# Forward and adjoint sensitivity computation of chaotic dynamical systems

@article{Wang2013ForwardAA, title={Forward and adjoint sensitivity computation of chaotic dynamical systems}, author={Qiqi Wang}, journal={J. Comput. Physics}, year={2013}, volume={235}, pages={1-13} }

- Published 2013 in J. Comput. Physics
DOI:10.1016/j.jcp.2012.09.007

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 parameters. The algorithms are demonstrated on the Lorenz attractor. We show that sensitivity derivatives of statistical quantities can be accurately estimated using a single, short trajectory (over a time… CONTINUE READING

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