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