i=1
u
i
x
i
= 0; (6)
_
k(T )T
_
+u T = f ; (7)
where T is the temperature, Du = (D
i j
) = (
i
u
j
+
j
u
i
)/2 (i, j = 1, 2, 3) is the symmetrized gradient
of the velocity, is the viscosity, p denotes the pressure, k is the thermal conductivity, f and f denote
the external forces and heat sources, respectively. The buoyancy force as in the Boussinesq approxi
mation is described by G(T ) = (T )(0, 0, g)
#
,
#
>0 :
#
(, )
#
, a.e. in , R; (13)
#
,
#
>0 :
#
(, )
#
, a.e. in , R; (14)
#
,
#
>0 :
#
(, )
#
, a.e. in , R; (15)
k
#
, k
#
>0 : k
#
k(, ) k
#
, a.e. in , R; (16)
(H2) G = (0, 0,
T
g) where
T
is a real, continuous, and bounded function and g is a constant, we
denote G
#
= g
#
, where
#
denotes the upper bound for the function
T
;
(H3) L
2
+
(
N
) = { L
2
(
N
): 0};
(H4) And
f L
2
(), J
0
L
2
(), f L
2
() and h L
2
(
N
). (17)
(H5) In the variable domain setting (see Section 7), the function
T
is given by the restriction to
of a given H
1
function dened in R
3
.
(H6) In the variable domain setting, the elements
f
L
2
(
), J
0
L
2
(
), f
L
2
(
) and h
L
2
_
N
_
,
stand for the data in boundary value problems in
of
some functions
f H
1
_
R
3
_
, J
0
H
1
_
R
3
_
, f H
1
_
R
3
_
and h H
1
_
R
3
_
, (18)
dened in all space. In this way the shape derivatives of all the data vanish, except for h, and
the material derivatives are just given by the scalar products of the gradients of the data with
respect to spatial variables with the velocity vector eld, e.g.,
f = f V , provided that all data
are given in the Sobolev spaces H
1
(R
3
).
3056 L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080
In the framework of function spaces of the Lebesgue and Sobolev type, the norms are denoted
by the symbols ,
1
,
N
in spaces L
2
(), H
1
(), L
2
(
N
), respectively, and there scalar and
vector function spaces are not distinguished in our notations. Providing that the meaning remains
clear, the canonical norm in L
p
() for p = 1, 2 is denoted by
p
. We introduce the Hilbert spaces
V =
_
v H
1
0
(): divv = 0 in
_
,
Z =
_
H
1
(): = 0 on
D
_
,
equipped with their standard scalar products. We recall that the norm
Z
is equivalent to the usual
seminorm and also to the norm
1
on space H
1
().
We state the main results of the paper considering a free magnetic eld.
Theorem3.1. Under the above assumptions (H1)(H4), the problem (5)(9), (11)(12) has a weak solution in
the following sense:
For every magnetic eld H H
1
() such that H = 0 in and H n = 0 on , there is the triplet
(u, , T ) V Z
2
which satises the following integral identities
_
(T )Du : Dvdx +
_
(v u) : udx
=
_
_
(T )( H) H+f G(T )T
_
vdx, v V; (19)
_
(T ) dx =
_
_
J
0
(T )(T )Hu
_
dx, Z; (20)
_
k(T )T dx +
_
u T dx +
_
N
T ds
=
_
f dx +
_
N
hds, Z. (21)
Theorem 3.2. Assume that f L
2+
1
() and H W
1,2+
1
(), where
1
> 2/5, then the weak solution
obtained by Theorem 3.1 enjoys the additional regularity, actually (u, , T ) W
1,2+
() W
1,2+
()
W
1,2+
() for some , , > 0. Furthermore, under the following Lipschitztype continuity assumptions on
the temperature dependent function parameters of the model
>0 :
_
T
2
_
_
T
1
_
T
2
T
1
3/(2+)
, (22)
>0 :
_
T
2
_
_
T
1
_
T
2
T
1
, (23)
>0 :
_
T
2
_
_
T
1
_
T
2
T
1
, G = g, (24)
>0 :
_
T
2
_
_
T
1
_
T
2
T
1
3/(2+)
, (25)
k >0 :
k
_
T
2
_
k
_
T
1
_
T
2
T
1
3/(2+)
, T
2
, T
1
R, (26)
the weak solution is unique for small data.
L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080 3057
The existence of the pressure p in the space of distributions follows from the wellknown results
by using the divergencefree test functions v C
0
() in (19). Moreover, the pressure is unique up to
a constant.
Finally, we recall the Tychonoff extension to weak topologies of the Schauder xed point theo
rem [7, pp. 453456 and 470].
Theorem 3.3. Let K be a nonempty weakly sequentially compact convex subset of a locally convex linear
topological vector space V . Let L : K K be a weakly sequentially continuous operator. Then L has at least
one xed point.
