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

Class schedule:   Thursday, Oct 31, 2013, from 12:00 to 01:00 pm
Location: Building 9, Level 2, Room 2322  (Lecture Hall 1)
Refreshments: Pizza and Soft Drinks available @ 11:50 am

Brief Biography

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. He is currently an associate editor for the following journals: SIAM Scientific Computing, BIT Numerical and Mathematics, and Computers & Mathematics with Applications.

He is interested in the numerical implementation and analysis of adaptive approximations for deterministic and stochastic differential equations. These include, among others, sampling methods like Monte Carlo and Multilevel Monte Carlo and sparse approximations like Stochastic Collocation and Stochastic Galerkin.  He is also interested in Multiscale and Mean Field approximation for prediction and inference, Experimental Design, and Model Validation.