Forward and adjoint sensitivity computation of chaotic dynamical systems

DOI10.1016/J.JCP.2012.09.007zbMATH Open1291.37107arXiv1202.5229OpenAlexW2082193626MaRDI QIDQ2249346FDOQ2249346

Qiqi Wang

Publication date: 1 July 2014

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

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.

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

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zbMATH Keywords

sensitivity analysischaosadjoint equationLyapunov exponentlinear responseLorenz attractorunsteady adjointstatistical averageLyapunov covariant vector

Mathematics Subject Classification ID

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) Complex behavior and chaotic systems of ordinary differential equations (34C28)

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Cited In (41)

• Multi-fidelity parametric sensitivity estimation for large eddy simulation with the Spalart–Allmaras model
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• Response operators for Markov processes in a finite state space: radius of convergence and link to the response theory for axiom A systems
• Computation of sensitivity of periodically excited dynamical systems
• Sensitivity analysis of chaotic systems using a frequency-domain shadowing approach
• Predicting climate change using response theory: global averages and spatial patterns
• Adjoint sensitivity analysis of chaotic systems using cumulant truncation
• Periodic shadowing sensitivity analysis of chaotic systems
• On the Application of Optimal Control Techniques to the Shadowing Approach for Time Averaged Sensitivity Analysis of Chaotic Systems
• Stability, sensitivity and optimisation of chaotic acoustic oscillations
• Efficient sensitivity analysis method for chaotic dynamical systems
• Adjoint-based error estimation for grid adaptation for large eddy simulation
• On some aspects of the response to stochastic and deterministic forcings
• Towards systematic grid selection in LES: identifying the optimal spatial resolution by minimizing the solution sensitivity
• Response formulae forn-point correlations in statistical mechanical systems and application to a problem of coarse graining
• Regular sensitivity computation avoiding chaotic effects in particle-in-cell plasma methods
• A practical discrete-adjoint method for high-fidelity compressible turbulence simulations
• Adjoint-based sensitivity and ignition threshold mapping in a turbulent mixing layer
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• Sensitivity of attractor to external influences: Approach by unstable periodic orbits
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• Multi-element flow-driven spectral chaos (ME-FSC) method for uncertainty quantification of dynamical systems
• Least squares shadowing sensitivity analysis of a modified Kuramoto-Sivashinsky equation
• Edge states in the climate system: exploring global instabilities and critical transitions
• Structural sensitivities of soft and steep nonlinear global modes in spatially developing media
• Least squares shadowing sensitivity analysis of chaotic limit cycle oscillations
• Probability density adjoint for sensitivity analysis of the mean of chaos
• Nonlinear optimal control of transition due to a pair of vortical perturbations using a receding horizon approach
• A Self-Adaptive Algorithm of the Clean Numerical Simulation (CNS) for Chaos
• Output-based error estimation and mesh adaptation for unsteady turbulent flow simulations
• Kriging-enhanced ensemble variational data assimilation for scalar-source identification in turbulent environments
• Response and sensitivity using Markov chains
• Multivariate function approximations using the D-MORPH algorithm
• Sensitivity and chaos control for the forced nonlinear oscillations
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• Universal upper estimate for prediction errors under moderate model uncertainty
• An optimization method for chaotic turbulent flow
• Nonlinear and linearised primal and dual initial boundary value problems: when are they bounded? How are they connected?
• Fluctuations, response, and resonances in a simple atmospheric model
• Sensitivity Analysis of Chaotic Systems Using Unstable Periodic Orbits

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