Multigrid-in-time for sensitivity analysis of chaotic dynamical systems

The following paper discusses the application of a multigrid-in-time scheme to Least Squares Shadowing (LSS), a novel sensitivity analysis method for chaotic dynamical systems. While traditional sensitivity analysis methods break down for chaotic dynamical systems, LSS is able to compute accurate gr...

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Bibliographic Details
Main Authors: Blonigan, Patrick Joseph (Contributor), Wang, Qiqi (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics (Contributor)
Format: Article
Language:English
Published: Wiley Blackwell, 2017-01-11T20:03:58Z.
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Online Access:Get fulltext
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100 1 0 |a Blonigan, Patrick Joseph  |e author 
100 1 0 |a Massachusetts Institute of Technology. Department of Aeronautics and Astronautics  |e contributor 
100 1 0 |a Blonigan, Patrick Joseph  |e contributor 
100 1 0 |a Wang, Qiqi  |e contributor 
700 1 0 |a Wang, Qiqi  |e author 
245 0 0 |a Multigrid-in-time for sensitivity analysis of chaotic dynamical systems 
260 |b Wiley Blackwell,   |c 2017-01-11T20:03:58Z. 
856 |z Get fulltext  |u http://hdl.handle.net/1721.1/106345 
520 |a The following paper discusses the application of a multigrid-in-time scheme to Least Squares Shadowing (LSS), a novel sensitivity analysis method for chaotic dynamical systems. While traditional sensitivity analysis methods break down for chaotic dynamical systems, LSS is able to compute accurate gradients. Multigrid is used because LSS requires solving a very large Karush-Kuhn-Tucker system constructed from the solution of the dynamical system over the entire time interval of interest. Several different multigrid-in-time schemes are examined, and a number of factors were found to heavily influence the convergence rate of multigrid-in-time for LSS. These include the iterative method used for the smoother, how the coarse grid system is formed and how the least squares objective function at the center of LSS is weighted. 
520 |a United States. National Aeronautics and Space Administration (Award NNH11ZEA001N) 
520 |a American Society for Engineering Education. National Defense Science and Engineering Graduate Fellowship 
546 |a en_US 
655 7 |a Article 
773 |t Numerical Linear Algebra with Applications