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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

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

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

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 computable reformulation of Ruelle's linear response formula for chaotic systems. The new formula, called Space-Split Sensitivity or S3, achieves an error convergence of the order ${\cal O}(1/\sqrt{N})$ using $N$ phase points.…

Dynamical Systems · Mathematics 2020-06-11 Nisha Chandramoorthy , Qiqi Wang

This paper presents the space-split sensitivity or the S3 algorithm to transform Ruelle's linear response formula into a well-conditioned ergodic-averaging computation. We prove a decomposition of Ruelle's formula that is differentiable on…

Dynamical Systems · Mathematics 2022-01-06 Nisha Chandramoorthy , Qiqi Wang

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

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 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

S3T (Stochastic Structural Stability Theory) employs a closure at second order to obtain the dynamics of the statistical mean turbulent state. When S3T is implemented as a coupled set of equations for the streamwise mean and perturbation…

Accurate approximations of the change of system's output and its statistics with respect to the input are highly desired in computational dynamics. Ruelle's linear response theory provides breakthrough mathematical machinery for computing…

Dynamical Systems · Mathematics 2021-09-29 Adam A. Sliwiak , Qiqi Wang

Predictive simulation of many complex flows requires moving beyond Reynolds-averaged Navier-Stokes (RANS) based models to representations resolving at least some scales of turbulence in at least some regions of the flow. To resolve…

Fluid Dynamics · Physics 2018-12-11 Sigfried Haering , Todd A. Oliver , Robert D. Moser

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

Deducing the states of spatiotemporally chaotic systems (SCSs) as they evolve in time is crucial for various applications. However, it is a dramatic challenge for generally achieving so due to the complexity of non-periodic dynamics and the…

Quantum Physics · Physics 2025-03-04 Longhan Wang , Yifan Sun , Xiangdong Zhang

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

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

This paper reviews results from the study of wall-bounded turbulent flows using statistical state dynamics (SSD) that demonstrate the benefits of adopting this perspective for understanding turbulence in wall-bounded shear flows. The SSD…

Fluid Dynamics · Physics 2017-02-10 Brian F. Farrell , Dennice F. Gayme , Petros J. Ioannou

Ruelle gave a formula for linear response of transitive Anosov diffeomorphisms. Recently, practically computable realizations of Ruelle's formula have emerged that potentially enable sensitivity analysis of certain high-dimensional chaotic…

Dynamical Systems · Mathematics 2023-07-07 Nisha Chandramoorthy , Malo Jézéquel

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

It is well known that chaotic dynamic systems (such as three-body system, turbulent flow and so on) have the sensitive dependence on initial conditions (SDIC). Unfortunately, numerical noises (such as truncation error and round-off error)…

Chaotic Dynamics · Physics 2018-05-22 Xiaoming Li , Shijun Liao
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