Ergodic sensitivity analysis of one-dimensional chaotic maps

© 2020 The Authors. Published by Elsevier Ltd on behalf of The Chinese Society of Theoretical and Applied Mechanics Sensitivity analysis in chaotic dynamical systems is a challenging task from a computational point of view. In this work, we present a numerical investigation of a novel approach, know...

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Main Authors: Śliwiak, Adam A, Chandramoorthy, Nisha, 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/1721.1/134415
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author Śliwiak, Adam A
Chandramoorthy, Nisha
Wang, Qiqi
author2 Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
author_facet Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Śliwiak, Adam A
Chandramoorthy, Nisha
Wang, Qiqi
author_sort Śliwiak, Adam A
collection MIT
description © 2020 The Authors. Published by Elsevier Ltd on behalf of The Chinese Society of Theoretical and Applied Mechanics Sensitivity analysis in chaotic dynamical systems is a challenging task from a computational point of view. In this work, we present a numerical investigation of a novel approach, known as the space-split sensitivity or S3 algorithm. The S3 algorithm is an ergodic-averaging method to differentiate statistics in ergodic, chaotic systems, rigorously based on the theory of hyperbolic dynamics. We illustrate S3 on one-dimensional chaotic maps, revealing its computational advantage over naïve finite difference computations of the same statistical response. In addition, we provide an intuitive explanation of the key components of the S3 algorithm, including the density gradient function.
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spelling mit-1721.1/1344152023-02-22T21:04:21Z Ergodic sensitivity analysis of one-dimensional chaotic maps Śliwiak, Adam A Chandramoorthy, Nisha Wang, Qiqi Massachusetts Institute of Technology. Department of Aeronautics and Astronautics Massachusetts Institute of Technology. Center for Computational Science and Engineering Massachusetts Institute of Technology. Department of Mechanical Engineering © 2020 The Authors. Published by Elsevier Ltd on behalf of The Chinese Society of Theoretical and Applied Mechanics Sensitivity analysis in chaotic dynamical systems is a challenging task from a computational point of view. In this work, we present a numerical investigation of a novel approach, known as the space-split sensitivity or S3 algorithm. The S3 algorithm is an ergodic-averaging method to differentiate statistics in ergodic, chaotic systems, rigorously based on the theory of hyperbolic dynamics. We illustrate S3 on one-dimensional chaotic maps, revealing its computational advantage over naïve finite difference computations of the same statistical response. In addition, we provide an intuitive explanation of the key components of the S3 algorithm, including the density gradient function. 2021-10-27T20:04:54Z 2021-10-27T20:04:54Z 2020 2021-05-04T18:07:07Z Article http://purl.org/eprint/type/JournalArticle https://hdl.handle.net/1721.1/134415 en 10.1016/j.taml.2020.01.058 Theoretical and Applied Mechanics Letters Creative Commons Attribution-NonCommercial-NoDerivs License http://creativecommons.org/licenses/by-nc-nd/4.0/ application/pdf Elsevier BV Elsevier
spellingShingle Śliwiak, Adam A
Chandramoorthy, Nisha
Wang, Qiqi
Ergodic sensitivity analysis of one-dimensional chaotic maps
title Ergodic sensitivity analysis of one-dimensional chaotic maps
title_full Ergodic sensitivity analysis of one-dimensional chaotic maps
title_fullStr Ergodic sensitivity analysis of one-dimensional chaotic maps
title_full_unstemmed Ergodic sensitivity analysis of one-dimensional chaotic maps
title_short Ergodic sensitivity analysis of one-dimensional chaotic maps
title_sort ergodic sensitivity analysis of one dimensional chaotic maps
url https://hdl.handle.net/1721.1/134415
work_keys_str_mv AT sliwiakadama ergodicsensitivityanalysisofonedimensionalchaoticmaps
AT chandramoorthynisha ergodicsensitivityanalysisofonedimensionalchaoticmaps
AT wangqiqi ergodicsensitivityanalysisofonedimensionalchaoticmaps