Least squares shadowing method for sensitivity analysis of differential equations

DOI10.1137/15M1039067zbMATH Open1380.34084arXiv1509.02882MaRDI QIDQ4596728FDOQ4596728

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)

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.

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

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zbMATH Keywords

ergodicitysensitivity analysisdynamical systemschaosuniform hyperbolicityleast squares shadowing

Mathematics Subject Classification ID

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

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Cited In (12)

• Sensitivity analysis on chaotic dynamical systems by non-intrusive least squares shadowing (NILSS)
• Computation of sensitivity of periodically excited dynamical systems
• Efficient computation of linear response of chaotic attractors with one-dimensional unstable manifolds
• Sensitivity analysis on chaotic dynamical systems by finite difference non-intrusive least squares shadowing (FD-NILSS)
• A Sensitivity Analysis for Least-Squares Ill-Posed Problems Using the Haar Basis
• Adjoint sensitivity analysis on chaotic dynamical systems by non-intrusive least squares adjoint shadowing (NILSAS)
• 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
• Least squares shadowing sensitivity analysis of a modified Kuramoto-Sivashinsky equation
• Simplified least squares shadowing sensitivity analysis for chaotic ODEs and PDEs
• Convergence of the least squares shadowing method for computing derivative of ergodic averages
• Approximating linear response by nonintrusive shadowing algorithms

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