SlideShare a Scribd company logo
Optimization and Control in Free and
Moving Boundary Fluid-Structure
Interactions
Lorena Bociu 1
SAMSI - Operator Splitting Methods in Data Analysis
March 21, 2018
1
The research was supported by NSF-DMS 1312801 and NSF CAREER 1555062
Fluid-Structure Interactions (FSI)
Interaction of some movable and/or deformable structure with
an internal or surrounding fluid flow
industrial processes, aero-elasticity, and biomechanics
The boundary of the domain is not known in advance,
but has to be determined as part of the solution.
Free boundary: steady-state problem.
Moving boundary: time dependent problems and the position of the
boundary is a function of time and space.
Lagrangian vs Eulerian
Coupling of incompressible Navier-Stokes equations with
an elastic solid.
Solid: displacements are often relatively small
computational domain: Ω
Lagrangian formulation: focus on the material particle x and its
evolution
Fluid: displacements are large and usually irrelevant
we are mostly interested in the velocity field
Eulerian framework: observe what happens at a given point x in the
physical space.
Lagrangian vs Eulerian
Coupling of incompressible Navier-Stokes equations with
an elastic solid.
Solid: displacements are often relatively small
computational domain: Ω
Lagrangian formulation: focus on the material particle x and its
evolution
Fluid: displacements are large and usually irrelevant
we are mostly interested in the velocity field
Eulerian framework: observe what happens at a given point x in the
physical space.
FSI: Fluid + elasticity + interface conditions between solid and fluid
Lagrangian vs Eulerian
Coupling of incompressible Navier-Stokes equations with
an elastic solid.
Solid: displacements are often relatively small
computational domain: Ω
Lagrangian formulation: focus on the material particle x and its
evolution
Fluid: displacements are large and usually irrelevant
we are mostly interested in the velocity field
Eulerian framework: observe what happens at a given point x in the
physical space.
FSI: Fluid + elasticity + interface conditions between solid and fluid
match these two different frameworks
Fluid - Elasticity Interaction: PDE model
Configuration: the elastic body moves and deforms inside the fluid.
Elastic body located at time t ≥ 0 in a domain Ω(t) ⊂ R3
with
boundary Γ(t).
The fluid occupies domain Ωf
(t) = D  ¯Ω(t), with smooth boundary
Γ(t) ∪ Γf .
Let D ⊂ R3
be the control volume. D contains the solid and the
fluid at each time t ≥ 0, i.e. D = Ω(t) ∪ Ωf
(t), with smooth
boundary ∂D = Γf .
Navier-Stokes - Eulerian Framework
Fluid: Newtonian viscous, homogeneous, and incompressible.
Its behavior is described by its velocity w and pressure p.
The viscosity of the fluid is ν > 0, and the fluid strain and
stress tensors are given by
ε(w) =
1
2
[Dw + (Dw)∗
], σ(p, w) = −pI + 2νε(w),
where Dw is the gradient matrix of w, and (Dw)∗ represents
the transpose of Dw.
The fluid state satisfies the following Navier-Stokes equations:



wt − ν ∆w + Dw · w + p = v1 on Ωf (t)
div w = 0 on Ωf (t)
w = 0 on Γf
Structural Deformation: Lagrangian formulation
The evolution of the fluid domain Ωf
(t) is induced by the
structural deformation through the common interface Γ(t).
O ⊂ D: reference configuration for the solid; ∂O = S
Of
= D  ¯O: reference fluid configuration. T
D is described by a smooth, injective map:
ϕ : ¯D × R+
−→ ¯D, (x, t) → ϕ = ϕ(x, t).
For x ∈ O, ϕ(x, t): the position at time t of the material point x.
On Of
, ϕ(x, t) is defined as an arbitrary extension of the restriction
of ϕ to S, which preserves the boundary Γf , i.e. ϕ = IΓf
on Γf .
J(ϕ) > 0: Jacobian of the deformation ϕ(t)
Nonlinear elasticity
St. Venant - Kirchhoff equations: large displacement, small
deformation elasticity. Green-St. Venant nonlinear strain tensor:
σ(ϕ) =
1
2
[(Dϕ)∗
Dϕ − I].
Piola transform of the Cauchy stress tensor:
P(x) = Dϕ(x)[λTr[σ(ϕ)]I + 2µσ(ϕ)])
Equilibrium equations for elasticity :
Jρ∂ttϕ − DivP = Jρv2 on O
FSI - PDE model



wt − ν ∆w + Dw · w + p = v1 on Ωf
(t)
div w = 0 on Ωf
(t)
w = 0 on Γf
Jρ∂ttϕ − DivP = Jρv2 on O
w ◦ ϕ = ϕt on S
Pn = J(ϕ)(σ(p, w) ◦ ϕ)(Dϕ)−∗
n on S
ϕ = IΓf
on Γf ,
IC:ϕ(·, 0) = ϕ0
, ϕt(·, 0) = ϕ1
, w(·, 0) = w0
, p(·, 0) = p0
on (O)2
× (Oc
)2
.
PDE-constrained Optimization Problems governed by FSI
In most of the applications, the goal is the
optimization or optimal control of the considered process,
related sensitivity analysis (with respect to relevant physical parameters).
minimize turbulence in the fluid
optimize fluid velocity or pressure
optimize the deformation of the structure
minimize wall shear stresses
PDE-constrained Optimization Problems governed by FSI
In most of the applications, the goal is the
optimization or optimal control of the considered process,
related sensitivity analysis (with respect to relevant physical parameters).
minimize turbulence in the fluid
optimize fluid velocity or pressure
optimize the deformation of the structure
minimize wall shear stresses
Control problems in FSI: most of the literature is focused on the
assumption of small but rapid oscillations of the solid body, so that
the common interface may be assumed fixed:
Lasiecka and Bucci ’05, ’10, Lasiecka, Triggiani, and Zhang ’11,
Lasiecka and Tuffaha, ’08-’09, Avalos-Triggiani ’08-’12.
PDE-constrained Optimization Problems governed by FSI
In most of the applications, the goal is the
optimization or optimal control of the considered process,
related sensitivity analysis (with respect to relevant physical parameters).
minimize turbulence in the fluid
optimize fluid velocity or pressure
optimize the deformation of the structure
minimize wall shear stresses
Recently, PDE constrained optimization problems governed by free
boundary interactions have been considered, with most research
studies mainly addressed in the context of the numerical analysis
of the finite element methods [Antil-Nochetto-Sodre ’14,
Richter-Wick ’13, Van Der Zee et al ’10]
Steady State Navier-Stokes and Elasticity



−ν ∆w + Dw · w + p = v|Ωf
on Ωf
divw = 0 on Ωf
w = 0 on Γ := ϕ(S)
−DivP = v|Ωe
on O
Pn = J(ϕ)(σ(p, w) ◦ ϕ)(Dϕ)−∗
n on S
w = 0, ϕ = IΓf
on Γf
2
P.G. Ciarlet, Mathematical Elasticity Vol. I: Three-dimensional Elasticity, North-Holland Publishing Co.,
Steady State Navier-Stokes and Elasticity



−ν ∆w + Dw · w + p = v|Ωf
on Ωf
divw = 0 on Ωf
w = 0 on Γ := ϕ(S)
−DivP = v|Ωe
on O
Pn = J(ϕ)(σ(p, w) ◦ ϕ)(Dϕ)−∗
n on S
w = 0, ϕ = IΓf
on Γf
Cauchy Stress Tensor T : Ωe → S3
, T = [J−1
P · (Dϕ)∗
] ◦ ϕ−1
[2
]



−ν ∆w + Dw · w + p = v|Ωf
on Ωf
divw = 0 on Ωf
w = 0 on Γ := ϕ(S)
−DivT = v|Ωe
on Ωe = ϕ(O)
T n = σ(p, w)n on Γ
w = 0, ϕ = IΓf
on Γf .
2
P.G. Ciarlet, Mathematical Elasticity Vol. I: Three-dimensional Elasticity, North-Holland Publishing Co.,
OCP
We consider the optimal control problem:
min J(w, v) = 1/2 w − wd
2
L2(Ωf ) + 1/2 v 2
H3(D) (1)
subject to



−ν ∆w + Dw · w + p = v|Ωf
on Ωf
divw = 0 on Ωf
w = 0 on Γ := ϕ(S)
−DivT = v|Ωe
on Ωe = ϕ(O)
T n = σ(p, w)n on Γ
w = 0, ϕ = IΓf
on Γf .
distributed control v ∈ H3
(D)
wd ∈ L2
(Ωf ) is a desired fluid velocity.
OCP
min J(w, v) = 1/2 w − wd
2
L2(Ωf ) + 1/2 v 2
H3(D) (2)
subject to
(E)



