Searcharxiv⌕ Search
Home/Archive/arXiv

arXiv · 2502.09737

Adjoint of Least Squares Shadowing: Existence, Uniqueness and Coarse Domain Discretization

Pranshul Thakur·Siva Nadarajah
View original source ↗Read source document ↗Export metadata ↓

Abstract

Chaotic dynamical systems are characterized by the sensitive dependence of trajectories on initial conditions. Conventional sensitivity analysis of time-averaged functionals yields unbounded sensitivities when the simulation is chaotic. The least squares shadowing (LSS) is a popular approach to computing bounded sensitivities in the presence of chaotic dynamical systems. The current paper proves the existence, uniqueness, and boundedness of the adjoint of the LSS equations. In particular, the analysis yields a sharper bound on the condition number of the LSS equations than currently demonstrated in existing literature and shows that the condition number is bounded for large integration times. The derived bound on condition number also shows a relation between the conditioning of the LSS and the time dilation factor which is consistent with the trend numerically observed in the previous LSS literature. Furthermore, using the boundedness of the condition number for large integration times, we provide an alternate proof to (Chater et al., 2017) of the convergence of the LSS sensitivity to the true sensitivity at the rate of $\mathcal{O}\left(\frac{1}{\sqrt{T}}\right)$ regardless of the boundary conditions imposed on the adjoint, as long as the adjoint boundary conditions are bounded. Existence and uniqueness of the solution to the continuous-in-time adjoint LSS equation ensure that the LSS equation can be discretized independently of the primal equation and that the true LSS adjoint solution is recovered as the time step is refined. This allows for the adjoint LSS equation to be discretized on a coarser time domain than that of the primal governing equation to reduce the cost of solving the linear space-time system.

Explore related subjects

math.NAcs.NA

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Pranshul Thakur, Siva Nadarajah. 2025-02-13. Adjoint of Least Squares Shadowing: Existence, Uniqueness and Coarse Domain Discretization. https://arxiv.org/abs/2502.09737

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Stress-divergence, Laplacian, and rotational forms of the incompressible Navier--Stokes equations with variable viscosity

In the Navier--Stokes equations, incompressibility allows rewriting the viscous term in various forms leading to distinct numerical properties and flow descriptions. Furthermore, models accounting for non-Newtonian, thermal or turbulent effects often break the constant-viscosity assumption, thereby producing additional consistency terms. In this context, the present work compares the classical symmetric-gradient diffusion term with more recent variable-viscosity generalizations of the Laplacian and rotational forms. We discuss, analyze and test their differences with respect to implementation, efficiency, numerical stability and outflow boundary conditions. With a focus on time-dependent flows, we consider second-order implicit-explicit (IMEX) temporal discretizations aimed at improving efficiency and numerical stability. Through a rigorous stability analysis, we show how selected explicit treatments can bypass algorithmic nonlinearities without inducing CFL conditions. Our numerical results highlight important differences between the three viscous formulations---especially in the presence of outflow boundaries, for which the generalized Laplacian form proves more suitable in diffusion-dominated regimes. %(as widely known for constant viscosity).

math.NA↗
arXiv2026

Full-window branch discovery and loss-selected EnKF continuation for data assimilation

We develop a framework for offline full-window branch discovery, optionally followed by online continuation with an ensemble Kalman filter (EnKF). Three mechanisms drive the branch search: adjoint path-kernel (APK) differentiation balances kernel differentiation and correction-stabilized path perturbation, shifting the optimization from exploration to exploitation; an optimized Gaussian initial law broadens the search over initial-state basins; and loss-weighted mixing across independent runs recombines successful path components. We may then select an interior state using a local loss and continue online with an EnKF. In 40-dimensional Lorenz-96 experiments, the mean offline path RMSE of APK is 4.3 times smaller than that of population weak-$\mathrm{4D\text{-}Var}_x$. The resulting APK-EnKF method has a mean online RMSE 64 times smaller than that of ordinary EnKF.

math.NA↗
arXiv2026

A variational physics-informed graph neural network for heterogeneous solid mechanics

Stress localization in heterogeneous solids is governed by the bimaterial interface, where the displacement field remains $C^0$-continuous, while in-plane stresses jump due to the stiffness mismatch. Coordinate-based physics-informed neural networks (PINNs) represent this jump via a prescribed regularization width or a weighted interface penalty, making their accuracy sensitive to how phase-contrast changes are handled. This work presents a variational, label-free physics-informed graph neural network (PI-GNN) in which the heterogeneity is carried by the discretization rather than by the trial field. The solver operates on a conforming adaptive mesh graph, assigns constitutive behavior per element, and minimizes the discrete total potential energy as a single unweighted objective in which only first derivatives appear. The discrete energy on piecewise-linear elements coincides with the finite element (FE) Ritz functional. Dirichlet conditions are enforced by construction, with no penalty term, no interface weight, and no prescribed transition width. Using one fixed architecture, optimizer, and loss across small-strain elasticity and finite-strain Neo-Hookean hyperelasticity in two and three dimensions, the von Mises error remains below $3.58\%$ across a stiffness-contrast sweep spanning $(E_{\mathrm{inc}}/E_{\mathrm{mat}}\in[10^{-2},10^{2}])$, where a strong-form PINN degrades to $5.58\%$, and its displacement error reaches $7.66\%$ against $0.49\%$ for the PI-GNN. A trained network halves the ($\sigma_{xx}$) error of an energy-based PINN ($5.01\%$ versus $10.94\%$). Training cost exceeds a single FE solve by more than an order of magnitude, so the construction is a variationally consistent, penalty-free interface representation for parametric surrogates and inverse identification rather than a replacement for a one-off FE analysis.

math.NA↗