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

@article{Ni2019SensitivityAO,
  title={Sensitivity analysis on chaotic dynamical systems by Finite Difference Non-Intrusive Least Squares Shadowing (FD-NILSS)},
  author={Angxiu Ni and Qiqi Wang and Pablo Fern{\'a}ndez and Chaitanya Talnikar},
  journal={J. Comput. Phys.},
  year={2019},
  volume={394},
  pages={615-631}
}
Abstract We present the Finite Difference Non-Intrusive Least Squares Shadowing (FD-NILSS) algorithm for computing sensitivities of long-time averaged quantities in chaotic dynamical systems. FD-NILSS does not require tangent solvers, and can be implemented with little modification to existing numerical simulation software. We also give a formula for solving the least-squares problem in FD-NILSS, which can be applied in NILSS as well. Finally, we apply FD-NILSS for sensitivity analysis of a… Expand
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