@Article{SCI:Xiu2009b, author = "D. Xiu", title = "Fast Numerical Methods for Stochastic Computations: a Review", journal = "Communications in Computational Physics", volume = "5", number = "2-4", pages = "242--272", year = "2009", doi = "10.1.1.148.5499", keywords = "Stochastic differential equations, generalized polynomial chaos, uncertainty quantification, spectral methods", url = "http://www.sci.utah.edu/publications/xiu09/Xiu_CiCP2009.pdf", }