−ν ∆w + Dw · w + p = v|Ωf
on Ωf
divw = 0 on Ωf
w = 0 on Γ := ϕ(S)
−DivT = v|Ωe on Ωe = ϕ(O)
T n = σ(p, w)n on Γ
w = 0, ϕ = IΓf
on Γf .
Goals:
1. Existence of an optimal control
2. First-order necessary conditions of optimality (NOC)
Well-posedness Analysis
FSI: parabolic-hyperbolic coupled system
regularity gap of the fluid and structure velocities on the common
interface: the traces of the elastic component at the energy level are
not defined via the standard trace theory, and this induces a loss of
regularity at the boundary of the coupled system.
Coutand-Shkoller ’05-’06: Existence of strong solutions for the case of a linear and then quasi-linear elastic
body flowing within a viscous, incompressible fluid, under the assumptions of smooth initial data (i.e., the
initial fluid velocity w0
belongs to H5
, and the initial data for elasticity (ϕ0
, ϕ1
) belong to H3
× H2
).
Due to the incompressibility condition of the fluid, uniqueness of solution for the model required higher
regularity for the initial data (i.e., (w0
, ϕ0
, ϕ1
) ∈ H7
× H5
× H4
).
Kukavica-Tuffaha-Ziane ’09-’11, Ignatova-Kukavica-Lasiecka-Tuffaha ’12-’14, Raymond-Vanninathan ’15
for N-S coupled with linear elasticity/wave equation.
The authors of [Ignatova-Kukavica-Lasiecka-Tuffaha] also prove global in time well-posedness for small
initial data of the Navier–Stokes-elasticity model involving a wave equation with frictional damping, and
they show that the energy associated with smooth and sufficiently small solutions of the damped model
decay exponentially to zero.
Canic-Muha ’13-’14: dynamical coupling (which is of great interest in the modeling and analysis of the
cardiovascular system) - 2D
Grandmont’02, Wick-Wollner’14: steady state NS-St. Venant elasticity equations.
OCP
min J(w, v) = 1/2 w − wd
2
L2(Ωf ) + 1/2 v 2
H3(D) (3)
subject to
(E)



−ν ∆w + Dw · w + p = v|Ωf
on Ωf
divw = 0 on Ωf
w = 0 on Γ := ϕ(S)
−DivT = v|Ωe on Ωe = ϕ(O)
T n = σ(p, w)n on Γ
w = 0, ϕ = IΓf
on Γf .
Goals:
1. Existence of an optimal control (EOC)
2. First-order necessary conditions of optimality (NOC)
Compute the gradient of the functional J.
Characterization of the optimal control will pave the way for a
numerical study of the problem.
NOC: Main Challenge
Lagrangian: L = J − (weak form of the system)
Not convex-concave, due to the nonlinearity of the
control-to-state map.
Min-Max theory does not apply, i.e., one can not reduce the
cost function gradient to the derivative of the Lagrangian with
respect to the control, at its saddle point [ Delfour-Zolesio ’86]
Optimality conditions must be derived from differentiability
arguments on the cost functional J with respect to the control v.
Main challenge: dependence of the cost integrals in J on the
unknown domain Ωf , which also depends on the control v.
min J(w, v) = 1/2 w − wd
2
L2(Ωf ) + 1/2 v 2
H3(D)
Directional derivative of J with respect to v in the direction of v :
for small parameter s ≥ 0, consider the perturbed functional
J(v + sv ) and then calculate the derivative at s = 0 of the function
s → J(v + sv ).
With the following notation for the s-derivatives at s = 0,
ϕ =
∂
∂s
ϕs
s=0
, U = ϕ ◦ϕ−1
, w =
∂
∂s
ws
s=0
, and p =
∂
∂s
ps
s=0
,
we can compute the directional derivative of J as
∂J(v; v ) = lim
s→0
J(v + sv ) − J(v)
s
=
∂
∂s
J(v + sv )
s=0
=
∂
∂s
1
2 (Ωf )s
|ws − wd |2
+
1
2
v + sv 2
H3(D)
s=0
=
Ωf
(w − wd ) · w +
1
2 Γ
|w − wd |2
U · nf + (v, v )H3(D)
With the following notation for the s-derivatives at s = 0,
ϕ =
∂
∂s
ϕs
s=0
, U = ϕ ◦ϕ−1
, w =
∂
∂s
ws
s=0
, and p =
∂
∂s
ps
s=0
,
we can compute the directional derivative of J as
∂J(v; v ) = lim
s→0
J(v + sv ) − J(v)
s
=
∂
∂s
J(v + sv )
s=0
=
∂
∂s
1
2 (Ωf )s
|ws − wd |2
+
1
2
v + sv 2
H3(D)
s=0
=
Ωf
(w − wd ) · w +
1
2 Γ
|w − wd |2
U · nf + (v, v )H3(D)
The challenge of applying optimization tools to free boundary FSI is
the proper derivation of the sensitivity and adjoint sensitivity
information with correct balancing conditions on the common
interface.
As the interaction is a coupling of Eulerian and Lagrangian
quantities, sensitivity analysis on the system falls into the framework
of shape analysis.
Sensitivity System [LB - J.-P. Zolesio]



−ν∆w + (Dw’) w + (Dw) w’ + p = v Ωf
in Ωf
divw = 0 in Ωf
w + (Dw)U’ = 0 on Γ
−Div T(U’) = v Ωe
in Ωe
T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ
w = 0, U = 0 on Γf
Sensitivity System [LB - J.-P. Zolesio]



−ν∆w + (Dw’) w + (Dw) w’ + p = v Ωf
in Ωf
divw = 0 in Ωf
w + (Dw)U’ = 0 on Γ
−Div T(U’) = v Ωe
in Ωe
T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ
w = 0, U = 0 on Γf
Θ = Dϕ ◦ ϕ−1
DU := Θ∗
(DU )Θ,
T(U ) := (DU )T +
1
det Θ
Θ · {λTr(DU )I + µ[DU + (DU )∗
]}Θ∗
,
Sensitivity System [LB - J.-P. Zolesio]



−ν∆w + (Dw’) w + (Dw) w’ + p = v Ωf
in Ωf
divw = 0 in Ωf
w + (Dw)U’ = 0 on Γ
−Div T(U’) = v Ωe
in Ωe
T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ
w = 0, U = 0 on Γf
Θ = Dϕ ◦ ϕ−1
DU := Θ∗
(DU )Θ,
T(U ) := (DU )T +
1
det Θ
Θ · {λTr(DU )I + µ[DU + (DU )∗
]} Θ∗
,
Σ(U )
Sensitivity System [LB - J.-P. Zolesio]



−ν∆w + (Dw’) w + (Dw) w’ + p = v Ωf
in Ωf
divw = 0 in Ωf
w + (Dw)U’ = 0 on Γ
−Div T(U’) = v Ωe
in Ωe
T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ
w = 0, U = 0 on Γf
Θ = Dϕ ◦ ϕ−1
DU := Θ∗
(DU )Θ,
T(U ) := (DU )T +
1
det Θ
Θ · {λTr(DU )I + µ[DU + (DU )∗
]} Θ∗
,
Σ(U )
˜Σ(U )
Sensitivity System [LB - J.-P. Zolesio]



−ν∆w + (Dw’) w + (Dw) w’ + p = v Ωf
in Ωf
divw = 0 in Ωf
w + (Dw)U’ = 0 on Γ
−Div T(U’) = v Ωe
in Ωe
T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ
w = 0, U = 0 on Γf
Θ = Dϕ ◦ ϕ−1
DU := Θ∗
(DU )Θ,
T(U ) := (DU’)T +
1
det Θ
Θ · {λTr(DU )I + µ[DU + (DU )∗
]} Θ∗
,
Σ(U )
˜Σ(U )
Sensitivity System [LB - J.-P. Zolesio ]



−ν∆w + (Dw’) w + (Dw) w’ + p = v Ωf
in Ωf
divw = 0 in Ωf
w + (Dw)U’ = 0 on Γ
−DivT(U ) = v Ωe
in Ωe
T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ
w = 0, U = 0 on Γf
Sensitivity System [LB - J.-P. Zolesio ]



