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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"…

Computational Physics · Physics 2013-10-25 Qiqi Wang

In one calculation, adjoint sensitivity analysis provides the gradient of a quantity of interest with respect to all system's parameters. Conventionally, adjoint solvers need to be implemented by differentiating computational models, which…

Machine Learning · Computer Science 2024-04-19 Defne E. Ozan , Luca Magri

A well-behaved adjoint sensitivity technique for chaotic dynamical systems is presented. The method arises from the specialisation of established variational techniques to the unstable periodic orbits of the system. On such trajectories,…

Chaotic Dynamics · Physics 2018-03-12 Davide Lasagna

Uncertainty quantification and sensitivity analyses are a vital component for predictive modeling in the sciences and engineering. The adjoint approach to sensitivity analysis requires solving a primary system of equations and a…

Computational Physics · Physics 2016-12-08 Kelli D. Humbird , Ryan G. McClarren

Adjoint-based sensitivity analysis methods are powerful tools for engineers who use flow simulations for design. However, the conventional adjoint method breaks down for scale-resolving simulations like large-eddy simulation (LES) or direct…

The efficient method for computing the sensitivities is the adjoint method. The cost of solving an adjoint equation is comparable to the cost of solving the governing equation. Once the adjoint solution is obtained, the sensitivities to any…

Computational Physics · Physics 2018-05-22 Guojun Hu , Tomasz Kozlowski

Adjoint-based sensitivity analysis is of interest in computational science due to its ability to compute sensitivities at a lower cost with respect to several design parameters. However, conventional sensitivity analysis methods fail in the…

Numerical Analysis · Mathematics 2025-07-15 Pranshul Thakur , Siva Nadarajah

Chaotic dynamical systems such as turbulent flows are characterized by an exponential divergence of infinitesimal perturbations to initial conditions. Therefore, conventional adjoint/tangent sensitivity analysis methods that are successful…

Computational Engineering, Finance, and Science · Computer Science 2019-03-01 Nisha Chandramoorthy , Zhong-Nan Wang , Qiqi Wang , Paul Tucker

Verification, validation and uncertainty quantification (VVUQ) have become a common practice in thermal-hydraulics analysis. An important step in the uncertainty analysis is the sensitivity analysis of various uncertain input parameters.…

Computational Physics · Physics 2018-05-04 Guojun Hu , Tomasz Kozlowski

Adjoint methods enable the accurate calculation of the sensitivities of a quantity of interest. The sensitivity is obtained by solving the adjoint system, which can be derived by continuous or discrete adjoint strategies. In acoustic wave…

Computational Physics · Physics 2019-03-28 Luca Magri

Sensitivity analysis plays an important role in searching for constitutive parameters (e.g. permeability) subsurface flow simulations. The mathematics behind is to solve a dynamic constrained optimization problem. Traditional methods like…

Computational Physics · Physics 2019-06-05 Shu Wang , Satish Karra , Daniel O'Malley

Sensitivity analysis in chaotic dynamical systems is a challenging task from a computational point of view. In this work, we present a numerical investigation of a novel approach, known as the space-split sensitivity or S3 algorithm. The S3…

Chaotic Dynamics · Physics 2021-01-22 Adam A. Sliwiak , Nisha Chandramoorthy , Qiqi Wang

We develop the NILSAS algorithm, which performs adjoint sensitivity analysis of chaotic systems via computing the adjoint shadowing direction. NILSAS constrains its minimization to the adjoint unstable subspace, and can be implemented with…

Computational Physics · Physics 2019-07-24 Angxiu Ni , Chaitanya Talnikar

Sensitivity analysis of multibody systems computes the derivatives of general cost functions that depend on the system solution with respect to parameters or initial conditions. This work develops adjoint sensitivity analysis for hybrid…

Optimization and Control · Mathematics 2018-02-21 Sebastien Corner , Corina Sandu , Adrian Sandu

In the present work we investigate phase correlations by recourse to the Shannon entropy. Using theoretical arguments we show that the entropy provides an accurate measure of phase correlations in any dynamical system, in particular when…

Chaotic Dynamics · Physics 2019-10-24 P. M. Cincotta , C. M. Giordano

Simulations of pulverised coal combustion rely on various models, required in order to correctly approximate the flow, chemical reactions, and behavior of solid particles. These models, in turn, rely on multiple model parameters, which are…

Chemical Physics · Physics 2021-02-24 Ahmed Hassan , Taraneh Sayadi , Vincent LeChenadec , Heinz Pitsch , Antonio Attili

Physics has been transforming our view of nature for centuries. While combining physical knowledge with computational approaches has enabled detailed modeling of physical systems' evolution, understanding the emergence of patterns and…

Computational Physics · Physics 2025-06-09 Guang-Xing Li

This paper proposes the utilization of a periodic Parareal with a periodic coarse problem to efficiently perform adjoint sensitivity analysis for the steady state of time-periodic nonlinear circuits. In order to implement this method, a…

Numerical Analysis · Mathematics 2024-05-30 Julian Sarpe , Andreas Klaedtke , Herbert De Gersem

We describe a simple and systematic method for obtaining approximate sensitivity information from a chaotic dynamical system using a hierarchy of cumulant equations. The resulting forward and adjoint systems yield information about…

Chaotic Dynamics · Physics 2018-06-26 John Craske

The design space of dynamic multibody systems (MBSs), particularly those with flexible components, is considerably large. Consequently, having a means to efficiently explore this space and find the optimum solution within a feasible…

Optimization and Control · Mathematics 2025-01-08 Mehran Ebrahimi , Adrian Butscher , Hyunmin Cheong , Francesco Iorio
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