People

Raul Tempone

Director, KAUST Strategic Research Initiative, Uncertainty Quantification Center

Professor of Applied Mathematics and Computational Science​​​​​​​​​

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


  • G. Migliorati, F. Nobile, E. von Schwerin, and R. Tempone. Analysis of the Discrete L2 Projection on Polynomial Spaces with RandomEvaluationsFoundations of Computational Mathematics, June 2014, Volume 14, Issue 3, pp 419-456

  • Björk, T.; Szepessy, A.; Tempone, R.; Zouraris, G. E. Monte Carlo Euler approximations of HJM term structure financial models. BIT 53 (2013), no. 2, 341–383.
  • J. Beck, F. Nobile, L. Tamellini, R. Tempone.  A quasi-optimal sparse grids procedure for groundwater flows. Spectral and High Order Methods for Partial Differential Equations - ICOSAHOM 2012. Selected papers from the ICOSAHOM conference June 25-29, 2012, Gammarth, Tunisia. Lecture Notes in Computational Science and Engineering Volume 95, pp. 1-16, 2014.​

Education Profile

  • Postdoctoral Fellow, Institute for Computational and Engineering Sciences (ICES), University of Texas at Austin, 2003–2005
  • Ph.D., Numerical Analysis, Royal Institute of Technology, 2002
  • Magister in Engineering Mathematics, Universidad de la Republica, Montevideo, Uruguay, 1999
  • Industrial and Mechanical Engineering, Universidad de la Republica, Montevideo, Uruguay, 1995

Professional Profile

Professor, CEMSE Division, 2015  to present
Associate Professor, CEMSE Division, 2009  to 2015​

Scientific and Professional Memberships

SIAM, AMS, SIAM SIAG UQ Technical Director

Awards

  • First Dalhquist Research Fellowship, Royal Institute of Technology, Stockholm, Sweden, 2007–2008
  • Oden Faculty Research Fellow, Institute for Computational and Engineering Sciences (ICES), University of Texas at Austin, July 26–Sept. 8, 2007, and July 7–Aug. 13, 2006
  • Institute for Computational and Engineering Sciences (ICES) Postdoctoral Fellowship, University of Texas, 2003–2005
  • Swedish Institute Research Fellow, 2006–2007
  • Student Scholarship, Institute for Pure and Applied Mathematics (IMPA), Rio de Janeiro, Brazil, funded by the National Counsel of Technological and Scientific Development (CNPq) of Brazil, summer 1992

Affiliations