−ν∆w + (Dw’) w + (Dw) w’ + p = v Ωf
in Ωf
divw = 0 in Ωf
w + (Dw)U’ = 0 on Γ
−DivT(U ) = v Ωe
in Ωe
T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ
w = 0, U = 0 on Γf
Γ U , n
B(U ) =(T + pI − 2νε(w)) · [(DΓU )∗
n + (D2
bΩe )UΓ] +(DT )U · n
+ div(U )T · n − T · (DU )∗
· n−
− U , n (−DivΓ(T ) + [∂νpI − 2ν∂νε(w)] · n).
Notation
(Df)ij = ∂j fi ∈ M3
is the gradient matrix at a ∈ X of any vector
field f = (fi ) : X ⊂ R3
→ R3
.
div f = ∂i fi ∈ R is the divergence of f : X ⊂ R3
→ R3
.
Div T = ∂j Tij ∈ R3
is the divergence of any second-order tensor
field T = (Tij ) : X ⊂ R3
→ M3
.
A∗
= transpose of A, for any A ∈ M3
.
dΩ(x) =
infy∈Ω |y − x| Ω = ∅
∞ Ω = ∅
is the distance function
bΩ(x) = dΩ(x) − dΩc (x) , ∀x ∈ Rn
is the oriented distance fn.
from x to Ω, for any Ω ⊂ Rn
.
H = ∆bΩ = Tr(D2
bΩ) is the additive curvature of Γ = ∂Ω. [3
]
3
M.C. Delfour and J.P. Zolesio, Shapes and Geometries: Analysis, Differential Calculus and Optimization,
SIAM 2001.
Sensitivity System [LB - J.-P. Zolesio]



−ν∆w + (Dw )w + (Dw)w + p = v Ωf
in Ωf
divw = 0 in Ωf
w + (Dw)U = 0 on Γ
−DivT(U ) = v Ωe
in Ωe
T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ
w = 0, U = 0 on Γf
Γ U , n
B(U ) =(T + pI − 2νε(w)) · [(DΓU )∗
n + (D2
bΩe
)UΓ] +(DT )U · n
+ div(U )T · n − T · (DU )∗
· n−
− U , n (−DivΓ(T ) + [∂νpI − 2ν∂νε(w)] · n).
Sensitivity System [LB - J.-P. Zolesio]



−ν∆w + (Dw )w + (Dw)w + p = v Ωf
in Ωf
divw = 0 in Ωf
w + (Dw)U = 0 on Γ
−DivT(U ) = v Ωe
in Ωe
T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ
w = 0, U = 0 on Γf
Γ U , n
B(U ) =(T + pI − 2νε(w)) · [(DΓU )∗
n + (D2
bΩe
)UΓ] +(DT )U · n
+ div(U )T · n − T · (DU )∗
· n−
− U , n (−DivΓ(T ) + [∂νpI − 2ν∂νε(w)] · n).
= B1 · Γ U , n − U , n B2 + (DT )U · n + div(U )T · n − T · (DU )∗
· n
Connection to Shape Analysis
As vs = v + sv , the geometry of the problem moves with the
flow of a vector field that depends on the deformation ϕs.
The perturbation Γs of the boundary is built by the flow of the
vector field V (s, x) = ∂
∂s ϕs ◦ ϕ−1
s , i.e.,
Γs = Ts(V )(S), where Ts(V ) : Ωe → (Ωe)s, Ts(V ) = ϕs◦ϕ−1
.
Connection to Shape Analysis
As vs = v + sv , the geometry of the problem moves with the
flow of a vector field that depends on the deformation ϕs.
The perturbation Γs of the boundary is built by the flow of the
vector field V (s, x) = ∂
∂s ϕs ◦ ϕ−1
s , i.e.,
Γs = Ts(V )(S), where Ts(V ) : Ωe → (Ωe)s, Ts(V ) = ϕs◦ϕ−1
.
(ϕ , w , p ): ‘shape’ derivatives with respect to the speed V , which
is a vector field that depends on ϕs and is not given a priori.
Standard theory on shape derivatives: the domain is perturbed
by an a priori given vector field and then the speed method is
applied.
s-derivatives: ‘pseudo-shape derivatives’, in the sense that
much of the theory of shape calculus remains applicable.
Goal: find the gradient of J at v: J (v; v )
∂J(v; v ) =
Ωf
(w − wd ) · w +
1
2 Γ
|w − wd |2
U · nf + (v, v )H3(D)
Sensitivity system provides the characterization for (U , w , p ):



−ν∆w + (Dw )w + (Dw)w + p = v Ωf
in Ωf
divw = 0 in Ωf
w + (Dw)U = 0 on Γ
−DivT(U ) = v Ωe
in Ωe
T(U ) · n = (−p I + 2νε(w )) · n + B(U ) on Γ
w = 0, U = 0 on Γf
v does not appear in the chain rule computation, since it is hidden
in the sensitivity equations for w , p , and U .
Goal: find the gradient of J at v: J (v; v )
∂J(v; v ) =
Ωf
(w − wd ) · w +
1
2 Γ
|w − wd |2
U · nf + (v, v )H3(D)
Sensitivity system provides the characterization for (U , w , p ):



−ν∆w + (Dw )w + (Dw)w + p = v Ωf
in Ωf
divw = 0 in Ωf
w + (Dw)U = 0 on Γ
−DivT(U ) = v Ωe
in Ωe
T(U ) · n = (−p I + 2νε(w )) · n + B(U ) on Γ
w = 0, U = 0 on Γf
v does not appear in the chain rule computation, since it is hidden
in the sensitivity equations for w , p , and U .
Idea: Introduce a suitable adjoint problem that eliminates the
s-derivatives and provides an explicit representation for J (v; v ).
Theorem (LB - K. Martin)
For the optimal control problem:
min J(w, v) = 1/2 w − wd
2
L2(Ωf ) + 1/2 v 2
H3(D),
subject to FSI, the gradient of the cost functional is given by
J (v; v ) = (v , v)D + (v |Ωf
, Q) + (v |Ωe
, R),
where Q, P, and R solve the following adjoint sensitivity problem:



−ν∆Q + (Dw)∗
Q − (DQ)w + P = w − wd Ωf
div(Q) = 0 Ωf
−Div ¯T (R) = 0 Ωe
Q = R Γ
¯T (R)n + (Dw)∗
σ(P, Q)n + divΓ[B1R]n − (DT ∆
· n)∗
R
−H T n, R n + Γ T n, R
−DivΓ(n ⊗ T R) + B2, R n = 1
2 |w − wd |2
nf Γ
Q = 0 Γf
(4)
Matching of Normal Stress Tensors
¯T (R)n+(Dw)∗
σ(P, Q)n+divΓ[B1R]n−(DT ∆
·n)∗
R−H T n, R n+ Γ T n, R
−DivΓ(n ⊗ T R) + B2, R n =
1
2
|w − wd |2
nf
B1 = T + pI − 2νε(w) and B2 = −DivΓ(T ) + [∂νpI − 2ν∂νε(w)] · n
(DT ∆
· f )ik := ∂k Tij fj
Matching of Normal Stress Tensors
¯T (R)n+(Dw)∗
σ(P, Q)n+divΓ[B1R]n−(DT ∆
·n)∗
R−H T n, R n+ Γ T n, R
−DivΓ(n ⊗ T R) + B2, R n =
1
2
|w − wd |2
nf
B1 = T + pI − 2νε(w) and B2 = −DivΓ(T ) + [∂νpI − 2ν∂νε(w)] · n
(DT ∆
· f )ik := ∂k Tij fj
DT is defined as (DT .e)ij = (∂k Tij )ek . With the above notation,
we can IBP
˜Γc
{(DT )γ} · ne, R =
˜Γc
(∂k Tij γk )(ne)j Ri
=
˜Γc
γk (∂k Tij (ne)j Ri ) =
˜Γc
γ, (DT ∆
· ne)∗
R .
Matching of Normal Stress Tensors
¯T (R)n+(Dw)∗
σ(P, Q)n+divΓ[B1R]n−(DT ∆
·n)∗
R−H T n, R n+ Γ T n, R
−DivΓ(n ⊗ T R) + B2, R n =
1
2
|w − wd |2
nf
B1 = T + pI − 2νε(w) and B2 = −DivΓ(T ) + [∂νpI − 2ν∂νε(w)] · n
(DT ∆
· f )ik := ∂k Tij fj
DT is defined as (DT .e)ij = (∂k Tij )ek . With the above notation,
we can IBP
˜Γc
{(DT )γ} · ne, R =
˜Γc
(∂k Tij γk )(ne)j Ri
=
˜Γc
γk (∂k Tij (ne)j Ri ) =
˜Γc
γ, (DT ∆
· ne)∗
R .
˜B(R) = divΓ[B1R]n − (DT ∆
· n)∗
R − H T n, R n + Γ T n, R
−DivΓ(n ⊗ T R) + B2, R n
Theorem (LB - K. Martin)
For the optimal control problem:
min J(w, v) = 1/2 w − wd
2
L2(Ωf ) + 1/2 v 2
H3(D),
subject to FSI, the gradient of the cost functional is given by
J (v; v ) = (v , v)D + (v |Ωf
, Q) + (v |Ωe
, R),
where Q, P, and R solve the following adjoint sensitivity problem:



