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On a shape derivative formula for star-shaped domains using Minkowski deformation

  • We consider the shape derivative formula for a volume cost functional studied in previous papers where we used the Minkowski deformation and support functions in the convex setting. In this work, we extend it to some non-convex domains, namely the star-shaped ones. The formula happens to be also an extension of a well-known one in the geometric Brunn-Minkowski theory of convex bodies. At the end, we illustrate the formula by applying it to some model shape optimization problem.

    Citation: Abdesslam Boulkhemair, Abdelkrim Chakib, Azeddine Sadik. On a shape derivative formula for star-shaped domains using Minkowski deformation[J]. AIMS Mathematics, 2023, 8(8): 19773-19793. doi: 10.3934/math.20231008

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  • We consider the shape derivative formula for a volume cost functional studied in previous papers where we used the Minkowski deformation and support functions in the convex setting. In this work, we extend it to some non-convex domains, namely the star-shaped ones. The formula happens to be also an extension of a well-known one in the geometric Brunn-Minkowski theory of convex bodies. At the end, we illustrate the formula by applying it to some model shape optimization problem.



    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

    J(Ω)=Ωf(x)dx,

    where Ω is a bounded open subset of Rn and f is a fixed function defined in Rn.

    Using the deformation (1ε)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

    limε0+J((1ε)Ω0+εΩ)J(Ω0)ε

    exists and is equal to

    Ω0f(x)(PΩ(ν0(x))PΩ0(ν0(x)))dσ(x), (1.1)

    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

    limε0+J(Ω0+εΩ)J(Ω0)ε

    exists and is equal to

    Ω0f(x)PΩ(ν0(x))dσ(x), (1.2)

    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

    V(¯Ω0+t¯Ω)=nj=0(nj)tjVj(¯Ω0,¯Ω),

    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

    V(¯Ω0+t¯Ω)V(¯Ω0)t=nj=1(nj)tj1Vj(¯Ω0,¯Ω)nV1(¯Ω0,¯Ω)=Ω0PΩ(ν0(x))dσ(x) (1.3)

    as t0+. 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.

    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 x0Ω, if for all x¯Ω, Ω contains the segment [x0,x[={(1t)x0+tx;0t<1}.

    It follows from this definition that the domain Ω is convex if and only if it is star-shaped with respect to each x0Ω.

    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 xRn, consider the following set of positive real numbers

    {λ;λ>0,xλΩ},

    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:RnR+ given by

    JΩ(x)=inf{λ;λ>0,xλΩ}.

    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 ΩRn 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, x0.

    (ii) JΩ(tx)=tJΩ(x), xRn, tR+.

    (iii) Ω={xRn;JΩ(x)<1}. (iv) Ω={xRn;JΩ(x)=1}.

    (v) JΩ:RnR is continuous.

    (vi) If Ω is another domain which is star-shaped with respect to 0 and ΩΩ, then, JΩJΩ.

    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 xλΩ for all λ>JΩ(x), and in particular for λ=1. Conversely, if xΩ, 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 λxΩ because |λxx|=|x|(λ1)<r, hence, x(1/λ)Ω, and so JΩ(x)1/λ<1.

    (iv): It follows from (iii) that if xΩ, then JΩ(x)1. Now, by star-shapedness, we have txΩ, 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 xΩ and, by definition, xλΩ for all λ>1, which implies that txΩ, t[0,1[. Since txx when t1, we obtain that xΩ.

    (v): We know from the classical topology course that a real function f defined in Rn is continuous if and only if f1(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

    J1Ω(]a,+[)={Rn,if a<0,Rn{0},if a=0,a(Rn¯Ω),if a>0,andJ1Ω(],b[)={,if b0,bΩ,if b>0,

    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 ΩRn is said to be star-shaped with respect to a subset GΩ, 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 ΩRn 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|yx| for all x,yRn and let us show that Ω is star-shaped with respect to the ball B(0,r). For all yB(0,r), x¯Ω and t[0,1[, it follows from the assumption that

    JΩ((1t)y+tx)JΩ(tx)+1r|(1t)y|<t+1r(1t)r=1,

    which says exactly that (1t)y+txΩ for all yB(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 xΩ, 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

    JΩJΩxJB(0,r).

