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Space-split sensitivity analysis on chaotic systems

This program is a Monte Carlo implementation of the linear response formula for chaotic systems due to David Ruelle. The output is the derivative of the expectation with respect to the SRB measure, of a user-defined scalar function objective, with respect to scalar parameter s.

For the derivation of S3, please refer to this preprint.

The differential CLV method computes the directional derivatives of covariant Lyapunov vectors in their own directions. This is a byproduct of the S3 algorithm, see DOI