Stochastic approximation for optimization in shape spaces
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stochastic approximationshape optimizationstochastic gradient methodinterface identificationPDE-constrained optimization under uncertainty
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Optimization of shapes other than minimal surfaces (49Q10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)
Abstract: 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-dimensional shape manifolds. We prove convergence of the method on Riemannian manifolds and then make the connection to shape spaces. The method is demonstrated on a model shape optimization problem from interface identification. Uncertainty arises in the form of a random partial differential equation, where underlying probability distributions of the random coefficients and inputs are assumed to be known. We verify some conditions for convergence for the model problem and demonstrate the method numerically.
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Cited in
(14)- Extension to infinite dimensions of a stochastic second-order model associated with shape splines
- Stochastic level-set method for shape optimisation
- Optimality conditions for convex stochastic optimization problems in Banach spaces with almost sure state constraints
- Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters
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