Caroline Geiersbach



  1. C. Geiersbach, R. Henrion, P. Pérez-Aros
    Numerical solution of an optimal control problem with probabilistic and almost sure state constraints.
    Submitted (2023). [WIAS Preprint] [arXiv]
  2. C. Geiersbach, T. Suchan, K. Welker.
    Optimization of piecewise smooth shapes under uncertainty using the example of Navier-Stokes flow.
    Submitted (2023). [WIAS Preprint] [arXiv]
  3. C. Geiersbach, R. Henrion.
    Optimality conditions in control problems with random state constraints in probabilistic or almost-sure form.
    Submitted (2023). [WIAS Preprint] [arXiv]
  4. C. Geiersbach, T. Suchan, K. Welker.
    Stochastic augmented Lagrangian method in shape spaces.
    Submitted (2023). [WIAS Preprint] [arXiv]
  5. A. Alphonse, C. Geiersbach, M. Hintermüller, T. Surowiec.
    Risk-averse optimal control of random elliptic variational inequalities.
    Submitted (2022). [WIAS Preprint] [arXiv]

Articles in Journals

  1. C. Geiersbach, T. Scarinci.
    A stochastic gradient method for a class of nonlinear PDE-constrained optimal control problems under uncertainty.
    Journal of Differential Equations 364 (2023) 635-666. [arXiv]
  2. C. Geiersbach, M. Hintermüller.
    Optimality conditions and Moreau-Yosida regularization for almost sure state constraints.
    ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV): 28 (2022) 80. [Open access]
  3. C. Geiersbach, W. Wollner.
    Optimality conditions for convex stochastic optimization problems in Banach spaces with almost sure state constraints.
    SIAM Journal on Optimization 31(4): 2455-2480 (2021). [WIAS Preprint] [arXiv]
  4. C. Geiersbach, E. Loayza-Romero, K. Welker.
    Stochastic approximation for optimization in shape spaces.
    SIAM Journal on Optimization 31(1): 348-376 (2021). [arXiv]
  5. C. Geiersbach, T. Scarinci.
    Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces.
    Computational Optimization and Applications (2021). [Open access]
  6. C. Geiersbach, W. Wollner.
    A stochastic gradient method with mesh refinement for PDE constrained optimization under uncertainty.
    SIAM Journal on Scientific Computing 42(5): A2750--A2772 (2020). [arXiv]
  7. C. Geiersbach, G. Pflug.
    Projected stochastic gradients for convex constrained problems in Hilbert spaces.
    SIAM Journal on Optimization 29(3): 2079-2099 (2019). [arXiv]
  8. C. Geiersbach, C. Heitzinger, G. Tulzer.
    Optimal approximation of the first-order corrector in multiscale stochastic elliptic PDE.
    SIAM/ASA Journal on Uncertainty Quantification 4(1): 1246-1262 (2016).

Book Chapters

  1. C. Geiersbach, E. Loayza-Romero, K. Welker.
    PDE-constrained shape optimization: towards product shape spaces and stochastic models.
    Chen, K.; Schönlieb, C.-B.; Tai, X.-C. & Younces, L. (Eds.) Handbook of Mathematical Models and Algorithms in Computer Vision and Imaging: Mathematical Imaging and Vision, Springer International Publishing, 2022, 1-46. [Online-first] [arXiv]


N. Angleitner, C. Geiersbach, C. Heitzinger, G.Tulzer.
EllipticFEM.jl -- a FEM Solver for Elliptic, Parabolic and Hyperbolic PDEs, in the Julia programming language. (not maintained)

Selected Talks

XVI ICSP 2023, Advances of stochastic dominance theory and applications section
7.2023 Davis, CA, USA

PGMO Days 2022, New developments in optimal control theory section
11.2022 Paris-Saclay, France

GAMM 2022, Optimization of differential equations section (keynote presentation)
8.2022 Aachen, Germany

ICCOPT 2022, PDE Constrained Optimization with Nonsmooth Structures session
7.2022 Bethlehem, PA, USA

15th Viennese Conference on Optimal Control and Dynamic Games, Continuous optimization: theory and applications minisymposium
7.2022 Vienna, Austria

SIAM Conference on Uncertainty Quantification (UQ22), PDE-Constrained Optimization Under Uncertainty minisymposium
4.2022 Virtual

SIAM Conference on Imaging Science (IS22), Stochastic Iterative Methods for Inverse Problems minisymposium
3.2022 Virtual

15th International Conference on Free Boundary Problems: Theory and Applications, UQ in free boundary problems session
9.2021 Virtual

International Conference on Spectral and High Order Methods, Shape and topology optimization session
7.2021 Virtual

SIAM Conference on Computational Science and Engineering, Risk-averse PDE-constrained optimization session
3.2021 Virtual

Oberwolfach workshop Challenges in optimization with complex PDE-systems
2.2021 Virtual

WIAS workshop PDE constrained optimization under uncertainty and mean field games
1.2020 Berlin, Germany

Konstanz Workshop on Optimal Control
12.2019 Konstanz, Germany

International Conference on Stochastic Programming XV
7.2019 Trondheim, Norway

International Congress on Industrial and Applied Mathematics
7.2019 Valencia, Spain

Workshop: modelling and simulation in science in KAUST
2.2019 Thuwal, Saudi Arabia

GAMM 2019
2.2019 Vienna, Austria

Oberwolfach workshop Surface, bulk, and geometric partial differential equations: interfacial, stochastic, non-local and discrete structures
1.2019 Oberwolfach, Germany

4th Central European Set-Valued and Variational Analysis Meeting
11.2018 Marburg, Germany

5th European Conference on Computational Optimisation
9.2018 Trier, Germany

Oberwolfach workshop New Directions in Stochastic Optimization
8.2018 Oberwolfach, Germany

Women in Shape 3: Modeling Objects in 2D and 3D workshop
7.2018 Trier, Germany

14th Viennese Conference on Optimal Control and Dynamic Games
7.2018 Vienna, Austria

European Conference on Stochastic Optimization
9.2017 Rome, Italy