Forward and adjoint sensitivity computation of chaotic dynamical systems

DOI10.1016/J.JCP.2012.09.007MaRDI QIDQ2249346zbMATH OpenOpenAlexFDO

Authors Qiqi Wang

Publication date 1 July 2014

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1202.5229

zbMATH Keywords

adjoint equationchaoslinear responseLorenz attractorLyapunov covariant vectorLyapunov exponentsensitivity analysisstatistical averageunsteady adjoint

Mathematics Subject Classification ID

Complex behavior and chaotic systems of ordinary differential equations (34C28) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

Abstract: This paper describes a forward algorithm and an adjoint algorithm for computing sensitivity derivatives in chaotic dynamical systems, such as the Lorenz attractor. The algorithms compute the derivative of long time averaged "statistical" quantities to infinitesimal perturbations of the system parameters. The algorithms are demonstrated on the Lorenz attractor. We show that sensitivity derivatives of statistical quantities can be accurately estimated using a single, short trajectory (over a time interval of 20) on the Lorenz attractor.

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