Partial Differential Equations - Modelling and ... - ResearchGate
Partial Differential Equations - Modelling and ... - ResearchGate Partial Differential Equations - Modelling and ... - ResearchGate
242 P. Neittaanmäki and D. Tiba Theorem 2. The gradient of the cost functional (19) with respect to u ∈ L 2 (D) is given by ∇J(u ε )=u ε +(1− H(g))p ε in D, (26) where p ε ∈ L 2 (D) is the unique solution of the adjoint equation ⎡ ⎤ ∫ d∑ ( ) ∂ ∂z p ε ⎣− a ij + a 0 z⎦ dx = 1 ∫ F (y ε )F (z) dσ ∂x j ∂x i ε D i,j=1 [g≡0] ∀z ∈ H 2 (D), ∂z =0on ∂D, ∂n A (27) in the sense of transpositions. Proof. We discuss first the existence of the unique transposition solution to (27). The equation in variations corresponding to (20), (21) is d∑ ( ) ∂ ∂z − a ij + a 0 z =(1− H(g))v ∂x i,j=1 j ∂x i in D, (28) ∂z =0 ∂n A on∂D, (29) for any v ∈ L 2 (D). By regularity theory for differential equations, the unique solution of (28), (29) satisfies z ∈ H 2 (D). We perturb this equation by adding δv, δ > 0, in the right-hand side and we denote by z δ the corresponding solution, z δ ∈ H 2 (D). The mapping v → z δ , as constructed above, is an isomorphism T δ : L 2 (D) → W = {z ∈ H 2 ∂z (D) | ∂n A =0on∂D}. We define the linear continuous functional on L 2 (D) by v −→ 1 ∫ F (y ε )F (T δ v) dσ ε [g≡0] ∀v ∈ L 2 (D). (30) The Riesz representation theorem applied to (30) ensures the existence of a unique ˜p δ ∈ L 2 (D) such that ∫ ˜p δ v = 1 ∫ ε F (y ε )F (T δ v) dσ ∀v ∈ L 2 (D). (31) D [g≡0] Choosing v = T −1 δ z, z ∈ W arbitrary, the relation (31) gives ⎛ ⎞ ∫ d∑ ( ) ˜p δ (1 − H(g)+δ) −1 ∂ ∂z ⎝− a ij + a 0 z⎠ dx ∂x j ∂x i D i,j=1 = 1 ε ∫ [g≡0] F (y ε )F (z) dσ ∀z ∈ W. (32)
Shape Optimization Problems with Neumann Boundary Condition 243 By redenoting p ε = ˜p δ (1 − H(g) +δ) −1 ∈ L 2 (D) (which conceptually may depend on δ>0) in (32) we have proved the existence for (27). The uniqueness of p ε may be shown by contradiction, directly in (27), as the factor multiplying p ε in the left-hand side of (27) “generates” the whole L 2 (D) whenz ∈ W is arbitrary. Coming back to the equation in variations (28), (29) and to the definition of the control problem (19)–(21), the directional derivative of the cost functional (19) is given by ∫ 1 lim λ→0 λ [J(u ε + λv) − J(u ε )] = u ε vdx+ 1 ∫ F (y ε )F (z) dσ (33) D ε [g≡0] and the Euler equation is ∫ 0= u ε vdx+ 1 ∫ F (y ε )F (z) dσ ∀v ∈ L 2 (D) (34) D ε [g≡0] with z defined by (28), (29). By using (27) in (34), since z given by (28), (29) is an admissible test function, we get ⎡ ∫ ∫ d∑ 0= u ε vdx+ p ε ⎣− D D i,j=1 ( ) ∂ ∂z a ij ∂x j ∂x i ∫ = D ∫ u ε vdx+ ⎤ + a 0 z⎦ dx D p ε (1 − H(g))vdx. (35) This proves (26) and ends the argument. Remark 4. Theorem 2 may be applied for any control u ∈ L 2 (D). For the optimal control u ε , the directional derivative (and the gradient) is null and we obtain u ε = −p ε (1−H(g)), that is, u ε has support in D \Ω g . This relation is the maximum (Pontryagin) principle applied to the control problem (19)– (21). Moreover, one can eliminate u ε and write the following system of two elliptic equations: d∑ ( ) ∂ ∂y ε − a ij + a 0 y ε = f − (1 − H(g)) 2 p ε in D, (36) ∂x j ∂x i ∫ D p ε ⎡ ⎣− i,j=1 d∑ i,j=1 ∂y ε =0 ∂n A ⎤ ( ) ∂ ∂z a ij + a 0 z⎦ = 1 ∫ ∂x j ∂x i ε [g≡0] on∂D, F (y ε )F (z) dσ ∀z ∈ W, (37) which constructs in an explicit manner the extension of the Neumann boundary value problem from Ω g to D, modulo the approximation discussed in Proposition 1.
- Page 189 and 190: 188 A. Bonito et al. of the model a
- Page 191 and 192: 190 A. Bonito et al. Fig. 1. The sp
- Page 193 and 194: 192 A. Bonito et al. 3 1 16 4 1 1 1
- Page 195 and 196: 194 A. Bonito et al. ∫ v n+1 h
- Page 197 and 198: 196 A. Bonito et al. −pn +2µD(v)
- Page 199 and 200: 198 A. Bonito et al. each of its pa
- Page 201 and 202: 200 A. Bonito et al. The normal vec
- Page 203 and 204: 202 A. Bonito et al. with initial c
- Page 205 and 206: 204 A. Bonito et al. Fig. 8. Jet bu
- Page 207 and 208: 206 A. Bonito et al. References [AM
- Page 209 and 210: 208 A. Bonito et al. [Set96] J. A.