    Hence, we can write, for all yRn,

    JΩ(y)JΩx(y)JΩx(x)+JΩx(yx)JΩ(x)+JB(0,r)(yx)JΩ(x)+1r|yx|,

    since JΩx is a convex function, JΩ(x)=1=JΩx(x) and JB(0,r)(z)=|z|/r. So, JΩ(y)JΩ(x)1r|yx| under the assumption xΩ. This is also true if x=0 and when x0, it follows from this inequality, since x/JΩ(x) is on Ω, that

    JΩ(yJΩ(x))JΩ(xJΩ(x))1r|yJΩ(x)xJΩ(x)|,

    which implies by homogeneity that JΩ(y)JΩ(x)1r|yx| for all x,yRn 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 xy.

    Lemma 2.1. If ΩRn 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 xΩ and is given by

    ν(x)=JΩ(x)|JΩ(x)|.

    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 xΩ. 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,

    +>B(0,1)|f(x)|dx=10Sn1|f(ϱω)|ϱn1dϱdω=1nSn1|f(ω)|dω.

    Hence, ωf(ω) exists a.e., on Sn1 and is even integrable. Consider now the map Ψ defined by Ψ(0)=0 and

    Ψ(x)=|x|JΩ(x)x,xRn,x0.

    One can easily show that this is a bi-Lipschitz homeomorphism from Rn onto itself and that Ψ(Sn1)=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 Sn1. Moreover, it follows from the fact that Ψ is bi-Lipschitz continuous that sets of measure 0 in Sn1 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 xΩ. In fact, the arguments are more or less classical and we indicate them briefly:

    (1) If xΩ 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, tI, which implies that JΩ(x)γ(0)=0, that is, JΩ(x) is normal to tangent vectors to Ω at x.

    (2) At any xΩ such that JΩ(x) exists, we can write, as t0,

    JΩ(x+tJΩ(x))=1+t|JΩ(x)|2+o(t),

    which shows that, for small t>0, x+tJΩ(x) is outside ¯Ω, that is, JΩ(x) is an outward normal vector to Ω at x.

    Lemma 2.2. If ΩRn is a bounded domain which is star-shaped with respect to a ball B(0,r), then, we have

    ν(x),xr,

    for almost every xΩ, where ν(x) is the outward unit normal vector at x.

    Proof. It follows from Proposition 2.1 that

    Ω={xRn;JΩ(x)=1}, (2.1)

    and from Proposition 2.2 that JΩ is Lipschitz continuous with a Lipschitz constant equal to 1r, that is, for all x,yRn,

    |JΩ(x)JΩ(y)|1r|xy|.

    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

    ν(x)=JΩ(x)|JΩ(x)|

    for almost every xΩ. Therefore, using the homogeneity of JΩ via Euler relation, we obtain that, for almost every xΩ,

    ν(x),x=1|JΩ(x)|JΩ(x),x=JΩ(x)|JΩ(x)|=1|JΩ(x)|r.

    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 ΩRn be a bounded domain which is star-shaped with respect to a ball B(0,r), r>0. Then, Ω is of class Ck, k1, 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)0εε0 be a family of C1 diffeomorphisms from Rn onto Rn such that Φ0(x)=x and (ε,x)Φε(x) and (ε,y)Φ1ε(y) are of class C1 in [0,ε0]×Rn. Then, for all fW1,1loc(Rn), the limit limε0+(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.

    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

    PΩ(x)=supyΩxy=supy¯Ωxy,

    where xy 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

    ΩJ(Ω)=Ωf(x)dx.

    Theorem 3.1. Let Ω0U, Ω be a bounded convex domain and fW1,1(D) where D is a large smooth bounded domain which contains all the sets Ω0+εΩ, ε[0,1]. Then, we have

    limε0+J(Ω0+εΩ)J(Ω0)ε=Ω0f(x)PΩ(ν0(x))dσ(x). (3.1)

    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), 0ε1, be a family of functions in L1(D) such that f0W1,1(D) and let h be a function such that (fεf0)/εh in L1(D) as ε0+. Let us set Ωε=Ω0+εΩ and

    I(ε)=Ωεfε(x)dx.

