This paper deals with shapeoptimization for elastic materials under stochastic loads. It transfers the paradigm of stochastic dominance, which allows for flexible risk aversion via comparison with benchmark random va...
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This paper deals with shapeoptimization for elastic materials under stochastic loads. It transfers the paradigm of stochastic dominance, which allows for flexible risk aversion via comparison with benchmark random variables, from finite-dimensional stochastic programming to shapeoptimization. Rather than handling risk aversion in the objective, this enables risk aversion by including dominance constraints that single out subsets of nonanticipative shapes which compare favorably to a chosen stochastic benchmark. This new class of stochastic shapeoptimization problems arises by optimizing over such feasible sets. The analytical description is built on risk-averse cost measures. The actual optimized cost functional measures the volume and perimeter of the structure. In the implementation, shapes are represented by a phase field which permits an easy estimate of a regularized perimeter. The analytical description and the numerical implementation of dominance constraints are built on risk-averse measures for the cost functional. A suitable numerical discretization is obtained using finite elements both for the displacement and the phase field function. Different numerical experiments demonstrate the potential of the proposed stochastic shapeoptimization model and in particular the impact of high variability of forces or probabilities in the different realizations.
Risk averse optimization has attracted much attention in finite dimensional stochastic programming. In this paper, we propose a risk averse approach in the infinite dimensional context of shapeoptimization. We consid...
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Risk averse optimization has attracted much attention in finite dimensional stochastic programming. In this paper, we propose a risk averse approach in the infinite dimensional context of shapeoptimization. We consider elastic materials under stochastic loading. As measures of risk awareness we investigate the expected excess and the excess probability. The developed numerical algorithm is based on a regularized gradient flow acting on an implicit description of the shapes based on level sets. We incorporate topological derivatives to allow for topological changes in the shapeoptimization procedure. Numerical results in two dimensions demonstrate the impact of the risk averse modeling on the optimal shapes and on the cost distribution over the set of scenarios.
We present an algorithm for shapeoptimization under stochastic loading and representative numerical results. Our strategy builds upon a combination of techniques from two-stage stochastic programming and level-set-ba...
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We present an algorithm for shapeoptimization under stochastic loading and representative numerical results. Our strategy builds upon a combination of techniques from two-stage stochastic programming and level-set-based shapeoptimization. In particular, usage of linear elasticity and quadratic objective functions permits us to obtain a computational cost which scales linearly in the number of linearly independent applied forces, which often is much smaller than the number of different realizations of the stochastic forces. Numerical computations are performed using a level set method with composite finite elements both in two and in three spatial dimensions.
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