- Page 211 and 212: 210 J. Hao et al. due to shear flow
- Page 213 and 214: 212 J. Hao et al. The backward reac
- Page 215 and 216: 214 J. Hao et al. where u and p den
- Page 217 and 218: 216 J. Hao et al. * * * * * * * * *
- Page 219 and 220: 218 J. Hao et al. and solve for V n
- Page 221 and 222: 220 J. Hao et al. Table 2. The calc
- Page 223 and 224: 222 J. Hao et al. References [ASS80
- Page 225 and 226: Computing the Eigenvalues of the La
- Page 227 and 228: Eigenvalues of the Laplace-Beltrami
- Page 229 and 230: Eigenvalues of the Laplace-Beltrami
- Page 231 and 232: Eigenvalues of the Laplace-Beltrami
- Page 233 and 234: A Fixed Domain Approach in Shape Op
- Page 235 and 236: Shape Optimization Problems with Ne
- Page 237 and 238: Shape Optimization Problems with Ne
- Page 239: Shape Optimization Problems with Ne
- Page 243 and 244: Reduced-Order Modelling of Dispersi
- Page 245 and 246: Reduced-Order Modelling of Dispersi
- Page 247 and 248: Reduced-Order Modelling of Dispersi
- Page 249 and 250: Reduced-Order Modelling of Dispersi
- Page 251 and 252: Reduced-Order Modelling of Dispersi
- Page 253 and 254: Reduced-Order Modelling of Dispersi
- Page 255 and 256: Calibration of Lévy Processes with
- Page 257 and 258: Calibration of Lévy Processes with
- Page 259 and 260: Calibration of Lévy Processes with
- Page 261 and 262: Calibration of Lévy Processes with
- Page 263 and 264: We have proved Calibration of Lévy
- Page 265 and 266: Calibration of Lévy Processes with
- Page 267 and 268: Calibration of Lévy Processes with
- Page 269 and 270: Calibration of Lévy Processes with
- Page 271 and 272: Note that p ∗ satisfies Calibrati
- Page 273 and 274: Calibration of Lévy Processes with
- Page 275 and 276: 280 S. Ikonen and J. Toivanen the p
- Page 277 and 278: 282 S. Ikonen and J. Toivanen Merto
- Page 279 and 280: 284 S. Ikonen and J. Toivanen For H
- Page 281 and 282: 286 S. Ikonen and J. Toivanen and {
- Page 283 and 284: 288 S. Ikonen and J. Toivanen 1.6 1
- Page 285 and 286: 290 S. Ikonen and J. Toivanen 8 Con
- Page 287: 292 S. Ikonen and J. Toivanen [Mer7
Shape Optimization Problems with Neumann Boundary Condition 243<br />
By redenoting p ε = ˜p δ (1 − H(g) +δ) −1 ∈ L 2 (D) (which conceptually may<br />
depend on δ>0) in (32) we have proved the existence for (27). The uniqueness<br />
of p ε may be shown by contradiction, directly in (27), as the factor multiplying<br />
p ε in the left-h<strong>and</strong> side of (27) “generates” the whole L 2 (D) whenz ∈ W is<br />
arbitrary.<br />
Coming back to the equation in variations (28), (29) <strong>and</strong> to the definition of<br />
the control problem (19)–(21), the directional derivative of the cost functional<br />
(19) is given by<br />
∫<br />
1<br />
lim<br />
λ→0 λ [J(u ε + λv) − J(u ε )] = u ε vdx+ 1 ∫<br />
F (y ε )F (z) dσ (33)<br />
D ε [g≡0]<br />
<strong>and</strong> the Euler equation is<br />
∫<br />
0= u ε vdx+ 1 ∫<br />
F (y ε )F (z) dσ ∀v ∈ L 2 (D) (34)<br />
D ε [g≡0]<br />
with z defined by (28), (29). By using (27) in (34), since z given by (28), (29)<br />
is an admissible test function, we get<br />
⎡<br />
∫ ∫<br />
d∑<br />
0= u ε vdx+ p ε<br />
⎣−<br />
D<br />
D<br />
i,j=1<br />
( )<br />
∂ ∂z<br />
a ij<br />
∂x j ∂x i<br />
∫<br />
=<br />
D<br />
∫<br />
u ε vdx+<br />
⎤<br />
+ a 0 z⎦ dx<br />
D<br />
p ε (1 − H(g))vdx. (35)<br />
This proves (26) <strong>and</strong> ends the argument.<br />
Remark 4. Theorem 2 may be applied for any control u ∈ L 2 (D). For the<br />
optimal control u ε , the directional derivative (<strong>and</strong> the gradient) is null <strong>and</strong><br />
we obtain u ε = −p ε (1−H(g)), that is, u ε has support in D \Ω g . This relation<br />
is the maximum (Pontryagin) principle applied to the control problem (19)–<br />
(21). Moreover, one can eliminate u ε <strong>and</strong> write the following system of two<br />
elliptic equations:<br />
d∑<br />
( )<br />
∂ ∂y ε<br />
− a ij + a 0 y ε = f − (1 − H(g)) 2 p ε in D, (36)<br />
∂x j ∂x i<br />
∫<br />
D<br />
p ε<br />
⎡<br />
⎣−<br />
i,j=1<br />
d∑<br />
i,j=1<br />
∂y ε<br />
=0<br />
∂n A<br />
⎤<br />
( )<br />
∂ ∂z<br />
a ij + a 0 z⎦ = 1 ∫<br />
∂x j ∂x i ε<br />
[g≡0]<br />
on∂D,<br />
F (y ε )F (z) dσ ∀z ∈ W,<br />
(37)<br />
which constructs in an explicit manner the extension of the Neumann boundary<br />
value problem from Ω g to D, modulo the approximation discussed in<br />
Proposition 1.