Raul Tempone

August 2026

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  KAUST-Aramco Collaboration Advances Ensemble-Based Reservoir Calibration from Research to Production Deployment

  1 min read · Tue, Aug 11 2026

  News

  A collaboration with Aramco’s Upstream Digital Center has advanced ensemble-based reservoir model calibration and history matching methods from academic research into production deployment.
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  Learn about the article “Filtered Markovian Projection: Dimensionality Reduction in Filtering for Stochastic Reaction Networks” that has been published in Statistics and Computing

  2 min read · Mon, Aug 3 2026

  News

  The article "Filtered Markovian Projection: Dimensionality Reduction in Filtering for Stochastic Reaction Networks" by Chiheb Ben Hammouda, Maksim Chupin, Sophia Münker, and Raúl Tempone presents a new framework for efficient filtering in high-dimensional stochastic reaction networks. The work introduces the Filtered Markovian Projection (FMP), a novel dimensionality reduction approach that preserves the conditional distribution of the hidden variables while significantly reducing the computational complexity of the filtering problem. Based on the developed FMP theory, the paper proposes the

July 2026

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  Preprint in Optimization and Control from our research team

  2 min read · Sun, Jul 5 2026

  News

  The Stochastic Numerics Group would like to highlight the recent achievement within our research group. We are pleased to announce that our paper, "Pontryagin-Based Solver with Smoothed Hamiltonian, Adaptive Δt, and PA-Bundle Refinement," has been published as an arXiv preprint. The authors of this paper are KAUST M.S. student Salim Ksous, Ph.D. student Sebastien Lalvay Segovia, Research Scientist Erik von Schwerin, PI Raúl Tempone, and Professors Mattias Sandberg and Anders Szepessy from KTH Royal Institute of Technology. We would like to congratulate the authors on this collaborative

June 2026

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  Article "Multi-Iteration Stochastic Optimizers" published in Applied Mathematics & Optimization

  2 min read · Sun, Jun 14 2026

  News

  The article “ Multi-Iteration Stochastic Optimizers” by André Carlon, Luis Espath, Rafael Holdorf, and Raúl Tempone has been published in Applied Mathematics & Optimization. The paper introduces a new class of first-order stochastic optimization methods based on the Multi-Iteration stochastiC Estimator (MICE). The central idea is to reuse gradient information collected along the optimization path through successive control variates. By exploiting correlations between nearby iterates, MICE reduces the variance of stochastic gradient estimates while keeping the additional sampling cost under

May 2026

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  Overview of Dr. habil. Alexander Litvinenko's visit from RWTH to the StochNum group

  1 min read · Tue, May 19 2026

  News

  Dr. habil. Alexander Litvinenko visited the StochNum group at KAUST from February 5 to 22 as part of his ongoing collaboration with the Stochastic Numerics group and Principal Investigator Raul Tempone. During this visit, he also initiated a new collaboration with PhD student Maksim Chupin, focusing on low-rank tensor methods in stochastic optimal control. In addition, Dr. Litvinenko continued his collaboration with the group of Professor Rolf Krause. Building on previous joint work with research scientist Dmitry Logashenko in the field of uncertainty quantification for density-driven flow
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  Preprint in Mathematical Finance from our research team

  2 min read · Mon, May 18 2026

  News

  The Stochastic Numerics Group would like to highlight the recent achievement within our research group. On the 30th of April, “Data-Driven Stochastic Optimal Control for Intraday Electricity Trading by Renewable Producers” was published on arXiv. The authors of this paper are Assistant Professor Chiheb Ben Hammouda of Utrecht University, PhD student Michael Samet of RWTH, and PI Raul Tempone. We would like to congratulate these authors on the preprint of their paper. Our research develops a data-driven continuous-time stochastic optimal control framework for intraday electricity trading by
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  Preprint in numerical analysis by our research team

  1 min read · Mon, May 18 2026

  News

  The Stochastic Numerics group is proud to announce the preprint of our research team's paper, “Quasi-Monte Carlo with a Hankel random digital net”, in arXiv. This paper is a culmination of the collaborative work between KAUST postdoctoral fellow, Yang Liu, PI Raul Tempone, and Associate Professor Takashi Goda of the University of Tokyo. Our research presents a novel randomized quasi-Monte Carlo framework for high-dimensional numerical integration, which is fundamental in applications such as uncertainty quantification, computational finance, and scientific computing. By introducing Hankel

February 2026

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  New CRG award to develop scalable methods for partially observed stochastic optimal control

  1 min read · Sat, Feb 28 2026

  News

  award uncertainty quantification Stochastic Optimal Control multilevel methods Computational mathematics

  KAUST Stochastic Numerics has been awarded a $900,000 Competitive Research Grant (CRG) for a 36‑month project on efficient hierarchical approximations for partially observed stochastic optimal control, co-led with Prof. Ibrahim Hoteit and including subawards to EPFL (Prof. Fabio Nobile) and WIAS Berlin (Prof. Christian Bayer).
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  Dr. Shyam Mohan Subbiah Pillai visits the STOCHNUM Group

  1 min read · Thu, Feb 19 2026

  News

  The Stochastic Numerics (STOCHNUM) research group at KAUST was pleased to host research consultant Dr. Shyam Mohan Subbiah Pillai for a two-week visit from February 8 to February 19, 2026. The visit was part of an ongoing collaboration between Prof. Raúl Tempone’s group and researchers at RWTH Aachen, aimed at advancing several joint projects involving students and researchers from both institutions. During his stay, Dr. Pillai worked closely with Prof. Tempone and members of the STOCHNUM group to further develop collaborative research initiatives. This visit was particularly timely, taking

January 2026

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  Smarter MRI image analysis for the whole heart

  1 min read · Thu, Jan 22 2026

  News Clip News

  bayesian analysis Bayesian Statistics

  A Bayesian approach that selects the most informative frames for manual labeling could speed up real-time heart MRI analysis.

November 2025

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  Realistic scenario planning for solar power

  1 min read · Tue, Nov 25 2025

  News Clip News

  numerical methods

  Placing realistic bounds on solar power scenarios enables smarter grid planning and energy management.

September 2025

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  KAUST alumnus Dr. Abdul-Lateef Haji-Ali receives prestigious Humboldt Research Fellowship for Experienced Researchers

  2 min read · Mon, Sep 29 2025

  Awards News

  uncertainty quantification stochastic differential equations Stochastic Optimal Control

  KAUST alumnus Abdul-Lateef Haji-Ali receives Humboldt Fellowship for advances in stochastic modeling

May 2024

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  Stochastic Numerics and Statistical Learning: Theory and Applications Workshop 2024

  1 min read · Mon, May 13 2024

  News

  The Stochastic Numerics and Statistical Learning: Theory and Applications Workshop 2024 is an engaging and insightful event for researchers, faculty members and students interested in stochastic algorithms, statistical learning, optimization and approximation. This year, the workshop focuses on contributions that offer mathematical foundations for algorithmic analysis or highlight relevant applications.

April 2024

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  New Publication in Optimization Methods and Software by Our Research Team

  1 min read · Wed, Apr 3 2024

  News

  We are proud to announce a significant achievement by our research team: the acceptance of our paper, "Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization," in the prestigious journal Optimization Methods and Software. This work is a collaborative effort by André Carlon, a postdoctoral fellow at the Stochastic Numerics group at KAUST, Raúl Tempone, the PI of the group, and Luis Espath, a professor at the University of Nottingham. Our research presents a novel approach to improving the performance of stochastic optimization

February 2024

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  StochNum Alumni Joakim Beck

  1 min read · Mon, Feb 12 2024

  News

  Alumni Dr. Joakim Beck served in our Stochastic Numerics group at KAUST from 2016 to January 2024, first as a Postdoctoral Fellow and later as a Research Scientist. He has recently accepted a faculty position at the Center for Integrative Petroleum Research (CIPR) at King Fahd University of Petroleum and Minerals (KFUPM), and started in February 2024. With a solid background in chemical engineering, stochastics, uncertainty quantification, numerical methods, and statistical science, Dr. Beck is well-equipped to contribute to CIPR's research initiatives. His expertise is expected to support the

December 2023

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  Prof. Raul Tempone's talk in Edinburgh Mathematical Society, Dundee

  1 min read · Wed, Dec 20 2023

  News

  Uncertainty Quantification (UQ) emerges as a guiding force in the turbulent sea of data-driven domains, from energy to health. This talk presents a methodology that harnesses UQ for robust renewable energy forecasting, employing a stochastic differential equation model that sails beyond the challenges of wind and solar predictability. Shifting the focus to biomedical imaging, we unveil a novel UQ approach that dives into the depths of MRI analysis, providing more precise insights into cardiac health without being anchored to specific segmentation techniques. Embark on a voyage that highlights

November 2023

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  Edinburgh Mathematical Society Welcomes Prof. Raul Tempone for a Pioneering Lecture in Dundee

  1 min read · Mon, Nov 13 2023

  News

  The Edinburgh Mathematical Society (EMS), established in 1883 as a cornerstone of the Scottish Mathematical Sciences community, will host an invited lecture by Prof. Raúl Tempone. Holding the prestigious Alexander von Humboldt Chair of Mathematics for Uncertainty Quantification, Prof. Tempone will deliver the talk “Navigating the Unknown: Harnessing Uncertainty in Renewable Energy and Heart Health.” Scheduled for Friday, 24th November 2024, from 15:30 to 16:30 in Fulton F20, this lecture offers insights into applying mathematical principles in critical areas of renewable energy and heart

October 2023

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  Prof. Raul Tempone visited German Aerospace Center (DLR) in Kolen, Germany

