A Non-Intrusive Algorithm for Sensitivity Analysis of Chaotic Flow Simulations

Abstract

We demonstrate a novel algorithm for computing the sensitivity of statistics in chaotic flow simulations to parameter perturbations. The algorithm is non-intrusive but requires exposing an interface. Based on the principle of shadowing in dynamical systems, this algorithm is designed to reduce the effect of the sampling error in computing sensitivity of statistics in chaotic simulations. We compare the effectiveness of this method to that of the conventional finite difference method.