Raul Tempone: search on Z-Library

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1

Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations

Babuska, Ivo, Tempone, Raúl, Zouraris, Georgios E.

Journal:

SIAM Journal on Numerical Analysis

Year:

2004

Language:

english

File:

PDF, 304 KB

english, 2004

2

Implied stopping rules for American basket options from Markovian projection

Bayer, Christian, Häppölä, Juho, Tempone, Raúl

Journal:

Quantitative Finance

Year:

2019

Language:

english

File:

PDF, 879 KB

english, 2019

3

Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations

Ivo Babuška, Raúl Tempone and Georgios E. Zouraris

Journal:

SIAM Journal on Numerical Analysis

Year:

2005

Language:

english

File:

PDF, 704 KB

english, 2005

4

Implementation and analysis of an adaptive multilevel Monte Carlo algorithm

Hoel, Håkon, von Schwerin, Erik, Szepessy, Anders, Tempone, Raúl

Journal:

Monte Carlo Methods and Applications

Year:

2014

Language:

english

File:

PDF, 1.73 MB

english, 2014

5

Multi-Index Stochastic Collocation for random PDEs

Haji-Ali, Abdul-Lateef, Nobile, Fabio, Tamellini, Lorenzo, Tempone, Raúl

Journal:

Computer Methods in Applied Mechanics and Engineering

Year:

2016

Language:

english

File:

PDF, 694 KB

english, 2016

6

Theory and methodology for estimation and control of errors due to modeling, approximation, and uncertainty

J. Tinsley Oden, Ivo Babuška, Fabio Nobile, Yusheng Feng, Raul Tempone

Journal:

Computer Methods in Applied Mechanics and Engineering

Year:

2005

Language:

english

File:

PDF, 420 KB

english, 2005

7

A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

Babuška, Ivo, Nobile, Fabio, Tempone, Raúl

Journal:

Year:

2010

Language:

english

File:

PDF, 2.01 MB

english, 2010

8

Multilevel and Multi-index Monte Carlo methods for the McKean–Vlasov equation

Haji-Ali, Abdul-Lateef, Tempone, Raúl

Journal:

Statistics and Computing

Year:

2018

Language:

english

File:

PDF, 1.17 MB

english, 2018

9

Bayesian inferences of the thermal properties of a wall using temperature and heat flux measurements

Iglesias, Marco, Sawlan, Zaid, Scavino, Marco, Tempone, Raúl, Wood, Christopher

Journal:

International Journal of Heat and Mass Transfer

Year:

2018

Language:

english

File:

PDF, 2.50 MB

english, 2018

10

Smoothing the payoff for efficient computation of Basket option prices

Bayer, Christian, Siebenmorgen, Markus, Tempone, Raul

Journal:

Quantitative Finance

Year:

2017

Language:

english

File:

PDF, 1.22 MB

english, 2017

11

IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains

Beck, Joakim, Tamellini, Lorenzo, Tempone, Raúl

Journal:

Computer Methods in Applied Mechanics and Engineering

Year:

2019

Language:

english

File:

PDF, 1.96 MB

english, 2019

12

Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations

Long, Quan, Scavino, Marco, Tempone, Raúl, Wang, Suojin

Journal:

Computer Methods in Applied Mechanics and Engineering

Year:

2013

Language:

english

File:

PDF, 1.89 MB

english, 2013

13

Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients

F. Nobile, Raul Tempone

Journal:

International Journal for Numerical Methods in Engineering

Year:

2009

Language:

english

File:

PDF, 355 KB

english, 2009

14

A Laplace method for under-determined Bayesian optimal experimental designs

Long, Quan, Scavino, Marco, Tempone, Raúl, Wang, Suojin

Journal:

Computer Methods in Applied Mechanics and Engineering

Year:

2015

Language:

english

File:

PDF, 1.23 MB

english, 2015

15

Diffusion approximation of Lévy processes with a view towards finance

Kiessling, Jonas, Tempone, Raúl

Journal:

Monte Carlo Methods and Applications

Year:

2011

Language:

english

File:

PDF, 540 KB

english, 2011

16

Efficient Simulation of the Outage Probability of Multihop Systems

Issaid, Chaouki Ben, Alouini, Mohamed-Slim, Tempone, Raul

Journal:

IEEE Photonics Journal

Year:

2017

Language:

english

File:

PDF, 499 KB

english, 2017

17

Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation

Ivo Babuška, Raúl Tempone, Georgios E. Zouraris

Journal:

Computer Methods in Applied Mechanics and Engineering

Year:

2005

Language:

english

File:

PDF, 733 KB

english, 2005

18

A Hierarchical Bayesian Setting for an Inverse Problem in Linear Parabolic PDEs with Noisy Boundary Conditions

Ruggeri, Fabrizio, Sawlan, Zaid, Scavino, Marco, Tempone, Raul

Journal:

Bayesian Analysis

Year:

2017

Language:

english

File:

PDF, 1.60 MB

english, 2017

19

Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain

Beck, Joakim, Dia, Ben Mansour, Espath, Luis, Long, Quan, Tempone, Raul

Journal:

Computer Methods in Applied Mechanics and Engineering

Year:

