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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.

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.

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