4. Auxiliary results
In this section it is assumed that there are given elements w, with the following properties. The
vector function w L
4
() is the solenoidal function, i.e., divw = 0 in the sense of the distributions,
and w n = 0 on , furthermore L
1
().
In order to apply the xed point argument (cf. Theorem 3.3), let us introduce the nonlinear map
ping
L : (w, ) (u, T ), (27)
where T and u will be solutions to the variational problems (28) and (30), respectively. Note that
the potential can be determined provided that the pair (u, T ) is given. The existence of solutions
for the following elliptic boundary value problems is the straightforward application of the classical
existence theory, hence their proofs are omitted here.
Proposition 4.1. Assume that conditions (16), (H3) and (17) are fullled. Then there exists a unique T Z
such that
_
k()T dx +
_
w T dx +
_
N
T ds
=
_
f dx +
_
N
hds, Z. (28)
Moreover, the energy estimate holds
k
#
T
1
f +h
N
. (29)
Proposition 4.2. Assume that conditions (13), (H2) and (17) are fullled. Then there exists a unique u V
such that
_
()Du : Dvdx +
_
(v w) : udx
=
_
_
()( H) H+f G(T )T
_
vdx, v V. (30)
Moreover, the energy estimate holds
#
u
1
#
HH
L
3 +f + G
#
T
L
6/5 . (31)
3058 L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080
Proposition 4.3. Assume that conditions (14)(15) and (17) are fullled. Then there exists a unique Z
satisfying (20). Moreover, the energy estimate holds
1
J
0
+
#
#
Hu. (32)
We point out that in order to prove Theorem 3.1 by the xed point argument, it suces to estab
lish the continuity result for the mapping L.
Lemma 4.4 (Weak continuity of L). Let {(w
m
,
m
)} be a sequence such that w
m
w in L
4
() and
m
in L
1
(). Let {(u
m
, T
m
)} be the corresponding sequence of weak solutions given by Propositions 4.1 and 4.2.
Then there exists the weak solution (u, T ) for the limit functions (w, ) such that
u
m
u in V; T
m
T in Z.
Proof. Take w
m
w in L
4
() and
m
in L
1
() and denote by (u
m
, T
m
) the corresponding
solutions to the integral identities (30) and (28), for m N. From the estimates (31) and (29), the
sequence (u
m
, T
m
) is bounded in V Z, which implies the existence of a limit, (u, T ) V Z such
that the weak convergence holds, possibly for a subsequence, still denoted by (u
m
, T
m
). In order to
show that the limit (u, T ) is a solution of the required problem (30) and (28), we pass to the limit
as m + in the integral identities (30) and (28), simply replacing w, , u and T by the sequences
w
m
,
m
, u
m
and T
m
, respectively. Indeed, the passage to the limit can be justied due to the continuity
properties of the Nemytskii operators in the coecients combined with the standard arguments. 2
5. Proof of Theorem 3.1
Let L be the mapping dened by (27). In view of Propositions 4.1 and 4.2, the associated operator
L is well dened. Lemma 4.4 yields its weak continuity, since we have the compact embeddings
V
_
w L
4
(): w= 0 in , w n = 0 on
_
,
Z L
1
().
Finally, L maps the ball K = {(w, ) V Z: w
1
+
1
R} into itself, and taking into account
(29) and (31) we set
R :=
1
#
_
#
HH
L
3 +f
_
+
_
G
#
#
+1
_
1
k
#
_
f +h
N
_
.
Therefore, Theorem 3.3 can be applied to the mapping L and in this way the existence of a weak
solution (u, T ) is established. Then, the complete solution is obtained in view of Proposition 4.3.
6. Proof of Theorem 3.2
For weak solutions, the property (u, , T ) W
1,2+
() W
1,2+
() W
1,2+
(), for some , ,
>0, is a consequence of the following regularity results.
Proposition 6.1. Assume that f L
2+
1
() and H W
1,2+
1
(), for some
1
> 2/5, then there exists a
constant >0 such that the weak solution u V of (19) belongs to W
1,2+
(), i.e.
u
2+
K
1
,
with a constant K
1
>0 only dependent on the data.
L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080 3059
Proof. For every x
0
, 0 < r < R small enough, (x
0
, R) := B(x
0
, R), ]0, 1[ and some
positive constants B
1
, B
2
, independent of u and T , we have the following reverse estimate (cf. [5,
Lemma 3.2])
_ _
(x
0
,r)
u
2
dx
_
1/2
_ _
(x
0
,R)
u
2
dx
_
1/2
+
B
1
R r
_ _
(x
0
,R)
u
6/5
dx
_
5/6
+
B
2
R r
_ _
(x
0
,R)
_
u u
2
+F
2
+1
_
dx
_
1/2
.
