Geodesic
Digital simulation of evolutionary stochastic differential equations
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 30 (1990) no. 8, pp. 1170-1179

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Euler, Euler–Cauchy, and Runge–Kutta difference schemes and fast Fourier transform procedures are used to develop efficient methods for the digital simulation of evolutionary stochastic partial differential equations that ensure the desired computational accuracy at minimum cost. Bounds of the computation errors are given. 
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     author = {Yu. G. Bulychev and S. A. Pogonyshev},
     title = {Digital simulation of evolutionary stochastic differential equations},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1170--1179},
     publisher = {mathdoc},
     volume = {30},
     number = {8},
     year = {1990},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_8_a4/}
}
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Yu. G. Bulychev; S. A. Pogonyshev. Digital simulation of evolutionary stochastic differential equations. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 30 (1990) no. 8, pp. 1170-1179. http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_8_a4/