Sensitivity analysis on chaotic dynamical systems by Finite Difference Non-Intrusive Least Squares Shadowing (FD-NILSS)
Computational Physics
2019-06-26 v6 Numerical Analysis
Numerical Analysis
Chaotic Dynamics
Fluid Dynamics
Abstract
We present the Finite Difference Non-Intrusive Least Squares Shadowing (FD-NILSS) algorithm for computing sensitivities of long-time averaged quantities in chaotic dynamical systems. FD-NILSS does not require tangent solvers, and can be implemented with little modification to existing numerical simulation software. We also give a formula for solving the least-squares problem in FD-NILSS, which can be applied in NILSS as well. Finally, we apply FD-NILSS for sensitivity analysis of a chaotic flow over a 3-D cylinder at Reynolds number 525, where FD-NILSS computes accurate sensitivities and the computational cost is in the same order as the numerical simulation.
Keywords
Cite
@article{arxiv.1711.06633,
title = {Sensitivity analysis on chaotic dynamical systems by Finite Difference Non-Intrusive Least Squares Shadowing (FD-NILSS)},
author = {Angxiu Ni and Qiqi Wang and Pablo Fernandez and Chaitanya Talnikar},
journal= {arXiv preprint arXiv:1711.06633},
year = {2019}
}
Comments
20 pages, 8 figures