2018

Language:

english

File:

PDF, 5.91 MB

english, 2018

20

ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS

BECK, JOAKIM, TEMPONE, RAUL, NOBILE, FABIO, TAMELLINI, LORENZO

Journal:

Mathematical Models and Methods in Applied Sciences

Year:

2012

Language:

english

File:

PDF, 620 KB

english, 2012

21

Multilevel Monte Carlo in approximate Bayesian computation

Jasra, Ajay, Jo, Seongil, Nott, David, Shoemaker, Christine, Tempone, Raul

Journal:

Stochastic Analysis and Applications

Year:

2019

Language:

english

File:

PDF, 1.40 MB

english, 2019

22

Bayesian inference and model comparison for metallic fatigue data

Babuška, Ivo, Sawlan, Zaid, Scavino, Marco, Szabó, Barna, Tempone, Raúl

Journal:

Computer Methods in Applied Mechanics and Engineering

Year:

2016

Language:

english

File:

PDF, 3.24 MB

english, 2016

23

Multilevel Monte Carlo acceleration of seismic wave propagation under uncertainty

Ballesio, Marco, Beck, Joakim, Pandey, Anamika, Parisi, Laura, von Schwerin, Erik, Tempone, Raúl

Journal:

GEM - International Journal on Geomathematics

Year:

2019

Language:

english

File:

PDF, 1.78 MB

english, 2019

24

A stochastic multiscale method for the elastodynamic wave equation arising from fiber composites

Babuška, Ivo, Motamed, Mohammad, Tempone, Raúl

Journal:

Computer Methods in Applied Mechanics and Engineering

Year:

2014

Language:

english

File:

PDF, 2.95 MB

english, 2014

25

Fast Bayesian optimal experimental design for seismic source inversion

Long, Quan, Motamed, Mohammad, Tempone, Raúl

Journal:

Computer Methods in Applied Mechanics and Engineering

Year:

2015

Language:

english

File:

PDF, 423 KB

english, 2015

26

Multilevel sequential Monte Carlo samplers

Beskos, Alexandros, Jasra, Ajay, Law, Kody, Tempone, Raul, Zhou, Yan

Journal:

Stochastic Processes and their Applications

Year:

2016

Language:

english

File:

PDF, 561 KB

english, 2016

27

Convergence of quasi-optimal Stochastic Galerkin methods for a class of PDES with random coefficients

Beck, Joakim, Nobile, Fabio, Tamellini, Lorenzo, Tempone, Raúl

Journal:

Computers & Mathematics with Applications

Year:

2014

Language:

english

File:

PDF, 780 KB

english, 2014

28

SOLVING STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS BASED ON THE EXPERIMENTAL DATA

BABUŠKA, IVO, LIU, KANG-MAN, TEMPONE, RAÚL

Journal:

Mathematical Models and Methods in Applied Sciences

Year:

2003

Language:

english

File:

PDF, 812 KB

english, 2003

29

On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances

Rached, Nadhir Ben, Botev, Zdravko, Kammoun, Abla, Alouini, Mohamed-Slim, Tempone, Raul

Journal:

IEEE Transactions on Wireless Communications

Year:

2018

Language:

english

File:

PDF, 423 KB

english, 2018

30

Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs

Chkifa, Abdellah, Cohen, Albert, Migliorati, Giovanni, Nobile, Fabio, Tempone, Raul

Journal:

ESAIM Mathematical Modelling and Numerical Analysis

Year:

2015

Language:

english

File:

PDF, 915 KB

english, 2015

31

Multilevel hybrid Chernoff tau-leap

Moraes, Alvaro, Tempone, Raúl, Vilanova, Pedro

Journal:

BIT Numerical Mathematics

Year:

2016

Language:

english

File:

PDF, 1.56 MB

english, 2016

32

Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability

Litvinenko, Alexander, Logashenko, Dmitry, Tempone, Raul, Wittum, Gabriel, Keyes, David

Journal:

GEM - International Journal on Geomathematics

Year:

2020

Language:

english

File:

PDF, 2.42 MB

english, 2020

33

An efficient forward–reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

Bayer, Christian, Moraes, Alvaro, Tempone, Raul, Vilanova, Pedro

Journal:

Stochastic Analysis and Applications

Year:

2016

Language:

english

File:

PDF, 1.56 MB

english, 2016

34

Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: Application to heat transfer in building walls

Iglesias, Marco A, Sawlan, Zaid, Scavino, Marco, Tempone, Raul, Wood, Christopher

Journal:

Inverse Problems

Year:

2018

Language:

english

File:

PDF, 4.83 MB

english, 2018

35

On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations

Bayer, Christian, Hoel, Håkon, von Schwerin, Erik, Tempone, Raúl

Journal:

SIAM Journal on Scientific Computing

Year:

2014

Language:

english

File:

PDF, 18.70 MB

english, 2014

36

[IEEE ICC 2015 - 2015 IEEE International Conference on Communications - London, United Kingdom (2015.6.8-2015.6.12)] 2015 IEEE International Conference on Communications (ICC) - A fast simulation method for the Log-normal sum distribution using a hazard rate twisting technique