−ν∆Q + (Dw)∗
Q − (DQ)w + P = w − wd Ωf
div(Q) = 0 Ωf
−Div ¯T (R) = 0 Ωe
Q = R Γ
¯T (R)n + (Dw)∗
σ(P, Q)n + ˜B(R) = 1
2 |w − wd |2
nf Γ
Q = 0 Γf
(5)
References
1. F. Abergel and R. Temam, On Some Control Problems in Fluid Mechanics, Theoret. Comput. Fluid
Dynamics 1, (1990), 303-325.
2. H. Antil, R. H. Nochetto, and P. Sodr´e, Optimal Control of a Free Boundary Problem: Analysis with
Second-Order Sufficient Conditions, SIAM J. Control Optim. 52, 5, (2014), 2771-2799.
3. L. Bociu, L. Castle, K. Martin, and D. Toundykov, Optimal Control in a Free Boundary Fluid-Elasticity
Interaction, AIMS Proceedings, (2015), 122-131.
4. L. Bociu, D. Toundykov, and J.-P. Zol´esio, Well-Posedness Analysis for a Linearization of a Fluid-Elasticity
Interaction, SIAM J. Math. Anal., 47, 3, (2015), 1958-2000.
5. L. Bociu, J.-P. Zol´esio, Linearization of a coupled system of nonlinear elasticity and viscous fluid, “Modern
Aspects of the Theory of Partial Differential Equations”, in the series “Operator Theory: Advances and
Applications”, 216, (Springer, Basel, 2011), 93-120.
6. L. Bociu, J.-P. Zol´esio, Existence for the linearization of a steady state fluid - nonlinear elasticity
interaction, DCDA-S, (2011), 184-197.
7. L. Bociu, J.-P. Zol´esio, Sensitivity analysis for a free boundary fluid-elasticity interaction, EECT 2, (2012),
55-79.
8. P.G. Ciarlet, Mathematical Elasticity Volume I: Three-dimensional Elasticity, North-Holland Publishing Co.,
Amsterdam, 1988.
9. M.C. Delfour and J.P. Zolesio, Shapes and Geometries: Analysis, Differential Calculus and Optimization,
SIAM 2001.
10. L. Formaggia, A. Quarteroni, A. Veneziani Eds., Cardiovascular Mathematics. Modeling and simulation of
the circulatory system. Vol I., MS & A, (Springer-Verlag Italia, Milano, 2009).
11. T. Richter and T. Wick, Optimal Control and Parameter Estimation for Stationary Fluid-Structure
Interaction Problems, SIAM J. Sci. Comput., 35, 5, (2013), 1085-1104.
12. T. Wick and W. Wollner, On the differentiability of fluid-structure interaction problems RICAM-Report,
16, (2014).
THANK YOU !

More Related Content

PDF
Navier strokes equation
PPT
Basic differential equations in fluid mechanics
PDF
Transients characteristics
PDF
STOCHASTIC NAVIER STOKES EQUATIONS
DOC
SPM Physics Formula List Form4
PDF
Physics formula list
PPT
Fluid dynamics
PDF
Effects of wall properties and heat transfer on the peristaltic
Navier strokes equation
Basic differential equations in fluid mechanics
Transients characteristics
STOCHASTIC NAVIER STOKES EQUATIONS
SPM Physics Formula List Form4
Physics formula list
Fluid dynamics
Effects of wall properties and heat transfer on the peristaltic

What's hot (17)

PDF
PDF
Transport phenomena Solved problems
PDF
motion 1 dimention
PDF
poster
PPT
Kinematika partikel
PDF
Study of Parametric Standing Waves in Fluid filled Tibetan Singing bowl
PDF
Exponential decay for the solution of the nonlinear equation induced by the m...
PDF
4831603 physics-formula-list-form-4
PDF
Unsteady Mhd free Convective flow in a Rotating System with Dufour and Soret ...
PPT
LES from first principles
PDF
PDF
Effect Of Elasticity On Herschel - Bulkley Fluid Flow In A Tube
PDF
Report dmb
PPTX
5.8 rectilinear motion
PDF
120715 - LMAJdS paper - HydroVision 2012 presentation - 14 pages
PDF
Chemical Reaction on Heat and Mass TransferFlow through an Infinite Inclined ...
PDF
International Journal of Mathematics and Statistics Invention (IJMSI)
Transport phenomena Solved problems
motion 1 dimention
poster
Kinematika partikel
Study of Parametric Standing Waves in Fluid filled Tibetan Singing bowl
Exponential decay for the solution of the nonlinear equation induced by the m...
4831603 physics-formula-list-form-4
Unsteady Mhd free Convective flow in a Rotating System with Dufour and Soret ...
LES from first principles
Effect Of Elasticity On Herschel - Bulkley Fluid Flow In A Tube
Report dmb
5.8 rectilinear motion
120715 - LMAJdS paper - HydroVision 2012 presentation - 14 pages
Chemical Reaction on Heat and Mass TransferFlow through an Infinite Inclined ...
International Journal of Mathematics and Statistics Invention (IJMSI)
Ad

Similar to QMC: Operator Splitting Workshop, Optimization and Control in Free ans Moving Boundary Fluid-Structure Interactions - Lorena Bociu, Mar 22, 2018 (20)

PDF
03 tensors
PDF
Introduction to basic principles of fluid mechanics
PDF
Chapter9.pdf
PDF
Mit2 092 f09_lec12
PDF
NS Equation .pdf
PDF
lecture-2-not.pdf
PDF
A robust stabilised immersed finite element framework for complex fluid-struc...
PDF
Geometric properties for parabolic and elliptic pde
PDF
02_Conservation_Laws.pdf
PPT
PDF
1 hofstad
PDF
02 conservation equations
PDF
slidesWaveRegular.pdf
PDF
INRIA-USFD-KCL- Identification of artery wall stiffness - 2014
PDF
Thermal instability of incompressible non newtonian viscoelastic fluid with...
PDF
Thermal instability of incompressible non newtonian viscoelastic fluid with...
PDF
Persistence of power-law correlations in nonequilibrium steady states of gapp...
PDF
Solutions for Problems: Micro- and Nanoscale Fluid Mechanics by Brian Kirby
PDF
Final_presentation
03 tensors
Introduction to basic principles of fluid mechanics
Chapter9.pdf
Mit2 092 f09_lec12
NS Equation .pdf
lecture-2-not.pdf
A robust stabilised immersed finite element framework for complex fluid-struc...
Geometric properties for parabolic and elliptic pde
02_Conservation_Laws.pdf
1 hofstad
02 conservation equations
slidesWaveRegular.pdf
INRIA-USFD-KCL- Identification of artery wall stiffness - 2014
Thermal instability of incompressible non newtonian viscoelastic fluid with...
Thermal instability of incompressible non newtonian viscoelastic fluid with...
Persistence of power-law correlations in nonequilibrium steady states of gapp...
Solutions for Problems: Micro- and Nanoscale Fluid Mechanics by Brian Kirby
Final_presentation
Ad

More from The Statistical and Applied Mathematical Sciences Institute (20)

