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Tempone, Raúl F.

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Author ID: tempone.raul-f Recent zbMATH articles by "Tempone, Raúl F."
Published as: Tempone, Raúl; Tempone, Raul; Tempone, R.; Tempone, Raúl F.
Documents Indexed: 92 Publications since 2001

Publications by Year

Citations contained in zbMATH Open

80 Publications have been cited 2,177 times in 1,061 Documents Cited by Year
A stochastic collocation method for elliptic partial differential equations with random input data. Zbl 1151.65008
Babuška, Ivo; Nobile, Fabio; Tempone, Raúl
325
2007
Galerkin finite element approximations of stochastic elliptic partial differential equations. Zbl 1080.65003
Babuska, Ivo; Tempone, Raúl; Zouraris, Georgios E.
307
2004
A sparse grid stochastic collocation method for partial differential equations with random input data. Zbl 1176.65137
Nobile, F.; Tempone, R.; Webster, C. G.
279
2008
An anisotropic sparse grid stochastic collocation method for partial differential equations with random input data. Zbl 1176.65007
Nobile, F.; Tempone, R.; Webster, C. G.
167
2008
A stochastic collocation method for elliptic partial differential equations with random input data. Zbl 1226.65004
Babuška, Ivo; Nobile, Fabio; Tempone, Raúl
108
2010
Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation. Zbl 1087.65004
Babuška, Ivo; Tempone, Raúl; Zouraris, Georgios E.
103
2005
Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: a numerical comparison. Zbl 1216.65004
Bäck, Joakim; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raul
58
2011
On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods. Zbl 1262.65009
Beck, Joakim; Tempone, Raul; Nobile, Fabio; Tamellini, Lorenzo
54
2012
A continuation multilevel Monte Carlo algorithm. Zbl 1317.65030
Collier, Nathan; Haji-Ali, Abdul-Lateef; Nobile, Fabio; von Schwerin, Erik; Tempone, Raúl
38
2015
Analysis of discrete \(L^2\) projection on polynomial spaces with random evaluations. Zbl 1301.41005
Migliorati, G.; Nobile, F.; von Schwerin, E.; Tempone, R.
38
2014
Discrete least squares polynomial approximation with random evaluations - application to parametric and stochastic elliptic PDEs. Zbl 1318.41004
Chkifa, Abdellah; Cohen, Albert; Migliorati, Giovanni; Nobile, Fabio; Tempone, Raul
36
2015
Adaptive weak approximation of stochastic differential equations. Zbl 1024.60028
Szepessy, Anders; Tempone, Raúl; Zouraris, Georgios E.
33
2001
Multi-index Monte Carlo: when sparsity meets sampling. Zbl 1339.65009
Haji-Ali, Abdul-Lateef; Nobile, Fabio; Tempone, Raúl
32
2016
Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients. Zbl 1350.65003
Beck, Joakim; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raúl
32
2014
Approximation of quantities of interest in stochastic PDEs by the random discrete \(L^2\) projection on polynomial spaces. Zbl 1276.65004
Migliorati, G.; Nobile, F.; von Schwerin, E.; Tempone, R.
31
2013
Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations. Zbl 1286.62068
Long, Quan; Scavino, Marco; Tempone, Raúl; Wang, Suojin
24
2013
A stochastic collocation method for the second-order wave equation with a discontinuous random speed. Zbl 1268.65008
Motamed, Mohammad; Nobile, Fabio; Tempone, Raúl
23
2013
Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients. Zbl 1176.76110
Nobile, F.; Tempone, Raul
23
2009
A systematic approach to model validation based on Bayesian updates and prediction related rejection criteria. Zbl 1139.74012
Babuška, I.; Nobile, F.; Tempone, R.
22
2008
Multilevel sequential Monte Carlo samplers. Zbl 1362.65010
Beskos, Alexandros; Jasra, Ajay; Law, Kody; Tempone, Raul; Zhou, Yan
22
2017
Multilevel ensemble Kalman filtering. Zbl 1401.65008
Hoel, Håkon; Law, Kody J. H.; Tempone, Raul
21
2016
Adaptive multilevel Monte Carlo simulation. Zbl 1245.65002
Hoel, Håkon; von Schwerin, Erik; Szepessy, Anders; Tempone, Raúl
18
2012
Solving stochastic partial differential equations based on the experimental data. Zbl 1052.60047
Babuška, Ivo; Liu, Kang-Man; Tempone, Raúl
18
2003
A stochastic maximum principle for risk-sensitive mean-field type control. Zbl 1360.93772
Djehiche, Boualem; Tembine, Hamidou; Tempone, Raul
17
2015
Deterministic mean-field ensemble Kalman filtering. Zbl 1351.60047
Law, Kody J. H.; Tembine, Hamidou; Tempone, Raul
17
2016
Theory and methodology for estimation and control of errors due to modeling, approximation, and uncertainty. Zbl 1143.74373
Oden, J. Tinsley; Babuška, Ivo; Nobile, Fabio; Feng, Yusheng; Tempone, Raul
17
2005
Adaptive weak approximation of diffusions with jumps. Zbl 1169.65302
Mordecki, E.; Szepessy, A.; Tempone, R.; Zouraris, G. E.
