Optimal stochastic forcings for sensitivity analysis of linear dynamical systems
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Yuri M. Nechepurenko
und
Grigory V. Zasko
Abstract
The paper is devoted to the construction of optimal stochastic forcings for studying the sensitivity of linear dynamical systems to external perturbations. The optimal forcings are sought to maximize the Schatten norms of the response. As an example,we consider the problem of constructing the optimal stochastic forcing for the linear dynamical system arising from the analysis of large-scale structures in a stratified turbulent Couette flow.
Funding statement: The work was supported by the Russian Science Foundation (grant No. 17-71-20149).
Acknowledgment
The authors are grateful to E. V. Mortikov for the valuable remarks and fruitful discussions.
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Artikel in diesem Heft
- Frontmatter
- Development of a numerical stochastic model of joint spatio-temporal fields of weather parameters for the south part of the Baikal natural territory
- Discrete curvatures for planar curves based on Archimedes’ duality principle
- Predictability of the low-frequency modes of the Arctic Ocean heat content variability: a perfect model approach
- Optimal stochastic forcings for sensitivity analysis of linear dynamical systems
- On the multi-annual potential predictability of the Arctic Ocean climate state in the INM RAS climate model
Artikel in diesem Heft
- Frontmatter
- Development of a numerical stochastic model of joint spatio-temporal fields of weather parameters for the south part of the Baikal natural territory
- Discrete curvatures for planar curves based on Archimedes’ duality principle
- Predictability of the low-frequency modes of the Arctic Ocean heat content variability: a perfect model approach
- Optimal stochastic forcings for sensitivity analysis of linear dynamical systems
- On the multi-annual potential predictability of the Arctic Ocean climate state in the INM RAS climate model
