A Posteriori Error Analysis of Stochastic Differential Equations Using Polynomial Chaos Expansions

T. Butler, C. Dawson, T. Wildey. A Posteriori Error Analysis of Stochastic Differential Equations Using Polynomial Chaos Expansions. SIAM J. Scientific Computing, 33(3):1267-1291, 2011. [doi]

Authors

T. Butler

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C. Dawson

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T. Wildey

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