  1 min read · Tue, Oct 24 2023

  News

  On October 18th, 2023, Alexander von Humboldt Prof. Raúl Tempone visited the DLR center in Koln, Germany. Hosted by Prof. Michael Felderer and his team, the visit provided a valuable platform for knowledge exchange. Prof. Tempone presented the structure and mission of his research group. Prof. Michael Felderer, Director of the Institute for Software Technology (SC) at DLR, emphasized the institute's vital role in large language models and software development. His insights showcased the SC's significant contributions to engineering applications and technological innovations. Achim Basermann

August 2023

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  Research Scientist Erik von Schwerin participation at ADMOS 2023 Conference in Gothenburg, Sweden

  1 min read · Wed, Aug 23 2023

  News

  Erik von Schwerin participated in the conference ADMOS 2023 with a talk based on the paper Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates. This 11th iteration of the ADMOS conferences was held in Gothenburg, Sweden, on 19-21 June 2023. It attracted a strong international group of researchers and practitioners in adaptive modeling and simulation. Abstract: In this study, we present an adaptive multilevel Monte Carlo (AMLMC) algorithm for approximating deterministic, real-valued, bounded linear functionals that depend on the solution of a linear elliptic PDE
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  StochNum welcomed three collaborators in August 2023

  1 min read · Mon, Aug 7 2023

  News

  In an exciting collaboration for our esteemed research group, we are delighted to announce the visit of three highly regarded collaborators who joined us for an insightful and fruitful exchange of ideas. This visit promises to enhance our ongoing research efforts and pave the way for exciting future collaborations. Dr. Eduardo Jaber from Ecole Polytechnique France, Dr. Christian Bayer from WIAS institute Berlin and Dr. Burcu Aydogan from RWTH Aachen University joined us in the beginning of August. Simon Breneis a PhD student from WIAS Berlin also joined them. They work on an optimal execution
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  Stochnum PhD Student Yang Liu participation at ECCOMAS-YIC23 Conference

  1 min read · Tue, Aug 1 2023

  News

  A phd student of our group Yang Liu participated in the confernce ECCOMAS-YIC23 and had a presentation, on Nonasymptotic QMC convergence analysis for elliptic PDE with lognormal coefficients . The Conference held at Porto, Portugal between June 19-21, 2023. Abstract : This study analyzes the nonasymptotic convergence behavior of the quasi- Monte Carlo (QMC) method with applications to linear elliptic partial differen- tial equations (PDEs) with lognormal coefficients. Following the error analysis in (Owen, 2006), we derive a non-asymptotic convergence estimate, which de- pends on the specific

June 2023

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  Workshop Stochastic Numerics and Statistical Learning: Theory and Applications - May 2023

  1 min read · Thu, Jun 15 2023

  News

  We are thrilled to announce the successful completion of our latest workshop on Stochastic Numerics and Statistical learning: Theory and Applications. The event took place from May 21st to 1st of June 2023, organized by Prof. Raul F. Tempone (Stochastic Numerics Research Group) and Prof. Ajay Jasra (Computational Probability Research Group), and was attended by a large number of enthusiastic participants from various universities and research institutes on-site or remotely. The workshop covered a range of topics including 32 talks, three mini-courses, and two poster sessions, with the

February 2023

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  A new Ms/Ph.D. student joins the team

  1 min read · Wed, Feb 1 2023

  News

  uncertainty quantification stochastic optimization

  In January 2023, student Ons Chaabene joined KAUST through the Stochastic Numerics Research Group, where she will pursue her Ms/Ph.D. studies under Prof. Raul Tempone. StochNum Team wishes an excellent experience for Ons!

January 2023

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  SthochNum welcomed three visiting students in January 2023

  1 min read · Tue, Jan 31 2023

  News

  In the last two weeks of January 2023, the StochNum Research Group welcomed three visiting students from RWTH Aachen University (Germany): Jonas Nießen, Leon Peter Wilkosz, and Veli Ünlü. Jonas Nießen is working on extending the numerical smoothing techniques developed in the context of stochastic differential equations to random PDEs, in combination with adaptive sparse grids, multilevel Monte Carlo, and Quasi-Monte Carlo methods. Leon Wilkosz works with different efficient sampling schemes of stochastic particle systems to approximate stochastic mean field limits. Veli Ünlü is researching
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  Dr. Hammouda (RWTH) visits KAUST to collaborate with the StochNum Research Group

  1 min read · Thu, Jan 26 2023

  News

  Between the 10th and 24th of January, 2023, the StochNum Research Group hosted Dr. Chiheb Ben Hammouda, a postdoctoral fellow at the Alexander von Humboldt Mathematics for Uncertainty Quantification Chair in RWTH-Aachen/Germany, and a former Ph.D. student of Professor Raul Tempone at KAUST. During his visit, Dr. Hammouda, in collaboration with Prof. Tempone, worked directly with the group's students and researchers. With MS/Ph.D. student Michael Samet, they worked on a new project on developing new Fourier techniques for pricing financial derivatives and risk management. He also collaborated

December 2022

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  Academic collaboration between KAUST and RWTH Aachen in a new project

  1 min read · Thu, Dec 1 2022

  News

  Between November 22nd and December 1st, 2022, the StochNum Research Group hosted Truong-Vinh Hoang, a postdoctoral fellow at the Alexander von Humboldt Mathematics for Uncertainty Quantification Chair in RWTH-Aachen. During his visit, Hoang worked with André Gustavo Carlon on a new project about the robustness certification of machine learning models, with the collaboration of Prof. Bernard Ghanem from the Visual Computer Center at the AI Initiative at KAUST. The main goal of this collaborative project is to develop numerical methods to improve the robustness of machine learning models to

November 2022

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  New publication in Quantitative Finance Journal

  1 min read · Wed, Nov 2 2022

  News

  Adaptive sparse grid quadrature Quasi-Monte Carlo Numerical smoothing Richardson extrapolation option pricing Monte Carlo Distribution functions Greeks Risk estimation

  At the end of October, the paper Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing by Christian Bayer ( Weierstrass Institute for Applied Analysis and Stochastics - WIAS) , Chiheb Ben Hammouda ( RWTH Aachen University ) , and Raul Tempone ( King Abdullah University of Science and Technology - KAUST; RWTH Aachen University ), was published in the Quantitative Finance Journal and is available at Taylor & Francis Online. Abstract: When approximating the expectations of a functional of a solution to a stochastic differential

October 2022

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  Article published in IMA Journal of Numerical Analysis

  1 min read · Mon, Oct 24 2022

  News

  residual network deep random feature networks supervised learning layer- by-layer algorithm

  In September 2022, the IMA Journal of Numerical Analysis published the article Smaller generalization error derived for a deep residual neural network compared with shallow networks, by Aku Kammonen (KAUST), Jonas Kiessling (KTH Royal Institute of Technology), Petr Plecháč (University of Delaware), Mattias Sandberg (KTH Royal Institute of Technology), Anders Szepessy (KTH Royal Institute of Technology), and Raul Tempone (KAUST). Abstract: Estimates of the generalization error are proved for a residual neural network with L random Fourier features layers. An optimal distribution for the

September 2022

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  Article published by Foundations of Data Science

  1 min read · Thu, Sep 8 2022

  News

  Nonlinear Filtering Inverse problem conditional expectation weather forecast Deep learning

  In August 2022, the paper Machine learning-based conditional mean filter: A generalization of the ensemble Kalman filter for nonlinear data assimilation, by Truong-Vinh Hoang (RWTH Aachen University), Sebastian Krumscheid (Karlsruhe Institute of Technology), Hermann G. Matthies (Technische Universität Braunschweig) and Raul Tempone (KAUST/RWTH Aachen University) was published by Foundations of Data Science. Abstract: This paper presents the machine learning-based ensemble conditional mean filter (ML-EnCMF) — a filtering method based on the conditional mean filter (CMF) previously introduced in
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  Manuscript accepted by Journal of Computational Physics

  1 min read · Mon, Sep 5 2022

  News

  Monte Carlo multilevel Multi-index Kalman filter

  The manuscript entitled " Multi-index ensemble Kalman filtering" by Håkon A. Hoel, Gaukhar Shaimerdenova, and Raul Tempone has been accepted by the Journal of Computational Physics (JCP). The JCP is a bimonthly scientific journal covering original scientific contributions in advanced mathematical and numerical modeling reflecting a combination of concepts, methods, and principles of physics, mechanics, applied mathematics, statistics, applied geometry, computer science, chemistry, and other scientific disciplines as well. It was established in 1966 and is published by Elsevier. According to

August 2022

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  New preprint available from research on quasi-Newton methods for stochastic optimization

  1 min read · Sun, Aug 28 2022

  News

  stochastic optimization Bayesian Estimation machine learning

  A preprint of a new research project of our group named " Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization" is available at arXiv. The manuscript is authored by André Carlon, Prof. Luis Espath, and Prof. Raúl Tempone. Abstract: Using quasi-Newton methods in stochastic optimization is not a trivial task. In deterministic optimization, these methods are often a common choice due to their excellent performance regardless of the problem's condition number. However, standard quasi-Newton methods fail to extract curvature
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  Ph.D. student Yang Liu attended WCCM-APCOM 2022

  1 min read · Sat, Aug 6 2022

  News

  Ph.D. student Yang Liu attended the WCCM-APCOM Yokohama 2022 and presented the work Goal-oriented adaptive MLMC method for elliptic random PDEs by Joakim Beck, Yang Liu, Erik von Schwerin, and Prof. Raul Tempone. Abstract: Multilevel Monte Carlo methods (MLMC) can dramatically reduce the computational cost of Monte Carlo simulations where each sample is computed using a discretization based numerical method, for example, when computing the expected value of a quantity of interest (QoI) depending on the solution to a partial differential equation with stochastic data. Goal-oriented adaptive
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  Post-Doc André Carlon participation at MCQMC2022 in Linz

