1.
Introduction
This paper deals with the generalization of a shape derivative formula for a volume cost functional with respect to a class of convex domains, a formula that we already studied in [2,3], and our aim is to extend it to non-convex domains. To be precise, consider the shape functional J defined by
where Ω is a bounded open subset of Rn and f is a fixed function defined in Rn.
Using the deformation (1−ε)Ω0+εΩ, ε∈[0,1], of Ω0 and a C1 function f, A. A. Niftiyev and Y. Gasimov [19] first gave the expression of the shape derivative of J with respect to the class of convex domains of class C2 by means of support functions:
Theorem 1.1. (A. Niftiyev, Y. Gasimov) If Ω0,Ω are bounded convex domains of class C2 and the function f is of class C1, then, the limit
exists and is equal to
where ν0(x) denotes the outward unit normal vector to ∂Ω0 at x, and PΩ0, PΩ are the support functions of the domains Ω0, Ω, respectively.
Recently, A. Boulkhemair and A. Chakib [3] extended this formula to the case where f is in the Sobolev space W1,1loc(Rn). Inspired by the Brunn-Minkowski theory (see, for example, R. Schneider [20]), they also proposed a similar shape derivative formula by considering the Minkowski deformation Ω0+εΩ of Ω0 :
Theorem 1.2. (A. Boulkhemair, A. Chakib) If Ω0,Ω are bounded convex domains of class C2 and the function f is in the Sobolev space W1,1loc(Rn), then, the limit
exists and is equal to
where ν0(x) denotes the outward unit normal vector to ∂Ω0 at x, and PΩ is the support function of the domain Ω.
In fact, this formula holds true even for bounded convex domains, see [2].
If one compares (1.1) and (1.2), one can easily remark that, unlike the first formula, the second one does not depend on the support function of Ω0. This suggests that (1.2) should hold true for non-convex Ω0, which would be very interesting for applications in shape optimization. Unfortunately, up to now, we have not been able to treat the case of general non-convex domains. In this paper, we shall extend formula (1.2) to the case where Ω0 is a star-shaped domain of class C2. In fact, we were naturally led to star-shapedness because one can use parts of the proof in [2,3] based on gauge functions. Note that by using such a method, this is the best result one can obtain since the star-shaped domains are exactly the sub-level sets of non negative continuous homogeneous functions. Thus, the case of non star-shaped domains is an open question and clearly needs other methods to study it. Anyhow, we shall return to this problem in a future work.
Another important motivation for this work came from the fact that, when f=1, (1.2) is a well-known formula in the Brunn-Minkowski theory of convex bodies, see [20] for example. Indeed, when Ω0 and Ω are bounded convex domains in Rn, we know from that theory that, if t is a non negative real number, one can write
where V denotes the volume functional, that is, the n-dimensional Lebesgue measure, the (nj) are the usual binomial coefficients, and the coefficients Vj(¯Ω0,¯Ω) are what one calls mixed volumes of ¯Ω0 and ¯Ω and are significant in convex geometry, see [16,20,22] for example. Let us first remark that the first mixed volume V0(¯Ω0,¯Ω) is simply the volume V(¯Ω0). Next, it is known since a long time that
as t→0+. Thus, (1.2) is an extension of the above formula to the case where f is not necessarily 1 and the aim of this work is to extend (1.2) and (1.3) to the case where Ω0 is not necessarily convex. Another remark is that formula (1.3) is known to be a basic ingredient for solving the classical Minkowski problem in convex geometry, see [20] for example. Moreover, this idea has been used by some authors to solve Minkowski type problems associated with geometric functionals other than the volume one. We quote, for example, [10,11,17,18]. Using our result, one should likely be able to do a similar work using the functional studied in the present paper.
Originally, even if it is a theoretical one, this work was also motivated by numerical approximations in shape optimization problems, since it is indeed the most difficult aspect of this subject. We refer to [1], for example, for explanations about the issues that arise when implementing numerically the minimization of a shape integral functional, via some gradient method, by using the usual expression of the shape derivative by means of vector fields. Briefly, the reason is that, when using vector fields, at each iteration we have to extend the vector field (obtained only on the boundary) to all the domain or to re-mesh, and both approaches are expensive. On the other hand, when we use support functions, at each iteration, we get not only a set of boundary points but also a support function which, by taking its sub-differential at the origin, gives the next domain. This is why we are interested in the above formulas that is, expressions that use support functions instead of vector fields. In the last section, we give an idea on how to apply these formulas to the computation of the shape derivative of a simple shape optimization problem by means of an algorithm based on the gradient method. Anyway, these formulas are actually applied and implemented in recent papers [5,6,7].
