期刊
SIAM JOURNAL ON SCIENTIFIC COMPUTING
卷 44, 期 1, 页码 A128-A149出版社
SIAM PUBLICATIONS
DOI: 10.1137/20M1388565
关键词
reduced order model; time-dependent basis; chaos; sensitivity
资金
- NASA [80NSSC18M0150]
- NSF [CBET-2042918]
We propose a model-driven low-rank approximation method for computing sensitivities in evolutionary systems. This approach allows for accurate and tractable computation of sensitivities with respect to a large number of parameters by extracting correlations between different sensitivities.
We present a new methodology for computing sensitivities in evolutionary systems using a model-driven low-rank approximation. To this end, we formulate a variational principle that seeks to minimize the distance between the time derivative of the reduced approximation and sensitivity dynamics. The first order optimality condition of the variational principle leads to a system of closed form evolution equations for an orthonormal basis and corresponding sensitivity coefficients. This approach allows for the computation of sensitivities with respect to a large number of parameters in an accurate and tractable manner by extracting correlations between different sensitivities on the fly. The presented method requires solving forward evolution equations, sidestepping the restrictions imposed by the forward/backward workflow of adjoint sensitivities. For example, the presented method, unlike the adjoint equation, does not impose any input/output load and can be used in applications in which real-time sensitivities are of interest. We demonstrate the utility of the method for three test cases: (1) computing sensitivity with respect to model parameters in the Ro\ssler system, (2) computing sensitivity with respect to an infinite-dimensional forcing parameter in the chaotic Kuramoto-Sivashinsky equation, and (3) computing sensitivity with respect to reaction parameters for species transport in a turbulent reacting flow.
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