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Partial Differential Equations - Modelling and ... - ResearchGate

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242 P. Neittaanmäki <strong>and</strong> D. Tiba<br />

Theorem 2. The gradient of the cost functional (19) with respect to u ∈<br />

L 2 (D) is given by<br />

∇J(u ε )=u ε +(1− H(g))p ε in D, (26)<br />

where p ε ∈ L 2 (D) is the unique solution of the adjoint equation<br />

⎡<br />

⎤<br />

∫<br />

d∑<br />

( )<br />

∂ ∂z<br />

p ε<br />

⎣− a ij + a 0 z⎦ dx = 1 ∫<br />

F (y ε )F (z) dσ<br />

∂x j ∂x i ε<br />

D<br />

i,j=1<br />

[g≡0]<br />

∀z ∈ H 2 (D),<br />

∂z<br />

=0on ∂D,<br />

∂n A<br />

(27)<br />

in the sense of transpositions.<br />

Proof. We discuss first the existence of the unique transposition solution<br />

to (27).<br />

The equation in variations corresponding to (20), (21) is<br />

d∑<br />

( )<br />

∂ ∂z<br />

− a ij + a 0 z =(1− H(g))v<br />

∂x<br />

i,j=1 j ∂x i<br />

in D, (28)<br />

∂z<br />

=0<br />

∂n A<br />

on∂D, (29)<br />

for any v ∈ L 2 (D). By regularity theory for differential equations, the unique<br />

solution of (28), (29) satisfies z ∈ H 2 (D).<br />

We perturb this equation by adding δv, δ > 0, in the right-h<strong>and</strong> side<br />

<strong>and</strong> we denote by z δ the corresponding solution, z δ ∈ H 2 (D). The mapping<br />

v → z δ , as constructed above, is an isomorphism T δ : L 2 (D) → W = {z ∈<br />

H 2 ∂z<br />

(D) |<br />

∂n A<br />

=0on∂D}.<br />

We define the linear continuous functional on L 2 (D) by<br />

v −→ 1 ∫<br />

F (y ε )F (T δ v) dσ<br />

ε [g≡0]<br />

∀v ∈ L 2 (D). (30)<br />

The Riesz representation theorem applied to (30) ensures the existence of a<br />

unique ˜p δ ∈ L 2 (D) such that<br />

∫<br />

˜p δ v = 1 ∫<br />

ε<br />

F (y ε )F (T δ v) dσ ∀v ∈ L 2 (D). (31)<br />

D<br />

[g≡0]<br />

Choosing v = T −1<br />

δ<br />

z, z ∈ W arbitrary, the relation (31) gives<br />

⎛<br />

⎞<br />

∫<br />

d∑<br />

( )<br />

˜p δ (1 − H(g)+δ) −1 ∂ ∂z<br />

⎝− a ij + a 0 z⎠ dx<br />

∂x j ∂x i<br />

D<br />

i,j=1<br />

= 1 ε<br />

∫<br />

[g≡0]<br />

F (y ε )F (z) dσ ∀z ∈ W. (32)

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