Forward and adjoint sensitivity computation of chaotic dynamical systems
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Wang_Forward and adjoint.pdf
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675.89 KB
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Author(s)
Wang, Qiqi
Date Issued
October 2012
Journal
Journal of Computational Physics
Publisher
Elsevier
Citation
Wang, Qiqi. “Forward and Adjoint Sensitivity Computation of Chaotic Dynamical Systems.” Journal of Computational Physics 235 (February 2013): 1–13.
Version
Author's final manuscript
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.
MIT Department
Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
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Creative Commons Attribution-Noncommercial-NoDerivatives
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DOI of Published Version
https://doi.org/10.1016/j.jcp.2012.09.007