Concerning the method of proof, we first assume that the deformation domain Ω is strongly convex, which allows us to construct some parameterization of the perturbed domain Ω0+εΩ by means of some C1-diffeomorphism defined on Ω0. The construction is based on some analytical and geometric properties of gauge and support functions of star-shaped domains, and reduces the problem to the usual computation of the shape derivative using vector fields. The case of a general convex Ω is then treated by using an approximation of Ω by a sequence of strongly convex domains and is based on some crucial analytical and geometric lemmas.
In fact, we have followed the idea of proof of [3]. However, even if the general scheme is the same, our proofs are far from being a straightforward consequence of the work in [3], essentially because the theory of star-shaped sets is not as well established as that of convex sets. For example, the construction of the C1-diffeomorphism that parameterizes the perturbed domains relies on a tricky argument using the convolution of two hypersurfaces. Let us also quote the result on the continuity of the gauge function with respect to star-shaped domains by means of the Hausdorff distance (Proposition 4.1), a result that is new to our knowledge.
The outline of the paper is as follows. In Section 2, we recall some facts about star-shaped domains and give their proofs. The main results are stated in Section 3 where we also prove consequences of Formula (1.2) to the situation where the function f depends also on domains, which is customary in shape optimization problems. The fourth section is devoted to the proof of the main results using several lemmas. Finally, in Section 5, in order to illustrate these results, we give an application to a model shape optimization problem and an algorithm for solving this type of problem based on the gradient method.
2.
Preliminaries on star-shaped domains
There are several definitions of what is called a star-shaped set in the literature. Here, we shall use the following one:
Definition 2.1. An open subset (or a domain) Ω of Rn is said to be star-shaped with respect to some x0∈Ω, if for all x∈¯Ω, Ω contains the segment [x0,x[={(1−t)x0+tx;0≤t<1}.
It follows from this definition that the domain Ω is convex if and only if it is star-shaped with respect to each x0∈Ω.
In what follows, we shall often work with bounded domains which are star-shaped with respect to 0. The reason for this is that such domains are naturally associated to gauge functions like the convex domains. So, let Ω be a bounded domain which is star-shaped with respect to 0. For each x∈Rn, consider the following set of positive real numbers
which is always non empty since Ω is a neighborhood of 0. By definition, the gauge function associated to Ω is the real function JΩ:Rn→R+ given by
As for convex bodies, the gauge functions characterize the star-shaped domains they are associated to. In the following proposition, we summarize their main properties.
Proposition 2.1. Let Ω⊂Rn be a bounded domain which is star-shaped with respect to 0. Then, the gauge function JΩ is a non negative continuous positively homogeneous function of degree 1. More precisely, we have the following properties:
(i) JΩ(0)=0, JΩ(x)>0, ∀x≠0.
(ii) JΩ(tx)=tJΩ(x), ∀x∈Rn, ∀t∈R+.
(iii) Ω={x∈Rn;JΩ(x)<1}. (iv) ∂Ω={x∈Rn;JΩ(x)=1}.
(v) JΩ:Rn→R is continuous.
(vi) If Ω′ is another domain which is star-shaped with respect to 0 and Ω′⊂Ω, then, JΩ≤JΩ′.
Proof. (i), (ii) and (vi) are easy consequences of the definition of JΩ and the fact that Ω is a bounded neighborhood of 0.
(iii): As it follows from the definition, if JΩ(x)<1, we have x∈λΩ for all λ>JΩ(x), and in particular for λ=1. Conversely, if x∈Ω, we have, by definition, only JΩ(x)≤1. However, the fact that Ω is open implies that Ω contains a ball B(x,r) for some r>0. Now, take a λ such that 1<λ<1+(r/|x|) (note that the case x=0 is obvious). This choice implies λx∈Ω because |λx−x|=|x|(λ−1)<r, hence, x∈(1/λ)Ω, and so JΩ(x)≤1/λ<1.
(iv): It follows from (iii) that if x∈∂Ω, then JΩ(x)≥1. Now, by star-shapedness, we have tx∈Ω, ∀t∈[0,1[ which implies by (iii) that tJΩ(x)=JΩ(tx)<1, ∀t∈[0,1[; hence, JΩ(x)<λ, ∀λ>1 which implies JΩ(x)≤1, and so JΩ(x)=1. Conversely, if JΩ(x)=1, we have x∉Ω and, by definition, x∈λΩ for all λ>1, which implies that tx∈Ω, ∀t∈[0,1[. Since tx→x when t→1−, we obtain that x∈∂Ω.