By the Sobolev embedding W
1,2+
1
() L
3(2+
1
)/(1
1
)
() it follows that rot H H
L
3(2+
1
)/(4
1
)
(). In view of 3(2 +
1
)/(4
1
) = 2 + , where > 0 since
1
> 2/5, we get
F = f + (T ) rot H H G(T )T L
2+
(). Since u u L
3
() then the Gehring inequality [13]
guarantees the higher integrability u W
1,2+
() for some 0 < < <1. 2
For the regularity of the potential and the temperature T it will be sucient to state the follow
ing simplied version of the general result on the higher regularity for weak solutions to the mixed
boundary value problems (cf. [16, Theorem 1]).
Theorem 6.2. Let be a bounded domain of class C
1
and u Z be a solution to the secondorder elliptic
differential equation Au = F Z
the
operator such that Au = (a(, u)u) where a : R R is a Caratheodory function such that there
exist constants a
#
>a
#
>0
a
#
a(, ) a
#
, a.e. in , R. (33)
Then A maps Z
p
= {v W
1,p
(): v = 0 on
D
} onto Z
p
for some p >2.
Thus we can prove the following two results.
Proposition 6.3. If J
0
L
2
() then there exists a constant > 0 such that the weak solution Z of (20)
belongs to W
1,2+
(), i.e.
2+
K
2
,
with a constant K
2
>0 only dependent on the data.
Proof. In order to apply Theorem 6.2, let u = be a weak solution verifying (20) and denote the
operator A by
A, =
_
(T ) dx.
The boundedness property (33) is fullled, considering that the assumption on (15) holds under
T L
1
(). Since
3060 L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080
F =
_
J
0
(T )(T )Hu
_
Z
p
, p 2,
then Theorem 6.2 guarantees that W
1,2+
() for some >0. 2
Proposition 6.4. If f L
2
() and h L
2
(
N
) then there exists a constant >0 such that the weak solution
T Z of (21) belongs to W
1,2+
(), i.e.
T
2+
K
3
,
with a constant K
3
>0 only dependent on the data.
Proof. In order to apply Theorem 6.2, let u = T be a weak solution verifying (21) and denote the
operator A by
AT , =
_
k(T )T dx.
The boundedness property (33) is fullled, considering that the assumption on k (16) holds. Since
u V, T H
1
() and (H3) holds, we have f u T , h T Z
p
, for all p 2, then Theo
rem 6.2 guarantees that T W
1,2+
() for some >0. 2
To show the uniqueness let us assume that (u
1
,
1
, T
1
) and (u
2
,
2
, T
2
) are two weak solutions
to problem (19)(21). Thus, the differences u =u
1
u
2
, =
1
2
and T = T
1
T
2
satisfy
_
_
T
1
_
Du
2
dx =
_
_
T
2
_
_
T
1
__
Du
2
: Dudx
_
(u u) : u
2
dx
+
_
_
T
1
_
_
T
2
__
( H) H udx
_
_
G
_
T
1
_
T
1
G
_
T
2
_
T
2
_
udx;
_
_
T
1
_

2
dx =
_
_
T
2
_
_
T
1
__
2
dx
+
_
_
T
2
_
_
T
2
_
Hu
2
_
T
1
_
_
T
1
_
Hu
1
_
dx;
_
k
_
T
1
_
T 
2
dx +
_
N
T 
2
ds =
_
_
k
_
T
2
_
k
_
T
1
__
T
2
T dx
u T
2
T dx.
Using the assumptions (H3), (13)(16), and applying Hlder and Young inequalities leads to
#
2
Du
2
#
_
_
_
_
T
2
_
_
T
1
__
Du
2
_
_
2
+
_
_
u
2
_
_
_
_
u
2
_
_
+
C
1
#
__
_
_
_
T
1
_
_
T
2
__
( H) H
_
_
6/5
+
_
_
G
_
T
1
_
T
1
G
_
T
2
_
T
2
_
_
6/5
_
2
,
L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080 3061
#
2
2
#
_
_
_
_
T
2
_
_
T
1
__
2
_
_
2
+
C
1
#
_
_
_
T
2
_
_
T
2
_
Hu
2
_
T
1
_
_
T
1
_
Hu
1
_
_
2
,
k
#
2
T
2
1
k
#
_
_
_
k
_
T
2
_
k
_
T
1
__
T
2
_
_
2
+
C
1
k
#
_
_
u T
2
_
_
2
6/5
,
where C
1
is the Sobolev constant of the embedding H
1
() L
6
(). Furthermore, using this time
the Lipschitz continuity assumptions (22)(26), and applying Hlder and Young inequalities result in
#
2
Du
2
#
T
6/(2+)
6
_
_
Du
2
_
_
2
2+
+ C
2
2
Du
2
_
_
u
2
_
_
+
C
1
#
_
T
6
_
_
( H) H
_
_
3/2
+ G
#
T
6/5
+ GT
6
_
_
T
2
_
_
3/2
_
2
; (34)
#
2
2
#
T
6/(2+)
6
_
_
2
_
_
2
2+
+
C
1
#
_
#
H
4
u
4
+
#
T
3/(2+)
6
H
2(2+)/(4)
_
_
u
2
_
_
6
+
#
T
6
H
6
_
_
u
2
_
_
6
_
2
; (35)
k
#
2
T
2
k
k
#
T
6/(2+)
6
_
_
T
2
_
_
2
2+
+
C
1
k
#
u
2
6
_
_
T
2
_
_
2
3/2
, (36)
where C
2
is the Sobolev constant of the embedding H
1
() L
4
(). In the sequel C stands for
different Sobolev constants. Let K
1
, K
2
and K
3
be the upper bounds derived in Propositions 6.1, 6.3
and 6.4, respectively, and K
4
and K
5
be the upper bounds in estimates (29) and (31), namely,
K
5
=
1
#
_
#
HH
1
+f + G
#
K
4
_
, K
4
=
1
k
#
_
f +h
N
_
.
