Convergence of the Least Squares Shadowing Method for Computing Derivative of Ergodic Averages
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 proble...
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| Format: | Article |
| Language: | English |
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Society for Industrial and Applied Mathematics,
2014-07-01T19:48:22Z.
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| Online Access: | Get fulltext |