    Then, we have

    limε0+I(ε)I(0)ε=Ω0h(x)dx+Ω0f0(x)PΩ(ν0(x))dσ(x). (3.2)

    Proof. We write

    I(ε)I(0)ε=Ωε(1ε(fεf0)(x)h(x))dx+Ωεh(x)dx+1ε(Ωεf0(x)dxΩ0f0(x)dx),

    and then study each of the three terms on the right hand side of this equality. It follows from the assumption that

    |Ωε(1ε(fεf0)(x)h(x))dx|D|1ε(fεf0)(x)h(x)|dxε0+0.

    On the other hand, since the characteristic functions of Ωε converge almost everywhere to the characteristic function of Ω0 when ε0+, it follows from the Lebesgue convergence theorem and from (3.1) that

    limε0+I(ε)I(0)ε=Ω0h(x)dx+Ω0f0(x)PΩ(ν0(x))dσ(x).

    Note first that one can assume that fW1,1loc(Rn) or even fW1,1(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,cRn, we have, by obvious changes of variables,

    (J(c0+Ω0+ε(c+Ω))J(c0+Ω0))/ε=(J(c0+εc+Ωε)J(c0+Ω0))/ε=1ε(Ωεf(c0+εc+x)dxΩ0f(c0+x)dx).

    It follows then from Proposition 2.3 that

    f(x+c0+εc)f(x+c0)εf(x+c0)c=div(f(x+c0)c)inL1loc(Rn)

    as ε0+, and from Corollary 3.1 that

    limε0+J(c0+Ω0+ε(c+Ω)J(c0+Ω0)ε=Ω0f(x+c0)PΩ(ν0(x))dσ(x)+Ω0div(f(x+c0)c)dx.

    Now, it remains to apply the divergence formula to get

    limε0+J(c0+Ω0+ε(c+Ω)J(c0+Ω0)ε=Ω0f(x+c0)PΩ(ν0(x))dσ+Ω0f(x+c0)cν0(x)dσ=Ω0f(x+c0)Pc+Ω(ν0(x))dσ=(c0+Ω0)f(x)Pc+Ω(νc0+Ω0(x))dσ,

    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.

    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:Ω0Ω, such that

    (i) For all xΩ0, PΩ(ν0(x))=ν0(x)a0(x).

    (ii) For all xΩ0, ν(a0(x))=ν0(x), where ν(y) denotes the exterior unit normal vector to Ω at y.

    (iii) The map a0:Ω0Ω 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

    a(x)={0, if x=0,JΩ0(x)a0(x/JΩ0(x)), if x0.

    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

    Φε(x)=x+εa(x),xRn,ε>0.

    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 Rn0 onto Rn0. 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,BRn be open, bounded and of class C1. Consider the following set

    AB:={x+y:xA,yBandνA(x)=νB(y)} (4.1)

    where νA and νB are the outward unit normal vectors to A and B respectively. Then, we have

    (A+B)AB.

    Proof. Recall that the Minkowski sum of two subsets A, B of Rn can also be written as

    A+B={xRn;(A+x)B}. (4.2)

    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+xRnB, the hypersurfaces (A+x) and B are tangent at y and we have Ty(A+x)=TyB and ν(A+x)(y)=νB(y). Now, y(A+x)=A+x, so that xA+y and there exists aA such that x=y+a. Moreover, since A+x is the image of A by the diffeomorphism zz+x, we also have

    νA(a)=ν(A+x)(y)=νB(y),

    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:ΩSn1 is injective.

    Proof. Let φ:RnR be a C2 function such that Ω={xRn;φ(x)<0}, Ω={xRn;φ(x)=0} and φ0 and φ>0 in a neighborhood of Ω. We know then that ν=φ/|φ|. Let x,yΩ be such that ν(x)=ν(y) and let us show that x=y. Assume that xy. It follows from Taylor's formula and the positivity of φ that

    φ(x),yx<φ(y)φ(x)andφ(y),xy<φ(x)φ(y).

    Since φ(x)=φ(y)=0, multiplying respectively by 1|φ(x)| and 1|φ(y)| yields

    ν(x),xy>0andν(y),xy<0,

    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 Ω0U and Ω be a bounded and strongly convex domain of class C2 in Rn. Consider the set Ωε=Ω0+εΩ and the map Φε:xx+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)=Ω0εΩ 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 xΩ0. 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)Ω0εΩ. Conversely, if zΩ0εΩ, 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)=Ω0εΩ. Now, according to Lemma 4.3, we have

    Ωε=(Ω0+εΩ)Ω0(εΩ)=Ω0εΩ=Φε(Ω0)=Φε(Ω0),

    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 xΩε such that xRnΦε(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

    ddεJ(Ω0+εΩ)|ε=0+=Ω0f(x)a(x)ν0(x)dσ,

    and according to Lemmas 4.1 and 4.2, we have

    a(x)ν0(x)=a0(x)ν0(x)=PΩ(ν0(x)).

