Forward and adjoint sensitivity computation of chaotic dynamical systems
Journal Article
·
· Journal of Computational Physics
- Department of Aeronautics and Astronautics, MIT, 77 Mass Ave., Cambridge, MA 02139 (United States)
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.
- OSTI ID:
- 22233554
- Journal Information:
- Journal of Computational Physics, Vol. 235; Other Information: Copyright (c) 2012 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.; Country of input: International Atomic Energy Agency (IAEA); ISSN 0021-9991
- Country of Publication:
- United States
- Language:
- English
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