  1 min read · Mon, Aug 1 2022

  News

  bayesian inference Stochastic Methods and Algorithms

  Between July 17 to 22 of 2022, the 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing was held in Linz, Austria. A postdoctoral fellow of our group, André Carlon, presented a joint work with Joakim Beck and Prof. Raúl Tempone named "Adaptive stochastic gradient descent for Bayesian optimal experimental design." Abstract: Experiments play a central role in many fields of science. Usually, it is of the interest of the investigators to perform experiments as efficiently as possible. However, finding the optimal design for an experiment can be a

July 2022

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  Manuscript accepted in Computer Methods in Applied Mechanics and Engineering

  1 min read · Wed, Jul 27 2022

  News

  The manuscript entitled “ Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates” written by Joakim Beck, Yang Liu, Erik von Schwerin, and Prof. Raul Tempone, is accepted in Computer Methods in Applied Mechanics and Engineering, “A Special Issue in Honor of the Lifetime Achievements of J. Tinsley Oden”. Abstract: In this study, we present an adaptive multilevel Monte Carlo (AMLMC) algorithm for approximating deterministic, real-valued, bounded linear functionals that depend on the solution of a linear elliptic PDE with a lognormal diffusivity coefficient and

June 2022

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  Workshop Stochastic Numerics and Statistical Learning: Theory and Applications - May 2022

  1 min read · Wed, Jun 22 2022

  News

  Between the 15th and 29th of May 2022, KAUST hosted the Workshop Stochastic Numerics and Statistical Learning: Theory and Application s, organized by Prof. Raul F. Tempone (Stochastic Numerics Research Group) and Prof. Ajay Jasra (Computational Probability Research Group). During these two weeks, 28 talks, two mini-courses, and two poster sessions were held, with the participation of renowned professors, researchers, and students. Over the two weeks, more than 150 people from many universities and research institutes participated, on-site or remotely. The first mini-course was Deep Neural
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  Ph.D. student Yang Liu attended ECCOMAS Congress 2022 in Oslo

  1 min read · Mon, Jun 13 2022

  News

  Ph.D. Student Yang Liu attended the ECCOMAS Congress 2022 from June 5 – June 9, 2022, in Oslo, Norway. He presented the work “ Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates”, written by Joakim Beck, Yang Liu, Erik von Schwerin, and Prof. Raul Tempone.

August 2020

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  A talk by Dr. Chiheb Ben Hammouda in the Monte Carlo & Quasi-Monte Carlo (MCQMC) Methods in Scientific Computing Conference, in August 2020, University of Oxford

  1 min read · Tue, Aug 11 2020

  News

  Monte Carlo markov chains

  ​Dr. Chiheb Ben Hammouda gave, on August 11, 2020, a talk entitled "Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks" in the Monte Carlo & Quasi-Monte Carlo (MCQMC) Methods in Scientific Computing Conference, 10-14 August 2020, University of Oxford.​​​​
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  Prof. Raul Tempone and Dr. Chiheb Ben Hammouda are organizing a minisymposia "Hierarchical Methods for Variance Reduction" at the MCQMC Conference, 10-14 August 2020, University of Oxford

  1 min read · Mon, Aug 3 2020

  News

  Monte carlo methods

  ​Prof. Raul Tempone and Dr. Chiheb Ben Hammouda are organizing a mini-symposia "Hierarchical Methods for Variance Reduction" at the Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing Conference, 10-14 August 2020, University of Oxford.​​​

June 2020

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  Manuscript entitled "Pricing American options by exercise rate optimization" accepted in Quantitative Finance, and will be run as a feature

  1 min read · Mon, Jun 22 2020

  News

  The manuscript entitled "Pricing American options by exercise rate optimization" is accepted in Quantitative Finance, and will be run as a feature. The manuscript is authored by Christian Bayer, Raul Tempone, and Soren Wolfers.

December 2019

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  Multilevel Monte Carlo Acceleration of Seismic Wave Propagation under Uncertainty

  1 min read · Sun, Dec 8 2019

  News

  Seismic Wave Propagation Multilevel Monte Carlo

  We interpret uncertainty in a model for seismic wave propagation by treating the model parameters as random variables and apply the Multilevel Monte Carlo method to reduce the cost of approximating expected values of selected, physically relevant, quantities of interest (QoI) with respect to the random variables.

August 2019

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  KAUST Ph.D. student wins Society for Industrial and Applied Mathematics award

  2 min read · Wed, Aug 21 2019

  News Spotlight

  Stochastic Modeling Quantitative finance Numerical simulation and analysis

  Chiheb Ben Hammouda, a KAUST Ph.D. student in the University's Stochastic Numerics Research Group, recently won the best poster award at the Society for Industrial and Applied Mathematics (SIAM) Conference on Financial Mathematics & Engineering (FM19) held at the University of Toronto from June 4 to 7. His winning poster, titled "Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model," is one of several research projects carried out by Ben Hammouda under the supervision of KAUST Professor Raul Tempone.

June 2019

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  Renzo Caballero succesfully defended his MS Thesis

  1 min read · Fri, Jun 21 2019

  News

  Uruguay is a pioneer in the use of renewable sources of energy and can usually satisfy its total demand from renewable sources. Control and optimization of the system are complicated by half of the installed power - wind and solar sources - being non-controllable with high uncertainty and variability. In this work, we present a novel optimization technique for efficient use of the production facilities.

February 2019

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  Soren Wolfers succesfully defended his PhD Thesis

  2 min read · Thu, Feb 7 2019

  News

  I​n the field of uncertainty quantification, the effects of parameter uncertainties on scientific simulations may be studied by integrating or approximating a quantity of interest as a function over the parameter space. If this is done numerically, using regular grids with a fixed resolution, the required computational work increases exponentially with respect to the number of uncertain parameters - a phenomenon known as the curse of dimensionality.

November 2018

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  Prof. Raul Tempone and his KAUST research group to visit the WIAS Institute in Berlin Germany

  1 min read · Mon, Nov 5 2018

  News

  Prof. Raul Tempone and his KAUST research group will visit the WIAS Institute in Berlin Germany to work with Dr. Christian Bayer and give a seminar.

October 2018

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  Prof. Raul Tempone will participate in a Humboldt colloquium Buenos Aires, Argentina

  1 min read · Thu, Oct 25 2018

  News

  Prof. Raul Tempone will participate in a Humboldt colloquium (Buenos Aires, Argentina), presenting his KAUST work developed with the KAUST Ph.D. student Soeren Wolfers "Stochastic Control for multivariate American Options".
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  Prof. Tempone to give two research seminars in Montevideo, Uruguay

  1 min read · Mon, Oct 22 2018

  News

  Prof. Tempone will give two research seminars in Montevideo, Uruguay. One at the Facultad de Ingenieria and another at the Facultad de Ciencias.
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  Nadhir Ben Rached succesfully defended his PhD Thesis

  2 min read · Tue, Oct 9 2018

  News

  The probability that a sum of random variables (RVs) exceeds (respectively falls below) a given threshold, is often encountered in the performance analysis of wireless communication systems. Generally, a closed-form expression of the sum distribution does not exist and a naive Monte Carlo (MC) simulation is computationally expensive when dealing with rare events.
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  Prof. Raul Tempone is a Keynote speaker at the next edition of the annual Woudschoten Conference

  1 min read · Wed, Oct 3 2018

  News

  Prof Raul Tempone is a Keynote Speaker at the next edition of the annual Woudschoten Conference in the Netherlands, Zeist, Netherlands.

September 2018

• 

  Zaid Sawlan successfully defended his PhD thesis

  3 min read · Thu, Sep 27 2018

  News

  On September 26th, 2018, Zaid Sawlan successfully defended his Ph.D. thesis entitled "Statistical analysis and Bayesian methods for fatigue life prediction and inverse problems in linear time-dependent PDEs with uncertainties."

August 2018

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  Prof.  Raul Tempone gives a research seminar on his ongoing research at the Department of Mathematics in KTH Stockholm

  1 min read · Sat, Aug 4 2018

  News

  Prof. Raul Tempone gives a research seminar on his ongoing research at the Department of Mathematics in KTH Stockholm, Sweden, and will work with Prof. Szepessy and Prof. Oppelstrup.

July 2018

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  Prof. Raul Tempone is invited to give a mini-course at the workshop "Stochastic Methods in Finance and Physics", Crete, Greece

  1 min read · Mon, Jul 23 2018

  News

  Prof Raul Tempone is invited to give a mini-course at the workshop "Stochastic Methods in Finance and Physics" that will take place in Heraklion, Crete, Greece, organized by Peter Friz (TU Berlin), Michalis Loulakis (NTU Athens) and Antonios Papapantoleon ( University of Athens).​​
• 

  Prof. Raul Tempone is co-chair of the International Conference in Monte Carlo & Quasi-Monte Carlo Methods

  1 min read · Sun, Jul 1 2018

  News

  Prof. Raul Tempone is co-chair of the International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing and Minisymposium co-organizer (Multilevel Monte Carlo) in Rennes, France.

May 2018

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  Professor Raul Tempone awarded Germany’s most endowed research award

  2 min read · Tue, May 8 2018

  News

  RWTH Aachen uncertainty quantification computational predictions

  On May 8, Italian-Uruguayan KAUST Professor Raul Fidel Tempone received the Alexander von Humboldt professorship at RWTH Aachen at a ceremony in Berlin, Germany. The award recognizes Tempone as an international leader in mathematics for uncertainty quantification, a fairly new mathematical specialization that is currently making a breakthrough. Tempone teaches and performs research in the University's Applied Mathematics and Computational Science program.