17
2008
Optimization of mesh hierarchies in multilevel Monte Carlo samplers. Zbl 1359.65013
Haji-Ali, Abdul-Lateef; Nobile, Fabio; von Schwerin, Erik; Tempone, Raúl
17
2016
Worst case scenario analysis for elliptic problems with uncertainty. Zbl 1082.65115
Babuška, I.; Nobile, F.; Tempone, R.
15
2005
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm. Zbl 1284.65011
Hoel, Håkon; von Schwerin, Erik; Szepessy, Anders; Tempone, Raúl
15
2014
Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs. Zbl 1351.41004
Nobile, F.; Tamellini, L.; Tempone, R.
15
2016
Validation challenge workshop. Zbl 1155.74054
Hills, Richard G.; Pilch, Martin; Dowding, Kevin J.; Red-Horse, John; Paez, Thomas L.; Babuška, Ivo; Tempone, Raul
14
2008
An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient. Zbl 1339.65016
Nobile, Fabio; Tamellini, Lorenzo; Tesei, Francesco; Tempone, Raúl
13
2016
Convergence rates for adaptive weak approximation of stochastic differential equations. Zbl 1079.65012
Moon, Kyoung-Sook; Szepessy, Anders; Tempone, Raúl; Zouraris, Georgios E.
13
2005
Reliability of computational science. Zbl 1118.65030
Babuška, I.; Nobile, F.; Tempone, R.
11
2007
Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity. Zbl 1371.65009
Haji-Ali, Abdul-Lateef; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raúl
11
2016
Hybrid Chernoff tau-leap. Zbl 1338.65013
Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro
9
2014
A quasi-optimal sparse grids procedure for groundwater flows. Zbl 1417.76040
Beck, Joakim; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raúl
9
2014
Formulation of the static frame problem. Zbl 1388.74115
Babuška, I. (ed.); Nobile, F. (ed.); Tempone, R. (ed.)
8
2008
Implementation of optimal Galerkin and collocation approximations of PDEs with random coefficients. Zbl 1302.65249
Beck, J.; Nobile, F.; Tamellini, L.; Tempone, R.
8
2011
Multilevel hybrid Chernoff tau-leap. Zbl 1348.60112
Moraes, Alvaro; Tempone, Raúl; Vilanova, Pedro
8
2016
Adaptive Monte Carlo algorithms for stopped diffusion. Zbl 1117.65302
Dzougoutov, Anna; Moon, Kyoung-Sook; von Schwerin, Erik; Szepessy, Anders; Tempone, Raúl
8
2005
Convergence rates for adaptive approximation of ordinary differential equations. Zbl 1054.65082
Moon, Kyoung-Sook; Szepessy, Anders; Tempone, Raúl; Zouraris, Georgios E.
8
2003
A stochastic multiscale method for the elastodynamic wave equation arising from fiber composites. Zbl 1423.74966
Babuška, Ivo; Motamed, Mohammad; Tempone, Raúl
7
2014
Towards automatic global error control: Computable weak error expansion for the tau-leap method. Zbl 1241.65006
Karlsson, Jesper; Tempone, Raúl
7
2011
Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points. Zbl 1327.41004
Migliorati, Giovanni; Nobile, Fabio; Tempone, Raúl
7
2015
Smoothing the payoff for efficient computation of basket option prices. Zbl 1400.91649
Bayer, Christian; Siebenmorgen, Markus; Tempone, Raul
6
2018
Adaptive weak approximation of reflected and stopped diffusions. Zbl 1196.65029
Bayer, Christian; Szepessy, Anders; Tempone, Raúl
6
2010
Comparison of Clenshaw-Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs. Zbl 1352.65018
Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raul
6
2015
Convergence rates for an adaptive dual weighted residual finite element algorithm. Zbl 1101.65103
Moon, K.-S.; von Schwerin, E.; Szepessy, A.; Tempone, R.
