Shape Optimization for Quadratic Functionals and States with Random Right-Hand Sides

In this work, we investigate a particular class of shape optimization problems under uncertainties on the input parameters. More precisely, we are interested in the minimization of the expectation of a quadratic objective in a situation where the state function depends linearly on a random input par...

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Veröffentlicht in:SIAM journal on control and optimization 2015-01, Vol.53 (5), p.3081-3103
Hauptverfasser: Dambrine, Marc, Dapogny, Charles, Harbrecht, Helmut
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Sprache:eng
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Zusammenfassung:In this work, we investigate a particular class of shape optimization problems under uncertainties on the input parameters. More precisely, we are interested in the minimization of the expectation of a quadratic objective in a situation where the state function depends linearly on a random input parameter. This framework covers important objectives such as tracking-type functionals for elliptic second order partial differential equations and the compliance in linear elasticity. We show that the robust objective and its gradient are completely and explicitly determined by low-order moments of the random input. We then derive a cheap, deterministic algorithm to minimize this objective and present model cases in structural optimization.
ISSN:0363-0129
1095-7138
DOI:10.1137/15M1017041