Periodic Shadowing Sensitivity Analysis of Chaotic Systems

Abstract

The sensitivity of long-time averages of a hyperbolic chaotic system to parameter perturbations can be determined using the shadowing direction, the uniformly-bounded-in-time solution of the sensitivity equations. Although its existence is formally guaranteed for certain systems, methods to determine it are hardly available. One practical approach is the Least-Squares Shadowing (LSS) algorithm (Q Wang, SIAM J Numer Anal 52, 156, 2014), whereby the shadowing direction is approximated by the solution of the sensitivity equations with the least square average norm. Here, we present an alternative, potentially simpler shadowing-based algorithm, termed periodic shadowing. The key idea is to obtain a bounded solution of the sensitivity equations by complementing it with periodic boundary conditions in time. We show that this is not only justifiable when the reference trajectory is itself periodic, but also possible and effective for chaotic trajectories. Our error analysis shows that periodic shadowing has the same convergence rates as LSS when the time span $T$ is increased: the sensitivity error first decays as $1/T$ and then, asymptotically as $1/\sqrt{T}$. We demonstrate the approach on the Lorenz equations, and also show that, as $T$ tends to infinity, periodic shadowing sensitivities converge to the same value obtained from long unstable periodic orbits (D Lasagna, SIAM J Appl Dyn Syst 17, 1, 2018) for which there is no shadowing error. Finally, finite-difference approximations of the sensitivity are also examined, and we show that subtle non-hyperbolicity features of the Lorenz system introduce a small, yet systematic, bias.