2014
DOI: 10.1016/j.jcp.2014.03.002
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Least Squares Shadowing sensitivity analysis of chaotic limit cycle oscillations

Abstract: The adjoint method, among other sensitivity analysis methods, can fail in chaotic dynamical systems. The result from these methods can be too large, often by orders of magnitude, when the result is the derivative of a long time averaged quantity. This failure is known to be caused by ill-conditioned initial value problems. This paper overcomes this failure by replacing the initial value problem with the well-conditioned "least squares shadowing (LSS) problem". The LSS problem is then linearized in our sensitiv… Show more

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Cited by 144 publications
(215 citation statements)
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References 32 publications
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“…The reason for this is that we would need a rather long optimization horizon T to find a robust parameter combination that is independent of specific flow realizations. Unfortunately, the chaotic nature of turbulent flow fields makes long-time optimization using adjoint LES practically infeasible to date (see, e.g., Wang et al, 2014). However, the fact that we have only two parameters renders a parameter sweep computationally feasible.…”
Section: Parameter Sweepmentioning
confidence: 99%
“…The reason for this is that we would need a rather long optimization horizon T to find a robust parameter combination that is independent of specific flow realizations. Unfortunately, the chaotic nature of turbulent flow fields makes long-time optimization using adjoint LES practically infeasible to date (see, e.g., Wang et al, 2014). However, the fact that we have only two parameters renders a parameter sweep computationally feasible.…”
Section: Parameter Sweepmentioning
confidence: 99%
“…On the one hand, the discrete system being less chaotic than the actual flow makes sensitivity analysis more manageable. In particular, the cost of the two main adjoint-based sensitivity methods in the literature, namely the Least Squares Shadowing (LSS) 26 and the Ensemble Adjoint (EA) methods, increases with the number and/or magnitude of positive Lyapunov exponents in the discrete system. The computational cost of shadowing-based approaches, including the original LSS method, the Multiple Shooting Shadowing (MSS) method 2 and the Non-Intrusive LSS (NILSS) method, 3,17 is proportional to the number of positive Lyapunov exponents.…”
Section: Application To Chaotic Adjointsmentioning
confidence: 99%
“…Second, conventional sensitivity analysis methods break down for chaotic systems; 14 which compromises critical tasks in engineering such as flow control, design optimization, error estimation, data assimilation, and uncertainty quantification. While a number of sensitivity analysis methods have been proposed for chaotic systems, including Fokker-Planck methods, 23 FluctuationDissipation methods, 15 the Ensemble Adjoint (EA) method, 14 the Least Squares Shadowing (LSS) method 26 and the Non-Intrusive Least Squares Shadowing (NILSS) method, 17 they all come at a high computational cost. This is ultimately related to the positive portion of the Lyapunov spectrum of the system, and the cost of each method is sensitive to different aspects of it.…”
Section: Introductionmentioning
confidence: 99%
“…We applied a basic Euler method at each iteration step so it may be possible to reduce the number of iterations by using a higher order approach. Additionally the direction that we push our parameterisation vectors is not optimal, therefore it may also be possible to reduce the number of iterations by more accurately estimating this direction using a modified adjoint method (Wang et al, 2014), or by starting the optimisation with parameters defined by a fit to the high resolution statistics as in Achatz and Branstator (1999) and Frederiksen and Kepert (2006), rather than the low resolution climatology.…”
Section: F Vmentioning
confidence: 99%
“…Lea et al, 2000;Eyink et al, 2004) and approximations are required. Some attempts to solve this problem in a slightly different context include the methods of Abramov and Majda (2009) applied to climate response, who use the full non-linear model for the short time gradient estimate and a Gaussian model approximation for longer times, and Wang et al (2014) who uses a modified adjoint algorithm to stabilise the gradient estimation algorithm. Fortunately an estimate of ∂G/∂p does not need to be particularly accurate for the purposes of optimisation.…”
Section: Introductionmentioning
confidence: 99%