A fast discrete spectral method for stochastic partial differential equations

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},
}