February 2018

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  Prof. Tempone visits KTH Stockholm

  1 min read · Tue, Feb 20 2018

  News

  Prof. Tempone visited Prof. Szepessy and Prof. Oppelstrup. Here in the picture with Prof. Tempone, Prof. Oppelstrup and Prof. Melinder.
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  Prof. Raul Tempone will give a talk at "Surrogate models for UQ in complex systems Workshop"

  1 min read · Mon, Feb 5 2018

  News

  Prof. Raul Tempone will give a talk at "Surrogate models for UQ in complex systems Workshop", which will be held at the Isaac Newton Institute (INI) for Mathematical Sciences, in Cambridge UK. February 5-9, 2018.

November 2017

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  Prof. Raul Tempone is a plenary speaker at CILAMCE 2017

  1 min read · Sun, Nov 5 2017

  News

  Prof. Raul Tempone is a plenary speaker at CILAMCE 2017 (XXXVIII Ibero-Latin American Congress on Computational Methods in Engineering), Florianopolis, Brazil, 5 - 8 November 2017.

October 2017

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  Prof. Raul Tempone is co-organizer of the workshop "Computational Uncertainty Quantification"

  1 min read · Sun, Oct 8 2017

  News

  Prof. Raul Tempone is a co-organizer of the workshop "Computational Uncertainty Quantification". Banff International Research Station for Mathematical Innovation and Discovery (BIRS), Canada, October 8-14, 2017.

August 2017

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  Juho Häppölä successfully defended his PhD thesis

  2 min read · Fri, Aug 25 2017

  News

  Stochastic Differential Equations (SDE) offer a rich framework to model the probabilistic evolution of the state of a system. Numerical approximation methods are typically needed in evaluating relevant Quantities of Interest arising from such models. In this dissertation, we present novel effective methods for evaluating Quantities of Interest relevant to computational finance when the state of the system is described by an SDE.
• 

  Prof. Raul Tempone gave a seminar talk at the EU Regional School, AICES, RWTH Aachen University

  1 min read · Tue, Aug 8 2017

  News

  Prof. Raul Tempone gave a seminar talk at the EU Regional School, AICES, RWTH Aachen University, Germany on Aug. 8, 2017.

July 2017

• 

  Prof. Raul Tempone gave a talk entitled "Multilevel and multi-index sampling methods with applications" in the summer school CEMRACS 2017

  1 min read · Fri, Jul 21 2017

  News

  uncertainty quantification

  Prof. Raul Tempone gave a talk entitled "Multilevel and multi-index sampling methods with applications" in the summer school CEMRACS 2017, Numerical methods for stochastic models: control, uncertainty quantification, mean-field, July 21, 2017, CIRM, Marseille, France.
• 

  Prof. Raul Tempone is a semi-plenary speaker at the 14th U.S. National Congress on Computational Mechanics

  1 min read · Mon, Jul 17 2017

  News

  Prof. Raul Tempone is a semi-plenary speaker at the 14th U.S. National Congress on Computational Mechanics (USNCCM14) in Montreal, Canada, July 17-20, 2017.
• 

  Prof. Raul Tempone gave a talk entitled "A Potpourri of Results from the KAUST Uncertainty Quantification Center" at I³MS Seminar Series SS 2017

  1 min read · Mon, Jul 10 2017

  News

  Prof. Raul Tempone gave a talk entitled "A Potpourri of Results from the KAUST Uncertainty Quantification Center" at I³MS Seminar Series SS 2017, Seminar Series of the Institute for Modeling and Simulation. July 10, 2017, Aachen Institute for Advanced Study in Computational Engineering Science, Aachen, Germany.

June 2017

• 

  Dr. Evangelia Kalligiannaki is invited to present her joint work with Soumaya El Kantassi and Prof. Raul Tempone on predictive wind power modeling in the UNCECOMP 2017

  1 min read · Thu, Jun 15 2017

  News

  Dr. Evangelia Kalligiannaki is invited to present her joint work with Soumaya El Kantassi and Prof. Raul Tempone on predictive wind power modeling in the UNCECOMP 2017, 15-17 June, Rhodes Island, Greece.

May 2017

• 

  Prof. Raul Tempone is an invited speaker at INdAM Workshop

  1 min read · Mon, May 15 2017

  News

  Prof. Raul Tempone is an invited speaker at INdAM Workshop on Innovative Mathematical Models and Methods for Industrial Applications, Rome, Italy, May 15-19 2017.

April 2017

• 

  Soumaya ElKantassi successfully defended her MS Thesis

  1 min read · Sun, Apr 16 2017

  News

  On April 12th, 2017, Soumaya ElKantassi successfully defended her MS Thesis entitled "Probabilistic Forecast of Wind Power Generation by Stochastic Differential Equation Models".

March 2017

• 

  Prof. Tempone will give a talk at Stochastic PDEs: Analysis and Computation Workshop

  1 min read · Mon, Mar 27 2017

  News

  Prof. Tempone will give a talk at Stochastic PDEs: Analysis and Computation Workshop, University of Warwick, on March 27-31, 2017.
• 

  Prof. Raul Tempone will be doing research collaboration with Dr. Abdul-Lateef Haji-Ali and Dr. Joakim Beck at the Mathematical Institute

  1 min read · Thu, Mar 23 2017

  News

  Prof. Raul Tempone will be doing research collaboration with Dr. Abdul-Lateef Haji-Ali and Dr. Joakim Beck at the Mathematical Institute, University of Oxford, UK, March 23 - 26, 2017.
• 

  Prof. Tempone will attend the workshop "Advances in Computational Science and Engineering" honoring 80th birthday of Prof. J. Tinsley Oden

  1 min read · Mon, Mar 20 2017

  News

  Prof. Tempone will attend the workshop "Advances in Computational Science and Engineering" honoring 80th birthday of Prof. J. Tinsley Oden, ICES, University of Texas. March 20 - 21, 2017.

February 2017

• 

  AMCS Seminar: Meanfield games and model predictive control by Prof. Michael Herty (RWTH Aachen University)

  1 min read · Tue, Feb 7 2017

  News

  Date: Tuesday 7th Feb 2017 Time: 02:30 PM - 04:00 PM Location: Building 1- level 4- 4214 Refreshments: Refreshment will be served @ 2:15 pm
• 

  Prof. Michael Herty to visit Stochastic Numerics Research Group

  1 min read · Fri, Feb 3 2017

  News

  Prof. Michael Herty will be visiting Prof. Tempone and Stochastic Numerics Research Group, during the period Feb. 3-9, 2017.
• 

  Prof. Raul Tempone gave a talk entitled “KTH+KAUST: Higher level for existing collaborations”

  1 min read · Thu, Feb 2 2017

  News

  Prof. Raul Tempone gave a talk entitled “KTH+KAUST: Higher level for existing collaborations” for the Swedish Delegation that visited KAUST- Feb 2nd, 2017.
• 

  Visit of the Swedish delegation to KAUST

  1 min read · Wed, Feb 1 2017

  News

  During 1-2 February a Swedish delegation composed of representatives of the Swedish Foundation for International Cooperation in Research and Higher Education, and a number of research institutes and universities visited KAUST. The delegation included Prof. Sigbritt Karlsson, the 19th President of KTH Royal Institute of Technology. She took office on November 12, 2016. Karlsson was president of the University of Skövde from 2010 to 2016. She has an academic background from KTH, where she earned her Master of Science degree in Chemical Engineering with a specialization in biotechnology. She also

January 2017

• 

  Prof. Tempone will visit the School of Mathematics and Statistics, University of New South Wales, Australia

  1 min read · Thu, Jan 19 2017

  News

  Prof. Tempone will visit the School of Mathematics and Statistics, University of New South Wales, Australia, and give a colloquium there on January 19, 2017.

December 2016

• 

  Prof. Tempone and some members of the Stochastic Numerics Research Group gave invited presentations to the mini-symposium

  1 min read · Thu, Dec 22 2016

  News

  Prof. Tempone and some members of the Stochastic Numerics Research Group gave invited presentations to the mini-symposium hosted at the School of Economics and Administration of the Universidad de la República, Montevideo, Uruguay, on December 22, 2016. This event, chaired by Prof. Scavino and co-organized with Prof. Goyeneche (UdelaR), has consisted of two parts.
• 

  Prof. Tempone will give an invited keynote presentation at the ANSYS Workshop on Uncertainty Quantification

  1 min read · Wed, Dec 7 2016

  News

  Prof. Tempone will give an invited keynote presentation at the ANSYS Workshop on Uncertainty Quantification in Pittsburgh, USA, on December 7, 2016.

October 2016

• 

  Prof. Raul Tempone will give a colloquium at the Dept. of Mathematics, University of Warwick

  1 min read · Thu, Oct 27 2016

  News

  Prof. Raul Tempone will give a colloquium at the Dept. of Mathematics, University of Warwick. October 27, 2016.
• 

  AMCS Seminar: Monte Carlo simulation of electron dynamics in liquid water by PhD student, Andre Herzwurm (Technische Universität Kaiserslautern, Germany)

  1 min read · Thu, Oct 20 2016

  News

  Monte Carlo simulation of electron dynamics in liquid water by a Ph.D. student, Andre Herzwurm (Technische Universität Kaiserslautern, Germany)
• 

  AMCS Seminar: Multi-level Monte Carlo for Approximation of Densities by Prof. Klaus Ritter

  1 min read · Wed, Oct 19 2016

  News

  Multi-level Monte Carlo for Approximation of Densities by Prof. Klaus Ritter (Technische Universität Kaiserslautern, Germany).
• 

  Prof. Raul Tempone is a plenary speaker at the 4th Workshop on Sparse Grids and Applications, October 4-7, 2016, Miami, Florida

  1 min read · Fri, Oct 7 2016

  News

  Prof. Raul Tempone is a plenary speaker at the 4th Workshop on Sparse Grids and Applications, October 4-7, 2016, Miami, Florida.

