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We present a frequency-domain method for computing the sensitivities of time-averaged quantities of chaotic systems with respect to input parameters. Such sensitivities cannot be computed by conventional adjoint analysis tools, because the…

Chaotic Dynamics · Physics 2022-11-30 Kyriakos D. Kantarakias , George Papadakis

The adjoint method, among other sensitivity analysis methods, can fail in chaotic dynamical systems. The result from these methods can be too large, often by orders of magnitude, when the result is the derivative of a long time averaged…

Computational Physics · Physics 2015-03-20 Qiqi Wang , Rui Hu , Patrick Blonigan

This paper develops the non-intrusive formulation of the Least-squares shadowing (LSS) method, for computing the sensitivity of long-time averaged objectives in chaotic dynamical systems. This non-intrusive formulation constrains the…

Computational Physics · Physics 2019-06-26 Angxiu Ni , Qiqi Wang

Computational methods for sensitivity analysis are invaluable tools for aerodynamics research and engineering design. However, traditional sensitivity analysis methods break down when applied to long-time averaged quantities in turbulent…

Computational Physics · Physics 2014-01-17 Patrick Blonigan , Steven Gomez , Qiqi Wang

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

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 methods are important tools for research and design with simulations. Many important simulations exhibit chaotic dynamics, including scale-resolving turbulent fluid flow simulations. Unfortunately, conventional…

Chaotic Dynamics · Physics 2018-01-17 Patrick J. Blonigan , 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

Chaotic dynamical systems are characterized by the sensitive dependence of trajectories on initial conditions. Conventional sensitivity analysis of time-averaged functionals yields unbounded sensitivities when the simulation is chaotic. The…

Numerical Analysis · Mathematics 2025-02-17 Pranshul Thakur , Siva Nadarajah

Sensitivity analysis, especially adjoint based sensitivity analysis, is a powerful tool for engineering design which allows for the efficient computation of sensitivities with respect to many parameters. However, these methods break down…

Dynamical Systems · Mathematics 2015-06-16 Patrick Blonigan , Qiqi Wang

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

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

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

The following paper discusses the application of a multigrid-in-time scheme to Least Squares Shadowing (LSS), a novel sensitivity analysis method for chaotic dynamical systems. While traditional sensitivity analysis methods break down for…

Numerical Analysis · Mathematics 2013-12-10 Patrick Blonigan , Qiqi Wang

This paper develops a variant of the Least Squares Shadowing (LSS) method, which has successfully computed the derivative for several chaotic ODEs and PDEs. The development in this paper aims to simplify Least Squares Shadowing method by…

Dynamical Systems · Mathematics 2017-05-02 Mario Chater , Angxiu Ni , Qiqi Wang

In chaotic systems, such as turbulent flows, the solutions to tangent and adjoint equations exhibit an unbounded growth in their norms. This behavior renders the instantaneous tangent and adjoint solutions unusable for sensitivity analysis.…

Computational Physics · Physics 2020-12-01 Nisha Chandramoorthy , Pablo Fernandez , Chaitanya Talnikar , Qiqi Wang

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…

Computational Physics · Physics 2019-06-26 Angxiu Ni , Qiqi Wang , Pablo Fernandez , Chaitanya Talnikar

Direct numerical simulations (DNS) are one of the main ab initio tools to study turbulent flows. However, due to their considerable computational cost, DNS are primarily restricted to canonical flows at moderate Reynolds numbers, in which…

Fluid Dynamics · Physics 2024-09-17 Arnab Moitro , Sai Sandeep Dammati , Alexei Y. Poludnenko

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

A novel adjoint-based framework oriented to optimal flow control in compressible direct numerical simulations is presented. Also, a new formulation of the adjoint characteristic boundary conditions is introduced, which enhances the…

Computational Physics · Physics 2016-05-24 J. Javier Otero , Ati S. sharma , Richard D. Sandberg
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