    We obtain therefore the formula

    limε0+J(Ω0+εΩ)J(Ω0)ε=Ω0f(x)PΩ(ν0(x))dσ(x),

    and this achieves the proof of Theorem 3.1 in the case where Ω is strongly convex.

    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)kN of strongly convex smooth open subsets of Ω such that

    dH(¯Ωk,¯Ω)k0,

    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 Ω0U, Ω be a bounded convex domain in Rn and (Ωk)kN the sequence given by Lemma 4.6 which approximates Ω. Then, for all ε[0,1] and for all kN, we have

    dH(¯Ωkε,¯Ωε)εdH(¯Ωk,¯Ω).

    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

    dH(¯Ωkε,¯Ωε)=dH(¯Ω0+ε¯Ωk,¯Ω0+ε¯Ω)dH(¯Ω0,¯Ω0)+dH(ε¯Ωk,ε¯Ω).

    Since ΩkΩ, then dH(ε¯Ωk,ε¯Ω)=supxε¯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,BRn be two bounded domains which are star-shaped with respect to the ball B(0,r), r>0 and such that AB. Then, we have

    supSn1|JAJB|1r2dH(¯A,¯B). (4.3)

    Proof. Let xB. Since ¯A¯B, there exists yxA such that d(x,¯A)=|xyx|. 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

    |JA(x)JB(x)||JA(x)JA(yx)|+|JA(yx)JB(x)|=|JA(x)JA(yx)|r1|xyx|=r1d(x,¯A)r1supz¯Bd(z,¯A)=r1dH(¯A,¯B),

    an inequality that holds for xB. Now, if xSn1, we have xJB(x)B, and by using the homogeneity of the gauge functions we obtain

    |JA(x)JB(x)|=JB(x)|JA(xJB(x))JB(xJB(x))|JB(x)r1dH(¯A,¯B).

    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 Ω0U, Ω be a bounded convex domain and fW1,1loc(Rn), and let (Ωk)kN be as in Lemma 4.6. Then, there exists a constant C>0 such that, for all kN and all ε[0,1], we have

    |Ωkεf(x)dxΩεf(x)dx|CεdH(¯Ωk,¯Ω),

    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

    Ωεf(x)dxΩkεf(x)dx.

    Since Ωε={Jε<1} and Ωkε={Jkε<1}, by using polar coordinates, we can write

    Ikε(f)=Sn11Jε(ω)0f(ρω)ρn1dρdωSn11Jkε(ω)0f(ρω)ρn1dρdω=Sn11Jε(ω)1Jkε(ω)f(ρω)ρn1dρdω.

    This allows us to estimate Ikε(f) as follows:

    |Ikε(f)|Sn1|Jε(ω)Jkε(ω)Jε(ω)Jkε(ω)|supρ[1Jkε(ω),1Jε(ω)]|f(ρω)ρn1|dω.

    Note that, since B(0,r)ΩkεΩεB(0,R), we have JB(0,R)JεJkεJB(0,r). Recall that JB(0,r)(x)=|x|/r, JB(0,R)(x)=|x|/R. Hence,

    |Ikε(f)|R2Sn1|Jε(ω)Jkε(ω)|supρ[r,R]|f(ρω)ρn1|dω.

    Since Ωε and Ωkε are star-shaped with respect to B(0,r) and ΩkεΩε, it follows from Lemmas 4.1 and 4.7 that

    supSn1|JεJkε|1r2dH(¯Ωkε,¯Ωε)εr2dH(¯Ωk,¯Ω).

    Therefore,

    |Ikε(f)|R2εr2dH(¯Ωk,¯Ω)Sn1supρ[r,R]|f(ρω)ρn1|dω.

