A trajectory-driven algorithm for differentiating SRB measures on unstable manifolds

SRB measures are limiting stationary distributions describing the statistical behavior of chaotic dynamical systems. Directional derivatives of SRB measure densities conditioned on unstable manifolds are critical in the sensitivity analysis of hyperbolic chaos. These derivatives, known as the SRB de...

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Bibliographic Details
Published in:arXiv.org 2021-07
Main Authors: Sliwiak, Adam A, Wang, Qiqi
Format: Article
Language:English
Subjects:
Algorithms
Computing costs
Cost analysis
Density gradients
Derivatives
Regularization
Sensitivity analysis
Online Access:Get full text
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Summary:SRB measures are limiting stationary distributions describing the statistical behavior of chaotic dynamical systems. Directional derivatives of SRB measure densities conditioned on unstable manifolds are critical in the sensitivity analysis of hyperbolic chaos. These derivatives, known as the SRB density gradients, are by-products of the regularization of Lebesgue integrals appearing in the original linear response expression. In this paper, we propose a novel trajectory-driven algorithm for computing the SRB density gradient defined for systems with high-dimensional unstable manifolds. We apply the concept of measure preservation together with the chain rule on smooth manifolds. Due to the recursive one-step nature of our derivations, the proposed procedure is memory-efficient and can be naturally integrated with existing Monte Carlo schemes widely used in computational chaotic dynamics. We numerically show the exponential convergence of our scheme, analyze the computational cost, and present its use in the context of Monte Carlo integration.
ISSN:2331-8422
DOI:10.48550/arxiv.2107.03241