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Multiple Shooting Shadowing for Sensitivity Analysis of Chaotic Systems and Turbulent fluid flows

机译:多次射击遮蔽,用于混沌系统和湍流流动的灵敏度分析

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Sensitivity analysis methods are important tools for research and design with computational models like CFD. Traditional sensitivity analysis methods are unable to compute useful gradient information for long time averaged quantities in chaotic dynamical systems, such as high fidelity simulations of turbulent fluid flows. The Least Squares Shadowing (LSS) method has been used to compute useful gradient information for a number of chaotic systems, including a simulation of homogeneous isotropic turbulence. However, some LSS gradient calculations for the Kuramoto-Sivshinsky (K-S) equation and the Lorenz 96 system have a systematic error due to breaks in the assumption of ergodicity. Since these systems have similar characteristics to turbulent fluid flows, this ergodicity breaking error must be minimized. This paper proposes a new approach using LSS, Multiple Shooting Shadowing (MSS), which uses the multiple shooting implementation of LSS to reduce the size of the ergodicity breaking error by not running the multiple shooting algorithm to full convergence. This way, gradients are computed from an ensemble of solutions, rather than the shadow direction alone, making the method more robust to the ergodicity breaking error. In this paper, MSS is demonstrated for the K-S equation and it is found that MSS cannot fix the systematic error of LSS when the system has a wide range of chaotic time scales.
机译:灵敏度分析方法是使用CFD等计算模型进行研究和设计的重要工具。传统的灵敏度分析方法无法为混沌动力系统中的长时间平均量计算有用的梯度信息,例如湍流的高保真度模拟。最小二乘阴影(LSS)方法已用于计算许多混沌系统的有用梯度信息,包括均质各向同性湍流的模拟。但是,由于遍历性假设的中断,一些针对Kuramoto-Sivshinsky(K-S)方程和Lorenz 96系统的LSS梯度计算存在系统误差。由于这些系统具有与湍流相似的特性,因此必须最小化遍历破坏性误差。本文提出了一种使用LSS的新方法,即多重射击阴影(MSS),该方法使用LSS的多重射击实现方式,通过不运行多重射击算法使其完全收敛来减小遍历性破坏错误的大小。这样,梯度是从整体解中计算出来的,而不是仅从阴影方向算起的,从而使该方法对于遍历破坏性误差更鲁棒。本文针对K-S方程对MSS进行了证明,发现当系统具有较大的混沌时间标度时,MSS无法解决LSS的系统误差。

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