Now, summing up (34)(36) we get
_
#
2
C
2
K
5
C
#
#
H
2
1
C
k
#
K
2
4
_
Du
2
+
#
2
2
+
_
k
#
2
C
#
K
2
1
C
#
_
_
_
( H) H
_
_
3/2
+ G
#
+ GK
4
_
2
#
_
K
2
2
+
_
#
+
#
_
H
2
1
K
2
5
_
Ck
k
#
K
2
3
_
T
2
0,
and the uniqueness holds for small data. Note that the uniqueness of the potential Z is obtained
without any smallness assumption on the data.
7. Shape sensitivity preliminaries
We apply the framework established in [26] to the shape sensitivity analysis. A slightly different
approach to the stationary compressible ows is proposed in [22,24] (see also [6,20,21]). The main
outcome from the approach is the direct evaluation of the shape gradients by means of the appro
priate singular limits of volume integrals. It seems that the approach is the only possibility to derive
the shape derivatives of solutions and of the functionals for the nonlinear boundary value problems
in uid and gas ows.
3062 L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080
To investigate the sensitivity of solutions to the Boussinesq approximation (5)(9) under the free
magnetic eld problem (11)(12) with respect to perturbations of the shape we use the speed method
developed, among others, by Sokolowski and Zolsio, all details can be found in [26]. We derive
the strong material derivatives for weak solutions of the model under study. Such shape sensitivity
results can be used, in particular, to obtain the form of the shape gradients for a broad class of shape
functionals governed by the MaxwellNavierStokes model investigated in the paper.
The speed method is briey described with our applications in mind. First, a family of mappings
T
: R
3
R
3
associated with a given velocity eld V (, x) is constructed. We dene the family of
perturbations of a given initial conguration by
= T
=
T
() depends on two parameters, a vector eld V and the real variable , therefore, the variable
has the meaning of the time in our setting. The eld V is compactly supported with respect to the
spatial variable x, i.e.,
V C
_
1
,
1
; D
2
_
; R
3
__
, supp V ,
for some positive constant
1
. The mapping is given by the system of differential equations
d
d
x() = V
_
, x()
_
, x(0) = X, (37)
with the solution denoted by x() = x(, X), (
1
,
1
), X R
3
. Then the variable domains are
dened by the images of the mapping, and denoted by
= {x R
3
 x = x(, X), X }.
In order to measure how the weak solutions depends on the geometrical domain, it is convenient
to dene our model in the variable domain setting. However, the direct shape sensitivity analysis in
the variable domain setting, which results in the socalled shape derivatives, is usually dicult to
justify and requires some additional regularity of the weak solutions to the boundary value prob
lem under study. Therefore, the shape differentiability is shown in the xed domain setting, the
domain perturbations are transformed into the variable coecients of the integral variational formu
lations of the equations in question. In our setting all equations dened in variable domain
can
be transported to the reference domain which is also called the xed domain , using the inverse
transformation T
1
.
7.1. Properties of the mapping T
be a onetoone mapping
from D onto T
and T
1
belong to C
k
(D) = C
k
(D; R
N
) and C
k
(T
(D)), respectively;
(A2) T
(X), T
1
(x) C(
1
,
1
), X D, x T
(D).
Thus (, X) T
(X) C(
1
,
1
; C
k
(D)). For any X D, the point x() =T
(X). (38)
It is obvious that V (, x) takes the form
V (, x) =
_
_
T
1
(x). (39)
L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080 3063
Theorem 7.1 below fully characterizes the families of domains transformations and by the Nagumo
Theorem the transformations leave invariant, by construction, the holdalldomain D. Such a construc
tion serves for the investigations of shape differentiability of solutions to boundary value problems
as well as of the shape functionals. In particular, by the constructions, all admissible domains for a
specic problem of shape optimization are included in the suciently large holdalldomain D.
