Recent Developments in Spectral Stochastic Methods for the Numerical Solution of Stochastic Partial Differential Equations

Numerical recipes in C: the art of scientific computing

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Numerical Analysis, Spectral Theory, Second Edition +14

Probability, Random Variables, and Stochastic Processes.

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The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

Dongbin Xiu, George Em Karniadakis · SIAM Journal on Scientific Computing · 2002 · 4.7K citations

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Stochastic Differential Equations: An Introduction with Applications.

Saul Jacka, Bernt Øksendal · Journal of the American Statistical Association · 1987 · 4.1K citations

Engineering, Stochastic Processes, Ito Formula +11

An analysis of the finite element method

Advances in Water Resources · 1980 · 3.5K citations

Numerical Analysis, Finite Element Method, Method Of Fundamental Solution +6