Raul Tempone

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Research activity per year

Research Overview

Raul Tempone's research interests are in the mathematical foundation of computational science and engineering. More specifically, he has focused on 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. He is also interested in the development and analysis of efficient numerical methods for optimal control, uncertainty quantification and bayesian model calibration, validation and optimal experimental design. The areas of application he considers include, among others, engineering, chemistry, biology, physics as well as social science and computational finance.

Key Research Areas

Applied Mathematics and Computational Science

Expertise related to UN Sustainable Development Goals

In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):

Education

Numerical Analysis, Ph.D., KTH Royal Institute of Technology

2002

Award Date: Jan 1 2002

Engineering Mathematics, M.S., Universidad de la República

1999

Award Date: Jan 1 1999

Industrial and Mechanical Engineering, B.S., Universidad de la República

1995

Award Date: Jan 1 1995

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1 Similar Profiles

123 Article
23 Conference contribution
3 Chapter
1 Paper
More
- 1 Comment/debate
- 1 Editorial

Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings
Madrigal-Cianci, J. P., Nobile, F. & Tempone, R., Mar 3 2023, In: SIAM/ASA Journal on Uncertainty Quantification. 11, 1, p. 91-138 48 p.
Research output: Contribution to journal › Article › peer-review
3 Scopus citations
Corrigendum to “Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty” [Comput. Methods Appl. Mech. Engrg. 399 (2022) 115320] (Computer Methods in Applied Mechanics and Engineering (2022) 399, (S0045782522004194), (10.1016/j.cma.2022.115320))
Bartuska, A., Espath, L. & Tempone, R., May 15 2023, In: Computer Methods in Applied Mechanics and Engineering. 410, 115995.
Research output: Contribution to journal › Comment/debate › peer-review
Learning-based importance sampling via stochastic optimal control for stochastic reaction networks
Ben Hammouda, C., Ben Rached, N., Tempone, R. & Wiechert, S., Mar 28 2023, In: Statistics and Computing. 33, 3
Research output: Contribution to journal › Article › peer-review
1 Scopus citations
MULTILEVEL AND MULTIGRID METHODS FOR SOLVING HENRY PROBLEM WITH UNCERTAIN COEFFICIENTS
Litvinenko, A., Logashenko, D., Tempone, R., Vasilyeva, E. & Wittum, G., 2023.
Research output: Contribution to conference › Paper › peer-review
1 Scopus citations
Uncertainty quantification in coastal aquifers using the multilevel Monte Carlo method
Litvinenko, A., Logashenko, D., Tempone, R., Vasilyeva, E. & Wittum, G., Sep 15 2023, In: PAMM.
Research output: Contribution to journal › Article › peer-review
WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY
Bayer, C., Hall, E. J. & Tempone, R., Jan 19 2023, In: International Journal of Theoretical and Applied Finance.
Research output: Contribution to journal › Article › peer-review
2 Scopus citations
A Wasserstein coupled particle filter for multilevel estimation
Ballesio, M., Jasra, A., von Schwerin, E. & Tempone, R., Jun 19 2022, In: Stochastic Analysis and Applications. p. 1-40 40 p.
Research output: Contribution to journal › Article › peer-review
Goal-oriented adaptive finite element multilevel Monte Carlo with convergence rates
Beck, J., Liu, Y., von Schwerin, E. & Tempone, R., Dec 1 2022, In: Computer Methods in Applied Mechanics and Engineering. 402, 115582.
Research output: Contribution to journal › Article › peer-review
3 Scopus citations

Advisory and Impact Board member of the EPSRC Programme Grant EQUIP
Tempone, R. (Recipient), 2015
Prize: Academic Service › Expert Board
Alexander von Humboldt Professorship Award
Tempone, R. (Recipient), 2018
Prize: Award or Honor › Awarded grant
An article spotlighted by the “SIGEST” selection from the SIAM Journal on Numerical Analysis (SINUM)
Tempone, R. (Recipient), 2010
Prize: Scientific Recognition › Cover Article and Selected Press
Elected Program Director of the SIAM Uncertainty Quantification Activity Group, 2013– 2014
Tempone, R. (Recipient), 2013
Prize: Academic Service › Expert Board
Fellow of the Deustche Forschungs Gemeinshaft (DFG) Priority Program ”Extraction of quantifiable information from complex systems”
Tempone, R. (Recipient), 2014
Prize: Award or Honor › Awarded grant
First awardee of the “Dahlquist research fellowship” at the Royal Institute of Technology, Sweden, 2007–2008
Tempone, R. (Recipient), 2007
Prize: Award or Honor › Fellowship
ICES Postdoctoral Fellowship, University of Texas, 2003– 2005
Tempone, R. (Recipient), 2003
Prize: Award or Honor › Fellowship
ISI Highly Cited Researcher
Tempone, R. (Recipient), 2016
Prize: Award or Honor › Excellence Award