(v): We know from the classical topology course that a real function f defined in Rn is continuous if and only if f−1(I) is an open subset of Rn for any interval I of the form ]a,+∞[ or ]−∞,b[. Now, using (iii), (iv) and the fact that JΩ is a positively homogeneous function, one can easily check that
which shows the continuity of JΩ. □
It is well known in convex analysis that the gauge function of any convex domain is Lipschitz continuous. This is no longer true for star-shaped domains. Since such a Lipschitz regularity will be needed in the sequel, in fact, we shall work exactly with the star-shaped domains whose gauge functions are Lipschitz continuous. In order to be able to describe geometrically this subfamily of domains, let us give the following definition.
Definition 2.2. An open set Ω⊂Rn is said to be star-shaped with respect to a subset G⊂Ω, if it is star-shaped with respect to any point of G.
This definition allows us to characterize in a simple manner the star-shaped domains whose gauge functions are Lipschitz continuous. This is done in the following result for which we provide a new and simple proof (see also [8,12]).
Proposition 2.2. Let Ω⊂Rn be a bounded domain which is star-shaped with respect to 0. Then, its gauge function JΩ is Lipschitz continuous if and only if Ω is star-shaped with respect to some ball B(0,r)⊂Ω centered at 0 and with radius r>0. Moreover, when this condition is satisfied, one can take 1/r as a Lipschitz constant for JΩ.
Proof. Assume first that JΩ satisfies the inequality |JΩ(y)−JΩ(x)|≤1r|y−x| for all x,y∈Rn and let us show that Ω is star-shaped with respect to the ball B(0,r). For all y∈B(0,r), x∈¯Ω and t∈[0,1[, it follows from the assumption that
which says exactly that (1−t)y+tx∈Ω for all y∈B(0,r), x∈¯Ω and t∈[0,1[, that is, Ω is star-shaped with respect to the ball B(0,r).
Conversely, assume that Ω is star-shaped with respect to the ball B(0,r), r>0. For each x∈∂Ω, consider the convex hull of the set ¯B(0,r)∪{x} and denote by Ωx its interior. Clearly, Ωx is a convex domain and a subset of Ω. Thus, it follows from Proposition 2.1(vi) that
Hence, we can write, for all y∈Rn,
since JΩx is a convex function, JΩ(x)=1=JΩx(x) and JB(0,r)(z)=|z|/r. So, JΩ(y)−JΩ(x)≤1r|y−x| under the assumption x∈∂Ω. This is also true if x=0 and when x≠0, it follows from this inequality, since x/JΩ(x) is on ∂Ω, that
which implies by homogeneity that JΩ(y)−JΩ(x)≤1r|y−x| for all x,y∈Rn and, by symmetry, the Lipschitz continuity of JΩ. □
We shall also need the following technical results. Note here that the scalar product in Rn of x by y is denoted in what follows by ⟨x,y⟩ or by x⋅y.
Lemma 2.1. If Ω⊂Rn is a bounded domain which is star-shaped with respect to a ball B(0,r), then, the outward unit normal vector ν(x) to Ω exists for almost every x∈∂Ω and is given by
Proof. First, it follows from Proposition 2.2 that JΩ is Lipschitz continuous, and from Rademacher's theorem (see [14], for example) that ∇JΩ(x) exists almost everywhere in Rn.
Next, we have to show in fact that ∇JΩ(x) exists for almost every x∈∂Ω. To do that, let us remark that, since it is locally bounded (by the Lipschitz constant), ∇JΩ is locally integrable in Rn. In general, if f is a locally integrable function in Rn which is also homogeneous of degree 0, we can write, by using polar coordinates, Fubini's theorem and the homogeneity of f,
Hence, ω↦f(ω) exists a.e., on Sn−1 and is even integrable. Consider now the map Ψ defined by Ψ(0)=0 and
One can easily show that this is a bi-Lipschitz homeomorphism from Rn onto itself and that Ψ(Sn−1)=∂Ω. By applying the above argument to the function f=(∇JΩ)∘Ψ which is locally integrable in Rn and also homogeneous of degree 0, we obtain that it is defined a.e., on Sn−1. Moreover, it follows from the fact that Ψ is bi-Lipschitz continuous that sets of measure 0 in Sn−1 correspond to sets of measure 0 in ∂Ω. Hence, ∇JΩ is defined a.e., on ∂Ω.
The last point is the formula giving the outward unit normal vector ν(x) at x∈∂Ω. In fact, the arguments are more or less classical and we indicate them briefly:
(1) If x∈∂Ω and ∇JΩ(x) exists, any Lipschitz continuous curve γ:I=]−ϵ,ϵ[→∂Ω such that γ(0)=x and γ′(0) exists, satisfies JΩ(γ(t))=1, ∀t∈I, which implies that ∇JΩ(x)⋅γ′(0)=0, that is, ∇JΩ(x) is normal to tangent vectors to ∂Ω at x.
