  In this paper, we introduce a numerical solution of a stochastic partial
differential equation (SPDE) of elliptic type using polynomial chaos along side
with polynomial approximation at Sinc points. These Sinc points are defined by
a conformal map and when mixed with the polynomial interpolation, it yields an
accurate approximation. The first step to solve SPDE is to use stochastic
Galerkin method in conjunction with polynomial chaos, which implies a system of
deterministic partial differential equations to be solved. The main difficulty
is the higher dimensionality of the resulting system of partial differential
equations. The idea here is to solve this system using a small number of
collocation points. Two examples are presented, mainly using Legendre
polynomials for stochastic variables. These examples illustrate that we require
to sample at few points to get a representation of a model that is sufficiently
accurate.
