论文标题

使用频域阴影方法对混乱系统的敏感性分析

Sensitivity analysis of chaotic systems using a frequency-domain shadowing approach

论文作者

Kantarakias, Kyriakos D., Papadakis, George

论文摘要

我们提出了一种频域方法,用于计算相对于输入参数的时间平均数量的敏感性。这种敏感性不能通过常规伴随分析工具来计算,因为阳性Lyapunov指数的存在导致伴随变量的指数增长。所提出的方法基于最小二乘阴影(LSS)方法[1],该方法将敏感性评估作为优化问题,从而避免了溶液的指数增长。但是,LSS(及其变体)的所有现有配方都在时域和计算成本量表中具有正lyapunov指数的数量。在本文中,我们使用谐波平衡在傅立叶空间中重新制定LSS方法。新方法在库拉莫托 - 西瓦什斯基系统上进行了测试,结果与使用标准时间域公式获得的结果相匹配。尽管直接解决方案的成本独立于Lyapunov指数的正数,但随着系统的大小,存储和计算要求迅速增长。为了减轻这些要求,我们提出了一种基于解决的迭代方法,需要更少的存储空间。应用于库拉莫托 - 西瓦辛斯基系统,以非常低的计算成本给出了准确的结果。该方法适用于大型系统,并为将基于分解的阴影方法应用于湍流铺平了道路。需要进一步的工作来评估其性能和可伸缩性。

We present a frequency-domain method for computing the sensitivities of time-averaged quantities of chaotic systems with respect to input parameters. Such sensitivities cannot be computed by conventional adjoint analysis tools, because the presence of positive Lyapunov exponents leads to exponential growth of the adjoint variables. The proposed method is based on the least-square shadowing (LSS) approach [1], that formulates the evaluation of sensitivities as an optimisation problem, thereby avoiding the exponential growth of the solution. However, all existing formulations of LSS (and its variants) are in the time domain and the computational cost scales with the number of positive Lyapunov exponents. In the present paper, we reformulate the LSS method in the Fourier space using harmonic balancing. The new method is tested on the Kuramoto-Sivashinski system and the results match with those obtained using the standard time-domain formulation. Although the cost of the direct solution is independent of the number of positive Lyapunov exponents, storage and computing requirements grow rapidly with the size of the system. To mitigate these requirements, we propose a resolvent-based iterative approach that needs much less storage. Application to the Kuramoto-Sivashinski system gave accurate results with very low computational cost. The method is applicable to large systems and paves the way for application of the resolvent-based shadowing approach to turbulent flows. Further work is needed to assess its performance and scalability.

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