(2) At any x∈∂Ω such that ∇JΩ(x) exists, we can write, as t→0,
which shows that, for small t>0, x+t∇JΩ(x) is outside ¯Ω, that is, ∇JΩ(x) is an outward normal vector to Ω at x. □
Lemma 2.2. If Ω⊂Rn is a bounded domain which is star-shaped with respect to a ball B(0,r), then, we have
for almost every x∈∂Ω, where ν(x) is the outward unit normal vector at x.
Proof. It follows from Proposition 2.1 that
and from Proposition 2.2 that JΩ is Lipschitz continuous with a Lipschitz constant equal to 1r, that is, for all x,y∈Rn,
From this inequality and Lemma 2.1, we deduce that |∇JΩ|≤1r a.e., on ∂Ω and that the outward unit normal vector is given by
for almost every x∈∂Ω. Therefore, using the homogeneity of JΩ via Euler relation, we obtain that, for almost every x∈∂Ω,
□
As for convex domains, the regularity of a domain which is star-shaped with respect to a ball is that of its gauge function:
Lemma 2.3. Let Ω⊂Rn be a bounded domain which is star-shaped with respect to a ball B(0,r), r>0. Then, Ω is of class Ck, k≥1, if and only if its gauge function JΩ is of class Ck in Rn∖{0}.
The proof of this last result is the same as that given in [3] in the case of convex domains and makes use of the fact that ⟨ν(x),x⟩ does not vanish which is insured by Lemma 2.2 in our case. So, we refer to it.
Finally, the following result will also be needed:
Proposition 2.3. Let (Φε)0≤ε≤ε0 be a family of C1 diffeomorphisms from Rn onto Rn such that Φ0(x)=x and (ε,x)↦Φε(x) and (ε,y)↦Φ−1ε(y) are of class C1 in [0,ε0]×Rn. Then, for all f∈W1,1loc(Rn), the limit limε→0+(f(Φε(x))−f(x))/ε exists in L1loc(Rn) and is equal to ∇f(x)⋅ddεΦε(x)|ε=0.
For a proof of this lemma, see [15], Chapter 5.
3.
Main results
Let us first define the set of admissible domains U to be the set of bounded open subset of Rn which are of class C2 and star-shaped with respect to some ball.
Recall that the support function PΩ of a bounded convex domain Ω is given by
where x⋅y denotes the standard scalar product of x and y in Rn, a product that we shall also denote sometimes by ⟨x,y⟩.
We can now state the first result of this paper which concerns the shape derivative of the volume functional
Theorem 3.1. Let Ω0∈U, Ω be a bounded convex domain and f∈W1,1(D) where D is a large smooth bounded domain which contains all the sets Ω0+εΩ, ε∈[0,1]. Then, we have
where ν0 denotes the outward unit normal vector on ∂Ω0.
The proof of this theorem will be given in the following section. Here, we state and prove a corollary of this result which treats a case that occurs frequently in the applications, that is, the case where the function f itself depends on the parameter ε. Thus, this second result can be also considered as an extension of the first one.
Corollary 3.1. Let Ω0, Ω and D be as in Theorem 3.1, let (fε), 0≤ε≤1, be a family of functions in L1(D) such that f0∈W1,1(D) and let h be a function such that (fε−f0)/ε→h in L1(D) as ε→0+. Let us set Ωε=Ω0+εΩ and
Then, we have
Proof. We write
and then study each of the three terms on the right hand side of this equality. It follows from the assumption that
On the other hand, since the characteristic functions of Ωε converge almost everywhere to the characteristic function of Ω0 when ε→0+, it follows from the Lebesgue convergence theorem and from (3.1) that
□
4.
Proof of Theorem 3.1
Note first that one can assume that f∈W1,1loc(Rn) or even f∈W1,1(Rn). Indeed, one can reduce to this case just by extending the function f to Rn by means of the usual results on Sobolev spaces.
We follow the same idea as [3], that is, we treat first the case where the deformation domain Ω is strongly convex, the general case being obtained by means of an appropriate approximation.
To be able to use gauge functions, we have to assume that Ω0 and Ω are neighborhoods of 0. However, this is not a restriction of generality. Indeed, assume that Theorem 3.1 (and hence also Corollary 3.1) is proved in this case, then, if Ω0 and Ω are neighborhoods of 0 and c0,c∈Rn, we have, by obvious changes of variables,
It follows then from Proposition 2.3 that
as ε→0+, and from Corollary 3.1 that
Now, it remains to apply the divergence formula to get
where νc0+Ω0 is the exterior unit normal vector to ∂(c0+Ω0) at x, which establishes the formula in the case where the domains are not necessarily neighbourhoods of 0.
