Non-linear Dynamics Commons^™

A Novel Method For Sensitivity Analysis Of Time-Averaged Chaotic System Solutions, Christian A. Spencer-Coker

Theses and Dissertations

The direct and adjoint methods are to linearize the time-averaged solution of bounded dynamical systems about one or more design parameters. Hence, such methods are one way to obtain the gradient necessary in locally optimizing a dynamical system’s time-averaged behavior over those design parameters. However, when analyzing nonlinear systems whose solutions exhibit chaos, standard direct and adjoint sensitivity methods yield meaningless results due to time-local instability of the system. The present work proposes a new method of solving the direct and adjoint linear systems in time, then tests that method’s ability to solve instances of the Lorenz system that exhibit …