Related papers: Approximating linear response by nonintrusive shad…
We derive and prove the `fast response' formula for the linear response, the parameter derivatives of long-time-averaged statistics, of hyperbolic deterministic chaotic systems. The expression is pointwisely defined so we can compute the…
This paper proves that shadowing solutions can be almost surely nonphysical. This finding invalidates the argument that small perturbations in a chaotic system can only have a small impact on its statistical behavior. This theoretical…
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…
We devise the fast adjoint response algorithm for the gradient of physical measures (long-time-average statistics) of discrete-time hyperbolic chaos with respect to many system parameters. Its cost is independent of the number of…
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…
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…
We develop the no-propagate algorithm for sampling the linear response of random dynamical systems, which are non-uniform hyperbolic deterministic systems perturbed by noise with smooth density. We first derive a Monte-Carlo type formula…
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…
We determine the non-linear hydrodynamic response to geometrical fluctuations in heavy ion collisions using ideal and viscous hydrodynamics. This response is characterized with a set of non-linear response coefficients that determine, for…
Differentiable rendering has received increasing interest for image-based inverse problems. It can benefit traditional optimization-based solutions to inverse problems, but also allows for self-supervision of learning-based approaches for…
We give an efficient algorithm for finding sparse approximate solutions to linear systems of equations with nonnegative coefficients. Unlike most known results for sparse recovery, we do not require {\em any} assumption on the matrix other…
This article considers algorithmic and statistical aspects of linear regression when the correspondence between the covariates and the responses is unknown. First, a fully polynomial-time approximation scheme is given for the natural least…
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…
To generalize the backpropagation method to both discrete-time and continuous-time hyperbolic chaos, we introduce the adjoint shadowing operator $\mathcal{S}$ acting on covector fields. We show that $\mathcal{S}$ can be equivalently defined…
A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model…
We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…
This paper suggests a nonparametric scheme to find the sparse solution of the underdetermined system of linear equations in the presence of unknown impulsive or non-Gaussian noise. This approach is robust against any variations of the noise…
The linear response is investigated in a long-range Hamiltonian system from the view point of dynamics, which is described by the Vlasov equation in the limit of large population. Due to existence of the Casimir invariants of the Vlasov…
Parametric derivatives of statistics are highly desired quantities in prediction, design optimization and uncertainty quantification. In the presence of chaos, the rigorous computation of these quantities is certainly possible, but…
Linear projection schemes like Proper Orthogonal Decomposition can efficiently reduce the dimensions of dynamical systems but are naturally limited, e.g., for convection-dominated problems. Nonlinear approaches have shown to outperform…