In what follows Ω0 is thus assumed to be star-shaped with respect to the ball B(0,r) and Ω is a neighborhood of 0.
4.1. Case where the deformation domain is strongly convex
Assume that Ω is strongly convex, that is, near each point of its boundary, the open set Ω is defined by {φ<0} and its boundary ∂Ω by {φ=0}, with some C2 function φ whose Hessian matrix is positive. Such an assumption allows us to do some geometrical construction to show that the domain Ω0+εΩ is the deformation of Ω0 via some diffeomorphism. This reduces the problem to a well known situation of deformations with vector fields, see [15] for example. The construction relies on several lemmas and starts with the following:
Lemma 4.1. Let Ω0 and Ω be bounded open subsets of Rn of class C2 and assume that Ω is strongly convex. Then, there exists a map a0:∂Ω0→∂Ω, such that
(i) For all x∈∂Ω0, PΩ(ν0(x))=ν0(x)⋅a0(x).
(ii) For all x∈∂Ω0, ν(a0(x))=ν0(x), where ν(y) denotes the exterior unit normal vector to ∂Ω at y.
(iii) The map a0:∂Ω0→∂Ω is of class C1.
The proof of this lemma indeed does not assume a particular geometry for Ω0 and is the same as that of Lemma 1 of [3], so we refer to it.
Now, we would like to extend a0 to a map from Ω0 to Ω and even from Rn to Rn. This is done by using homogeneity.
Lemma 4.2. Ω0 and Ω being as in the preceding lemma, assume moreover that Ω0 is star-shaped with respect to a ball centered at 0. Then, there exists a map a defined from Rn to Rn, satisfying the following properties:
(i) a=a0 on ∂Ω0.
(ii) a(Ω0)⊂Ω and a(Rn∖¯Ω0)⊂Rn∖¯Ω.
(iii) a is positively homogeneous of degree 1, Lipschitz continuous on Rn and of class C1 in Rn∖{0}.
Proof. We define a on Rn by
Using Propositions 2.1, 2.2, Lemmas 2.3 and 4.1, it is easy to check that a satisfies (i), (ii) and (iii). □
Using the vector field a, let us now consider the map
Since a is lipschitz continuous on Rn, it is a classical fact (and easy to check) that, if ε is sufficiently small, Φε is a Lipschitz homeomorphism from Rn onto Rn. Moreover, it follows from the inverse function theorem that Φε is a C1-diffeomorphism from Rn∖0 onto Rn∖0. See for example [9]. We shall use Φε to parameterize the set Ω0+εΩ. In order to be able to do that, we need the following result which estimates the boundary of the Minkowski sum of two subsets of Rn using the convolution of hypersurfaces.
Lemma 4.3. Let A,B⊂Rn be open, bounded and of class C1. Consider the following set
where νA and νB are the outward unit normal vectors to ∂A and ∂B respectively. Then, we have
Proof. Recall that the Minkowski sum of two subsets A, B of Rn can also be written as
Let x∈∂(A+B). It follows from (4.2) that (−A+x)∩B=∅ and that ¯(−A+x)∩¯B≠∅; hence, ∂(−A+x)∩∂B≠∅. Let y∈∂(−A+x)∩∂B. Since −A+x⊆Rn∖B, the hypersurfaces ∂(−A+x) and ∂B are tangent at y and we have Ty∂(−A+x)=Ty∂B and ν(−A+x)(y)=−νB(y). Now, y∈∂(−A+x)=−∂A+x, so that x∈∂A+y and there exists a∈∂A such that x=y+a. Moreover, since −A+x is the image of A by the diffeomorphism z↦−z+x, we also have
which achieves the proof of the lemma. □
We will also need the following result:
Lemma 4.4. Let Ω be a bounded and strongly convex domain of class C2 and let ν denote the outward unit vector field normal to ∂Ω. Then, ν:∂Ω↦Sn−1 is injective.
Proof. Let φ:Rn→R be a C2 function such that Ω={x∈Rn;φ(x)<0}, ∂Ω={x∈Rn;φ(x)=0} and ∇φ≠0 and φ″>0 in a neighborhood of ∂Ω. We know then that ν=∇φ/|∇φ|. Let x,y∈∂Ω be such that ν(x)=ν(y) and let us show that x=y. Assume that x≠y. It follows from Taylor's formula and the positivity of φ″ that
Since φ(x)=φ(y)=0, multiplying respectively by 1|∇φ(x)| and 1|∇φ(y)| yields
which gives a contradiction since ν(x)=ν(y). So, x=y and the lemma is proved. □
The above lemmas allow us to prove the following crucial one which concerns the parameterization of the perturbed domain Ωε by means of Ω0 and Φε.