By (38) and (39), the vector eld V () dened as V ()(x) = V (, x) satises the relation
V C
_
1
,
1
; C
k
_
D; R
N
__
. (40)
If V is a vector eld such that (40) holds, then the transformation T
(V ) : R
N
R
N
such
that T
(V ) maps D onto T
(V )(D). Furthermore T
(V ) T
(V )
1
. (43)
On the other hand, if T
= T
(V ) is a transformation of D, T
V =
T
1
, (44)
then (41) and (42) hold for
V . Furthermore,
V C(
1
,
1
; C
k
(D; R
N
)) and the transformation T
(X) =
x(, X) is dened as the local solution to the system of ordinary differential equations (37), that is, T
=
T
(V ).
Remark 7.2. There exists an interval I = (, ), 0 <
1
and a onetoone transformation T
(V )
for each I which satises all properties of Theorem 7.1.
For the strong differentiability of composed mapping, we refer the reader to [26]. We recall here
some results required in our framework of boundary variations technique for the shape sensitivity
analysis. If D is the holdalldomain, it means that by the Nagumo Theorem the boundary D is
invariant under the ow of admissible vector elds which satisfy conditions (41), (42). Given function
dened on D, or on R
3
, we can obtain the explicit form of the material and shape derivatives of the
function in the direction of an admissible vector eld V .
Proposition 7.3. Let f H
1
(D), V C(
1
,
1
; D
k
(R
N
+
; R
N
)), k 1 is a given vector eld such that condi
tions (41), (42) are satised, then the mapping f T
) =
_
D for (, ).
It is clear, that the results established in our paper lead to the shape differentiability for a class of
shape functionals, however this subject is not developed here, we restrict ourselves to the strong
shape differentiability of solutions to the boundary value problems.
Very important is also the property of a weak differentiability of T
is strongly differentiable in H
1
(D). The answer is negative, for a counterexample see [26],
however the differentiability in the weak topology of the space H
1
(D) can be shown.
Proposition 7.4. Let f L
2
(D), V C(
1
,
1
; D
k
(R
N
+
; R
N
)) be given, k 1, then the mapping f T
is
strongly differentiable in the space H
2
(R
N
).
For the proof see [26].
7.2. Bogovskii operator
We need some elementary properties of the operator which denes, in an appropriate way, the in
verse of the div differential operator, the socalled Bogovskii operator. Consider an auxiliary problem:
Given
g L
q
(
),
_
g dx
), divv = g a.a. in
and v
1,q
cg
q
, (46)
where c = c(N, q, ).
We recall the following results and denition, for more details see Chapters II and III.3 in
Galdi [12].
Denition 7.6. The domain is called starshaped domain if there exist a point x and a continu
ous positive function h on the unit sphere such that
=
_
x R
N
: x x <h
_
x x
x x
__
.
Proposition 7.7. Let be locally Lipschitzian. Then there exist m locally Lipschitzian domains G
1
, . . . , G
m
such that
(i)
m
i=1
G
i
;
(ii) the domains
i
= G
i
, i = 1, . . . , m are (locally Lipschitzian and) starshaped with respect to every
point of a ball B
i
with B
i
i
.
L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080 3065
Proposition 7.8. Let R
N
, N 2, be such that
=
M
_
k=1
k
, M 1, (47)
where each
k
is starshaped domain with respect to some open ball B
k
with B
k
k
, and let g L
q
()
satisfy (45). Then, there exist M functions g
k
such that for all k = 1, . . . , M:
(i) g
k
L
q
();
(ii) supp(g
k
)
k
;
(iii)
_
k
g
k
= 0;
(iv) g
k
q
Cg
q
, with
C =
_
1 +

k


k
D
k

_
k1
i=1
_
1 +F
i

1/q1
D
i
i

11/q
_
, (48)
and where D
i
=
M
s=i+1
s
and F
i
= 
i
D
i
, i = 1, . . . , M 1.
Theorem 7.9. Let be a bounded domain of R
N
, N 2, such that (47) holds where each
k
is starshaped
with respect to some open ball B
k
with B
k
k
. For instance satises the cone condition. Then, given
f L
q
() verifying
_
f = 0, there exists at least one solution v to (46). Furthermore, the constant c entering
in inequality (46) admits the following estimate:
c c
0
C
_
()
R
0
_
N
_
1 +
()
R
0
_
, (49)
where R
0
is the smallest radius of the balls B
k
, c
0
= c
0
(N, q), C is given as (48), and () is the diameter
of ,
() = sup
x,y
x y.
Finally, if f is of compact support in so is v.
Proposition 7.10. For each > 0 small enough there is a solution operator B
[g]
_
_
W
1,q
0
(
)
c(N, q, )g
L
q
(
)
. (50)
Moreover, the norm of B
is independent of .
