article] 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. |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Journal Article] 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 |
| [Contribution to a book] 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 |
| [Journal Article] 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 |
| [Contribution to a book] 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 |
| [Journal Article] 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. |
| [Journal Article] 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. |
| [Journal Article] 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 |
| [Journal Article] 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. |
| [Journal Article] 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. |
| [Journal Article] 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. |
| [Journal Article] 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 |
| [Contribution to a book] 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 |
| [Journal Article] 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. |