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 ,遍历平均 对参数 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 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。
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