This report presents the latest methods of optimisation under uncertainties investigated in the ExaQUte project, and their applications to problems related to civil and wind engineering. The measure of risk throughout the report is the conditional value at risk.
First, the reference method is presented: the derivation of sensitivities of the risk measure; their accurate computation; and lastly, a practical optimisation algorithm with adaptive statistical estimation. Second, this method is directly applied to a nonlinear relaxation oscillator (FitzHugh–Nagumo model) with numerical experiments to demonstrate its performance. Third, the optimisation method is adapted to the shape optimisation of an airfoil and illustrated by a large-scale experiment on a computing cluster. Finally, the benchmark of the shape optimisation of a tall building under a turbulent flow is presented, followed by an adaptation of the optimisation method.
All numerical experiments showcase the open-source software stack of the ExaQUte project for large-scale computing in a distributed environment.