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Physics > Computational Physics

arXiv:1711.06633 (physics)
[Submitted on 17 Nov 2017 (v1), last revised 23 Jun 2019 (this version, v6)]

Title:Sensitivity analysis on chaotic dynamical systems by Finite Difference Non-Intrusive Least Squares Shadowing (FD-NILSS)

Authors:Angxiu Ni, Qiqi Wang, Pablo Fernandez, Chaitanya Talnikar
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Abstract:We present the Finite Difference Non-Intrusive Least Squares Shadowing (FD-NILSS) algorithm for computing sensitivities of long-time averaged quantities in chaotic dynamical systems. FD-NILSS does not require tangent solvers, and can be implemented with little modification to existing numerical simulation software. We also give a formula for solving the least-squares problem in FD-NILSS, which can be applied in NILSS as well. Finally, we apply FD-NILSS for sensitivity analysis of a chaotic flow over a 3-D cylinder at Reynolds number 525, where FD-NILSS computes accurate sensitivities and the computational cost is in the same order as the numerical simulation.
Comments: 20 pages, 8 figures
Subjects: Computational Physics (physics.comp-ph); Numerical Analysis (math.NA); Chaotic Dynamics (nlin.CD); Fluid Dynamics (physics.flu-dyn)
Cite as: arXiv:1711.06633 [physics.comp-ph]
  (or arXiv:1711.06633v6 [physics.comp-ph] for this version)
  https://doi.org/10.48550/arXiv.1711.06633
Journal reference: Journal of Computational Physics, Volume 394, Pages 615-631, 2019
Related DOI: https://doi.org/10.1016/j.jcp.2019.06.004

Submission history

From: Angxiu Ni [view email]
[v1] Fri, 17 Nov 2017 17:17:10 UTC (840 KB)
[v2] Mon, 12 Mar 2018 02:58:54 UTC (879 KB)
[v3] Sun, 6 May 2018 23:58:04 UTC (879 KB)
[v4] Mon, 23 Jul 2018 04:11:18 UTC (880 KB)
[v5] Tue, 22 Jan 2019 05:06:04 UTC (1,001 KB)
[v6] Sun, 23 Jun 2019 17:33:43 UTC (1,001 KB)
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