中文

计算遍历平均导数的最小二乘阴影法的收敛性

动力系统 2014-07-31 v7

摘要

对于参数化双曲系统 ui+1=f(ui,s)u_{i+1} = f(u_i,s),遍历平均 J=limn1ni=1nJ(ui,s)\langle J \rangle = \lim_{n\to\infty} \frac{1}{n} \sum_{i=1}^n J(u_i,s) 对参数 ss 的导数可以通过最小二乘灵敏度方法计算。该方法求解一个约束最小二乘问题,并从解中计算所需导数 dJ/dsd\langle J \rangle/ds 的近似值。本文证明了当最小二乘问题的规模趋于无穷时,计算出的近似值收敛到真实导数。

关键词

引用

@article{arxiv.1304.3635,
  title  = {Convergence of the least squares shadowing method for computing derivative of ergodic averages},
  author = {Qiqi Wang},
  journal= {arXiv preprint arXiv:1304.3635},
  year   = {2014}
}

备注

Accepted for Publicationin SIAM Journal of Numerical Analysis. The author thanks financial support from AFOSR support under STTR contract FA9550-12-C-0065 through Dr. Fariba Farhoo, and NASA funding through technical monitor Dr. Harold Atkins. The author gratefully acknowledges David Moro and Dr. Si Li for helpful discussion on the proofs