5
2006
Multi-index stochastic collocation for random PDEs. Zbl 1436.65196
Haji-Ali, Abdul-Lateef; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raúl
5
2016
Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain. Zbl 1440.62293
Beck, Joakim; Dia, Ben Mansour; Espath, Luis F. R.; Long, Quan; Tempone, Raúl
5
2018
Fast Bayesian optimal experimental design for seismic source inversion. Zbl 1423.74006
Long, Quan; Motamed, Mohammad; Tempone, Raúl
5
2015
A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks. Zbl 1355.65020
Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro
4
2016
Hyperbolic differential equations and adaptive numerics. Zbl 0991.65089
Moon, Kyoung-Sook; Szepessy, Anders; Tempone, Raúl; Zouraris, Georgios
4
2001
A Laplace method for under-determined Bayesian optimal experimental designs. Zbl 1426.62221
Long, Quan; Scavino, Marco; Tempone, Raúl; Wang, Suojin
4
2015
Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation. Zbl 1387.65004
Haji-Ali, Abdul-Lateef; Tempone, Raúl
4
2018
Multilevel hybrid split-step implicit tau-leap. Zbl 1357.65005
Ben Hammouda, Chiheb; Moraes, Alvaro; Tempone, Raúl
4
2017
On nonasymptotic optimal stopping criteria in Monte Carlo simulations. Zbl 1296.65003
Bayer, Christian; Hoel, Håkon; von Schwerin, Erik; Tempone, Raúl
3
2014
Bayesian inference and model comparison for metallic fatigue data. Zbl 1426.62295
Babuška, Ivo; Sawlan, Zaid; Scavino, Marco; Szabó, Barna; Tempone, Raúl
3
2016
A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions. Zbl 1384.62103
Ruggeri, Fabrizio; Sawlan, Zaid; Scavino, Marco; Tempone, Raul
3
2017
Construction of a mean square error adaptive Euler-Maruyama method with applications in multilevel Monte Carlo. Zbl 1356.65019
Hoel, Håkon; Häppölä, Juho; Tempone, Raúl
3
2016
Static frame challenge problem: Summary. Zbl 1140.74008
Babuška, I.; Tempone, R.
2
2008
A variational principle for adaptive approximation of ordinary differential equations. Zbl 1053.65059
Moon, Kyoung-Sook; Szepessy, Anders; Tempone, Raúl; Zouraris, Georgios E.
2
2003
Sparse approximation of multilinear problems with applications to kernel-based methods in UQ. Zbl 1394.65010
Nobile, Fabio; Tempone, Raúl; Wolfers, Sören
2
2018
Diffusion approximation of Lévy processes with a view towards finance. Zbl 1214.60017
Kiessling, Jonas; Tempone, Raúl
2
2011
A sparse stochastic collocation technique for high-frequency wave propagation with uncertainty. Zbl 1362.35344
Malenova, G.; Motamed, M.; Runborg, O.; Tempone, R.
2
2016
Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data. Zbl 1355.60091
Hall, Eric Joseph; Hoel, Håkon; Sandberg, Mattias; Szepessy, Anders; Tempone, Raúl
2
2016
An adaptive algorithm for ordinary, stochastic and partial differential equations. Zbl 1097.65081
Moon, Kyoung-Sook; von Schwerin, Erik; Szepessy, Anders; Tempone, Raúl
1
2005
Validation challenge workshop summary. Zbl 1388.00029
Dowding, Kevin J. (ed.); Red-Horse, John R. (ed.); Paez, Thomas L. (ed.); Babuška, Ivo M. (ed.); Hills, Richard G. (ed.); Tempone, Raul (ed.)
1
2008
Multiscale modeling of wear degradation in cylinder liners. Zbl 1337.60229
Moraes, Alvaro; Ruggeri, Fabrizio; Tempone, Raúl; Vilanova, Pedro
1
2014
An efficient forward-reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks. Zbl 1347.60106
Bayer, Christian; Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro
1
2016
Multilevel Monte Carlo acceleration of seismic wave propagation under uncertainty. Zbl 1431.86001
Ballesio, Marco; Beck, Joakim; Pandey, Anamika; Parisi, Laura; von Schwerin, Erik; Tempone, Raúl
1
2019
Spatial Poisson processes for fatigue crack initiation. Zbl 1440.74353
Babuška, Ivo; Sawlan, Zaid; Scavino, Marco; Szabó, Barna; Tempone, Raúl
1
2019
Implied stopping rules for American basket options from Markovian projection. Zbl 1420.91446
Bayer, Christian; Häppölä, Juho; Tempone, Raúl
1
2019
Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations. Zbl 1443.65316
Castrillón-Candás, Julio E.; Nobile, Fabio; Tempone, Raúl F.