PDF
Causal Inference Opening Workshop - Latent Variable Models, Causal Inference,...
PDF
2019 Fall Series: Special Guest Lecture - 0-1 Phase Transitions in High Dimen...
PDF
Causal Inference Opening Workshop - Causal Discovery in Neuroimaging Data - F...
PDF
Causal Inference Opening Workshop - Smooth Extensions to BART for Heterogeneo...
PDF
Causal Inference Opening Workshop - A Bracketing Relationship between Differe...
PDF
Causal Inference Opening Workshop - Testing Weak Nulls in Matched Observation...
PPTX
Causal Inference Opening Workshop - Difference-in-differences: more than meet...
PDF
Causal Inference Opening Workshop - New Statistical Learning Methods for Esti...
PDF
Causal Inference Opening Workshop - Bipartite Causal Inference with Interfere...
PPTX
Causal Inference Opening Workshop - Bridging the Gap Between Causal Literatur...
PDF
Causal Inference Opening Workshop - Some Applications of Reinforcement Learni...
PDF
Causal Inference Opening Workshop - Bracketing Bounds for Differences-in-Diff...
PDF
Causal Inference Opening Workshop - Assisting the Impact of State Polcies: Br...
PDF
Causal Inference Opening Workshop - Experimenting in Equilibrium - Stefan Wag...
PDF
Causal Inference Opening Workshop - Targeted Learning for Causal Inference Ba...
PDF
Causal Inference Opening Workshop - Bayesian Nonparametric Models for Treatme...
PPTX
2019 Fall Series: Special Guest Lecture - Adversarial Risk Analysis of the Ge...
PPTX
2019 Fall Series: Professional Development, Writing Academic Papers…What Work...
PDF
2019 GDRR: Blockchain Data Analytics - Machine Learning in/for Blockchain: Fu...
PDF
2019 GDRR: Blockchain Data Analytics - QuTrack: Model Life Cycle Management f...
Causal Inference Opening Workshop - Latent Variable Models, Causal Inference,...
2019 Fall Series: Special Guest Lecture - 0-1 Phase Transitions in High Dimen...
Causal Inference Opening Workshop - Causal Discovery in Neuroimaging Data - F...
Causal Inference Opening Workshop - Smooth Extensions to BART for Heterogeneo...
Causal Inference Opening Workshop - A Bracketing Relationship between Differe...
Causal Inference Opening Workshop - Testing Weak Nulls in Matched Observation...
Causal Inference Opening Workshop - Difference-in-differences: more than meet...
Causal Inference Opening Workshop - New Statistical Learning Methods for Esti...
Causal Inference Opening Workshop - Bipartite Causal Inference with Interfere...
Causal Inference Opening Workshop - Bridging the Gap Between Causal Literatur...
Causal Inference Opening Workshop - Some Applications of Reinforcement Learni...
Causal Inference Opening Workshop - Bracketing Bounds for Differences-in-Diff...
Causal Inference Opening Workshop - Assisting the Impact of State Polcies: Br...
Causal Inference Opening Workshop - Experimenting in Equilibrium - Stefan Wag...
Causal Inference Opening Workshop - Targeted Learning for Causal Inference Ba...
Causal Inference Opening Workshop - Bayesian Nonparametric Models for Treatme...
2019 Fall Series: Special Guest Lecture - Adversarial Risk Analysis of the Ge...
2019 Fall Series: Professional Development, Writing Academic Papers…What Work...
2019 GDRR: Blockchain Data Analytics - Machine Learning in/for Blockchain: Fu...
2019 GDRR: Blockchain Data Analytics - QuTrack: Model Life Cycle Management f...

Recently uploaded (20)

PPTX
Week 4 Term 3 Study Techniques revisited.pptx
PDF
Microbial disease of the cardiovascular and lymphatic systems
PDF
FourierSeries-QuestionsWithAnswers(Part-A).pdf
PPTX
Pharmacology of Heart Failure /Pharmacotherapy of CHF
PDF
Mark Klimek Lecture Notes_240423 revision books _173037.pdf
PDF
Insiders guide to clinical Medicine.pdf
PDF
102 student loan defaulters named and shamed – Is someone you know on the list?
PPTX
Pharma ospi slides which help in ospi learning
PDF
3rd Neelam Sanjeevareddy Memorial Lecture.pdf
PPTX
Microbial diseases, their pathogenesis and prophylaxis
PDF
TR - Agricultural Crops Production NC III.pdf
PPTX
PPH.pptx obstetrics and gynecology in nursing
PPTX
Final Presentation General Medicine 03-08-2024.pptx
PDF
Basic Mud Logging Guide for educational purpose
PDF
Classroom Observation Tools for Teachers
PDF
ANTIBIOTICS.pptx.pdf………………… xxxxxxxxxxxxx
PDF
O5-L3 Freight Transport Ops (International) V1.pdf
PDF
Complications of Minimal Access Surgery at WLH
PDF
O7-L3 Supply Chain Operations - ICLT Program
PDF
Anesthesia in Laparoscopic Surgery in India
Week 4 Term 3 Study Techniques revisited.pptx
Microbial disease of the cardiovascular and lymphatic systems
FourierSeries-QuestionsWithAnswers(Part-A).pdf
Pharmacology of Heart Failure /Pharmacotherapy of CHF
Mark Klimek Lecture Notes_240423 revision books _173037.pdf
Insiders guide to clinical Medicine.pdf
102 student loan defaulters named and shamed – Is someone you know on the list?
Pharma ospi slides which help in ospi learning
3rd Neelam Sanjeevareddy Memorial Lecture.pdf
Microbial diseases, their pathogenesis and prophylaxis
TR - Agricultural Crops Production NC III.pdf
PPH.pptx obstetrics and gynecology in nursing
Final Presentation General Medicine 03-08-2024.pptx
Basic Mud Logging Guide for educational purpose
Classroom Observation Tools for Teachers
ANTIBIOTICS.pptx.pdf………………… xxxxxxxxxxxxx
O5-L3 Freight Transport Ops (International) V1.pdf
Complications of Minimal Access Surgery at WLH
O7-L3 Supply Chain Operations - ICLT Program
Anesthesia in Laparoscopic Surgery in India

QMC: Operator Splitting Workshop, Optimization and Control in Free ans Moving Boundary Fluid-Structure Interactions - Lorena Bociu, Mar 22, 2018