Proof. It is known that a domain R
N
is C
k,1
if the boundary can be expressed as a graph of
a C
k,1
function
a : S R
N1
{0} R
with an appropriate open set S R
N
and k N. We assume that =
M
i=1
i
and we know that
on every
i
Bogovskii operator is valid. Now we transform from to
(X) C(
1
,
1
; C
k
(D)). It is known that if we introduce
3066 L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080
the transformation of R
N
into itself then constant c in inequality (46) does not change in case of
homothetic transformation or rotation (see Galdi [12, Chapter III, Lemma 3.3.]). In our case it can be
seen that in our more general situation we can choose supremum over in (
) to get independent
constant c on in the estimate for Bogovskii operator. 2
8. Shape sensitivity analysis
We consider the model (5)(9), (11)(12), under the assumption that all coecients , , k and
are continuous functions only on the temperature. We perform the shape sensitivity analysis of the
considered model (cf. Theorem 3.1).
8.1. Perturbed problem in variable domain
Denition 8.1. The following system of equations dened in
_
T
_
Du
_
+
_
u
_
u
+p
=
_
T
_
rot H
+f
G
_
T
_
T
; divu
= 0; (51)
_
_
T
_
=
_
J
0
+
_
T
_
T
_
u
_
; (52)
_
k
_
T
_
T
_
+u
= f
, (53)
along with the boundary conditions:
u
=0 on
; (54)
T
= 0 on
D
; (55)
k
_
T
_
T
=h
and
= 0 on
N
. (56)
We introduce the Hilbert space
Z
=
_
H
1
(
): = 0 on
D
_
equipped with its standard inner product.
Theorem 8.2. Under the assumptions (H1)(H6), the problem (51)(56) has a weak solution in the following
sense:
For every magnetic eld H
H
1
(
) such that H
= 0 in
and H
= 0 on
, there exists
(u
, T
, p
) H
1
0
(
) (Z
)
2
L
2
(
H
1
0
(
) and
,
_
_
T
_
Du
: Dv
dx
+
_
_
v
_
: u
dx
=
_
dx
+
_
_
T
__
H
_
H
+f
G
_
T
_
T
_
v
dx
, (57)
_
_
T
dx
=
_
_
J
0
_
T
_
T
_
H
dx
, (58)
L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080 3067
_
k
_
T
_
T
dx
+
_
dx
+
_
ds
=
_
dx
+
_
N
h
ds
. (59)
Proof. Only difference is in term with pressure. Indeed we can argue as in the proof of Theorem 3.1
and then apply the De Rham Theorem to obtain the existence of the pressure. To estimate the pressure
we use as a test function
v
=B
_
p
1


_
dx
_
and we get
_
_
p
_
_
2
c. 2
Theorem 8.3. Assume f
L
2+
1
(
) and H
W
1,2+
1
(
), for some
1
> 2/5, then the solution in ac
cordance to Theorem 8.2 is for some , , > 0 such that (u
, T
) W
1,2+
(
) W
1,2+
(
)
W
1,2+
(
= u
, H
= H
, T
= T
with data f
= f
, G
= G
, J
0
= J
0
T
, f
= f
T
and h
=h
.
Remark 8.4. The shape analysis for the Maxwell equations coupled with heat equation and an evo
lution equation for the volume fraction of the high temperature phase in steel was investigated by
Hmberg and Sokolowski [17]. Here we deal with the more general situation: incompressible heat
conductive uid with Maxwell equations.
We recall the following important results.
Proposition 8.5. Denote by J T
the Jacobian of T
=(
J T
1
)(w T
) for all w H
1
();
(ii) (divw) T
=()
1
(() J T
1
) (w T
) for all w H
1
();
(iii) (curl w) T
=(
J T
1
) (w T
) for all w H
1
().
Remark 8.6. From Proposition 8.5, it follows that functions which are divergence free on
gen
erally loose this property when they are transported to the xed domain. For more details see [17,
Remark 6.2].
3068 L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080
Proposition 8.7. (See [26, Proposition 2.47].) For any f L
1
(
),
_
f ds
=
_
f T
_
_
M(T
) n
_
_
R
3
ds,
where M(T
) = det( J T
J T
1
.
We introduce the following notations
() = det( J T
),
() =
J T
1
,
A() =()
()(),
B() =()(),
() =
_
_
M( J T
) n
_
_
R
3
,
and we dene the following forms
(F1)
0
(, u, T , v) =
_
(T )()(()Du) : (()Dv) dx =
_
()(()u) : (v u) dx =
_
B()u : (v u) dx,
(F3)
2
(, H, T , v) =
_
(T )()(((()) H) H) vdx,
(F4)
3
(, f, T , v) =
_
()p(()) vdx =
_
pB() : vdx,
(F6)
1
(, T , , ) =
_
(T )(()) (()) dx =
_
(T )A() : ( ) dx,
(F7)
2
(, J
0
, T , H, u, ) =
_
B() : ((J
0
(T )(T )Hu) ) dx,
(F8)
1
(, T , ) =
_
()u (())T dx =
_
B() : (u T )dx,
(F10)
3
(, , T , ) =
_
N
T () ds,
(F11)
4
(, f , ) =
_
f () dx,
(F12)
5
(, h, ) =
_
N
h() ds.