1
2016
Analysis and computation of the elastic wave equation with random coefficients. Zbl 1443.65264
Motamed, Mohammad; Nobile, Fabio; Tempone, Raúl
1
2015
On the generalization of the hazard rate twisting-based simulation approach. Zbl 1384.65013
Ben Rached, Nadhir; Benkhelifa, Fatma; Kammoun, Abla; Alouini, Mohamed-Slim; Tempone, Raul
1
2018
Monte Carlo Euler approximations of HJM term structure financial models. Zbl 1279.91180
Björk, T.; Szepessy, A.; Tempone, R.; Zouraris, G. E.
1
2013
Multilevel Monte Carlo in approximate Bayesian computation. Zbl 1426.65005
Jasra, Ajay; Jo, Seongil; Nott, David; Shoemaker, Christine; Tempone, Raul
1
2019
Multilevel Monte Carlo acceleration of seismic wave propagation under uncertainty. Zbl 1431.86001
Ballesio, Marco; Beck, Joakim; Pandey, Anamika; Parisi, Laura; von Schwerin, Erik; Tempone, Raúl
1
2019
Spatial Poisson processes for fatigue crack initiation. Zbl 1440.74353
Babuška, Ivo; Sawlan, Zaid; Scavino, Marco; Szabó, Barna; Tempone, Raúl
1
2019
Implied stopping rules for American basket options from Markovian projection. Zbl 1420.91446
Bayer, Christian; Häppölä, Juho; Tempone, Raúl
1
2019
Multilevel Monte Carlo in approximate Bayesian computation. Zbl 1426.65005
Jasra, Ajay; Jo, Seongil; Nott, David; Shoemaker, Christine; Tempone, Raul
1
2019
Smoothing the payoff for efficient computation of basket option prices. Zbl 1400.91649
Bayer, Christian; Siebenmorgen, Markus; Tempone, Raul
6
2018
Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain. Zbl 1440.62293
Beck, Joakim; Dia, Ben Mansour; Espath, Luis F. R.; Long, Quan; Tempone, Raúl
5
2018
Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation. Zbl 1387.65004
Haji-Ali, Abdul-Lateef; Tempone, Raúl
4
2018
Sparse approximation of multilinear problems with applications to kernel-based methods in UQ. Zbl 1394.65010
Nobile, Fabio; Tempone, Raúl; Wolfers, Sören
2
2018
On the generalization of the hazard rate twisting-based simulation approach. Zbl 1384.65013
Ben Rached, Nadhir; Benkhelifa, Fatma; Kammoun, Abla; Alouini, Mohamed-Slim; Tempone, Raul
1
2018
Multilevel sequential Monte Carlo samplers. Zbl 1362.65010
Beskos, Alexandros; Jasra, Ajay; Law, Kody; Tempone, Raul; Zhou, Yan
22
2017
Multilevel hybrid split-step implicit tau-leap. Zbl 1357.65005
Ben Hammouda, Chiheb; Moraes, Alvaro; Tempone, Raúl
4
2017
A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions. Zbl 1384.62103
Ruggeri, Fabrizio; Sawlan, Zaid; Scavino, Marco; Tempone, Raul
3
2017
Multi-index Monte Carlo: when sparsity meets sampling. Zbl 1339.65009
Haji-Ali, Abdul-Lateef; Nobile, Fabio; Tempone, Raúl
32
2016
Multilevel ensemble Kalman filtering. Zbl 1401.65008
Hoel, Håkon; Law, Kody J. H.; Tempone, Raul
21
2016
Deterministic mean-field ensemble Kalman filtering. Zbl 1351.60047
Law, Kody J. H.; Tembine, Hamidou; Tempone, Raul
17
2016
Optimization of mesh hierarchies in multilevel Monte Carlo samplers. Zbl 1359.65013
Haji-Ali, Abdul-Lateef; Nobile, Fabio; von Schwerin, Erik; Tempone, Raúl
17
2016
Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs. Zbl 1351.41004
Nobile, F.; Tamellini, L.; Tempone, R.
15
2016
An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient. Zbl 1339.65016
Nobile, Fabio; Tamellini, Lorenzo; Tesei, Francesco; Tempone, Raúl
13
2016
Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity. Zbl 1371.65009
Haji-Ali, Abdul-Lateef; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raúl
11
2016
Multilevel hybrid Chernoff tau-leap. Zbl 1348.60112
Moraes, Alvaro; Tempone, Raúl; Vilanova, Pedro
8
2016
Multi-index stochastic collocation for random PDEs. Zbl 1436.65196
Haji-Ali, Abdul-Lateef; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raúl
5
2016
A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks. Zbl 1355.65020
Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro
4
2016
Bayesian inference and model comparison for metallic fatigue data. Zbl 1426.62295
Babuška, Ivo; Sawlan, Zaid; Scavino, Marco; Szabó, Barna; Tempone, Raúl
3
2016
Construction of a mean square error adaptive Euler-Maruyama method with applications in multilevel Monte Carlo. Zbl 1356.65019
Hoel, Håkon; Häppölä, Juho; Tempone, Raúl
3
2016
A sparse stochastic collocation technique for high-frequency wave propagation with uncertainty. Zbl 1362.35344
Malenova, G.; Motamed, M.; Runborg, O.; Tempone, R.