Lemma 4.5. Let Ω0∈U and Ω be a bounded and strongly convex domain of class C2 in Rn. Consider the set Ωε=Ω0+εΩ and the map Φε:x↦x+εa(x), ε>0, where a is as in Lemma 4.2. Then, if ε is sufficiently small, we have the following:
(i) Φε(∂Ω0)=∂Ω0⋆ε∂Ω and ∂Ωε⊆∂(Φε(Ω0)).
(ii) Φε(Ω0)=Ωε.
Proof. Let ν0 and ν denote the outward unit normal vectors to Ω0 and Ω respectively and let x∈∂Ω0. According to Lemmas 4.1 and 4.2, a(x)=a0(x)∈∂Ω and ν0(x)=ν(a(x)); hence, Φε(x)=x+εa(x)∈∂Ω0⋆ε∂Ω. Conversely, if z∈∂Ω0⋆ε∂Ω, there exists (x,y)∈∂Ω0×∂Ω such that z=x+εy and ν0(x)=νεΩ(εy)=ν(y). Applying once again Lemma 4.2, we have a(x)∈∂Ω and ν0(x)=ν(a(x))=ν(y). Next, applying Lemma 4.4 yields a(x)=y. Therefore, z=x+εa(x)=Φε(x)∈Φε(∂Ω0). Thus, we have proved that Φε(∂Ω0)=∂Ω0⋆ε∂Ω. Now, according to Lemma 4.3, we have
which achieves the proof of (i).
To show (ii), note first that Φε(Ω0)⊂Ωε is an obvious consequence of Lemma 4.2. To prove the other inclusion, let us first remark that it follows from the homogeneity of Φε that Φε(Ω0) is also a star-shaped domain with respect to 0 as it can be checked easily. Next, assume that there exists x∈Ωε such that x∈Rn∖Φε(Ω0). Then, it follows from Proposition 2.1 that 0<JΩε(x)<1 and JΦε(Ω0)(x)≥1. Now, consider x∗=x/JΩε(x)∈∂Ωε. Clearly, JΦε(Ω0)(x∗)=JΦε(Ω0)(x)/JΩε(x)>1, that is, x∗∉∂(Φε(Ω0)), which contradicts (i). Thus, Φε(Ω0)=Ωε. □
Lemma 4.5 provides the main tool in the proof of Theorem 3.1 in the case where Ω is strongly convex and of class C2. Indeed, according to this lemma, Ωε=Φε(Ω0) and the problem is reduced to the case of a deformation of Ω0 by a diffeomorphism or, more precisely, a Lipschitz homeomorphism. According to [21] for example, we have the following shape derivative formula
and according to Lemmas 4.1 and 4.2, we have
We obtain therefore the formula
and this achieves the proof of Theorem 3.1 in the case where Ω is strongly convex.
4.2. The general case
The domain Ω is now assumed to be bounded and (only) convex. We shall approximate it by a sequence of strongly convex ones. To do that, let us recall the following approximation result used in [3].
Lemma 4.6. Let Ω be a bounded convex domain in Rn. Then, there exists a sequence (Ωk)k∈N of strongly convex smooth open subsets of Ω such that
where dH denotes the Hausdorff distance.
Such an approximation is used to prove the following lemma which is an important step in the proof of our theorem.
Lemma 4.7. Let Ω0∈U, Ω be a bounded convex domain in Rn and (Ωk)k∈N the sequence given by Lemma 4.6 which approximates Ω. Then, for all ε∈[0,1] and for all k∈N, we have
where Ωkε=Ω0+εΩk et Ωε=Ω0+εΩ.
Proof. We have ¯Ωkε=¯Ω0+ε¯Ωk and ¯Ωε=¯Ω0+ε¯Ω, thus according to [20], Page 64, we have
Since Ωk⊆Ω, then dH(ε¯Ωk,ε¯Ω)=supx∈ε¯Ωd(x,ε¯Ωk)=εdH(¯Ωk,¯Ω). Thus, dH(¯Ωkε,¯Ωε)≤εdH(¯Ωk,¯Ω). □
We need also the following result.
Proposition 4.1. Let A,B⊂Rn be two bounded domains which are star-shaped with respect to the ball B(0,r), r>0 and such that A⊆B. Then, we have
Proof. Let x∈∂B. Since ¯A⊂¯B, there exists yx∈∂A such that d(x,¯A)=|x−yx|. According to Proposition 2.2, the gauge functions JA,JB are Lipschitz functions with Lipschitz constant 1r. Therefore, since JA(yx)=1=JB(x) and ¯A⊂¯B, we can write
an inequality that holds for x∈∂B. Now, if x∈Sn−1, we have xJB(x)∈∂B, and by using the homogeneity of the gauge functions we obtain
Since B(0,r)⊂B, we have JB(x)≤JB(0,r)(x)=|x|/r=1/r, which implies the desired inequality. □
The last lemma is crucial for our proof.
