D6.4 Report on stochastic optimisation for unsteady problems

Abstract

This report brings together methodological research on stochastic optimisation and work on benchmark and target applications of the ExaQute project, with a focus on unsteady problems. A practical, general method for the optimisation of the conditional value at risk is proposed. Three different optimisation problems are described: an oscillator problem selected as a suitable trial and illustration case; the shape optimisation of an airfoil, chosen as a benchmark application in the project; the shape optimisation of a tall building, which is the challenging target application set for ExaQUte. For each problem, the current developments and results are presented, the application of the proposed method is discussed, and the work to be done until the end of the project is laid out.