    It remains to apply the following classical inequality for functions of one real variable:

    φL(I) 1|I|I|φ(t)|dt+I|φ(t)|dt,φW1,1(I), (4.4)

    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 ρf(ρω)ρn1 yields

    |Iε,k(f)|R2εr2dH(¯Ωk,¯Ω)Sn1Rr(|f(ρω)|(ρn1Rr+(n1)ρn2)+|f(ρω)|ρn1)dρdωR2εr2dH(¯Ωk,¯Ω)r|x|R(|f(x)|Rr+n1|x||f(x)|+|f(x)|)dxR2εr2dH(¯Ωk,¯Ω)(1Rr+n1r+1)r|x|R(|f(x)|+|f(x)|)dxR2εr2dH(¯Ωk,¯Ω)(1Rr+n1r+1)||f||W1,1(D),

    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

    J(Ω0+εΩ)J(Ω0)εΩ0f(x)PΩ(ν0(x))dσ(x)=1ε(Ωεf(x)dxΩkεf(x)dx)+1ε(Ωkεf(x)dxΩ0f(x)dx)Ω0f(x)PΩk(ν0)(x)dσ(x)+Ω0f(x)(PΩk(ν0(x))PΩ(ν0(x)))dσ(x). (4.5)

    For the first term in the righthand side of (4.5), according to Lemmas 4.6 and 4.8, there exists k0N, such for all kk0 and for all ε]0,1], we have

    1ε|(Ωεf(x)dxΩkεf(x)dx)|δ. (4.6)

    Using the formula ||PAPB||L(Sn1)=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:

    |Ω0f(PΩk(ν0)PΩ(ν0))dσ|||PΩkPΩ||L(Sn1)Ω0|f|dσ=dH(¯Ωk,¯Ω)Ω0|f|dσ,

    which implies that it tends to 0 when k by virtue of Lemma 4.6. Hence, there exists k1N, such that, for all kk1, we have

    |Ω0f(PΩk(ν0)PΩ(ν0))dσ|δ. (4.7)

    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 εεδ, we have

    |1ε(Ωk2εf(x)dxΩ0f(x)dx)Ω0f(x)PΩk2(ν0(x))dσ(x)|δ. (4.8)

    By taking k=k2 in (4.5) and using (4.6)–(4.8), we obtain that, for all εεδ,

    |1ε(Ωεf(x)dxΩ0f(x)dx)Ω0f(x)PΩ(ν0(x))dσ(x)|3δ,

    which achieves the proof of Theorem 3.1.

    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 ΩUΩ 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

    (PO){FindΩU(D)such thatJ(Ω)=infΩU(D)J(Ω),whereU(D)={ΩU;ΩD},J(Ω)=Ω(uΩud)2dxanduΩ is the solution of(PE){Δv+v=f,inΩ,vν=g,onΩ,

    where udH1(D), fL2(D) and gH2(D). Let u0 be the solution of (PE) on Ω0U(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 fH1(D), according to [1], we can write

    ˜uε=˜u0+εu0+εvε

    where ˜uε and ˜u0 are respectively extensions of uε and u0 to D, u0H2(Ω0)H1(D) is the shape derivative of ˜u0 with respect to the vector field a and vε0 in L2(D) as ε0+. It follows from that result that

    1ε[(˜uεud)2(˜u0ud)2]2u0(˜u0ud)ε0+0inL1(D),

    which allows one to apply Corollary 3.1 to obtain

    limε0+J(Ω0+εΩ)J(Ω0)ε=Ω02u0(˜u0ud)dx+Ω0(˜u0ud)2PΩ(ν0)dσ(x).

    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 u0 satisfies the boundary value problem

    {Δu0+u0=0,inΩ0,ν0u0=(gν02u0ν20)a,ν0+u0Ω0a,ν0,onΩ0, (5.1)

    where

    2u0ν20=ni,j=12u0xixjν0,iν0,j

    and Ω0 is the tangential gradient (see [15]). Note here that, since Ω0 is of class C3, u0 is in fact in H3(Ω0), u0H2(Ω0) (see [15]), so that the second derivative 2u0ν20 is well defined on Ω0. Now, using the solution of the following adjoint state boundary value problem

    {Δψ+ψ=2(u0ud),inΩ0,ψν0=0,onΩ0, (5.2)

    we obtain the following expression for the shape derivative of the functional J (see [1])

    limε0+J(Ω0+εΩ)J(Ω0)ε=Ω0dΩ0a,ν0dσ,

    where

    dΩ0=(u0ud)2+u0,ψ+ψ(u0f)(gψ)ν0Hgψ.

