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Sensitivity analysis on chaotic dynamical system by Non-Intrusive Least Square Shadowing (NILSS) (1611.00880v9)

Published 3 Nov 2016 in physics.comp-ph, cs.CE, cs.NA, math.NA, and nlin.CD

Abstract: 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 computation to only the unstable subspace, greatly reducing the cost of LSS for many problems; moreover, it reparametrizes the LSS problem, requiring only minor modifications to existing tangent solvers. NILSS is demonstrated on a chaotic flow over a backward-facing step simulated with a mesh of 12e3 cells.

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