Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
121 tokens/sec
GPT-4o
9 tokens/sec
Gemini 2.5 Pro Pro
47 tokens/sec
o3 Pro
4 tokens/sec
GPT-4.1 Pro
38 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

Adjoint of Least Squares Shadowing: Existence, Uniqueness and Coarse Domain Discretization (2502.09737v1)

Published 13 Feb 2025 in math.NA and cs.NA

Abstract: Chaotic dynamical systems are characterized by the sensitive dependence of trajectories on initial conditions. Conventional sensitivity analysis of time-averaged functionals yields unbounded sensitivities when the simulation is chaotic. The least squares shadowing (LSS) is a popular approach to computing bounded sensitivities in the presence of chaotic dynamical systems. The current paper proves the existence, uniqueness, and boundedness of the adjoint of the LSS equations. In particular, the analysis yields a sharper bound on the condition number of the LSS equations than currently demonstrated in existing literature and shows that the condition number is bounded for large integration times. The derived bound on condition number also shows a relation between the conditioning of the LSS and the time dilation factor which is consistent with the trend numerically observed in the previous LSS literature. Furthermore, using the boundedness of the condition number for large integration times, we provide an alternate proof to (Chater et al., 2017) of the convergence of the LSS sensitivity to the true sensitivity at the rate of $\mathcal{O}\left(\frac{1}{\sqrt{T}}\right)$ regardless of the boundary conditions imposed on the adjoint, as long as the adjoint boundary conditions are bounded. Existence and uniqueness of the solution to the continuous-in-time adjoint LSS equation ensure that the LSS equation can be discretized independently of the primal equation and that the true LSS adjoint solution is recovered as the time step is refined. This allows for the adjoint LSS equation to be discretized on a coarser time domain than that of the primal governing equation to reduce the cost of solving the linear space-time system.

Summary

We haven't generated a summary for this paper yet.

X Twitter Logo Streamline Icon: https://streamlinehq.com