September 2016

• 

  Thomson Reuters place Prof. Tempone on their list of highly cited researchers 2016

  1 min read · Mon, Sep 26 2016

  News

  Our KAUST work of more than seven years has received an accolade from Thomson Reuters: http://hcr.stateofinnovation.thomsonreuters.com/ We are quite pleased with the output so far in our Stochastic Numerics & SRI-UQ groups.
• 

  Prof. Raul Tempone will be a lecturer at the UQ School WIAS - Berlin

  1 min read · Mon, Sep 12 2016

  News

  Prof. Raul Tempone will be a lecturer at the UQ School WIAS - Berlin, Germany from Sep 12th to Sep 16th, 2016.
• 

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

  1 min read · Thu, Sep 1 2016

  News

  Sparse approximation

  ​We provide a framework for the sparse approximation of multilinear problems and show that several problems in uncertainty quantification fit within this framework. In these problems, the value of a multilinear map has to be approximated using approximations of different accuracy and computational work of the arguments of this map.

August 2016

• 

  Prof. Raul Tempone visits Chalmers

  1 min read · Sun, Aug 28 2016

  News

  During his visit to Chalmers, Prof. Raul Tempone met with Prof. Stig Larsson and Dr. Jesper Karlsson, a former KAUST postdoctoral fellow with the Stochastic Numerics group and now working with Dynamore.
• 

  Prof. Tempone and Zaid Sawlan visited Prof. Ivo Babuska (ICES, University of Texas at Austin, USA)

  1 min read · Sat, Aug 20 2016

  News

  Prof. Tempone and Zaid Sawlan visited Prof. Ivo Babuska in August 2016 to continue their ongoing collaboration on computational predictions for metallic fatigue processes.
• 

  Dr. Chengcheng Tang, former KAUST student and now postdoctoral fellow at Stanford, met with Prof. Raul Tempone and Juho Happola

  1 min read · Fri, Aug 19 2016

  News

  Dr. Chengcheng Tang, former KAUST student and now a postdoctoral fellow at Stanford met with Prof. Raul Tempone and Juho Happola at the MCQMC'16 conference. Stanford - the USA, Aug 14th to Aug 19th, 2016.
• 

  Prof. Mike Giles, Prof. Raul Tempone and Dr. Abdul Lateef Haji Ali are organizing a minisymposium on Multilevel Monte Carlo methods at the MCQMC - Stanford

  1 min read · Sun, Aug 14 2016

  News

  Prof. Mike Giles, Prof. Raul Tempone, and Dr. Abdul Lateef Haji Ali are organizing a mini-symposium on Multilevel Monte Carlo methods at the MCQMC - Stanford - the USA, Aug 14th to Aug 19th, 2016.

July 2016

• 

  Prof. Raul Tempone is a plenary speaker at International Conference on Monte Carlo techniques

  1 min read · Tue, Jul 5 2016

  News

  Prof. Raul Tempone is a plenary speaker at International Conference on Monte Carlo techniques, Paris, France, July 5 - 8th 2016.
• 

  Faster prediction of wireless downtime

  1 min read · Sat, Jul 2 2016

  News

  applied mathematics computational science signal processing Computer science

  An efficient simulation scheme that hones in on the rarest elements in a dataset can help predict capacity exceedances in wireless networks.

June 2016

• 

  Dr. Alexander Litvinenko presented his work "Approximation of non-linear Bayesian update" on 11th International EnKF Workshop

  1 min read · Wed, Jun 22 2016

  News

  Dr. Alexander Litvinenko presented his work "Approximation of non-linear Bayesian update" at the 11th International EnKF Workshop, June 20 to 22, 2016, Ulvik, Norway.
• 

  Prof. Tempone is an invited speaker at the 11th International EnKF "The ensemble Kalman filter" Workshop

  1 min read · Mon, Jun 20 2016

  News

  Prof. Tempone is an invited speaker at the 11th International EnKF "The ensemble Kalman filter" Workshop, from June 20 to 22, 2016. Ulvik, Norway.
• 

  Prof. Raul Tempone will visit the Dept. of Mathematics at the University of Santiago de Compostela (USC)

  1 min read · Tue, Jun 7 2016

  News

  From June 7th to 17th, 2016, Prof. Raul Tempone will visit the Dept. of Mathematics at the University of Santiago de Compostela (USC), Spain, and give a series of lectures.
• 

  Prof. Raul Tempone to visit and give a seminar talk at the Dept. of Mathematics, Aachen University, Germany

  1 min read · Thu, Jun 2 2016

  News

  Prof. Raul Tempone will visit and give a seminar talk at the Dept. of Mathematics, Aachen University, Germany from June 2nd to 4th, 2016.

May 2016

• 

  Dr. Abdul-Lateef Haji-Ali has been awarded a Hooke research fellowship from the Mathematical Institute in Oxford University

  1 min read · Mon, May 30 2016

  News

  Dr. Abdul-Lateef Haji-Ali, who defended his KAUST Ph.D. on May 19, 2016, has been awarded a Hooke research fellowship from the Mathematical Institute at Oxford University.
• 

  Abdul-Lateef Haji-Ali successfully defended his PhD thesis

  1 min read · Mon, May 23 2016

  News

  On May 19th, 2016, Abdul-Lateef Haji-Ali​ successfully defended his Ph.D. thesis entitled “Efficient Multilevel and Multi-index Sampling Methods for Stochastic Differential Equations”.
• 

  Prof. Raul Tempone (KAUST) and Prof. Fabio Nobile (EPFL) are organizing the KAUST UQ School on Numerical Methods for Direct and Inverse Problems

  1 min read · Sun, May 22 2016

  News

  Prof. Raul Tempone (KAUST) and Prof. Fabio Nobile (EPFL) are organizing the KAUST UQ School on Numerical Methods for Direct and Inverse Problems, from May 22 to 28, 2016 at KAUST.
• 

  Prof. Tempone is an invited speaker at the Uncertainty Quantification Workshop Institut Mittag-Leffler, Sweden

  1 min read · Mon, May 9 2016

  News

  uncertainty quantification

  Prof. Tempone is an invited speaker at the Uncertainty Quantification Workshop, from May 9 to 13, 2016. Institut Mittag-Leffler, Sweden.
• 

  Prof. Raul Tempone is an invited speaker at the Challenges in high-dimensional analysis and computation Workshop

  1 min read · Mon, May 2 2016

  News

  Prof. Raul Tempone is an invited speaker at the Challenges in high-dimensional analysis and computation Workshop, from May 2 to 6, 2016. San Servolo, Venice, Italy.

April 2016

• 

  Prof. Raul Tempone is an invited speaker at the "Advances in numerical and analytic approaches for the study of non-spatial stochastic dynamical systems in molecular biology" Workshop, Cambridge, UK

  1 min read · Mon, Apr 4 2016

  News

  Prof. Raul Tempone is an invited speaker at the "Advances in numerical and analytic approaches for the study of non-spatial stochastic dynamical systems in molecular biology" Workshop (SDBW03), from April 4 to 8, 2016. Isaac Newton Institute for Mathematical Sciences, Cambridge, UK.

February 2016

• 

  Prof. Raul Tempone visited Prof. Matteo Icardi's at the University of Warwick

  1 min read · Thu, Feb 25 2016

  News

  Prof. Raul Tempone visited Prof. Matteo Icardi's at the University of Warwick. Dr. Icardi was formerly a postdoctoral fellow at the KAUST Stochastic Numerics research group and currently holds a Zeeman Lecturer position at Warwick.
• 

  Prof. Tempone is an invited speaker at the Data Assimilation and Inverse Problems Workshop, Mathematics Institute, University of Warwick, UK

  1 min read · Mon, Feb 22 2016

  News

  Prof. Tempone is an invited speaker at the Data Assimilation and Inverse Problems Workshop, from February 22 to 24, 2016. Mathematics Institute, University of Warwick, UK.

January 2016

• 

  Prof. Raul Tempone is an invited speaker at the Workshop: "Uncertainty Quantification for Multiscale Stochastic Systems and Applications", UCLA, IPAM, Los Angeles, California

  1 min read · Tue, Jan 19 2016

  News

  Prof. Raul Tempone is an invited speaker at the Workshop: "Uncertainty Quantification for Multiscale Stochastic Systems and Applications", UCLA, IPAM, Los Angeles, California. Jan. 19-22, 2016.
• 

  Conference on Advances in Uncertainty Quantification Methods, Algorithm and Applications (#UQAW2016)

  1 min read · Sun, Jan 10 2016

  News

  statistics numerical methods stochastic differential equations

  The 4th consecutive year that KAUST is holding the UQAW annual event dedicated to reporting on the state-of-the-art and latest advances in the methods used to quantify the calculation uncertainties. The aim of the discussion forum in exchanging information on innovative algorithm design as well as their practical applications and performances in experimental settings.
• 

  Arias and Art Songs for Guests of SRI-UQ

  3 min read · Wed, Jan 6 2016

  News

  Guests of the January 2016 Uncertainty Quantification Applications Workshop (UQAW) had to check whether they were truly at a science and technology university in Saudi Arabia, or had perhaps taken a wrong turn en route to the poster session and reception in the KAUST University Library on the evening of 6 January. Director Raul Tempone invited them, drinks and hors d’ouvres in hand, to a piano at the entrance to the poster atrium, where Electrical Engineering PhD candidate Itsikiantsoa Randrianantenaina, from Madagascar, and Applied Mathematics Professor David Keyes, from New York City, were
• 

  SRI UQ Annual Workshop 2016

  1 min read · Tue, Jan 5 2016

  News

  Advances in Uncertainty Quantification Methods, Algorithms, and Applications (UQAW 2016).
• 

  Welcome New Research Scientist: Dr. Evangelia Kalligiannaki

  1 min read · Fri, Jan 1 2016

  News

  Evangelia Kalligiannaki has joined the Stochastic Numerics Group and SRI Uncertainty Quantification Center at KAUST. Evangelia is an Applied Mathematician and Computational Scientist specializing in multi-scale modeling and uncertainty quantification of high dimensional complex systems.

