The following books will be relevant:
- O. P. Le Maître and O. M. Knio. Spectral Methods for Uncertainty Quantification: With Applications to Computational Fluid Dynamics. Scientific Computation. Springer, New York, 2010.
- R. C. Smith. Uncertainty Quantification: Theory, Implementation, and Applications, volume 12 of Computational Science & Engineering. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 2014.
- T. J. Sullivan. Introduction to Uncertainty Quantification. Springer, New York, in press.
- D. Xiu. Numerical Methods for Stochastic Computations: A Spectral Method Approach. Princeton University Press, Princeton, NJ, 2010.