New methods for sensitivity analysis of chaotic dynamical systems
Name
862226253-MIT.pdf
Description
Full printable version
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3.75 MB
Format
Adobe PDF
Checksum (MD5)
9fc3c956aa35ed4cff07e6f63e6b1a2f
Author(s)
Blonigan, Patrick Joseph
Advisor(s)
Qiqi Wang.
Date Issued
2013
Publisher
Massachusetts Institute of Technology
Abstract
Computational methods for sensitivity analysis are invaluable tools for fluid dynamics research and engineering design. These methods are used in many applications, including aerodynamic shape optimization and adaptive grid refinement. However, traditional sensitivity analysis methods break down when applied to long-time averaged quantities in chaotic dynamical systems, such as those obtained from high-fidelity turbulence simulations. Also, a number of dynamical properties of chaotic systems, most notably the "Butterfly Effect", make the formulation of new sensitivity analysis methods difficult. This paper will discuss two chaotic sensitivity analysis methods and demonstrate them on several chaotic dynamical systems including the Lorenz equations and a chaotic Partial Differential Equation, the Kuramoto-Sivshinsky equation. The first method, the probability density adjoint method, forms a probability density function on the strange attractor associated with the system and uses its adjoint to find gradients. This was achieved using a novel numerical method in which the attractor manifold, instead of a region of phase space, is discretized. The second method, the Least Squares Sensitivity method, finds some "shadow trajectory" in phase space for which perturbations do not grow exponentially. This method is formulated as a quadratic programing problem with linear constraints. Several multigrid-in-time methods to solve the KKT system arising from this optimization problem will be discussed in depth. While the probability density adjoint method is better suited for smaller systems and reduced order models, least squares sensitivity analysis, solved with a multigrid-in-time method could be applied to higher dimensional systems such as high fidelity fluid flow simulations.
Description
Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Aeronautics and Astronautics, 2013.
This electronic version was submitted and approved by the author's academic department as part of an electronic thesis pilot project. The certified thesis is available in the Institute Archives and Special Collections.
Cataloged from department-submitted PDF version of thesis
Includes bibliographical references (p. 103-104).
Subjects
Aeronautics and Astronautics.
MIT Department
Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
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