Person

Dr., Universitätsprofessor

Raul Fidel Tempone

Raul Fidel Tempone Copyright: © Martin Braun
Chair of Mathematics for Uncertainty Quantification

Address

Building: 1953

Room: 158.1

Pontdriesch 14-16

52062 Aachen

Contact

WorkPhone
Phone: +49 241 80 99204
 

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 - 10/06/2022ADAPTIVE MULTILEVEL MONTE CARLO FOR PDEs AND SDEsBudapest, Hungary
22/03/2021 - 22/03/2021Quantifying Uncertainty with a Derivative Tracking SDE Model and Application to Wind Power Forecast DataOnline
 

Publications

Source Author(s)
[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, 2022
[DOI: 10.3934/fods.2022016]
Hoang, Truong Vinh (Corresponding author)
Krumscheid, Sebastian
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]
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.
[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
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
[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, Raúl
[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 = 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)
[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.