In view of Propositions 8.5 and 8.7, the problem (57)(59) in variable domains can be transported
to the xed domain, and rewritten in the weak form as the following system of integral identities.
Denition 8.8. The following system of integral identities is called the transported problem to the
xed domain
0
(, u
, T
, v) +
1
(, u
, v) =
2
(, H
, T
, v) +
3
(, f
, T
, v) +
4
(, p
, v),
1
(, T
, ) =
2
(, J
0
, T
, H
, u
, ),
1
(, T
, ) +
2
(, u
, T
, ) +
3
(,
, T
, ) =
4
(, f
, ) +
5
(, h
, ),
for all v H
1
0
(), , Z. Here
L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080 3069
H
= 0,
_
divH
_
T
=
1
()
div
_
() J T
1
_
,
and
= T
= 0 on
D
and u
=0 on .
Remark 8.9. First, we prove the formula for the transport of the divergence operator (to be sure). We
have in the variable domain
_
divvdx
=
_
v dx
,
_
_
(divv) T
_
() dx =
_
[v T
]
_
() T
_
() dx
=
_
[v T
]
_
J T
1
_
() dx
which conrms the above formula.
For a given divergence free vector eld v
_
T
=
1
()
div
_
() J T
1
_
which shows the following equivalence for v
=v
divv
_
= 0 in
.
Therefore, if we introduce the new function v
= () J T
1
= div
_
() J T
1
_
=()
_
divv
_
T
= 0
for the divergence free eld v
=
1
() J T
and v
=
1
() J T
.
Therefore, to keep divergence free the unknown velocity eld we should replace in the transported
problem u
by u
=
1
() J T
= 0 since divu
= 0.
Lemma 8.10. Under our assumptions on the domain transformations the functions (), A(), B() are
differentiable at = 0. Furthermore, for 
1
and
1
small enough, the following Taylor expansions are
obtained
(i) () = 1 +
(0) +o(),
(ii) () = I +
(0) + O(),
(iii) A() = I + A
(0) + O(),
(iv) B() = I + B
(0) + O(),
3070 L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080
where the derivatives at = 0 are given by
(v)
(0) =
J V (0),
(vii) A
J V (0).
As in Section 2, D(V (0)) denotes the symmetrized part of J V (0), i.e. D(V (0)) =
1
2
( J V (0) +
J V (0)).
For the proof see Sokolowski and Zolsio [26, Section 2.13].
Theorem 8.11. Suppose that the assumptions (H1)(H6) are fullled. For every magnetic eld H
H
1
()
such that H
= 0 in and H
T ,p) H
1
0
() Z
2
L
2
() to the transported problem in accordance to Denition 8.8.
Proof. The existence of a solution is consequence of Theorem 3.1. Only difference is in term with
pressure. To estimate the pressure we use as a test function
v
=B
_
p
1

_
dx
_
and we get
p
2
c. 2
Theorem 8.12. Assume f
L
2+
1
() and H
W
1,2+
1
(), for some
1
> 2/5, then the solution in ac
cordance to Theorem 8.11 belongs to W
1,2+
() W
1,2+
() W
1,2+
() for some , , > 0 and the
solution is unique under small data on (24), that is,
(u,
T ,p) =(u
, T
, p
).
Proof. See the proof of Theorem 3.2. 2
Consequence of Lemma 8.10 is the following corollary.
Corollary 8.13. Let 
1
and
1
be small enough, then there exist realvalued functions g
i
satisfying g
i
() =
o(), i = 0, . . . , 11 and forms
i
(, . . .), i = 0, 1, 2, 3, 4 and
(, . . .), i = 1, 2, and (, . . .), i = 1, . . . , 5,
such that the following statements are valid.
(B1) For all u, v H
1
0
() and T L
1
(),
0
(, u, T , v) =
0
_
0, u, T , v
_
+
0,
_
0, u, T , v
_
+
0
_
, u, T , v
_
,
0,
_
0, u, T , v
_
=
_
(T )A
1
_
, u, v
_
=
1
_
0, u, v
_
+
1,
_
0, u, v
_
+
1
_
, u, v
_
,
1,
_
0, u, v
_
=
_
(0)u : (v u) dx,
1
_
, u, v
_
g
1
()u
2
1
v
1
.
(B3) For all H H
1
(), T L
1
() and v H
1
0
(),
2
_
, H, T , v
_
=
2
_
0, H, T , v
_
+
2,
_
0, H, T , v
_
+
2
_
, H, T , v
_
,
2,
_
0, H, T , v
_
=
_
(T )
_
(0)( H) H
+
__
(0)
_
H
_
H
_
vdx,
2
_
, H, T , v
_
g
2
()
#
HH
1
v
1
.