2
2016
Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data. Zbl 1355.60091
Hall, Eric Joseph; Hoel, Håkon; Sandberg, Mattias; Szepessy, Anders; Tempone, Raúl
2
2016
An efficient forward-reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks. Zbl 1347.60106
Bayer, Christian; Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro
1
2016
Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations. Zbl 1443.65316
Castrillón-Candás, Julio E.; Nobile, Fabio; Tempone, Raúl F.
1
2016
A continuation multilevel Monte Carlo algorithm. Zbl 1317.65030
Collier, Nathan; Haji-Ali, Abdul-Lateef; Nobile, Fabio; von Schwerin, Erik; Tempone, Raúl
38
2015
Discrete least squares polynomial approximation with random evaluations - application to parametric and stochastic elliptic PDEs. Zbl 1318.41004
Chkifa, Abdellah; Cohen, Albert; Migliorati, Giovanni; Nobile, Fabio; Tempone, Raul
36
2015
A stochastic maximum principle for risk-sensitive mean-field type control. Zbl 1360.93772
Djehiche, Boualem; Tembine, Hamidou; Tempone, Raul
17
2015
Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points. Zbl 1327.41004
Migliorati, Giovanni; Nobile, Fabio; Tempone, Raúl
7
2015
Comparison of Clenshaw-Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs. Zbl 1352.65018
Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raul
6
2015
Fast Bayesian optimal experimental design for seismic source inversion. Zbl 1423.74006
Long, Quan; Motamed, Mohammad; Tempone, Raúl
5
2015
A Laplace method for under-determined Bayesian optimal experimental designs. Zbl 1426.62221
Long, Quan; Scavino, Marco; Tempone, Raúl; Wang, Suojin
4
2015
Analysis and computation of the elastic wave equation with random coefficients. Zbl 1443.65264
Motamed, Mohammad; Nobile, Fabio; Tempone, Raúl
1
2015
Analysis of discrete \(L^2\) projection on polynomial spaces with random evaluations. Zbl 1301.41005
Migliorati, G.; Nobile, F.; von Schwerin, E.; Tempone, R.
38
2014
Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients. Zbl 1350.65003
Beck, Joakim; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raúl
32
2014
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm. Zbl 1284.65011
Hoel, Håkon; von Schwerin, Erik; Szepessy, Anders; Tempone, Raúl
15
2014
Hybrid Chernoff tau-leap. Zbl 1338.65013
Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro
9
2014
A quasi-optimal sparse grids procedure for groundwater flows. Zbl 1417.76040
Beck, Joakim; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raúl
9
2014
A stochastic multiscale method for the elastodynamic wave equation arising from fiber composites. Zbl 1423.74966
Babuška, Ivo; Motamed, Mohammad; Tempone, Raúl
7
2014
On nonasymptotic optimal stopping criteria in Monte Carlo simulations. Zbl 1296.65003
Bayer, Christian; Hoel, Håkon; von Schwerin, Erik; Tempone, Raúl
3
2014
Multiscale modeling of wear degradation in cylinder liners. Zbl 1337.60229
Moraes, Alvaro; Ruggeri, Fabrizio; Tempone, Raúl; Vilanova, Pedro
1
2014
Approximation of quantities of interest in stochastic PDEs by the random discrete \(L^2\) projection on polynomial spaces. Zbl 1276.65004
Migliorati, G.; Nobile, F.; von Schwerin, E.; Tempone, R.
31
2013
Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations. Zbl 1286.62068
Long, Quan; Scavino, Marco; Tempone, Raúl; Wang, Suojin
24
2013
A stochastic collocation method for the second-order wave equation with a discontinuous random speed. Zbl 1268.65008
Motamed, Mohammad; Nobile, Fabio; Tempone, Raúl
23
2013
Monte Carlo Euler approximations of HJM term structure financial models. Zbl 1279.91180
Björk, T.; Szepessy, A.; Tempone, R.; Zouraris, G. E.
1
2013
On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods. Zbl 1262.65009
Beck, Joakim; Tempone, Raul; Nobile, Fabio; Tamellini, Lorenzo
54
2012
Adaptive multilevel Monte Carlo simulation. Zbl 1245.65002
Hoel, Håkon; von Schwerin, Erik; Szepessy, Anders; Tempone, Raúl
18
2012
Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: a numerical comparison. Zbl 1216.65004
Bäck, Joakim; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raul
58
2011
Implementation of optimal Galerkin and collocation approximations of PDEs with random coefficients. Zbl 1302.65249
Beck, J.; Nobile, F.; Tamellini, L.; Tempone, R.
