Space-split algorithm for sensitivity analysis of discrete chaotic systems with multidimensional unstable manifolds

DOI10.1137/21M1452135zbMATH Open1501.65155arXiv2109.13313OpenAlexW4304989576MaRDI QIDQ5043372FDOQ5043372

Authors: Adam A. Śliwiak, Qiqi Wang 

Publication date: 21 October 2022

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: Accurate approximations of the change of system's output and its statistics with respect to the input are highly desired in computational dynamics. Ruelle's linear response theory provides breakthrough mathematical machinery for computing the sensitivity of chaotic dynamical systems, which enables a better understanding of chaotic phenomena. In this paper, we propose an algorithm for sensitivity analysis of discrete chaos with an arbitrary number of positive Lyapunov exponents. We combine the concept of perturbation space-splitting regularizing Ruelle's original expression together with measure-based parameterization of the expanding subspace. We use these tools to rigorously derive trajectory-following recursive relations that exponentially converge, and construct a memory-efficient Monte Carlo scheme for derivatives of the output statistics. Thanks to the regularization and lack of simplifying assumptions on the behavior of the system, our method is immune to the common problems of other popular systems such as the exploding tangent solutions and unphysicality of shadowing directions. We provide a ready-to-use algorithm, analyze its complexity, and demonstrate several numerical examples of sensitivity computation of physically-inspired low-dimensional systems.

Full work available at URL: https://arxiv.org/abs/2109.13313

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zbMATH Keywords

sensitivity analysischaotic dynamical systemsMonte Carlo methodlinear response theoryRuelle's formulaspace-split sensitivity

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical chaos (65P20) Simulation of dynamical systems (37M05) Integration with respect to measures and other set functions (28A25) Dynamical systems in numerical analysis (37N30)

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Cited In (4)

• Multi-fidelity parametric sensitivity estimation for large eddy simulation with the Spalart–Allmaras model
• Efficient computation of linear response of chaotic attractors with one-dimensional unstable manifolds
• Fast Adjoint Algorithm for Linear Responses of Hyperbolic Chaos
• Rigorous justification for the space-split sensitivity algorithm to compute linear response in Anosov systems

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