Raúl Tempone is an Alexander von Humboldt professor with the RWTH Aachen University in Germany since 2018. His research area lies within numerical analysis. Specifically, it relates to the numerical discretization and error estimation for stochastic differential equations, numerical methods for differential equations subject to uncertainty (forward problems, inverse problems, optimization, and optimal control), and model validation techniques. The areas of application he considers include, among others, engineering, chemistry, biology, physics as well as social sciences, and computational finance.
He received a Ph.D. in Numerical Analysis in 2002 (“A posteriori error estimation and control for stochastic differential equations”, supervised by Anders Szepessy, KTH). He later moved to ICES, UT Austin, to work as a postdoctoral fellow from 2003 until 2005 in numerical methods for PDEs with random coefficients, supervised by Ivo Babuska. In 2005, he became an assistant professor in the School of Computational Sciences and the Department of Mathematics at Florida State University, Tallahassee. In 2007, KTH and COMSOL awarded him the first Dahlquist fellowship for his contributions to the numerical approximation of deterministic and stochastic differential equations. In 2009, he joined KAUST as an Associate Professor in Applied Mathematics. He later became the Director of the KAUST Center for Uncertainty Quantification and was promoted to Full Professor’s rank in 2015. The SIAM members elected him Program Director of the SIAM Uncertainty Quantification Activity Group in 2013–2014. In 2016, Thompson Reuters named him a highly cited researcher.