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]

@article{ButlerDW11,
  title = {A Posteriori Error Analysis of Stochastic Differential Equations Using Polynomial Chaos Expansions},
  author = {T. Butler and C. Dawson and T. Wildey},
  year = {2011},
  doi = {10.1137/100795760},
  url = {http://dx.doi.org/10.1137/100795760},
  tags = {analysis, C++},
  researchr = {https://researchr.org/publication/ButlerDW11},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Scientific Computing},
  volume = {33},
  number = {3},
  pages = {1267-1291},
}