Ben Rached, Nadhir, Benkhelifa, Fatma, Alouini, Mohamed-Slim, Tempone, Raul

Year:

2015

Language:

english

File:

PDF, 324 KB

english, 2015

37

On the generalization of the hazard rate twisting-based simulation approach

Ben Rached, Nadhir, Benkhelifa, Fatma, Kammoun, Abla, Alouini, Mohamed-Slim, Tempone, Raul

Journal:

Statistics and Computing

Year:

2016

Language:

english

File:

PDF, 638 KB

english, 2016

38

Validation challenge workshop summary

Kevin J. Dowding, John R. Red-Horse, Thomas L. Paez, Ivo M. Babuška, Richard G. Hills, Raul Tempone

Journal:

Computer Methods in Applied Mechanics and Engineering

Year:

2008

Language:

english

File:

PDF, 81 KB

english, 2008

39

An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates

Rached, Nadhir Ben, Kammoun, Abla, Alouini, Mohamed-Slim, Tempone, Raul

Journal:

IEEE Communications Letters

Year:

2015

Language:

english

File:

PDF, 501 KB

english, 2015

40

Multilevel hybrid split-step implicit tau-leap

Ben Hammouda, Chiheb, Moraes, Alvaro, Tempone, Raúl

Journal:

Numerical Algorithms

Year:

2017

Language:

english

File:

PDF, 1.93 MB

english, 2017

41

[IEEE 2016 IEEE 27th Annual International Symposium on Personal, Indoor, and Mobile Radio Communications (PIMRC) - Valencia, Spain (2016.9.4-2016.9.8)] 2016 IEEE 27th Annual International Symposium on Personal, Indoor, and Mobile Radio Communications (PIMRC) - An exact power series formula of the outage probability with noise and interference over generalized fading channels

Ben Rached, Nadhir, Kammoun, Abla, Alouini, Mohamed-Slim, Tempone, Raul

Year:

2016

Language:

english

File:

PDF, 297 KB

english, 2016

42

Sparse approximation of multilinear problems with applications to kernel-based methods in UQ

Nobile, Fabio, Tempone, Raúl, Wolfers, Sören

Journal:

Numerische Mathematik

Year:

2017

Language:

english

File:

PDF, 667 KB

english, 2017

43

Computation of Electromagnetic Fields Scattered From Objects With Uncertain Shapes Using Multilevel Monte Carlo Method

Litvinenko, Alexander, Yucel, Abdulkadir C., Bagci, Hakan, Oppelstrup, Jesper, Michielssen, Eric, Tempone, Raul

Journal:

IEEE Journal on Multiscale and Multiphysics Computational Techniques

Year:

2019

Language:

english

File:

PDF, 12.89 MB

english, 2019

44

Validation Challenge Workshop

Richard G. Hills, Martin Pilch, Kevin J. Dowding, John Red-Horse, Thomas L. Paez, Ivo Babuška, Raul Tempone

Journal:

Computer Methods in Applied Mechanics and Engineering

Year:

2008

Language:

english

File:

PDF, 121 KB

english, 2008

45

A continuation multilevel Monte Carlo algorithm

Collier, Nathan, Haji-Ali, Abdul-Lateef, Nobile, Fabio, von Schwerin, Erik, Tempone, Raúl

Journal:

BIT Numerical Mathematics

Year:

2015

Language:

english

File:

PDF, 1.40 MB

english, 2015

46

Multi-index Monte Carlo: when sparsity meets sampling

Haji-Ali, Abdul-Lateef, Nobile, Fabio, Tempone, Raúl

Journal:

Numerische Mathematik

Year:

2016

Language:

english

File:

PDF, 1.27 MB

english, 2016

47

Optimal Bayesian experimental design for priors of compact support with application to shock-tube experiments for combustion kinetics

Bisetti, Fabrizio, Kim, Daesang, Knio, Omar, Long, Quan, Tempone, Raul

Journal:

International Journal for Numerical Methods in Engineering

Year:

2016

Language:

english

File:

PDF, 2.06 MB

english, 2016

48

[IEEE GLOBECOM 2016 - 2016 IEEE Global Communications Conference - Washington, DC, USA (2016.12.4-2016.12.8)] 2016 IEEE Global Communications Conference (GLOBECOM) - Fast Outage Probability Simulation for FSO Links with a Generalized Pointing Error Model

Issaid, Chaouki Ben, Park, Ki-Hong, Alouini, Mohamed-Slim, Tempone, Raul

Year:

2016

Language:

english

File:

PDF, 216 KB

english, 2016

49

Multiscale Modeling of Wear Degradation in Cylinder Liners

Moraes, Alvaro, Ruggeri, Fabrizio, Tempone, Raúl, Vilanova, Pedro

Journal:

Multiscale Modeling and Simulation

Year:

2014

Language:

english

File:

PDF, 720 KB

english, 2014

50

Multilevel ensemble Kalman filtering

Hoel, Håkon, Law, Kody J. H., Tempone, Raul

Journal:

SIAM Journal on Numerical Analysis

Year:

2016

Language:

english

File:

PDF, 675 KB

english, 2016

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