Computational Response Theory for Dynamics

Abstract

Quantifying the sensitivity - how a quantity of interest (QoI) varies with respect to a parameter – and response – the representation of a QoI as a function of a parameter - of a computer model of a parametric dynamical system is an important and challenging problem. Traditional methods fail in this context since sensitive dependence on initial conditions implies that the sensitivity and response of a QoI may be ill-conditioned or not well-defined. If a chaotic model has an ergodic attractor, then ergodic averages of QoIs are well-defined quantities and their sensitivity can be used to characterize model sensitivity. The response theorem gives sufficient conditions such that the local forward sensitivity – the derivative with respect to a given parameter - of an ergodic average of a QoI is well-defined. We describe a method based on ergodic and response theory for computing the sensitivity and response of a given QoI with respect to a given parameter in a chaotic model with an ergodic and hyperbolic attractor. This method does not require computation of ensembles of the model with perturbed parameter values. The method is demonstrated and some of the computations are validated on the Lorenz 63 and Lorenz 96 models.