Sensitivity analysis on chaotic dynamical systems by Non-Intrusive Least Squares Shadowing (NILSS)

© 2017 Elsevier Inc. This paper develops the Non-Intrusive Least Squares Shadowing (NILSS) method, which computes the sensitivity for long-time averaged objectives in chaotic dynamical systems. In NILSS, we represent a tangent solution by a linear combination of one inhomogeneous tangent solution an...

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Main Authors: Ni, Angxiu, Wang, Qiqi
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Format: Article
Language:English
Published: Elsevier BV 2021
Online Access:https://hdl.handle.net/1721.1/133931
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author Ni, Angxiu
Wang, Qiqi
author2 Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
author_facet Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Ni, Angxiu
Wang, Qiqi
author_sort Ni, Angxiu
collection MIT
description © 2017 Elsevier Inc. This paper develops the Non-Intrusive Least Squares Shadowing (NILSS) method, which computes the sensitivity for long-time averaged objectives in chaotic dynamical systems. In NILSS, we represent a tangent solution by a linear combination of one inhomogeneous tangent solution and several homogeneous tangent solutions. Next, we solve a least squares problem using this representation; thus, the resulting solution can be used for computing sensitivities. NILSS is easy to implement with existing solvers. In addition, for chaotic systems with many degrees of freedom but few unstable modes, NILSS has a low computational cost. NILSS is applied to two chaotic PDE systems: the Lorenz 63 system and a CFD simulation of flow over a backward-facing step. In both cases, the sensitivities computed by NILSS reflect the trends in the long-time averaged objectives of dynamical systems.
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spelling mit-1721.1/1339312023-11-07T19:14:08Z Sensitivity analysis on chaotic dynamical systems by Non-Intrusive Least Squares Shadowing (NILSS) Ni, Angxiu Wang, Qiqi Massachusetts Institute of Technology. Department of Aeronautics and Astronautics © 2017 Elsevier Inc. This paper develops the Non-Intrusive Least Squares Shadowing (NILSS) method, which computes the sensitivity for long-time averaged objectives in chaotic dynamical systems. In NILSS, we represent a tangent solution by a linear combination of one inhomogeneous tangent solution and several homogeneous tangent solutions. Next, we solve a least squares problem using this representation; thus, the resulting solution can be used for computing sensitivities. NILSS is easy to implement with existing solvers. In addition, for chaotic systems with many degrees of freedom but few unstable modes, NILSS has a low computational cost. NILSS is applied to two chaotic PDE systems: the Lorenz 63 system and a CFD simulation of flow over a backward-facing step. In both cases, the sensitivities computed by NILSS reflect the trends in the long-time averaged objectives of dynamical systems. 2021-10-27T19:57:16Z 2021-10-27T19:57:16Z 2017 2019-09-26T16:24:29Z Article http://purl.org/eprint/type/JournalArticle https://hdl.handle.net/1721.1/133931 Sensitivity Analysis on Chaotic Dynamical System by Non-Intrusive Least Square Shadowing (Ni-Lss). 46th AIAA Fluid Dynamics Conference, 13-17 June 2016. 2016. AIAA - American Institute of Aeronautics and Astronautics. en 10.1016/J.JCP.2017.06.033 Journal of Computational Physics Creative Commons Attribution-NonCommercial-NoDerivs License http://creativecommons.org/licenses/by-nc-nd/4.0/ application/pdf Elsevier BV arXiv
spellingShingle Ni, Angxiu
Wang, Qiqi
Sensitivity analysis on chaotic dynamical systems by Non-Intrusive Least Squares Shadowing (NILSS)
title Sensitivity analysis on chaotic dynamical systems by Non-Intrusive Least Squares Shadowing (NILSS)
title_full Sensitivity analysis on chaotic dynamical systems by Non-Intrusive Least Squares Shadowing (NILSS)
title_fullStr Sensitivity analysis on chaotic dynamical systems by Non-Intrusive Least Squares Shadowing (NILSS)
title_full_unstemmed Sensitivity analysis on chaotic dynamical systems by Non-Intrusive Least Squares Shadowing (NILSS)
title_short Sensitivity analysis on chaotic dynamical systems by Non-Intrusive Least Squares Shadowing (NILSS)
title_sort sensitivity analysis on chaotic dynamical systems by non intrusive least squares shadowing nilss
url https://hdl.handle.net/1721.1/133931
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