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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

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

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

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

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

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…

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

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

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

This paper uses compressible flow simulation to analyze the hyperbolicity, shadowing directions, and sensitivities of a weakly turbulent three dimensional cylinder flow at Reynolds number 525 and Mach number 0.1. By computing the first 40…

Computational Physics · Physics 2019-06-26 Angxiu Ni

The sensitivity of long-time averages of a hyperbolic chaotic system to parameter perturbations can be determined using the shadowing direction, the uniformly-bounded-in-time solution of the sensitivity equations. Although its existence is…

Chaotic Dynamics · Physics 2019-05-22 Davide Lasagna , Ati Sharma , Johan Meyers

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

It is well-known that linearized perturbation methods for sensitivity analysis, such as tangent or adjoint equation-based, finite difference and automatic differentiation are not suitable for turbulent flows. The reason is that turbulent…

Chaotic Dynamics · Physics 2019-07-04 Nisha Chandramoorthy , Qiqi Wang

Computational methods for sensitivity analysis are invaluable tools for scientists and engineers investigating a wide range of physical phenomena. However, many of these methods fail when applied to chaotic systems, such as the…

Chaotic Dynamics · Physics 2015-06-16 Patrick J. Blonigan , Qiqi Wang

We propose a First-Order System Least Squares (FOSLS) method based on deep-learning for numerically solving second-order elliptic PDEs. The method we propose is capable of dealing with either variational and non-variational problems, and…

Numerical Analysis · Mathematics 2022-12-15 Francisco M. Bersetche , Juan Pablo Borthagaray

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

For a parameterized hyperbolic system $\frac{du}{dt}=f(u,s)$ the derivative of the ergodic average $\langle J \rangle = \lim_{T \to \infty}\frac{1}{T}\int_0^T J(u(t),s)$ to the parameter $s$ can be computed via the Least Squares Shadowing…

Dynamical Systems · Mathematics 2017-09-13 Mario Chater , Angxiu Ni , Patrick J. Blonigan , Qiqi Wang

The diffusion least mean square (DLMS) and the diffusion normalized least mean square (DNLMS) algorithms are analyzed for a network having a fusion center. This structure reduces the dimensionality of the resulting stochastic models while…

Systems and Control · Electrical Eng. & Systems 2021-08-06 Eweda Eweda , Neil J. Bershad , Jose C. M. Bermudez

We propose a new first-order-system least squares (FOSLS) finite-element discretization for singularly perturbed reaction-diffusion equations. Solutions to such problems feature layer phenomena, and are ubiquitous in many areas of applied…

Numerical Analysis · Mathematics 2019-09-19 James H. Adler , Scott MacLachlan , Niall Madden

In this computational paper, we perform sensitivity analysis of long-time (or ensemble) averages in the chaotic regime using the shadowing algorithm. We introduce automatic differentiation to eliminate the tangent/adjoint equation solvers…

Dynamical Systems · Mathematics 2020-11-18 Nisha Chandramoorthy , Luca Magri , Qiqi Wang
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