Computational assessment of smooth and rough parameter dependence of statistics in chaotic dynamical systems.

• A numerical method for assessing the validity of the linear response is proposed. • Linear response is applicable when the density gradient is Lebesgue-integrable. • The proposed criterion is validated in chaotic systems with 1D unstable manifolds. • An ergodic-averaging scheme to compute the density gradient is developed. • Examples of chaotic dynamics with smooth/rough parameter dependence are presented. An assumption of smooth response to small parameter changes, of statistics or long-time averages of a chaotic system, is generally made in the field of sensitivity analysis, and the parametric derivatives of statistical quantities are critically used in science and engineering. In this paper, we propose a numerical procedure to assess the differentiability of statistics with respect to parameters in chaotic systems. We numerically show that the existence of the derivative depends on the Lebesgue-integrability of a certain density gradient function, which we define as the derivative of logarithmic SRB density along the unstable manifold. We develop a recursive formula for the density gradient that can be efficiently computed along trajectories, and demonstrate its use in determining the differentiability of statistics. Our numerical procedure is illustrated on low-dimensional chaotic systems whose statistics exhibit both smooth and rough regions in parameter space. [ABSTRACT FROM AUTHOR]