    Now, since Ω is strongly convex, it follows from Lemmas 4.1 and 4.2 that

    a(x),ν0(x)=PΩ(ν0(x))onΩ0, (5.3)

    so that

    limε0+J(Ω0+εΩ)J(Ω0)ε=Ω0dΩ0PΩν0dσ.

    The last thing we propose is an algorithm to solve the shape optimization problem (PO).

    Algorithm.
    1) Choose Ω0U(D), ρ]0,1[ and a precision ε.
    2) Solve the state equation:
        (PE){Δu0+u0=f,inΩ0,u0ν0=0,onΩ0.(5.4)
    3) Solve the adjoint state problem
        (PEA){Δψ0+ψ0=2(u0ud),inΩ0,ψ0ν0=0,onΩ0.(5.5)
    4) Calculate ˆp0 solution of
        argminpEF0(p)(5.6)
    where
        E={φC(¯D);φis convex and homogeneous of degree 1andφPD},
    and
        F0(p)=Ω0((u0ud)2+u0,ψ+ψ(u0f)(gψ)ν0Hgψ)pν0dσ.
    5) At step k, if
        ||ukud||L2(Ωk)<ε,
    go to 7, where uk is the solution of the state equation in Ωk (the domain at step k).
    6) Compute
        Ωk+1={rθ;θSn1,r[0,1/JΩk+1(θ)[}(5.7)
    where JΩk+1 is the gauge function of Ωk+1 given by Ωk+1:=Ωk+ρˆΩk with
        ˆΩk=ˆpk(0)={Rn;ˆpk(x),x,xRn}
    and go to 2.
    7) End.

     | Show Table
    DownLoad: CSV

    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)kN is constructed in such a way that (J(Ωk))kN is decreasing. Indeed, let kN, then, for a small ρ]0,1[, we have

    J(Ωk+1)J(Ωk)=J(Ωk+ρˆΩk)J(Ωk)=ρ(ΩkdΩkPˆΩkνkdσ)+O(ρ2).

    Now, since ˆpk=PˆΩk is a solution of argminpEFk(p), then

    Fk(ˆpk)=ΩkdΩkPˆΩkνkdσFk(0)=0,

    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 ˆpE because the functional

    pEFk(p)=ΩkdΩkpνkdσ

    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 pE is the support function of a unique convex bounded open set which is its sub-differential at 0, that is, p=Pp(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 pPD, we get

    pE,|p(x)p(y)|=|Pp(0)(x)Pp(0)(y)|supwSn1Pp(0)(w)xysupwSn1PD(w)xy,

    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 Ω0U(D) and let JΩ0 denote its gauge function. In order to determine the domain of the next iteration Ω1=Ω0+ρˆP0(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])

    Ω1={θ/JΩ1(θ);θSn1}. (5.8)

    Next, by homogeneity of the gauge function JΩ1, we can check that Ω1={w/JΩ1(w);wΩ0}. 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

    ||ˆP0PΛ||Sn1=dH(ˆP0(0),¯Λ)δ. (5.9)

    Moreover, using (5.9) and the properties of Hausdorff distance on convex domains (see e.g., [20]), we obtain

    dH(Ω1,Ω0+ρΛ)=dH(Ω0,Ω0)+ρdH(ˆP0(0),¯Λ)ρδ,

    which, combined with Proposition 4.1, gives

    supSn1|JΩ1JΩ0+ρΛ|1r2ρδ.

    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

    ddtJt=JtPΛ(Jt). (5.10)

    Using the Taylor expansions of Jt, we have

    Jt=J0+tddtJt|t=0+o(t)=J0tJ0PΛ(J0)+o(t)=J0tJ0PΛ(JΩ0/|JΩ0|)|JΩ0|+o(t).

    Thus, for all yΩ0, using Lemma 2.2 we obtain Jt(y)=1tPΛ(νΩ0(y))νΩ0(y),y+o(t). Finally, Ω1 can be determined by

    Ω1={y/(1tPΛ(νΩ0(y))νΩ0(y),y);yΩ0},

    where PΛ(νΩ0) and νΩ0 are known on Ω0.

    The authors declare they have not used Artificial Intelligence (AI) tools in the creation of this article.

    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.

    The authors declare no conflict of interest.



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