December 2015

• 

  Visiting student Alessandro Iania successfully defended his MS thesis. Politecnico di Torino, Italy - Dec. 2015

  1 min read · Wed, Dec 16 2015

  News

  Alessandro Iania successfully defended his Master thesis "Basket option pricing for processes with jumps using sparse grids and Fourier transforms" at Politecnico of Torino. He wrote his thesis at KAUST in the period May - Dec 2015 oriented by Raul Tempone, Fabian Crocce, and Juho Häppölä (Stochastic Numerics group).
• 

  The role of applied mathematics in finance

  4 min read · Thu, Dec 3 2015

  News

  applied mathematics Finance

  “Sometimes there’s a strange dichotomy between applied mathematics and pure mathematics,” said Professor Raul Tempone, a founding KAUST faculty member and principal investigator of the University's Stochastic Numerics Research Group. “People think that applied math is simply the application of theory.” The argument is that applied math is just classified by its ends in the sense that one is trying to solve a real problem. Tempone argues that this doesn’t mean that new theories don’t need to be created. It also does not mean that the kinds of problems are less challenging than the ones faced in

November 2015

• 

  Prof. Raul Tempone gave an invited talk at the Workshop "Direct and inverse problems for PDEs with random coefficients” on Nov. 9 – 15, 2015. WIAS Berlin, Germany

  1 min read · Sun, Nov 15 2015

  News

  Prof. Raul Tempone gave an invited talk at the Workshop "Direct and inverse problems for PDEs with random coefficients” on Nov. 9 – 15, 2015. WIAS Berlin, Germany.
• 

  Prof. Raul Tempone was a lecturer at the Louis Bachelier labex thematic semester on "Monte-Carlo: uncertainty quantification, particle methods, stochastic algorithms for Big Data"

  1 min read · Fri, Nov 13 2015

  News

  Prof. Raul Tempone was a lecturer at the Louis Bachelier labex thematic semester on "Monte-Carlo: uncertainty quantification, particle methods, stochastic algorithms for Big Data", Nov. 13, 2015.
• 

  Prof. Raul Tempone was the opponent at Matti Leinonen's PhD dissertation defense

  1 min read · Fri, Nov 6 2015

  News

  Prof. Raul Tempone was the opponent at Matti Leinonen's Ph.D. dissertation defense. This took place at Aalto University, Finland, on Nov. 6, 2015.
• 

  Prof. Raul Tempone and Juho Happola gave a recruiting talk at Aalto University, Finland

  1 min read · Thu, Nov 5 2015

  News

  Prof. Raul Tempone and Juho Happola gave a recruiting talk at Aalto University, Finland, on Nov. 5, 2015.
• 

  Prof. Raul Tempone gave an invited talk entitled “Multi Index Monte Carlo” at Aalto University, Finland

  1 min read · Thu, Nov 5 2015

  News

  Prof. Raul Tempone gave an invited talk entitled “Multi-Index Monte Carlo” at Aalto University, Finland, on Nov. 5, 2015.​

September 2015

• 

  Prof. Raul Tempone will give a minisymposium talk at the International Conference on Scientific Computation And Differential Equations 2015 (SciCADE 2015), September 14-18, Potsdam, Germany

  2 min read · Wed, Sep 16 2015

  News

  We propose and analyze a novel Multi-Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a stochastic version of the combination technique introduced by Zenger, Griebel and collaborators and an extension of the Multilevel Monte Carlo (MLMC) method first described by Heinrich and Giles.
• 

  Prof. Raul Tempone and Dr. Kody Law are organizing a minisymposium entitled "Advanced multilevel Monte Carlo methods" at the SciCADE 2015 conference in Potsdam, Germany on September 14-18, 2015

  1 min read · Mon, Sep 14 2015

  News

  Prof. Raul Tempone and Dr. Kody Law are organizing a mini-symposium entitled "Advanced multilevel Monte Carlo methods" at the SciCADE 2015 conference in Potsdam, Germany on September 14-18, 2015.
• 

  Seminar: ​​A regularising ensemble Kalman method for PDE-constrained inverse problems By Prof. Marco Iglesias (University of Nottingham, U.K.​)

  1 min read · Tue, Sep 8 2015

  News

  We present a novel regularizing ensemble Kalman method for solving PDE-constrained inverse problems. By merging ideas from iterative regularisation approaches and ensemble Kalman algorithms we design a derivative-free solver for generic inverse problems. The proposed method can be used to estimate the parameters of large-scale PDE models in a black-box fashion.
• 

  Prof. Raul Tempone was the external thesis revisor in Markus Siebenmorgen's Phd dissertation defense

  1 min read · Wed, Sep 2 2015

  News

  Prof. Raul Tempone was the external thesis revisor in Markus Siebenmorgen's Ph.D. dissertation defense. The advisor of Markus Siebenmorgen was Prof. Helmut Harbrecht from the University of Basel, Switzerland.

August 2015

• 

  During the period August 15 until August 31 Prof. Tempone and part of his KAUST research group will be visiting Prof. Nobile’s research group at EPFL, Lausanne, Switzerland

  1 min read · Sat, Aug 15 2015

  News

  ​During the period August 15 until August 31 Prof. Tempone and part of his KAUST research group will be visiting Prof. Nobile’s research group at EPFL.​
• 

  Dr. Long, Prof. Tempone and colleagues from MIT will organize a mini symposia at the Congress on Industrial and Applied Mathematics (ICIAM 2015) in Beijing, China

  1 min read · Thu, Aug 13 2015

  News

  The challenge of optimal information gathering-for the purpose of inference, prediction, design, or control-pervades fields ranging from geophysics to chemical engineering and beyond. These questions can be formalized through the framework of optimal experimental design. Yet extending classical design methodologies to tackle problems of greater scale and dynamic complexity, and to find optimal sequential designs, requires new algorithms and formulations.
• 

  Dr. Kody Law moving to Oak Ridge National Laboratory in Tennessee, USA

  1 min read · Sat, Aug 1 2015

  News

  Dr. Kody Law has been a research scientist at the SRI UQ Center since June 2013. During this time his focus has been on inverse uncertainty quantification, including sequential data assimilation as well as static sampling algorithms. Most notably, recent work involves lifting multilevel Monte Carlo algorithms to the Bayesian computation context.

July 2015

• 

  Our research on optimal experimental design is highlighted on KAUST discovery

  1 min read · Sun, Jul 12 2015

  News

  A fast computational method optimizes sensor measurement networks for noisy, sparsely observed environments.
• 

  Taking the guesswork out of experimental design

  1 min read · Sat, Jul 11 2015

  News

  applied mathematics computational science computing

  A fast computational method optimizes sensor measurement networks for noisy, sparsely observed environments.

June 2015

• 

  Prof. Tempone and part of his KAUST research group will be visiting ICES, Austin, Texas, US

  1 min read · Thu, Jun 25 2015

  News

  During the period June 25 until August 4 Prof. Tempone and part of his KAUST research group will be visiting ICES, Austin, Texas, US.
• 

  Prof. Raul Tempone will give an invited talk entitled "Multi-Index Monte Carlo" at Institut Mittag-Leffler, Sweden

  2 min read · Thu, Jun 18 2015

  News

  We propose and analyze a novel Multi-Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a stochastic version of the combination technique introduced by Zenger, Griebel, and collaborators and an extension of the Multilevel Monte Carlo (MLMC) method first described by Heinrich and Giles.
• 

  Prof. Raul Tempone will give a seminar talk entitled "Multi-Index Monte Carlo" at Uppsala University, Sweden

  1 min read · Mon, Jun 15 2015

  News

  Prof. Raul Tempone will give a seminar talk entitled "Multi-Index Monte Carlo" at Uppsala University.​
• 

  Prof. Raul Tempone and Dr. Alvaro Moraes will teach the course "Simulation and Inference of Stochastic Reaction Networks" at the department of Mathematics and Statistics of KTH (Royal Institute of Technology) in Stockholm

  1 min read · Wed, Jun 10 2015

  News

  The course will be given over three days, two classes/day of 50 + 50 minutes each (one in the morning and one in the afternoon). This entails approximately eleven hrs of lectures in total.
• 

  Prof. Raul Tempone ​is co-organizer of the KAUST Research Conference: Recent Trends in Predicting and Monitoring the Integrity of Composites (COMINT)

  1 min read · Mon, Jun 1 2015

  News

  ​Prof. Raul Tempone ​is co-organizer of the KAUST Research Conference: Recent Trends in Predicting and Monitoring the Integrity of Composites (COMINT), June 1-2, 2015.

May 2015

• 

  Chaouki Ben Issaid successfully defended his MS Thesis

  2 min read · Mon, May 4 2015

  News

  Monte Carlo

  On April 30th, 2015, Chaouki Ben Issaid successfully defended his MS Thesis entitled "Bayesian Optimal Experimental Design Using Multilevel Monte Carlo".
• 

  Pedro Vilanova successfully defended his PhD Thesis

  1 min read · Mon, May 4 2015

  News

  On May 3rd, 2015, Pedro Vilanova​ successfully defended his Ph.D. Thesis entitled "Multilevel Approximations of Markovian Jump Processes with Applications in Communication Networks".
• 

  Chiheb Ben Hammouda successfully defended his MS Thesis

  2 min read · Mon, May 4 2015

  News

  On April 30th, 2015, Chiheb Ben Hammouda successfully defended his MS Thesis entitled "Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks".

