Least Squares Shadowing Method for Sensitivity Analysis of Differential Equations
For a parameterized hyperbolic system du dt = f(u; s) the derivative of the ergodic average hJi = limT→∞ 1 T R T 0 J(u(t); s) to the parameter s can be computed via the least squares shadowing (LSS) algorithm. We assume that the system is ergodic, which means that hJi depends only on s (not on the i...
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Format: | Article |
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Society for Industrial and Applied Mathematics
2018
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Online Access: | http://hdl.handle.net/1721.1/114730 https://orcid.org/0000-0003-4098-6196 https://orcid.org/0000-0001-9334-5005 https://orcid.org/0000-0001-5552-6235 https://orcid.org/0000-0001-9669-2563 |