8
2011
Towards automatic global error control: Computable weak error expansion for the tau-leap method. Zbl 1241.65006
Karlsson, Jesper; Tempone, Raúl
7
2011
Diffusion approximation of Lévy processes with a view towards finance. Zbl 1214.60017
Kiessling, Jonas; Tempone, Raúl
2
2011
A stochastic collocation method for elliptic partial differential equations with random input data. Zbl 1226.65004
Babuška, Ivo; Nobile, Fabio; Tempone, Raúl
108
2010
Adaptive weak approximation of reflected and stopped diffusions. Zbl 1196.65029
Bayer, Christian; Szepessy, Anders; Tempone, Raúl
6
2010
Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients. Zbl 1176.76110
Nobile, F.; Tempone, Raul
23
2009
A sparse grid stochastic collocation method for partial differential equations with random input data. Zbl 1176.65137
Nobile, F.; Tempone, R.; Webster, C. G.
279
2008
An anisotropic sparse grid stochastic collocation method for partial differential equations with random input data. Zbl 1176.65007
Nobile, F.; Tempone, R.; Webster, C. G.
167
2008
A systematic approach to model validation based on Bayesian updates and prediction related rejection criteria. Zbl 1139.74012
Babuška, I.; Nobile, F.; Tempone, R.
22
2008
Adaptive weak approximation of diffusions with jumps. Zbl 1169.65302
Mordecki, E.; Szepessy, A.; Tempone, R.; Zouraris, G. E.
17
2008
Validation challenge workshop. Zbl 1155.74054
Hills, Richard G.; Pilch, Martin; Dowding, Kevin J.; Red-Horse, John; Paez, Thomas L.; Babuška, Ivo; Tempone, Raul
14
2008
Formulation of the static frame problem. Zbl 1388.74115
Babuška, I.; Nobile, F.; Tempone, R.
8
2008
Static frame challenge problem: Summary. Zbl 1140.74008
Babuška, I.; Tempone, R.
2
2008
Validation challenge workshop summary. Zbl 1388.00029
Dowding, Kevin J.; Red-Horse, John R.; Paez, Thomas L.; Babuška, Ivo M.; Hills, Richard G.; Tempone, Raul
1
2008
A stochastic collocation method for elliptic partial differential equations with random input data. Zbl 1151.65008
Babuška, Ivo; Nobile, Fabio; Tempone, Raúl
325
2007
Reliability of computational science. Zbl 1118.65030
Babuška, I.; Nobile, F.; Tempone, R.
11
2007
Convergence rates for an adaptive dual weighted residual finite element algorithm. Zbl 1101.65103
Moon, K.-S.; von Schwerin, E.; Szepessy, A.; Tempone, R.
5
2006
Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation. Zbl 1087.65004
Babuška, Ivo; Tempone, Raúl; Zouraris, Georgios E.
103
2005
Theory and methodology for estimation and control of errors due to modeling, approximation, and uncertainty. Zbl 1143.74373
Oden, J. Tinsley; Babuška, Ivo; Nobile, Fabio; Feng, Yusheng; Tempone, Raul
17
2005
Worst case scenario analysis for elliptic problems with uncertainty. Zbl 1082.65115
Babuška, I.; Nobile, F.; Tempone, R.
15
2005
Convergence rates for adaptive weak approximation of stochastic differential equations. Zbl 1079.65012
Moon, Kyoung-Sook; Szepessy, Anders; Tempone, Raúl; Zouraris, Georgios E.
13
2005
Adaptive Monte Carlo algorithms for stopped diffusion. Zbl 1117.65302
Dzougoutov, Anna; Moon, Kyoung-Sook; von Schwerin, Erik; Szepessy, Anders; Tempone, Raúl
8
2005
An adaptive algorithm for ordinary, stochastic and partial differential equations. Zbl 1097.65081
Moon, Kyoung-Sook; von Schwerin, Erik; Szepessy, Anders; Tempone, Raúl
1
2005
Galerkin finite element approximations of stochastic elliptic partial differential equations. Zbl 1080.65003
Babuska, Ivo; Tempone, Raúl; Zouraris, Georgios E.
307
2004
Solving stochastic partial differential equations based on the experimental data. Zbl 1052.60047
Babuška, Ivo; Liu, Kang-Man; Tempone, Raúl
18
2003
Convergence rates for adaptive approximation of ordinary differential equations. Zbl 1054.65082
Moon, Kyoung-Sook; Szepessy, Anders; Tempone, Raúl; Zouraris, Georgios E.