April 2015

• 

  MS-Thesis Defense: Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks By Chiheb Ben Hammouda (Master Student of Prof. Raul Tempone, KAUST)

  1 min read · Thu, Apr 30 2015

  News

  Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks By Chiheb Ben Hammouda (Master Student of Prof. Raul Tempone, KAUST).
• 

  Seminar: An Integrated Approach for Model-Based Systems and Software Engineering By Prof. Jacques Duysens (ANSYS Inc.)

  1 min read · Wed, Apr 29 2015

  News

  An Integrated Approach for Model-Based Systems and Software Engineering By Prof. Jacques Duysens (ANSYS Inc.).
• 

  Jacques Duysens will be visiting the SRI Uncertainty Quantification Center during the period April 28 - 30, 2015

  1 min read · Tue, Apr 28 2015

  News

  Jacques Duysens will be visiting the SRI Uncertainty Quantification Center during the period April 28 - 30, 2015.
• 

  Marco Iglesias will be visiting the SRI Uncertainty Quantification Center during the period April 14 - 23, 2015

  1 min read · Tue, Apr 14 2015

  News

  Marco Iglesias received his Ph.D. in 2008 from the Institute for Computational Engineering and Sciences, the University of Texas at Austin. From 2008 and 2013 Iglesias held postdoctoral positions at the Department of Civil and Environmental Engineering at MIT as well as the Mathematics Institute at the University of Warwick.

March 2015

• 

  Dr. Matteo Icardi has become Warwick Zeeman Lecturer at the University of Warwick

  1 min read · Sun, Mar 15 2015

  News

  Dr. Matteo Icardi joined KAUST in January 2013 and has been since then a postdoctoral fellow in the Stochastic Numerics Research Group lead by Prof. Tempone and in SRI-UQ Center. His main research effort was related to computational fluid dynamics and uncertainty quantification in multiscale heterogeneous materials.

February 2015

• 

  Prof. Tempone joined the Advisory and Impact Board of the UK EPSRC Programme Grant EQUIP (solution of statistical inverse problems)

  1 min read · Wed, Feb 18 2015

  News

  Prof. Tempone joined the Advisory and Impact Board of the EPSRC Programme Grant EQUIP. EQUIP is a 2.6M EPSRC Programme Grant which will tackle a number of key challenges arising in the solution of statistical inverse problems, guided by applications arising in subsurface geophysics.

January 2015

• 

  Alvaro Moraes successfully defended his PhD thesis

  1 min read · Tue, Jan 27 2015

  News

  On Jan 26th, 2015, Alvaro Moraes​ successfully defended his Ph.D. thesis entitled “Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models”.
• 

  Boualem Djehiche will be visiting the Stochastic Numerics Research Group during the period Jan. 23 - 29, 2015

  1 min read · Fri, Jan 23 2015

  News

  Boualem Djehiche will be visiting the Stochastic Numerics Research Group during the period Jan. 23 - 29, 2015.
• 

  SRI UQ Annual Workshop 2015

  1 min read · Tue, Jan 6 2015

  News

  Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2015).

December 2014

• 

  Prof. Raul Tempone was plenary speaker at the Foundations of Computational Mathematics conference, FOCM 2014 - Montevideo, Uruguay

  1 min read · Tue, Dec 16 2014

  News

  Prof. Raul Tempone was a plenary speaker at the Foundations of Computational Mathematics conference, FOCM 2014 - Montevideo, Uruguay, December 11 - 20, 2014.

November 2014

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  Seminar: On Adaptive Multilevel Monte Carlo and Multi-Index Monte Carlo By Prof. Raul Tempone (KAUST)

  1 min read · Thu, Nov 6 2014

  News

  We provide a quick glance into recently developed Adaptive Multilevel Monte Carlo (MLMC) Methods for the following widely applied mathematical models: (i) Itô Stochastic Differential Equations, (ii) Stochastic Reaction Networks modeled by Pure Jump Markov Processes, and (iii) Partial Differential Equations with random inputs. In this context, the notion of adaptivity includes several aspects such as mesh refinements based on either a priori or a posteriori error estimates, the local choice of different time-stepping methods, and the selection of the total number of levels and the number of samples at different levels.

October 2014

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  Prof. R. Tempone was an invited speaker at the Chemnitz Finite Element Symposium in Germany

  1 min read · Wed, Oct 1 2014

  News

  The symposium is devoted to all aspects of finite elements and wavelet methods in partial differential equations.

September 2014

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  Prof. Raul Tempone is an invited speaker at the 27th Chemnitz FEM Symposium 2014, Germany

  1 min read · Thu, Sep 18 2014

  News

  Prof. Raul Tempone is an invited speaker at the 27th Chemnitz FEM Symposium 2014, Germany, September 18 - 25, 2014.
• 

  Prof. Raul Tempone is an invited speaker at the NASPDE workshop 2014, "Numerical Analysis of Stochastic PDEs", Switzerland

  1 min read · Tue, Sep 9 2014

  News

  Prof. Raul Tempone is an invited speaker at the NASPDE workshop 2014, "Numerical Analysis of Stochastic PDEs", Switzerland, September 9 - 10, 2014.
• 

  Prof. Raul Tempone gave a short course on Fast Simulation Techniques for Stochastic Reaction Networks at the Felix Klein Center for Mathematics in TU Kaiserslautern

  1 min read · Wed, Sep 3 2014

  News

  Prof. Raul Tempone gave a short course on Fast Simulation Techniques for Stochastic Reaction Networks at the Felix Klein Center for Mathematics in TU Kaiserslautern. Sep. 3 - 4, 2014.
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  Prof. Raul Tempone is an invited SPP Fellow of the German Research Foundation, DFG Priority Program 1324, "Mathematical methods for extracting quantifiable information from complex systems"

  1 min read · Tue, Sep 2 2014

  News

  Prof. Raul Tempone is an invited SPP Fellow of the German Research Foundation, DFG Priority Program 1324, "Mathematical methods for extracting quantifiable information from complex systems", from September 2 until September 25, 2014.

August 2014

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  AMCS Graduate Seminar: Multi-Index Monte Carlo: when sparsity meets sampling By Prof. Raul Tempone

  1 min read · Thu, Aug 28 2014

  News

  R. Tempone received his Ph.D. in Numerical Analysis at the Royal Institute of Technology in Stockholm, Sweden in 2002. He has been an Associate Professor with KAUST since 2009 and the Director of the Strategic Research Initiative Center for Uncertainty Quantification since April 2012. Before that, he was an Assistant Professor with Mathematics and Scientific Computing at Florida State University, Tallahasee, from 2005 until 2009. From 2003 until 2005 he was an ICES Postdoctoral Fellow at the University of Texas, Austin. He is currently an associate editor for the following journals: SIAM Scientific Computing, BIT Numerical and Mathematics and Computers & Mathematics with Applications.
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  SIAM NEWS: International Agenda for KAUST’s UQ Center

  1 min read · Fri, Aug 1 2014

  News

July 2014

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  Summer Short Course Announcement: Mathematical and Algorithmic Aspects of Uncertainty Quantification

  1 min read · Mon, Jul 28 2014

  News

  The PECOS Center in ICES at the University of Texas at Austin, the SRI-UQ center at KAUST, and QUEST, a SciDAC UQ Institute, are co-sponsoring a short course to be held at the University of Texas at Austin, July 28 - August 8.
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  International Agenda for KAUST's SRI-UQ

  1 min read · Thu, Jul 24 2014

  News

  uncertainty quantification stochastic differential equations numerical methods

  SIAM News published a piece on Professor Raul Tempone's Center for Uncertainty Quantification.

June 2014

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  Prof. Raul Tempone is an invited speaker at the Alan Turing Meeting, in the School of Mathematics at The University of Manchester (Friday, June 6th, 2014)

  1 min read · Fri, Jun 6 2014

  News

  Alan Turing (1912-1954) spent the last six years of his working life in Manchester. A one-day conference is being organized on the 60th anniversary of his death. This conference will be broad in scope and is intended to facilitate collaboration between numerical analysts, computer scientists, and engineers.
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  Prof. Raul Tempone taught the second part of the course "Numerical techniques for PDEs with random input data" at the department of Mathematics and Statistics of KTH

  1 min read · Sun, Jun 1 2014

  News

  From May 26th to 30th, 2014, Prof. Raul Tempone taught the second part of the course "Numerical techniques for PDEs with random input data" at the Department of Mathematics and Statistics of KTH (Royal Institute of Technology) at Stockholm-Sweden.

May 2014

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  2014 SIAM Conference on Uncertainty Quantification - Presentations

  1 min read · Wed, May 14 2014

  News

  Presentations from select sessions at the 2014 SIAM Conference on Uncertainty Quantification are now available on SIAM website.
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  Prof. Raul Tempone Addresses SIAM Conference on Uncertainty Quantification in Savannah, USA

  1 min read · Sat, May 3 2014

  News

  Prof. Raul Tempone has given a talk in the SIAM Conference on Uncertainty Quantification, March 31 - April 3, 2014. Savannah, Georgia, USA. Quasi-Optimal Polynomial Approximation for Elliptic PDEs with Random Coefficients.

April 2014

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  Dr. Kody Law and Prof. Raul Tempone are organizing a minisymposium entitled "Making MC faster: New advances in MC and MCMC" at MCQMC 2014 in Leuven, Belgium

  1 min read · Sun, Apr 6 2014

  News

  Dr. Kody Law and Prof. Raul Tempone are organizing a mini-symposium entitled "Making MC faster: New advances in MC and MCMC" at MCQMC 2014 in Leuven, Belgium.

