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math.NA2022★ 17 cited
Sensitivity-enhanced generalized polynomial chaos for efficient uncertainty quantification
Kyriakos D. Kantarakias, George Papadakis
We present an enriched formulation of the Least Squares (LSQ) regression method for Uncertainty Quantification (UQ) using generalised polynomial chaos (gPC). More specifically, we…
math.NA2018★ 16 cited
A Preconditioned Multiple Shooting Shadowing Algorithm for the Sensitivity Analysis of Chaotic Systems
Karim Shawki, George Papadakis
We propose a preconditioner that can accelerate the rate of convergence of the Multiple Shooting Shadowing (MSS) method. This recently proposed method can be used to compute deriva…