Yanzhao Cao, Ying Jiang, Yuesheng Xu. A fast discrete spectral method for stochastic partial differential equations. Adv. Comput. Math., 43(5):973-998, 2017. [doi]
@article{CaoJX17, title = {A fast discrete spectral method for stochastic partial differential equations}, author = {Yanzhao Cao and Ying Jiang and Yuesheng Xu}, year = {2017}, doi = {10.1007/s10444-017-9513-4}, url = {https://doi.org/10.1007/s10444-017-9513-4}, researchr = {https://researchr.org/publication/CaoJX17}, cites = {0}, citedby = {0}, journal = {Adv. Comput. Math.}, volume = {43}, number = {5}, pages = {973-998}, }