Findings from RWTH Aachen University Broaden Understanding of Networks (Deep Nurbs-admissible Physics-informed Neural Networks)
Tempone, R.
08/30/24
1 item of Media coverage
Press/Media: Press / Media
Findings in Energy Reported from King Abdullah University of Science and Technology (KAUST) (Lagrangian Relaxation for Continuous-time Optimal Control of Coupled Hydrothermal Power Systems Including Storage Capacity and a Cascade of Hydropower ...)
Tempone, R. & von Schwerin, E.
07/4/24
1 item of Media coverage
Press/Media: Press / Media
New Statistics and Computing Study Findings Recently Were Reported by Researchers at RWTH Aachen University (Learning-based Importance Sampling Via Stochastic Optimal Control for Stochastic Reaction Networks)
Tempone, R.
07/24/23
1 item of Media coverage
Press/Media: Press / Media
Reports from King Abdullah University of Science and Technology (KAUST) Advance Knowledge in Statistics and Computing (State-dependent Importance Sampling for Estimating Expectations of Functionals of Sums of Independent Random Variables)
Tempone, R. & Ben Amar, E.
04/5/23
1 item of Media coverage
Press/Media: Press / Media
Forschungszentrum Julich GmbH Researchers Add New Data to Research in Data-Centric Engineering (Principal component density estimation for scenario generation using normalizing flows)
Tempone, R.
03/23/23
1 item of Media coverage
Press/Media: Press / Media
Studies from King Abdullah University of Science and Technology (KAUST) Yield New Information about Applied Mechanics and Engineering (Goal-oriented Adaptive Finite Element Multilevel Monte Carlo With Convergence Rates)
von Schwerin, E., Beck, J. & Tempone, R.
03/7/23
1 item of Media coverage
Press/Media: Press / Media
Hierarchical Deterministic Quadrature Methods for Option Pricing under the Rough Bergomi Model
Tempone, R.
03/14/20
1 item of Media coverage
Press/Media: Press / Media

AMCS 236 Intr. to Stochastic Differential Eq.
09/1/09 → …
Course
AMCS 308 Stochastic Methods in Engineering
02/13/10 → …
Course
AMCS 329 Finite Element Methods
09/1/12 → …
Course
AMCS 336 Numerical Methods/Stochastic Diff Equ.
09/3/11 → …
Course
AMCS 350 Uncertainty Quantification
09/1/12 → …
Course
CS 308 Stochastic Methods in Engineering
02/13/10 → …
Course

Raul Tempone

Personal profile

Research Overview

Key Research Areas

Expertise related to UN Sustainable Development Goals

Education

Fingerprint

Collaborations and top research areas from the last five years

Dive into details

Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings

Corrigendum to “Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty” [Comput. Methods Appl. Mech. Engrg. 399 (2022) 115320] (Computer Methods in Applied Mechanics and Engineering (2022) 399, (S0045782522004194), (10.1016/j.cma.2022.115320))

Learning-based importance sampling via stochastic optimal control for stochastic reaction networks

MULTILEVEL AND MULTIGRID METHODS FOR SOLVING HENRY PROBLEM WITH UNCERTAIN COEFFICIENTS

Uncertainty quantification in coastal aquifers using the multilevel Monte Carlo method

WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY

A Wasserstein coupled particle filter for multilevel estimation

Goal-oriented adaptive finite element multilevel Monte Carlo with convergence rates

Advisory and Impact Board member of the EPSRC Programme Grant EQUIP

Alexander von Humboldt Professorship Award

An article spotlighted by the “SIGEST” selection from the SIAM Journal on Numerical Analysis (SINUM)

Elected Program Director of the SIAM Uncertainty Quantification Activity Group, 2013– 2014

Fellow of the Deustche Forschungs Gemeinshaft (DFG) Priority Program ”Extraction of quantifiable information from complex systems”

First awardee of the “Dahlquist research fellowship” at the Royal Institute of Technology, Sweden, 2007–2008

ICES Postdoctoral Fellowship, University of Texas, 2003– 2005

ISI Highly Cited Researcher

Findings from RWTH Aachen University Broaden Understanding of Networks (Deep Nurbs-admissible Physics-informed Neural Networks)

Findings in Energy Reported from King Abdullah University of Science and Technology (KAUST) (Lagrangian Relaxation for Continuous-time Optimal Control of Coupled Hydrothermal Power Systems Including Storage Capacity and a Cascade of Hydropower ...)

New Statistics and Computing Study Findings Recently Were Reported by Researchers at RWTH Aachen University (Learning-based Importance Sampling Via Stochastic Optimal Control for Stochastic Reaction Networks)

Reports from King Abdullah University of Science and Technology (KAUST) Advance Knowledge in Statistics and Computing (State-dependent Importance Sampling for Estimating Expectations of Functionals of Sums of Independent Random Variables)

Forschungszentrum Julich GmbH Researchers Add New Data to Research in Data-Centric Engineering (Principal component density estimation for scenario generation using normalizing flows)

Studies from King Abdullah University of Science and Technology (KAUST) Yield New Information about Applied Mechanics and Engineering (Goal-oriented Adaptive Finite Element Multilevel Monte Carlo With Convergence Rates)

Hierarchical Deterministic Quadrature Methods for Option Pricing under the Rough Bergomi Model

AMCS 236 Intr. to Stochastic Differential Eq.

AMCS 308 Stochastic Methods in Engineering

AMCS 329 Finite Element Methods

AMCS 336 Numerical Methods/Stochastic Diff Equ.

AMCS 350 Uncertainty Quantification

CS 308 Stochastic Methods in Engineering

Raul Tempone

Personal profile

Research Overview

Key Research Areas

Expertise related to UN Sustainable Development Goals

Education

Fingerprint

Collaborations and top research areas from the last five years

Research output

Prizes

Press/Media

Courses