Forward and adjoint sensitivity computation of chaotic dynamical systems
This paper describes a forward algorithm and an adjoint algorithm for computing sensitivity derivatives in chaotic dynamical systems, such as the Lorenz attractor. The algorithms compute the derivative of long time averaged “statistical” quantities to infinitesimal perturbations of the system parame...
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Format: | Article |
Language: | en_US |
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Elsevier
2015
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Online Access: | http://hdl.handle.net/1721.1/99452 https://orcid.org/0000-0001-9669-2563 |