Lemma 4.8. Let Ω0∈U, Ω be a bounded convex domain and f∈W1,1loc(Rn), and let (Ωk)k∈N be as in Lemma 4.6. Then, there exists a constant C>0 such that, for all k∈N and all ε∈[0,1], we have
where Ωkε=Ω0+εΩk et Ωε=Ω0+εΩ.
Proof. We follow the idea of [4]. Let r>0 be such that Ω0 is star-shaped with respect to B(0,r) and let B(0,R) be a large ball which contains all the sets Ω0+εΩ, ε∈[0,1]. As one can easily check, Ωε and Ωkε are star-shaped with respect to B(0,r), and we shall denote by Jε and Jkε respectively their gauge functions. Let us denote by Ikε(f) the difference
Since Ωε={Jε<1} and Ωkε={Jkε<1}, by using polar coordinates, we can write
This allows us to estimate Ikε(f) as follows:
Note that, since B(0,r)⊂Ωkε⊂Ωε⊂B(0,R), we have JB(0,R)≤Jε≤Jkε≤JB(0,r). Recall that JB(0,r)(x)=|x|/r, JB(0,R)(x)=|x|/R. Hence,
Since Ωε and Ωkε are star-shaped with respect to B(0,r) and Ωkε⊆Ωε, it follows from Lemmas 4.1 and 4.7 that
Therefore,
It remains to apply the following classical inequality for functions of one real variable:
where I is a bounded interval and |I| is its length. In fact, this is just a precise version of Sobolev's inequality. Its proof is easy when φ is of class C1 on ˉI and the general case is obtained by a density argument and is left to the reader. Applying (4.4) to the function ρ↦f(ρω)ρn−1 yields
which achieves the proof of the lemma.
□
Using the above lemmas, we can now finish the proof of Theorem 3.1. Let δ>0 be arbitrary. We can write
For the first term in the righthand side of (4.5), according to Lemmas 4.6 and 4.8, there exists k0∈N, such for all k≥k0 and for all ε∈]0,1], we have
Using the formula ||PA−PB||L∞(Sn−1)=dH(A,B) for compact convex sets, (see for example, Page 66 of [20]), we can estimate the last term in the righthand side of (4.5) as follows:
which implies that it tends to 0 when k→∞ by virtue of Lemma 4.6. Hence, there exists k1∈N, such that, for all k≥k1, we have
Now, if k2=max{k0,k1}, since Ωk2 is strongly convex, it follows from the first part of the proof that there exists εδ such that for all ε≤εδ, we have
By taking k=k2 in (4.5) and using (4.6)–(4.8), we obtain that, for all ε≤εδ,
which achieves the proof of Theorem 3.1.
5.
Application
To illustrate our work, we give an algorithm based on the gradient method to indicate how our formula could be applied to a shape optimization problem and we compute the shape derivative of some functional related to the solution of a partial differential equation. This is done without implementing to keep our paper in a reasonable length. Anyhow, we have successfully implemented such an algorithm in the study of several problems: a Bernoulli type shape optimization problem in [5] and constrained shape optimization ones in [6,7].
Let us define the set U of admissible domains by Ω∈U⟺Ω is a C3 open subset of Rn which is star-shaped with respect to some ball of radius r.
If D is an open bounded (convex) and non empty subset of Rn, let us consider the problem
where ud∈H1(D), f∈L2(D) and g∈H2(D). Let u0 be the solution of (PE) on Ω0∈U(D) and uε be the solution of (PE) on Ωε=Ω0+εΩ, ε∈[0,1]. Assuming that Ω is a strongly convex domain, we know from Lemma 4.5 that Ωε can be considered as a deformation of the domain Ω0 by the vector field a, that is Ωε=(IdRn+εa)(Ω0) for small enough ε. Therefore, at least when f∈H1(D), according to [1], we can write
where ˜uε and ˜u0 are respectively extensions of uε and u0 to D, u′0∈H2(Ω0)∩H1(D) is the shape derivative of ˜u0 with respect to the vector field a and vε→0 in L2(D) as ε→0+. It follows from that result that
which allows one to apply Corollary 3.1 to obtain
Now, in this expression of the shape derivative of J, even the domain integral can be written as a boundary integral. Indeed, for example, if one follows the same method as [15], one can show that u′0 satisfies the boundary value problem
where
and ∇∂Ω0 is the tangential gradient (see [15]). Note here that, since Ω0 is of class C3, u0 is in fact in H3(Ω0), u′0∈H2(Ω0) (see [15]), so that the second derivative ∂2u0∂ν20 is well defined on ∂Ω0. Now, using the solution of the following adjoint state boundary value problem
we obtain the following expression for the shape derivative of the functional J (see [1])
where
Now, since Ω is strongly convex, it follows from Lemmas 4.1 and 4.2 that
so that
The last thing we propose is an algorithm to solve the shape optimization problem (PO).
