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Updated: Jun 26, 2025

A Photonic System for Generating Unconditional Polarization-Entangled Photons Based on Multiple Quantum Interference
Published on: September 5, 2019
Uncertainty quantification of time-average quantities of chaotic systems using sensitivity-enhanced polynomial chaos
Kyriakos D Kantarakias1, George Papadakis1
1Department of Aeronautics, Imperial College London, London SW7 2AZ, United Kingdom.
Abstract:
We consider the effect of multiple stochastic parameters on the time-average quantities of chaotic systems. We employ the recently proposed sensitivity-enhanced generalized polynomial chaos expansion, se-gPC, to quantify efficiently this effect. se-gPC is an extension of gPC expansion, enriched with the sensitivity of the time-averaged quantities with respect to the stochastic variables. To compute these sensitivities, the adjoint of the shadowing operator is derived in the frequency domain. Coupling the adjoint operator with gPC provides an efficient uncertainty quantification algorithm, which, in its simplest form, has computational cost that is independent of the number of random variables. The method is applied to the Kuramoto-Sivashinsky equation and is found to produce results that match very well with Monte Carlo simulations. The efficiency of the proposed method significantly outperforms sparse-grid approaches, such as Smolyak quadrature. These properties make the method suitable for application to other dynamical systems with many stochastic parameters.
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