| dc.contributor |
Massachusetts Institute of Technology. Department of Aeronautics and Astronautics |
|
| dc.contributor |
Wang, Qiqi |
|
| dc.creator |
Wang, Qiqi |
|
| dc.date |
2014-07-01T19:48:22Z |
|
| dc.date |
2014-07-01T19:48:22Z |
|
| dc.date |
2014-01 |
|
| dc.date |
2013-10 |
|
| dc.date.accessioned |
2023-03-01T18:08:14Z |
|
| dc.date.available |
2023-03-01T18:08:14Z |
|
| dc.identifier |
0036-1429 |
|
| dc.identifier |
1095-7170 |
|
| dc.identifier |
http://hdl.handle.net/1721.1/88173 |
|
| dc.identifier |
Wang, Qiqi. “Convergence of the Least Squares Shadowing Method for Computing Derivative of Ergodic Averages.” SIAM Journal on Numerical Analysis 52, no. 1 (January 2014): 156–170. © 2014 Society for Industrial and Applied Mathematics. |
|
| dc.identifier |
https://orcid.org/0000-0001-9669-2563 |
|
| dc.identifier.uri |
http://localhost:8080/xmlui/handle/CUHPOERS/278888 |
|
| dc.description |
For a parameterized hyperbolic system $u_{i+1} = f(u_i,s)$, the derivative of an ergodic average $\langle J\rangle = \lim_{n\rightarrow\infty} \frac1n \sum_1^n J(u_i,s)$ to the parameter $s$ can be computed via the least squares shadowing method. This method solves a constrained least squares problem and computes an approximation to the desired derivative $\frac{d\langle J\rangle}{ds}$ from the solution. This paper proves that as the size of the least squares problem approaches infinity, the computed approximation converges to the true derivative. |
|
| dc.description |
United States. Air Force Office of Scientific Research (STTR contract FA9550-12-C-0065) |
|
| dc.description |
United States. National Aeronautics and Space Administration |
|
| dc.format |
application/pdf |
|
| dc.language |
en_US |
|
| dc.publisher |
Society for Industrial and Applied Mathematics |
|
| dc.relation |
http://dx.doi.org/10.1137/130917065 |
|
| dc.relation |
SIAM Journal on Numerical Analysis |
|
| dc.rights |
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use. |
|
| dc.source |
Society for Industrial and Applied Mathematics |
|
| dc.title |
Convergence of the Least Squares Shadowing Method for Computing Derivative of Ergodic Averages |
|
| dc.type |
Article |
|
| dc.type |
http://purl.org/eprint/type/JournalArticle |
|