Let us end this section by making three remarks which clarify some points about the above algorithm: the first one explains the determination of a descent direction for the convergence of this algorithm, the second one is concerned with how to solve problem (5.6) and in the last one we give some details on the computation of Ωk+1 at each iteration.
Remark 5.1. In the above algorithm, the sequence of domains (Ωk)k∈N is constructed in such a way that (J(Ωk))k∈N is decreasing. Indeed, let k∈N∗, then, for a small ρ∈]0,1[, we have
Now, since ˆpk=PˆΩk is a solution of argminp∈EFk(p), then
which guarantees the decrease of the functional J. Thus, ˆΩk defines a descent direction for J.
Remark 5.2. The problem (5.6) admits a solution ˆp∈E because the functional
is continuous and E is a compact subset of C(¯D). Indeed, the functional Fk being clearly continuous on C(¯D), let us show that E is a compact subset of C(¯D). Any p∈E is the support function of a unique convex bounded open set which is its sub-differential at 0, that is, p=P∂p(0) (see for example [20,22]). So, for all x,y∈¯D, using the fact that a support function is sub-linear and homogenous of degree 1 and p≤PD, we get
which implies that the family E is equicontinuous. On the other hand, the fact that E is a bounded subset of C(¯D) is obvious, while the fact that it is closed is easy: because of the homogeneity, the uniform convergence on ¯D implies the pointwise convergence in all Rn, which allows to pass to the limit in inequalities. The compactness of E follows of course by applying Ascoli-Arzela's theorem.
Remark 5.3. Let Ω0∈U(D) and let JΩ0 denote its gauge function. In order to determine the domain of the next iteration Ω1=Ω0+ρ∂ˆP0(0) one can consider applying the techniques based on the use of support functions as in [5,7]. However, support functions do not characterize star-shaped sets unlike gauge functions (see e.g., [12,13]). Because of that, in this work we have proposed an algorithm based on the use of gauge functions, more precisely this concerns the Step 6 and the proposed process to achieve this step is as follow: to determine Ω1, it is numerically sufficient to determine its boundary ∂Ω1. For this purpose, we recall that ∂Ω1 can be defined by (see e.g., [12])
Next, by homogeneity of the gauge function JΩ1, we can check that ∂Ω1={w/JΩ1(w);w∈∂Ω0}. We have therefore to compute the gauge function JΩ1 on ∂Ω0. To do that, let δ>0 be small enough. According to Lemma 4.6, the convex domain ∂ˆP0(0) can be approximated by a strongly convex sub-domain Λ such that
Moreover, using (5.9) and the properties of Hausdorff distance on convex domains (see e.g., [20]), we obtain
which, combined with Proposition 4.1, gives
Hence, we can approximate the functions JΩ1 and ˆP0 by JΩ0+ρΛ and PΛ respectively, where ˆP0 is a solution of (5.6). Thus, it remains to compute JΩ0+ρΛ on ∂Ω0. According to Lemma 1 of [2], the function (t,x)↦Jt:=JΩ0+tΛ(x) is smooth at least in [0,1]×(Rn∖{0}) and we have
Using the Taylor expansions of Jt, we have
Thus, for all y∈∂Ω0, using Lemma 2.2 we obtain Jt(y)=1−tPΛ(νΩ0(y))⟨νΩ0(y),y⟩+o(t). Finally, ∂Ω1 can be determined by
where PΛ(νΩ0) and νΩ0 are known on ∂Ω0.
Use of AI tools declaration
The authors declare they have not used Artificial Intelligence (AI) tools in the creation of this article.
Acknowledgments
A part of this work was carried out when Abdelkrim Chakib was a visiting Professor at Laboratoire de Mathématiques Jean Leray (Université de Nantes, France) during the period November-December 2021.
This work is a part of Azeddine Sadik's PHD thesis which was supported by the National Center for Scientific and Technical Research under Grant No. 16USMS2018, by the Eiffel Scholarship Program Grant No. 945216H and partially by Centre Henri Lebesgue, programme ANR-11-LABX-0020-0.
Conflict of interest
The authors declare no conflict of interest.