Topology optimization under uncertainty using a stochastic gradient-based approach

S De, J Hampton, K Maute, A Doostan - Structural and Multidisciplinary …, 2020 - Springer
Topology optimization under uncertainty (TOuU) often defines objectives and constraints by
statistical moments of geometric and physical quantities of interest. Most traditional TOuU …

A stochastic gradient method with mesh refinement for PDE-constrained optimization under uncertainty

C Geiersbach, W Wollner - SIAM Journal on Scientific Computing, 2020 - SIAM
Models incorporating uncertain inputs, such as random forces or material parameters, have
been of increasing interest in PDE-constrained optimization. In this paper, we focus on the …

Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces

C Geiersbach, T Scarinci - Computational optimization and applications, 2021 - Springer
For finite-dimensional problems, stochastic approximation methods have long been used to
solve stochastic optimization problems. Their application to infinite-dimensional problems is …

Stochastic approximation for optimization in shape spaces

C Geiersbach, E Loayza-Romero, K Welker - SIAM Journal on Optimization, 2021 - SIAM
In this work, we present a novel approach for solving stochastic shape optimization
problems. Our method is the extension of the classical stochastic gradient method to infinite …

PDE-Constrained Shape Optimization: Toward Product Shape Spaces and Stochastic Models

C Geiersbach, E Loayza-Romero, K Welker - Handbook of Mathematical …, 2023 - Springer
Shape optimization models with one or more shapes are considered in this chapter. Of
particular interest for applications are problems in which a so-called shape functional is …

PDE-constrained optimal control problems with uncertain parameters using SAGA

M Martin, F Nobile - SIAM/ASA Journal on Uncertainty Quantification, 2021 - SIAM
We consider an optimal control problem (OCP) for a partial differential equation (PDE) with
random coefficients. The optimal control function is a deterministic, distributed forcing term …

A variational inequality based stochastic approximation for inverse problems in stochastic partial differential equations

R Hawks, B Jadamba, AA Khan, M Sama… - Nonlinear analysis and …, 2021 - Springer
The primary objective of this work is to study the inverse problem of identifying a parameter
in partial differential equations with random data. We explore the nonlinear inverse problem …

MG/OPT and multilevel Monte Carlo for robust optimization of PDEs

A Van Barel, S Vandewalle - SIAM Journal on Optimization, 2021 - SIAM
An algorithm is proposed to solve robust control problems constrained by partial differential
equations with uncertain coefficients, based on the so-called MG/OPT framework. The levels …

[PDF][PDF] An iteratively regularized stochastic gradient method for estimating a random parameter in a stochastic PDE. A variational inequality approach

B Jadamba, AA Khan, M Sama, Y Yang - J. Nonlinear Var. Anal, 2021 - par.nsf.gov
We develop a variational inequality approach for the inverse problem of identifying a
stochastic parameter in a stochastic partial differential equation. An iteratively regularized …

Adaptive stochastic gradient descent for optimal control of parabolic equations with random parameters

Y Cao, S Das, HW van Wyk - Numerical Methods for Partial …, 2022 - Wiley Online Library
In this paper we extend the adaptive gradient descent (AdaGrad) algorithm to the optimal
distributed control of parabolic partial differential equations with uncertain parameters. This …