  • 1. Optimization and Control in Free and Moving Boundary Fluid-Structure Interactions Lorena Bociu 1 SAMSI - Operator Splitting Methods in Data Analysis March 21, 2018 1 The research was supported by NSF-DMS 1312801 and NSF CAREER 1555062
  • 2. Fluid-Structure Interactions (FSI) Interaction of some movable and/or deformable structure with an internal or surrounding fluid flow industrial processes, aero-elasticity, and biomechanics The boundary of the domain is not known in advance, but has to be determined as part of the solution. Free boundary: steady-state problem. Moving boundary: time dependent problems and the position of the boundary is a function of time and space.
  • 3. Lagrangian vs Eulerian Coupling of incompressible Navier-Stokes equations with an elastic solid. Solid: displacements are often relatively small computational domain: Ω Lagrangian formulation: focus on the material particle x and its evolution Fluid: displacements are large and usually irrelevant we are mostly interested in the velocity field Eulerian framework: observe what happens at a given point x in the physical space.
  • 4. Lagrangian vs Eulerian Coupling of incompressible Navier-Stokes equations with an elastic solid. Solid: displacements are often relatively small computational domain: Ω Lagrangian formulation: focus on the material particle x and its evolution Fluid: displacements are large and usually irrelevant we are mostly interested in the velocity field Eulerian framework: observe what happens at a given point x in the physical space. FSI: Fluid + elasticity + interface conditions between solid and fluid
  • 5. Lagrangian vs Eulerian Coupling of incompressible Navier-Stokes equations with an elastic solid. Solid: displacements are often relatively small computational domain: Ω Lagrangian formulation: focus on the material particle x and its evolution Fluid: displacements are large and usually irrelevant we are mostly interested in the velocity field Eulerian framework: observe what happens at a given point x in the physical space. FSI: Fluid + elasticity + interface conditions between solid and fluid match these two different frameworks
  • 6. Fluid - Elasticity Interaction: PDE model Configuration: the elastic body moves and deforms inside the fluid. Elastic body located at time t ≥ 0 in a domain Ω(t) ⊂ R3 with boundary Γ(t). The fluid occupies domain Ωf (t) = D ¯Ω(t), with smooth boundary Γ(t) ∪ Γf . Let D ⊂ R3 be the control volume. D contains the solid and the fluid at each time t ≥ 0, i.e. D = Ω(t) ∪ Ωf (t), with smooth boundary ∂D = Γf .
  • 7. Navier-Stokes - Eulerian Framework Fluid: Newtonian viscous, homogeneous, and incompressible. Its behavior is described by its velocity w and pressure p. The viscosity of the fluid is ν > 0, and the fluid strain and stress tensors are given by ε(w) = 1 2 [Dw + (Dw)∗ ], σ(p, w) = −pI + 2νε(w), where Dw is the gradient matrix of w, and (Dw)∗ represents the transpose of Dw. The fluid state satisfies the following Navier-Stokes equations:    wt − ν ∆w + Dw · w + p = v1 on Ωf (t) div w = 0 on Ωf (t) w = 0 on Γf
  • 8. Structural Deformation: Lagrangian formulation The evolution of the fluid domain Ωf (t) is induced by the structural deformation through the common interface Γ(t). O ⊂ D: reference configuration for the solid; ∂O = S Of = D ¯O: reference fluid configuration. T D is described by a smooth, injective map: ϕ : ¯D × R+ −→ ¯D, (x, t) → ϕ = ϕ(x, t). For x ∈ O, ϕ(x, t): the position at time t of the material point x. On Of , ϕ(x, t) is defined as an arbitrary extension of the restriction of ϕ to S, which preserves the boundary Γf , i.e. ϕ = IΓf on Γf . J(ϕ) > 0: Jacobian of the deformation ϕ(t)
  • 9. Nonlinear elasticity St. Venant - Kirchhoff equations: large displacement, small deformation elasticity. Green-St. Venant nonlinear strain tensor: σ(ϕ) = 1 2 [(Dϕ)∗ Dϕ − I]. Piola transform of the Cauchy stress tensor: P(x) = Dϕ(x)[λTr[σ(ϕ)]I + 2µσ(ϕ)]) Equilibrium equations for elasticity : Jρ∂ttϕ − DivP = Jρv2 on O
  • 10. FSI - PDE model    wt − ν ∆w + Dw · w + p = v1 on Ωf (t) div w = 0 on Ωf (t) w = 0 on Γf Jρ∂ttϕ − DivP = Jρv2 on O w ◦ ϕ = ϕt on S Pn = J(ϕ)(σ(p, w) ◦ ϕ)(Dϕ)−∗ n on S ϕ = IΓf on Γf , IC:ϕ(·, 0) = ϕ0 , ϕt(·, 0) = ϕ1 , w(·, 0) = w0 , p(·, 0) = p0 on (O)2 × (Oc )2 .
  • 11. PDE-constrained Optimization Problems governed by FSI In most of the applications, the goal is the optimization or optimal control of the considered process, related sensitivity analysis (with respect to relevant physical parameters). minimize turbulence in the fluid optimize fluid velocity or pressure optimize the deformation of the structure minimize wall shear stresses
  • 12. PDE-constrained Optimization Problems governed by FSI In most of the applications, the goal is the optimization or optimal control of the considered process, related sensitivity analysis (with respect to relevant physical parameters). minimize turbulence in the fluid optimize fluid velocity or pressure optimize the deformation of the structure minimize wall shear stresses Control problems in FSI: most of the literature is focused on the assumption of small but rapid oscillations of the solid body, so that the common interface may be assumed fixed: Lasiecka and Bucci ’05, ’10, Lasiecka, Triggiani, and Zhang ’11, Lasiecka and Tuffaha, ’08-’09, Avalos-Triggiani ’08-’12.
  • 13. PDE-constrained Optimization Problems governed by FSI In most of the applications, the goal is the optimization or optimal control of the considered process, related sensitivity analysis (with respect to relevant physical parameters). minimize turbulence in the fluid optimize fluid velocity or pressure optimize the deformation of the structure minimize wall shear stresses Recently, PDE constrained optimization problems governed by free boundary interactions have been considered, with most research studies mainly addressed in the context of the numerical analysis of the finite element methods [Antil-Nochetto-Sodre ’14, Richter-Wick ’13, Van Der Zee et al ’10]
  • 14. Steady State Navier-Stokes and Elasticity    −ν ∆w + Dw · w + p = v|Ωf on Ωf divw = 0 on Ωf w = 0 on Γ := ϕ(S) −DivP = v|Ωe on O Pn = J(ϕ)(σ(p, w) ◦ ϕ)(Dϕ)−∗ n on S w = 0, ϕ = IΓf on Γf 2 P.G. Ciarlet, Mathematical Elasticity Vol. I: Three-dimensional Elasticity, North-Holland Publishing Co.,
  • 15. Steady State Navier-Stokes and Elasticity    −ν ∆w + Dw · w + p = v|Ωf on Ωf divw = 0 on Ωf w = 0 on Γ := ϕ(S) −DivP = v|Ωe on O Pn = J(ϕ)(σ(p, w) ◦ ϕ)(Dϕ)−∗ n on S w = 0, ϕ = IΓf on Γf Cauchy Stress Tensor T : Ωe → S3 , T = [J−1 P · (Dϕ)∗ ] ◦ ϕ−1 [2 ]    −ν ∆w + Dw · w + p = v|Ωf on Ωf divw = 0 on Ωf w = 0 on Γ := ϕ(S) −DivT = v|Ωe on Ωe = ϕ(O) T n = σ(p, w)n on Γ w = 0, ϕ = IΓf on Γf . 2 P.G. Ciarlet, Mathematical Elasticity Vol. I: Three-dimensional Elasticity, North-Holland Publishing Co.,
  • 16. OCP We consider the optimal control problem: min J(w, v) = 1/2 w − wd 2 L2(Ωf ) + 1/2 v 2 H3(D) (1) subject to    −ν ∆w + Dw · w + p = v|Ωf on Ωf divw = 0 on Ωf w = 0 on Γ := ϕ(S) −DivT = v|Ωe on Ωe = ϕ(O) T n = σ(p, w)n on Γ w = 0, ϕ = IΓf on Γf . distributed control v ∈ H3 (D) wd ∈ L2 (Ωf ) is a desired fluid velocity.
