Forward and adjoint sensitivity computation of chaotic dynamical systems
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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.
DepartmentMassachusetts Institute of Technology. Department of Aeronautics and Astronautics
Journal of Computational Physics
Wang, Qiqi. “Forward and Adjoint Sensitivity Computation of Chaotic Dynamical Systems.” Journal of Computational Physics 235 (February 2013): 1–13.
Author's final manuscript