8
2003
A variational principle for adaptive approximation of ordinary differential equations. Zbl 1053.65059
Moon, Kyoung-Sook; Szepessy, Anders; Tempone, Raúl; Zouraris, Georgios E.
2
2003
Adaptive weak approximation of stochastic differential equations. Zbl 1024.60028
Szepessy, Anders; Tempone, Raúl; Zouraris, Georgios E.
33
2001
Hyperbolic differential equations and adaptive numerics. Zbl 0991.65089
Moon, Kyoung-Sook; Szepessy, Anders; Tempone, Raúl; Zouraris, Georgios
4
2001
all top 5

Cited by 1,564 Authors

58 Tempone, Raúl F.
38 Nobile, Fabio
29 Schwab, Christoph
18 Karniadakis, George Em
18 Lin, Guang
17 Doostan, Alireza
17 Harbrecht, Helmut
15 Narayan, Akil C.
15 Zhou, Tao
14 Xiu, Dongbin
13 Ghanem, Roger G.
13 Oden, John Tinsley
13 Webster, Clayton G.
13 Zabaras, Nicholas J.
12 Babuška, Ivo
12 Grigoriu, Mircea D.
12 Gunzburger, Max D.
12 Le Maître, Olivier P.
12 Matthies, Hermann Georg
12 Nouy, Anthony
11 Cohen, Albert
11 Jakeman, John Davis
11 Peters, Michael D.
11 Tamellini, Lorenzo
10 Alexanderian, Alen
10 Griebel, Michael
10 Iaccarino, Gianluca
10 Migliorati, Giovanni
10 Scheichl, Robert
10 Zhang, Guannan
9 Eigel, Martin
9 Jasra, Ajay
9 Motamed, Mohammad
9 Ullmann, Elisabeth
9 Witteveen, Jeroen A. S.
9 Zhang, Zhiwen
8 Bayer, Christian
8 Chen, Peng
8 Guo, Ling
8 Haji-Ali, Abdul-Lateef
8 Knio, Omar M.
8 Prudhomme, Serge
7 Chernov, Alexey
7 Elman, Howard C.
7 Giles, Michael B.
7 Jiang, Lijian
7 Schillings, Claudia
7 Soize, Christian
7 Szepessy, Anders
7 Wan, Xiaoliang
6 Adcock, Ben
6 Cao, Yanzhao
6 Congedo, Pietro Marco
6 Ganapathysubramanian, Baskar
6 Geraci, Gianluca
6 Gittelson, Claude Jeffrey
6 Hoel, Hakon A.
6 Law, Kody J. H.
6 Marzouk, Youssef M.
6 Nair, Prasanth B.
6 Najm, Habib N.
6 Oosterlee, Cornelis Willebrordus
6 Papaioannou, Iason
6 Phipps, Eric T.
6 Powell, Catherine Elizabeth
6 Quarteroni, Alfio M.
6 Schneider, Reinhold
6 Siebenmorgen, Markus
6 Teckentrup, Aretha L.
6 Tembine, Hamidou
6 von Schwerin, Erik
6 Zhang, Dongxiao
6 Zhang, Kai
5 Abgrall, Rémi
5 Beck, Joakim
5 Bijl, Hester
5 Del Moral, Pierre
5 Dinh Dũng
5 Hou, Thomas Yizhao
5 Jin, Shi
5 Kressner, Daniel
5 Kuo, Frances Y.
5 Li, Qin
5 Litvinenko, Alexander
5 Moraes, Alvaro
5 Nuyens, Dirk
5 Peherstorfer, Benjamin
5 Pivovarov, Dmytro
5 Red-Horse, John R.
5 Silvester, David J.
5 Steinmann, Paul
5 Stuart, Andrew M.
5 Tartakovsky, Alexandre M.
5 Tartakovsky, Daniel M.
5 Vandewalle, Stefan G.
5 Vilanova, Pedro
5 Yang, Xiu
4 Adhikari, Sondipon
4 Baker, Ruth Elizabeth
4 Bespalov, Alexei
...and 1,464 more Authors
all top 5

Cited in 169 Serials

147 Journal of Computational Physics
145 Computer Methods in Applied Mechanics and Engineering
78 SIAM/ASA Journal on Uncertainty Quantification
62 SIAM Journal on Scientific Computing
32 Journal of Scientific Computing
30 SIAM Journal on Numerical Analysis
29 Computers & Mathematics with Applications
27 Numerische Mathematik
22 International Journal for Numerical Methods in Engineering
22 Journal of Computational and Applied Mathematics
14 Computational Geosciences
13 Mathematics of Computation
13 BIT
13 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
11 Applied Numerical Mathematics
11 Multiscale Modeling & Simulation
10 Inverse Problems
10 Applied Mathematical Modelling
9 Journal of Complexity
9 Numerical Algorithms
9 International Journal of Computer Mathematics
8 Applied Mathematics and Computation
8 Stochastic Analysis and Applications
8 Computational Mechanics
8 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
8 Advances in Computational Mathematics
8 Monte Carlo Methods and Applications
8 Foundations of Computational Mathematics
8 Stochastic and Partial Differential Equations. Analysis and Computations
7 Automatica
7 Mathematical Problems in Engineering
6 Computers and Fluids
6 Statistics and Computing
5 The Annals of Applied Probability
5 SIAM Review
5 Quantitative Finance
5 Archives of Computational Methods in Engineering