  • 17. OCP min J(w, v) = 1/2 w − wd 2 L2(Ωf ) + 1/2 v 2 H3(D) (2) subject to (E)    −ν ∆w + Dw · w + p = v|Ωf on Ωf divw = 0 on Ωf w = 0 on Γ := ϕ(S) −DivT = v|Ωe on Ωe = ϕ(O) T n = σ(p, w)n on Γ w = 0, ϕ = IΓf on Γf . Goals: 1. Existence of an optimal control 2. First-order necessary conditions of optimality (NOC)
  • 18. Well-posedness Analysis FSI: parabolic-hyperbolic coupled system regularity gap of the fluid and structure velocities on the common interface: the traces of the elastic component at the energy level are not defined via the standard trace theory, and this induces a loss of regularity at the boundary of the coupled system. Coutand-Shkoller ’05-’06: Existence of strong solutions for the case of a linear and then quasi-linear elastic body flowing within a viscous, incompressible fluid, under the assumptions of smooth initial data (i.e., the initial fluid velocity w0 belongs to H5 , and the initial data for elasticity (ϕ0 , ϕ1 ) belong to H3 × H2 ). Due to the incompressibility condition of the fluid, uniqueness of solution for the model required higher regularity for the initial data (i.e., (w0 , ϕ0 , ϕ1 ) ∈ H7 × H5 × H4 ). Kukavica-Tuffaha-Ziane ’09-’11, Ignatova-Kukavica-Lasiecka-Tuffaha ’12-’14, Raymond-Vanninathan ’15 for N-S coupled with linear elasticity/wave equation. The authors of [Ignatova-Kukavica-Lasiecka-Tuffaha] also prove global in time well-posedness for small initial data of the Navier–Stokes-elasticity model involving a wave equation with frictional damping, and they show that the energy associated with smooth and sufficiently small solutions of the damped model decay exponentially to zero. Canic-Muha ’13-’14: dynamical coupling (which is of great interest in the modeling and analysis of the cardiovascular system) - 2D Grandmont’02, Wick-Wollner’14: steady state NS-St. Venant elasticity equations.
  • 19. OCP min J(w, v) = 1/2 w − wd 2 L2(Ωf ) + 1/2 v 2 H3(D) (3) subject to (E)    −ν ∆w + Dw · w + p = v|Ωf on Ωf divw = 0 on Ωf w = 0 on Γ := ϕ(S) −DivT = v|Ωe on Ωe = ϕ(O) T n = σ(p, w)n on Γ w = 0, ϕ = IΓf on Γf . Goals: 1. Existence of an optimal control (EOC) 2. First-order necessary conditions of optimality (NOC) Compute the gradient of the functional J. Characterization of the optimal control will pave the way for a numerical study of the problem.
  • 20. NOC: Main Challenge Lagrangian: L = J − (weak form of the system) Not convex-concave, due to the nonlinearity of the control-to-state map. Min-Max theory does not apply, i.e., one can not reduce the cost function gradient to the derivative of the Lagrangian with respect to the control, at its saddle point [ Delfour-Zolesio ’86] Optimality conditions must be derived from differentiability arguments on the cost functional J with respect to the control v. Main challenge: dependence of the cost integrals in J on the unknown domain Ωf , which also depends on the control v. min J(w, v) = 1/2 w − wd 2 L2(Ωf ) + 1/2 v 2 H3(D) Directional derivative of J with respect to v in the direction of v : for small parameter s ≥ 0, consider the perturbed functional J(v + sv ) and then calculate the derivative at s = 0 of the function s → J(v + sv ).
  • 21. With the following notation for the s-derivatives at s = 0, ϕ = ∂ ∂s ϕs s=0 , U = ϕ ◦ϕ−1 , w = ∂ ∂s ws s=0 , and p = ∂ ∂s ps s=0 , we can compute the directional derivative of J as ∂J(v; v ) = lim s→0 J(v + sv ) − J(v) s = ∂ ∂s J(v + sv ) s=0 = ∂ ∂s 1 2 (Ωf )s |ws − wd |2 + 1 2 v + sv 2 H3(D) s=0 = Ωf (w − wd ) · w + 1 2 Γ |w − wd |2 U · nf + (v, v )H3(D)
  • 22. With the following notation for the s-derivatives at s = 0, ϕ = ∂ ∂s ϕs s=0 , U = ϕ ◦ϕ−1 , w = ∂ ∂s ws s=0 , and p = ∂ ∂s ps s=0 , we can compute the directional derivative of J as ∂J(v; v ) = lim s→0 J(v + sv ) − J(v) s = ∂ ∂s J(v + sv ) s=0 = ∂ ∂s 1 2 (Ωf )s |ws − wd |2 + 1 2 v + sv 2 H3(D) s=0 = Ωf (w − wd ) · w + 1 2 Γ |w − wd |2 U · nf + (v, v )H3(D) The challenge of applying optimization tools to free boundary FSI is the proper derivation of the sensitivity and adjoint sensitivity information with correct balancing conditions on the common interface. As the interaction is a coupling of Eulerian and Lagrangian quantities, sensitivity analysis on the system falls into the framework of shape analysis.
  • 23. Sensitivity System [LB - J.-P. Zolesio]    −ν∆w + (Dw’) w + (Dw) w’ + p = v Ωf in Ωf divw = 0 in Ωf w + (Dw)U’ = 0 on Γ −Div T(U’) = v Ωe in Ωe T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ w = 0, U = 0 on Γf
  • 24. Sensitivity System [LB - J.-P. Zolesio]    −ν∆w + (Dw’) w + (Dw) w’ + p = v Ωf in Ωf divw = 0 in Ωf w + (Dw)U’ = 0 on Γ −Div T(U’) = v Ωe in Ωe T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ w = 0, U = 0 on Γf Θ = Dϕ ◦ ϕ−1 DU := Θ∗ (DU )Θ, T(U ) := (DU )T + 1 det Θ Θ · {λTr(DU )I + µ[DU + (DU )∗ ]}Θ∗ ,
  • 25. Sensitivity System [LB - J.-P. Zolesio]    −ν∆w + (Dw’) w + (Dw) w’ + p = v Ωf in Ωf divw = 0 in Ωf w + (Dw)U’ = 0 on Γ −Div T(U’) = v Ωe in Ωe T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ w = 0, U = 0 on Γf Θ = Dϕ ◦ ϕ−1 DU := Θ∗ (DU )Θ, T(U ) := (DU )T + 1 det Θ Θ · {λTr(DU )I + µ[DU + (DU )∗ ]} Θ∗ , Σ(U )
  • 26. Sensitivity System [LB - J.-P. Zolesio]    −ν∆w + (Dw’) w + (Dw) w’ + p = v Ωf in Ωf divw = 0 in Ωf w + (Dw)U’ = 0 on Γ −Div T(U’) = v Ωe in Ωe T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ w = 0, U = 0 on Γf Θ = Dϕ ◦ ϕ−1 DU := Θ∗ (DU )Θ, T(U ) := (DU )T + 1 det Θ Θ · {λTr(DU )I + µ[DU + (DU )∗ ]} Θ∗ , Σ(U ) ˜Σ(U )
  • 27. Sensitivity System [LB - J.-P. Zolesio]    −ν∆w + (Dw’) w + (Dw) w’ + p = v Ωf in Ωf divw = 0 in Ωf w + (Dw)U’ = 0 on Γ −Div T(U’) = v Ωe in Ωe T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ w = 0, U = 0 on Γf Θ = Dϕ ◦ ϕ−1 DU := Θ∗ (DU )Θ, T(U ) := (DU’)T + 1 det Θ Θ · {λTr(DU )I + µ[DU + (DU )∗ ]} Θ∗ , Σ(U ) ˜Σ(U )
  • 28. Sensitivity System [LB - J.-P. Zolesio ]    −ν∆w + (Dw’) w + (Dw) w’ + p = v Ωf in Ωf divw = 0 in Ωf w + (Dw)U’ = 0 on Γ −DivT(U ) = v Ωe in Ωe T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ w = 0, U = 0 on Γf
  • 29. Sensitivity System [LB - J.-P. Zolesio ]    −ν∆w + (Dw’) w + (Dw) w’ + p = v Ωf in Ωf divw = 0 in Ωf w + (Dw)U’ = 0 on Γ −DivT(U ) = v Ωe in Ωe T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ w = 0, U = 0 on Γf Γ U , n B(U ) =(T + pI − 2νε(w)) · [(DΓU )∗ n + (D2 bΩe )UΓ] +(DT )U · n + div(U )T · n − T · (DU )∗ · n− − U , n (−DivΓ(T ) + [∂νpI − 2ν∂νε(w)] · n).
  • 30. Notation (Df)ij = ∂j fi ∈ M3 is the gradient matrix at a ∈ X of any vector field f = (fi ) : X ⊂ R3 → R3 . div f = ∂i fi ∈ R is the divergence of f : X ⊂ R3 → R3 . Div T = ∂j Tij ∈ R3 is the divergence of any second-order tensor field T = (Tij ) : X ⊂ R3 → M3 . A∗ = transpose of A, for any A ∈ M3 . dΩ(x) = infy∈Ω |y − x| Ω = ∅ ∞ Ω = ∅ is the distance function bΩ(x) = dΩ(x) − dΩc (x) , ∀x ∈ Rn is the oriented distance fn. from x to Ω, for any Ω ⊂ Rn . H = ∆bΩ = Tr(D2 bΩ) is the additive curvature of Γ = ∂Ω. [3 ] 3 M.C. Delfour and J.P. Zolesio, Shapes and Geometries: Analysis, Differential Calculus and Optimization, SIAM 2001.
