- C. Bayer, H. Hoel, P. Plechac, A. Szepessy, R. Tempone. ”How accurate is molecular dynamics?”, arXiv:1104.0953, 2011
Keywords: How accurate is molecular dynamics?
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- M. Motamed and C. B. Macdonald and S. J. Ruuth. On the Linear Stability of the Fifth-Order WENO Discretization. Journal of Scientific Computing, vol. 47, no. 2, pp. 127-149, 2011.
Keywords: Linear stability analysis, Method of lines, WENO, Multistep methods, Runge–Kutta methods, Hyperbolic conservation laws
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- J. Back, F. Nobile, L. Tamellini, and R. Tempone. Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: a numerical comparison. In J.S. Hesthaven and E.M. Ronquist, editors, Spectral and High Order Methods for Partial Differential Equations, volume 76 of Lecture Notes in Computational Science and Engineering, pages 43-62. Springer, 2011. Selected papers from the ICOSAHOM '09 conference, June 22-26, Trondheim, Norway.
Keywords: Elliptic equations Multivariate polynomial approximation PDEs with random data Smolyak approximation Stochastic collocation methods Stochastic Galerkin methods Uncertainty quantification
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- H. Tembine, R. Tempone, and P. Vilanova. Mean field interaction in biochemical reaction networks. In Communication, Control, and Computing (Allerton), 2011 49th Annual Allerton Conference on, pages 991 -997, sept. 2011.
Keywords: Mean-field interaction, reaction networks
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- Tembine, P. Vilanova, M. Assaad, and M. Debbah. Mean field stochastic games for SINR-based medium access control. In Proceedings of the 5th International ICST Conference on Performance Evaluation Methodologies and Tools, VALUETOOLS '11, pages 572-581. Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering, 2011.
Keywords: Mean field stochastic games, SINR
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- Back, F. Nobile, L. Tamellini and R. Tempone. Implementation of optimal Galerkin and Collocation approximations of PDEs with Random Coefficients, in ESAIM Proceedings, vol. 33, p. 10-21, 2011.
Keywords: Uncertainty Quantification / PDEs with random data / elliptic equations / multivariate polynomial approximation / Best M-Terms approximation / Stochastic Galerkin methods / Smolyak approximation / Sparse grids, Stochastic Collocation methods
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- Kiessling, Jonas; Tempone, Raúl "Diffusion approximation of Lévy processes with a view towards finance." Monte Carlo Methods Appl. 17 (2011), no. 1, 11–45.
Keywords: Lévy process; infinite activity; diffusion approximation; Monte Carlo; weak approximation; error expansion; a posteriori error estimates; adaptivity; error control; mathematical finance
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- Karlsson, Jesper; Tempone, Raúl " Towards automatic global error control: computable weak error expansion for the tau-leap method." Monte Carlo Methods Appl. 17 (2011), no. 3, 233–278.
Keywords: Tau-leap; weak approximation; reaction networks; Markov chain; error estimation; a posteriori error estimates; backward dual functions