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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Bibliographic Details
Main Authors: Chater, Mario, Ni, Angxiu, Blonigan, Patrick Joseph, Wang, Qiqi
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Format: Article
Published: Society for Industrial and Applied Mathematics 2018
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