Butler T, Dawson C, Wildey T (2011) A Posteriori Error Analysis of Stochastic Differential Equations Using Polynomial Chaos Expansions. SIAM Journal on Scientific Computing 33: 1267–1291. Available: http://dx.doi.org/10.1137/100795760.
Submitted to the journal's Methods and Algorithms for Scientific Computing section May 18, 2010; accepted for publication (in revised form) March 2, 2011; published electronically June 7, 2011. This work was made possible with funding from the King Abdullah University of Science and Technology (KAUST).Sandia National Labs, Albuquerque, NM 87185 (firstname.lastname@example.org). Sandia is a multiprogram laboratory operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the United States Department of Energy's National Nuclear Security Administration under contract DE-AC04-94-AL85000. This author's work was partially supported by NSF grant DMS 0618679.