March 2014

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  Dr. Kody Law and Prof. Raul Tempone are organizing a 3-part mini symposium entitled "Filtering, Data Assimilation, and UQ" at SIAM UQ14 in Savannah, Georgia, USA

  1 min read · Mon, Mar 31 2014

  News

  Dr. Kody Law and Prof. Raul Tempone are organizing a 3-part mini-symposium entitled "Filtering, Data Assimilation, and UQ" at SIAM UQ14 in Savannah, Georgia, USA.
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  Research Highlights: KAUST SRI UQ researchers publish their works in prestigious and high-impact factor journals

  1 min read · Sun, Mar 23 2014

  News

  The SRI Center for Uncertainty Quantification's, led by Prof. Raul Tempone, senior research scientist Dr. Hamidou Tembine, postdoctoral research fellow Dr. Ben Mansour Dia, and visiting Prof. Boaulem Djehiche co-authored a paper entitled "Mean-Field Games for Marriage", has been accepted for publication in the high-impact factor journal PLoS One.
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  Prof. Raul Tempone has given a talk in the Spatial Statistics for Environmental and Energy Challenges, Workshop 2014, KAUST. Multiscale Modeling of Wear Degradation in Cylinder Liners

  1 min read · Mon, Mar 10 2014

  News

  Every mechanical system is naturally subjected to some kind of wear process that, at some point, will cause failure in the system if no monitoring or treatment process is applied. Since failures often lead to high economical costs, it is essential both to predict and to avoid them. To achieve this, a monitoring system of the wear level should be implemented to decrease the risk of failure. In this work, we take the first step into the development of a multiscale indirect inference methodology for state-dependent Markovian pure jump processes.
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  SIAM President, Professor Irene Fonseca (Department of Mathematics, Carnegie-Mellon University), visited the Strategic Research Initiative on Uncertainty Quantification on March 9th, 2014

  1 min read · Sun, Mar 9 2014

  News

  SIAM President, Professor Irene Fonseca (Department of Mathematics, Carnegie-Mellon University), visited the Strategic Research Initiative on Uncertainty Quantification on March 9th, 2014. Irene Fonseca's research program is at the interface between pure and applied analysis and is motivated by applications in the physical sciences and engineering.
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  Spatial Statistics for Environmental and Energy Challenges - Workshop 2014

  1 min read · Sat, Mar 8 2014

  News

  Spatial Statistics for Environmental and Energy Challenges - Workshop 2014.
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  Eric Hall will be visiting the SRI Uncertainty Quantification Center during the period Mar. 1 - 10, 2014

  1 min read · Sat, Mar 1 2014

  News

  Eric Hall will be visiting the SRI Uncertainty Quantification Center during the period Mar. 1 - 10, 2014.

January 2014

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  Prof. Cédric Villani, Fields Medal Winner, visited the Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division, on 27th January, 2014

  1 min read · Mon, Jan 27 2014

  News

  Prof. Cédric Villani, Fields Medal Winner, visited the Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division, on 27th January 2014.
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  SRI UQ Annual Workshop 2014

  1 min read · Mon, Jan 6 2014

  News

  Advances in Uncertainty Quantification Methods, Algorithms, and Applications (UQAW 2014) SRI UQ Annual Meeting 6-10 January 2014. For more information please visit: Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2014)
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  Prof. Raul Tempone named Numerical Analysis “Affilierad Fakultet” with the Mathematics Department of the Royal Institute of Technology (KTH) in Stockholm, Sweden

  1 min read · Wed, Jan 1 2014

  News

  Prof. Raul Tempone named Numerical Analysis “Affilierad Fakultet” with the Mathematics Department of the Royal Institute of Technology (KTH) in Stockholm, Sweden.

November 2013

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  MS-Thesis Defense: Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of It ô Stochastic Differential Equations by Nadhir Ben Rached

  1 min read · Wed, Nov 27 2013

  News

  Nadhir Ben Rached received the Diplome d’Ingénieur degree in Economics and Scientific Management from Ecole Polytechnique de Tunisie (EPT), La Marsa, Tunisia, in 2012. Currently, he is a Master's student in Applied Mathematics and Computational Science, King Abdullah University of Science and Technology (KAUST).

October 2013

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  AMCS Graduate Seminar: A Sample from the Stochastic Numerics Group by Raul Tempone

  1 min read · Wed, Oct 30 2013

  News

  R. Tempone received his Ph.D. in Numerical Analysis at the Royal Institute of Technology in Stockholm, Sweden in 2002. He has been an Associate Professor with KAUST since 2009 and the Director of the Strategic Research Initiative Center for Uncertainty Quantification since April 2012. Before that, he was an Assistant Professor with Mathematics and Scientific Computing at Florida State University, Tallahassee, from 2005 until 2009. From 2003 until 2005 he was an ICES Postdoctoral Fellow at the University of Texas, Austin.
• 

  Prof. Tempone is plenary speaker at MCQMC2014

  1 min read · Thu, Oct 24 2013

  News

  Monte carlo methods

  Prof. Tempone is a plenary speaker at the 11th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing.
• 

  Prof. Tempone taught the first part of the course "Numerical techniques for PDEs with random input data" at the department of Mathematics and Statistics of KTH

  1 min read · Wed, Oct 23 2013

  News

  From October 14th to 18th, 2013, Prof. Tempone taught​ the first part of the course "Numerical techniques for PDEs with random input data" at the Department of Mathematics and Statistics of KTH (Royal Institute of Technology) at Stockholm-Sweden.

July 2013

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  Dr. Quan Long and Profs. Serge Prudhomme and Raul Tempone organized a USNCCM minisymposium on experimental design

  1 min read · Mon, Jul 22 2013

  News

  Dr. Quan Long and Profs. Serge Prudhomme and Raul Tempone organized a mini-symposium on Methods and Applications for Experimental Design with Uncertainties. US National Congress of Computational Mechanics, Raleigh, NC, July 22-25, 2013
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  Prof. Tempone is an invited lecturer in Uncertainty Quantification, at the Institute of Computational Mathematics, Chinese Academy of Sciences, Beijing, China

  1 min read · Wed, Jul 17 2013

  News

  Prof. Raul Tempone will present the Uncertainty Quantification Center at the Institute of Computational Mathematics, Chinese Academy of Sciences, Beijing, China. He is an invited lecturer for a short graduate course (40 students) in Uncertainty Quantification, July-August 2013.
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  Prof. Raul Tempone is the organizer for the SIAM Uncertainty Quantification Conference in Raleigh, NC, USA in March 2014

  1 min read · Mon, Jul 15 2013

  News

  Prof. Raul Tempone is the organizer for the SIAM Uncertainty Quantification Conference in Raleigh, NC, the USA in March 2014.
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  Prof. Tempone is an invited lecturer in Uncertainty Quantification, at the Department of Mathematics, Indian Institute of Science Bangalore, India

  1 min read · Mon, Jul 8 2013

  News

  Prof. Raul Tempone is an Invited lecturer at the Department of Mathematics, Indian Institute of Science Bangalore, India, for a short graduate course (50 students) in Uncertainty Quantification, July 8 to 19, 2013.

June 2013

• 

  Welcome New Senior Research Scientist: Dr. Kody Law

  1 min read · Mon, Jun 10 2013

  News

  Kody Law has joined the Stochastic Numerics Group and SRI Uncertainty Quantification Center at KAUST. Kody is an Applied Mathematician and Computational Scientist specializing in computational approaches to inverse problems, uncertainty quantification, and sequential data assimilation. He is also involved in bifurcation and stability analysis of nonlinear PDEs.

February 2013

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  Prof. Tempone elected Program Director of the SIAM Uncertainty Quantification Activity Group (Jan 2013-Dec 2014)

  1 min read · Fri, Feb 1 2013

  News

  The SIAM Activity Group on Uncertainty Quantification (SIAG/UQ) fosters activity and collaboration on all aspects of the effects of uncertainty and error on mathematical descriptions of real phenomena. It seeks to promote the development of theory and methods to describe quantitatively the origin, propagation, and interplay of different sources of error and uncertainty in analysis and predictions of the behavior of complex systems, including biological, chemical, engineering, financial, geophysical, physical and social/political systems.

April 2012

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  Prof. Tempone named Director of the new KAUST SRI Uncertainty Quantification Center

  1 min read · Sun, Apr 29 2012

  News

  The Office of Competitive Research Funds (OCRF) is delighted to formally announce the winners of the Strategic Research Initiative (SRI) competitive funding program, which was launched internationally in December 2010. Two winners were chosen from a 45-strong pool of applications from all over the world in a lengthy process involving rigorous peer review.

January 2012

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  2012 MCSE Winter School: Applied Mathematics on Uncertainty Quantification

  1 min read · Thu, Jan 5 2012

  News

  Professor Tempone is in the committee of 2012 MCSE Winter School: Applied Mathematics on Uncertainty Quantification.​​

May 2010

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

  1 min read · Thu, May 6 2010

  News

  uncertainty quantification Smolyak approximation

  This work proposes and analyzes a stochastic collocation method for solving elliptic partial differential equations with random coefficients and forcing terms. These input data are assumed to depend on a finite number of random variables.

June 2007

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  SIAM J. Numer. Anal. - A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

  1 min read · Sat, Jun 9 2007

  News

  Stochastic PDEs uncertainty quantification

  In this paper, we propose and analyze a stochastic collocation method to solve elliptic partial differential equations with random coefficients and forcing terms (input data of the model). The input data are assumed to depend on a finite number of random variables.