Forward and adjoint sensitivity computation of chaotic dynamical systems

JOURNAL OF COMPUTATIONAL PHYSICS

卷:235

Article

Wang, Qiqi

关键词: Sensitivity analysis;    Linear response;    Adjoint equation;    Unsteady adjoint;    Chaos;    Statistical average;    Lyapunov exponent;    Lyapunov covariant vector;    Lorenz attractor;   

DOI  :  10.1016/j.jcp.2012.09.007

来源: Elsevier

【 摘 要 】

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. (c) 2012 Elsevier Inc. All rights reserved.

【 授权许可】

Free