  • 31. Sensitivity System [LB - J.-P. Zolesio]    −ν∆w + (Dw )w + (Dw)w + p = v Ωf in Ωf divw = 0 in Ωf w + (Dw)U = 0 on Γ −DivT(U ) = v Ωe in Ωe T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ w = 0, U = 0 on Γf Γ U , n B(U ) =(T + pI − 2νε(w)) · [(DΓU )∗ n + (D2 bΩe )UΓ] +(DT )U · n + div(U )T · n − T · (DU )∗ · n− − U , n (−DivΓ(T ) + [∂νpI − 2ν∂νε(w)] · n).
  • 32. Sensitivity System [LB - J.-P. Zolesio]    −ν∆w + (Dw )w + (Dw)w + p = v Ωf in Ωf divw = 0 in Ωf w + (Dw)U = 0 on Γ −DivT(U ) = v Ωe in Ωe T(U ) · n = (−p I + 2νε(w )) · n + B(U’) on Γ w = 0, U = 0 on Γf Γ U , n B(U ) =(T + pI − 2νε(w)) · [(DΓU )∗ n + (D2 bΩe )UΓ] +(DT )U · n + div(U )T · n − T · (DU )∗ · n− − U , n (−DivΓ(T ) + [∂νpI − 2ν∂νε(w)] · n). = B1 · Γ U , n − U , n B2 + (DT )U · n + div(U )T · n − T · (DU )∗ · n
  • 33. Connection to Shape Analysis As vs = v + sv , the geometry of the problem moves with the flow of a vector field that depends on the deformation ϕs. The perturbation Γs of the boundary is built by the flow of the vector field V (s, x) = ∂ ∂s ϕs ◦ ϕ−1 s , i.e., Γs = Ts(V )(S), where Ts(V ) : Ωe → (Ωe)s, Ts(V ) = ϕs◦ϕ−1 .
  • 34. Connection to Shape Analysis As vs = v + sv , the geometry of the problem moves with the flow of a vector field that depends on the deformation ϕs. The perturbation Γs of the boundary is built by the flow of the vector field V (s, x) = ∂ ∂s ϕs ◦ ϕ−1 s , i.e., Γs = Ts(V )(S), where Ts(V ) : Ωe → (Ωe)s, Ts(V ) = ϕs◦ϕ−1 . (ϕ , w , p ): ‘shape’ derivatives with respect to the speed V , which is a vector field that depends on ϕs and is not given a priori. Standard theory on shape derivatives: the domain is perturbed by an a priori given vector field and then the speed method is applied. s-derivatives: ‘pseudo-shape derivatives’, in the sense that much of the theory of shape calculus remains applicable.
  • 35. Goal: find the gradient of J at v: J (v; v ) ∂J(v; v ) = Ωf (w − wd ) · w + 1 2 Γ |w − wd |2 U · nf + (v, v )H3(D) Sensitivity system provides the characterization for (U , w , p ):    −ν∆w + (Dw )w + (Dw)w + p = v Ωf in Ωf divw = 0 in Ωf w + (Dw)U = 0 on Γ −DivT(U ) = v Ωe in Ωe T(U ) · n = (−p I + 2νε(w )) · n + B(U ) on Γ w = 0, U = 0 on Γf v does not appear in the chain rule computation, since it is hidden in the sensitivity equations for w , p , and U .
  • 36. Goal: find the gradient of J at v: J (v; v ) ∂J(v; v ) = Ωf (w − wd ) · w + 1 2 Γ |w − wd |2 U · nf + (v, v )H3(D) Sensitivity system provides the characterization for (U , w , p ):    −ν∆w + (Dw )w + (Dw)w + p = v Ωf in Ωf divw = 0 in Ωf w + (Dw)U = 0 on Γ −DivT(U ) = v Ωe in Ωe T(U ) · n = (−p I + 2νε(w )) · n + B(U ) on Γ w = 0, U = 0 on Γf v does not appear in the chain rule computation, since it is hidden in the sensitivity equations for w , p , and U . Idea: Introduce a suitable adjoint problem that eliminates the s-derivatives and provides an explicit representation for J (v; v ).
  • 37. Theorem (LB - K. Martin) For the optimal control problem: min J(w, v) = 1/2 w − wd 2 L2(Ωf ) + 1/2 v 2 H3(D), subject to FSI, the gradient of the cost functional is given by J (v; v ) = (v , v)D + (v |Ωf , Q) + (v |Ωe , R), where Q, P, and R solve the following adjoint sensitivity problem:    −ν∆Q + (Dw)∗ Q − (DQ)w + P = w − wd Ωf div(Q) = 0 Ωf −Div ¯T (R) = 0 Ωe Q = R Γ ¯T (R)n + (Dw)∗ σ(P, Q)n + divΓ[B1R]n − (DT ∆ · n)∗ R −H T n, R n + Γ T n, R −DivΓ(n ⊗ T R) + B2, R n = 1 2 |w − wd |2 nf Γ Q = 0 Γf (4)
  • 38. Matching of Normal Stress Tensors ¯T (R)n+(Dw)∗ σ(P, Q)n+divΓ[B1R]n−(DT ∆ ·n)∗ R−H T n, R n+ Γ T n, R −DivΓ(n ⊗ T R) + B2, R n = 1 2 |w − wd |2 nf B1 = T + pI − 2νε(w) and B2 = −DivΓ(T ) + [∂νpI − 2ν∂νε(w)] · n (DT ∆ · f )ik := ∂k Tij fj
  • 39. Matching of Normal Stress Tensors ¯T (R)n+(Dw)∗ σ(P, Q)n+divΓ[B1R]n−(DT ∆ ·n)∗ R−H T n, R n+ Γ T n, R −DivΓ(n ⊗ T R) + B2, R n = 1 2 |w − wd |2 nf B1 = T + pI − 2νε(w) and B2 = −DivΓ(T ) + [∂νpI − 2ν∂νε(w)] · n (DT ∆ · f )ik := ∂k Tij fj DT is defined as (DT .e)ij = (∂k Tij )ek . With the above notation, we can IBP ˜Γc {(DT )γ} · ne, R = ˜Γc (∂k Tij γk )(ne)j Ri = ˜Γc γk (∂k Tij (ne)j Ri ) = ˜Γc γ, (DT ∆ · ne)∗ R .
  • 40. Matching of Normal Stress Tensors ¯T (R)n+(Dw)∗ σ(P, Q)n+divΓ[B1R]n−(DT ∆ ·n)∗ R−H T n, R n+ Γ T n, R −DivΓ(n ⊗ T R) + B2, R n = 1 2 |w − wd |2 nf B1 = T + pI − 2νε(w) and B2 = −DivΓ(T ) + [∂νpI − 2ν∂νε(w)] · n (DT ∆ · f )ik := ∂k Tij fj DT is defined as (DT .e)ij = (∂k Tij )ek . With the above notation, we can IBP ˜Γc {(DT )γ} · ne, R = ˜Γc (∂k Tij γk )(ne)j Ri = ˜Γc γk (∂k Tij (ne)j Ri ) = ˜Γc γ, (DT ∆ · ne)∗ R . ˜B(R) = divΓ[B1R]n − (DT ∆ · n)∗ R − H T n, R n + Γ T n, R −DivΓ(n ⊗ T R) + B2, R n
  • 41. Theorem (LB - K. Martin) For the optimal control problem: min J(w, v) = 1/2 w − wd 2 L2(Ωf ) + 1/2 v 2 H3(D), subject to FSI, the gradient of the cost functional is given by J (v; v ) = (v , v)D + (v |Ωf , Q) + (v |Ωe , R), where Q, P, and R solve the following adjoint sensitivity problem:    −ν∆Q + (Dw)∗ Q − (DQ)w + P = w − wd Ωf div(Q) = 0 Ωf −Div ¯T (R) = 0 Ωe Q = R Γ ¯T (R)n + (Dw)∗ σ(P, Q)n + ˜B(R) = 1 2 |w − wd |2 nf Γ Q = 0 Γf (5)
  • 42. References 1. F. Abergel and R. Temam, On Some Control Problems in Fluid Mechanics, Theoret. Comput. Fluid Dynamics 1, (1990), 303-325. 2. H. Antil, R. H. Nochetto, and P. Sodr´e, Optimal Control of a Free Boundary Problem: Analysis with Second-Order Sufficient Conditions, SIAM J. Control Optim. 52, 5, (2014), 2771-2799. 3. L. Bociu, L. Castle, K. Martin, and D. Toundykov, Optimal Control in a Free Boundary Fluid-Elasticity Interaction, AIMS Proceedings, (2015), 122-131. 4. L. Bociu, D. Toundykov, and J.-P. Zol´esio, Well-Posedness Analysis for a Linearization of a Fluid-Elasticity Interaction, SIAM J. Math. Anal., 47, 3, (2015), 1958-2000. 5. L. Bociu, J.-P. Zol´esio, Linearization of a coupled system of nonlinear elasticity and viscous fluid, “Modern Aspects of the Theory of Partial Differential Equations”, in the series “Operator Theory: Advances and Applications”, 216, (Springer, Basel, 2011), 93-120. 6. L. Bociu, J.-P. Zol´esio, Existence for the linearization of a steady state fluid - nonlinear elasticity interaction, DCDA-S, (2011), 184-197. 7. L. Bociu, J.-P. Zol´esio, Sensitivity analysis for a free boundary fluid-elasticity interaction, EECT 2, (2012), 55-79. 8. P.G. Ciarlet, Mathematical Elasticity Volume I: Three-dimensional Elasticity, North-Holland Publishing Co., Amsterdam, 1988. 9. M.C. Delfour and J.P. Zolesio, Shapes and Geometries: Analysis, Differential Calculus and Optimization, SIAM 2001. 10. L. Formaggia, A. Quarteroni, A. Veneziani Eds., Cardiovascular Mathematics. Modeling and simulation of the circulatory system. Vol I., MS & A, (Springer-Verlag Italia, Milano, 2009). 11. T. Richter and T. Wick, Optimal Control and Parameter Estimation for Stationary Fluid-Structure Interaction Problems, SIAM J. Sci. Comput., 35, 5, (2013), 1085-1104. 12. T. Wick and W. Wollner, On the differentiability of fluid-structure interaction problems RICAM-Report, 16, (2014).