### Eigenvalue Analysis of Uncertain ODE Systems

**
Benjamin Sonday, Princeton University
**

The Polynomial chaos expansion provides a means of representing any L2 random variable as a sum of polynomials that are orthogonal with respect to a chosen measure. Examples include the Hermite polynomials with Gaussian measure on the real line and the Legendre polynomials with uniform measure on an interval. Polynomial chaos can be used to reformulate an uncertain ODE system, using Galerkin projection, as a new, higher-dimensional, deterministic ODE system which describes the evolution of each mode of the polynomial chaos expansion. It is of interest to explore the eigenstructure of the original and reformulated ODE systems by studying the eigenvalues and eigenvectors of their Jacobians. In this talk, we study the distribution of the eigenvalues of the two Jacobians. We outline in general the location of the eigenvalues of the new system with respect to those of the original system, and examine the effect of expansion order on this distribution.

**Abstract Author(s): **Benjamin Sonday and Robert Berry and Bert Debusschere and Habib Najm