Least squares shadowing method for sensitivity analysis of differential equations

DOI10.1137/15M1039067MaRDI QIDQ4596728zbMATH OpenFDO

Authors Mario Chater, Angxiu Ni, Patrick J. Blonigan, Qiqi Wang

Publication date 8 December 2017

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1509.02882

zbMATH Keywords

chaosdynamical systemsergodicityleast squares shadowingsensitivity analysisuniform hyperbolicity

Mathematics Subject Classification ID

Structural stability and analogous concepts of solutions to ordinary differential equations (34D30) Ergodicity, mixing, rates of mixing (37A25) Approximate trajectories (pseudotrajectories, shadowing, etc.) in smooth dynamics (37C50) Uniformly hyperbolic systems (expanding, Anosov, Axiom A, etc.) (37D20) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

Abstract: For a parameterized hyperbolic system $fracdudt=f(u,s)$ the derivative of the ergodic average $langleJangle=li{m}_{Toinfty}frac1Tin{t}_0^{T}J(u(t),s)$ to the parameter $s$ can be computed via the Least Squares Shadowing algorithm (LSS). We assume that the sytem is ergodic which means that $langleJangle$ depends only on $s$ (not on the initial condition of the hyperbolic system). After discretizing this continuous system using a fixed timestep, the algorithm solves a constrained least squares problem and, from the solution to this problem, computes the desired derivative $fracdlangleJangleds$. The purpose of this paper is to prove that the value given by the LSS algorithm approaches the exact derivative when the discretization timestep goes to $0$ and the timespan used to formulate the least squares problem grows to infinity.

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Cited in

(15)

• Simplified least squares shadowing sensitivity analysis for chaotic ODEs and PDEs
• Periodic shadowing sensitivity analysis of chaotic systems
• Sensitivity analysis on chaotic dynamical systems by finite difference non-intrusive least squares shadowing (FD-NILSS)
• Adjoint sensitivity analysis on chaotic dynamical systems by non-intrusive least squares adjoint shadowing (NILSAS)
• Computation of sensitivity of periodically excited dynamical systems
• Least squares shadowing sensitivity analysis of a modified Kuramoto-Sivashinsky equation
• A Sensitivity Analysis for Least-Squares Ill-Posed Problems Using the Haar Basis
• Efficient computation of linear response of chaotic attractors with one-dimensional unstable manifolds
• Approximating linear response by nonintrusive shadowing algorithms
• Convergence of the least squares shadowing method for computing derivative of ergodic averages
• On the Application of Optimal Control Techniques to the Shadowing Approach for Time Averaged Sensitivity Analysis of Chaotic Systems
• Sensitivity analysis on chaotic dynamical systems by non-intrusive least squares shadowing (NILSS)
• Fast differentiation of hyperbolic chaos
• Adjoint of least squares shadowing: existence, uniqueness and coarse domain discretization
• Mitigating adjoint chaos in wall turbulence

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