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2019 | OriginalPaper | Chapter

Robust Design with MLMC

Authors : Michele Pisaroni, Fabio Nobile, Penelope Leyland

Published in: Uncertainty Management for Robust Industrial Design in Aeronautics

Publisher: Springer International Publishing

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Abstract

In this chapter, we present a robust optimization approach based on the combination of evolutionary algorithms and the Continuation Multi-Level Monte Carlo (C-MLMC) methodology, presented in Chap. https://​doi.​org/​Continuation Multi-level Monte Carlo, to estimate robust designs, without relying on derivatives and meta-models. We present numerical studies for the 2D RAE-2822 transonic airfoil design affected by operating uncertainties. The performance of a robust optimal designs is compared to the deterministic optimal solutions to underline the improvements in robustness that can be achieved.

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previous chapter Robust Design Measures for Airfoil Shape Optimization
next chapter Value-at-Risk and Conditional Value-at-Risk in Optimization Under Uncertainty
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Metadata
Title
Robust Design with MLMC
Authors
Michele Pisaroni
Fabio Nobile
Penelope Leyland
Copyright Year
2019
Book
Uncertainty Management for Robust Industrial Design in Aeronautics

Print ISBN: 978-3-319-77766-5

Electronic ISBN: 978-3-319-77767-2

Copyright Year: 2019

DOI
https://doi.org/10.1007/978-3-319-77767-2_33

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