Stochastic Partial Differential Equations: Analysis and Computations publishes the highest quality articles presenting significantly new and important developments in the SPDE theory and applications. SPDE is an active interdisciplinary area at the crossroads of stochastic anaylsis, partial differential equations and scientific computing. Statistical physics, fluid dynamics, financial modeling, nonlinear filtering, super-processes, continuum physics and, recently, uncertainty quantification are important contributors to and major users of the theory and practice of SPDEs. The journal is promoting synergetic activities between the SPDE theory, applications, and related large scale computations. The journal also welcomes high quality articles in fields strongly connected to SPDE such as stochastic differential equations in infinite-dimensional state spaces or probabilistic approaches to solving deterministic PDEs.