Raul F. Tempone

Professor, Applied Mathematics and Computational Science

Computer, Electrical and Mathematical Science and Engineering Division

Stochastic Numerics Research Group


Education Profile

  • ​​​​Ph.D. Numerical Analysis, Royal Institute of Technology, 2002
  • M.S. Engineering Mathematics, Universidad de la Republica, Montevideo, Uruguay, 1999
  • B.S. Industrial and Mechanical Engineering, Universidad de la Republica, Montevideo, Uruguay, 1995

Research Interests

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.

Selected Publications

  • N. Ben Rached, A. Kammoun, M. Alouini, R. Tempone, Unified Importance Sampling Schemes for Efficient Simulation of Outage Capacity over Generalized Fading Channels, Accepted for publication in IEEE Journal of Selected Topics in Signal Processing, 2015.
  • G. Migliorati, F. Nobile, R. Tempone, Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations in random points, Journal of Multivariate Analysis, Vol. 142, Pages 167–182. December 2015.
  • A. Haji-Ali, F. Nobile, R. Tempone , Multi Index Monte Carlo: When Sparsity Meets Sampling, Numerische Mathematik, June 2015.
  • Q. Long, M. Motamed, R. Tempone, Fast Bayesian optimal experimental design for seismic source inversion, Computer Methods in Applied Mechanics and Engineering, vol. 291, pp. 123-145, 2015.
  • A. Haji-Ali, F. Nobile, E. von Schwerin, R. Tempone, Optimization of mesh hierarchies in Multilevel Monte Carlo samplers, Stochastic Partial Differential Equations: Analysis and Computations, June 2015.