5 East Asian Journal on Applied Mathematics
4 Bulletin of Mathematical Biology
4 Mathematics and Computers in Simulation
4 Constructive Approximation
4 Numerical Methods for Partial Differential Equations
4 Stochastic Processes and their Applications
4 Numerical Linear Algebra with Applications
4 Computing and Visualization in Science
4 Acta Numerica
3 Journal of Mathematical Analysis and Applications
3 Theoretical and Computational Fluid Dynamics
3 Journal of Approximation Theory
3 Applications of Mathematics
3 Computational and Applied Mathematics
3 Bernoulli
3 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
3 Computational Methods in Applied Mathematics
3 Journal of Applied Mathematics
3 Stochastics
3 Games
3 Journal of Mathematics in Industry
2 Mathematical Biosciences
2 Computing
2 Journal of the American Statistical Association
2 Journal of Optimization Theory and Applications
2 Operations Research
2 SIAM Journal on Control and Optimization
2 Chinese Annals of Mathematics. Series B
2 SIAM Journal on Matrix Analysis and Applications
2 Linear Algebra and its Applications
2 Computational Statistics and Data Analysis
2 SIAM Journal on Optimization
2 Engineering Analysis with Boundary Elements
2 European Journal of Control
2 Vietnam Journal of Mathematics
2 Discrete Dynamics in Nature and Society
2 Discrete and Continuous Dynamical Systems. Series B
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 International Journal of Computational Methods
2 Inverse Problems in Science and Engineering
2 Acta Mechanica Sinica
2 Mathematical Modelling of Natural Phenomena
2 SIAM Journal on Financial Mathematics
2 GEM - International Journal on Geomathematics
2 ISRN Applied Mathematics
2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
2 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences
2 SMAI Journal of Computational Mathematics
1 Acta Mechanica
1 Advances in Applied Probability
1 International Journal of Control
1 International Journal of Engineering Science
1 Journal of Engineering Mathematics
1 Journal of Fluid Mechanics
1 Journal of the Franklin Institute
1 Journal of Mathematical Biology
1 Nonlinearity
1 Chaos, Solitons and Fractals
1 Fuzzy Sets and Systems
1 Journal of Applied Probability
1 Journal of Differential Equations
1 Journal of Multivariate Analysis
1 Kybernetika
...and 69 more Serials
all top 5

Cited in 38 Fields

788 Numerical analysis (65-XX)
417 Probability theory and stochastic processes (60-XX)
345 Partial differential equations (35-XX)
178 Statistics (62-XX)
128 Mechanics of deformable solids (74-XX)
121 Fluid mechanics (76-XX)
64 Approximations and expansions (41-XX)
50 Calculus of variations and optimal control; optimization (49-XX)
49 Systems theory; control (93-XX)
44 Biology and other natural sciences (92-XX)
35 Ordinary differential equations (34-XX)
29 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
25 Statistical mechanics, structure of matter (82-XX)
24 Computer science (68-XX)
24 Optics, electromagnetic theory (78-XX)
24 Geophysics (86-XX)
23 Operations research, mathematical programming (90-XX)
19 Classical thermodynamics, heat transfer (80-XX)
17 Information and communication theory, circuits (94-XX)
16 Linear and multilinear algebra; matrix theory (15-XX)
15 Dynamical systems and ergodic theory (37-XX)
13 Operator theory (47-XX)
8 Functional analysis (46-XX)
7 Special functions (33-XX)
7 Harmonic analysis on Euclidean spaces (42-XX)
6 Integral equations (45-XX)
5 Global analysis, analysis on manifolds (58-XX)
5 Mechanics of particles and systems (70-XX)
4 Real functions (26-XX)
4 Quantum theory (81-XX)
3 General and overarching topics; collections (00-XX)
3 Mathematical logic and foundations (03-XX)
3 Combinatorics (05-XX)
1 Number theory (11-XX)
1 Functions of a complex variable (30-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Difference and functional equations (39-XX)
1 Convex and discrete geometry (52-XX)

Citations by Year