Multigrid-in-time for sensitivity analysis of chaotic dynamical systems.

DOI10.1002/NLA.1946MaRDI QIDQ5355087zbMATH OpenOpenAlexFDO

Authors Patrick J. Blonigan, Qiqi Wang

Publication date 6 September 2017

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1305.6878

zbMATH Keywords

chaosleast squares shadowingmultigridsensitivity analysis

Mathematics Subject Classification ID

Perturbations of functional-differential equations (34K27) Approximation methods and numerical treatment of dynamical systems (37M99) Optimality conditions for problems involving ordinary differential equations (49K15) Finite difference and finite volume methods for ordinary differential equations (65L12) Numerical problems in dynamical systems (65P99) Complexity and performance of numerical algorithms (65Y20)

Abstract: The following paper discusses the application of a multigrid-in-time scheme to Least Squares Shadowing (LSS), a novel sensitivity analysis method for chaotic dynamical systems. While traditional sensitivity analysis methods break down for chaotic dynamical systems, LSS is able to compute accurate gradients. Multigrid is used because LSS requires solving a very large Karush-Kuhn-Tucker (KKT) system constructed from the solution of the dynamical system over the entire time interval of interest. Several different multigrid-in-time schemes are examined, and a number of factors were found to heavily influence the convergence rate of multigrid-in-time for LSS. These include the iterative method used for the smoother, how the coarse grid system is formed and how the least squares objective function at the center of LSS is weighted.

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Cited in

(11)

• Multiple shooting shadowing for sensitivity analysis of chaotic dynamical systems
• Simplified least squares shadowing sensitivity analysis for chaotic ODEs and PDEs
• A preconditioned multiple shooting shadowing algorithm for the sensitivity analysis of chaotic systems
• Efficient sensitivity analysis method for chaotic dynamical systems
• Least squares shadowing sensitivity analysis of a modified Kuramoto-Sivashinsky equation
• Probability density adjoint for sensitivity analysis of the mean of chaos
• Chaotic multigrid methods for the solution of elliptic equations
• On the Application of Optimal Control Techniques to the Shadowing Approach for Time Averaged Sensitivity Analysis of Chaotic Systems
• Multigrid Reduction in Time for Chaotic Dynamical Systems
• Adjoint of least squares shadowing: existence, uniqueness and coarse domain discretization
• OGF: an online gradient flow method for optimizing the statistical steady-state time averages of unsteady turbulent flows

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