(B4) For all f L
2
(), T Z and v H
1
0
(),
3
(, f, T , v) =
3
(0, f, T , v) +
3,
(0, f, T , v) +
3
(, f, T , v),
3,
(0, f, T , v) =
_
(0)
_
f G(T )T
_
vdx,
3
(, f, T , v) g
3
()
_
f + G
#
T
_
v.
(B5) For all p L
2
() and v H
1
0
(),
4
(, p, v) =
4
(0, p, v) +
4,
(0, p, v) +
4
(, p, v),
4,
(0, p, v) =
_
pB
(0) : vdx,
4
(, p, v) g
4
()pv
1
.
(B6) For all T L
1
() and , Z,
1
(, T , , ) =
1
(0, T , , ) +
1,
(0, T , , ) +
1
(, T , , ),
1,
(0, T , , ) =
_
(T )A
(0) : ( ) dx,
1
(, T , , ) g
5
()
#
1
.
3072 L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080
(B7) For all J
0
L
2
(), T L
1
(), H H
1
(), u H
1
0
() and Z,
2
(, J
0
, T , H, u, ) =
2
(0, J
0
, T , H, u, ) +
2,
(0, J
0
, T , H, u, )
+
2
(, J
0
, T , H, u, ),
2,
(0, J
0
, T , H, u, ) =
_
(0) :
__
J
0
(T )(T )Hu
_
_
dx,
2
(, J
0
, T , H, u, ) g
6
()
_
J
0
+
#
#
H
1
u
1
_
1
.
(B8) For all T , Z,
1
(, T , ) =
1
(0, T , ) +
1,
(0, T , ) +
1
(, T , ),
1,
(0, T , ) =
_
k(T )A
(0) : (T ) dx,
1
(, T , ) g
7
()k
#
T
1
1
.
(B9) For all u H
1
0
() and T , Z,
2
(, u, T , ) =
2
(0, u, T , ) +
2,
(0, u, T , ) +
2
(, u, T , ),
2,
(0, u, T , ) =
_
(0) : (u T )dx,
2
(, u, T , ) g
8
()u
1
T
1
1
.
(B10) For all L
2
(
N
) and T , Z,
3
(, , T , ) =
3
(0, , T , ) +
3,
(0, , T , ) +
3
(, , T , ),
3,
(0, , T , ) =
_
N
T
(0) ds,
3
(, , T , ) g
9
()
N
T
1
1
.
(B11) For all f L
2
() and Z,
4
(, f , ) =
4
(0, f , ) +
4,
(0, f , ) +
4
(, f , ),
4,
(0, f , ) =
_
(0) dx,
4
(, f , ) g
10
() f .
(B12) For all h L
2
(
N
) and Z,
5
(, h, ) =
5
(0, h, ) +
5,
(0, h, ) +
5
(, h, ),
5,
(0, h, ) =
_
N
h
(0) ds,
5
(, h, ) g
11
()h
1
.
L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080 3073
Applying Taylor polynomials of degree one (cf. Lemma 8.10) we can prove the stability result.
Proposition 8.14. Under the assumptions of Theorem 8.12, if (u
, T
H
1
C,
(M2) f
f C,
(M3) G(T
)T
G(T )T
6/5
C,
(M4) J
0
J
0
C,
(M5)
N
C,
(M6) h
N
C,
(M7) f
f C,
then we have
u
u
1
C; (60)
1
C; (61)
T
T
1
C; (62)
p
p C, (63)
where C stands for a generic constant.
Proof. For small enough and
i
[0, ], i = 0, . . . , 4, we can write
() = 1 +
(
0
),
() = I +
(
1
),
A() = I + A
(
2
),
B() = I + B
(
3
),
() = 1 +
(
4
),
where () c
1
>0 for 
1
and A, B, are positive denite for 
1
.
Observing that
4
is linear with respect to the second argument, we write
4
(, p
, v)
4
(0, p, v) =
4
(0, p
p, v) +
_
(
3
) : vdx. (64)
Observe that
i
(i = 0, 1, 2, 3) is no more linear with respect to its arguments, thus we write
0
(, u
, T
, v)
0
(0, u, T , v)
=
0
(0, u
, T
, v)
0
(0, u, T , v) +
_
(T
)A
(
2
) : (Du
1
(, u
, v)
1
(0, u, v)
=
1
(0, u
, v)
1
(0, u, v) +
_
(
3
)u
: (v u
) dx; (66)
2
(, H
, T
, v)
2
(0, H, T , v)
=
2
(0, H
, T
, v)
2
(0, H, T , v)
+
_
(T
)
_
(
0
)( H
) H
+
__
(
1
)
_
H
_
H
_
vdx; (67)
3
(, f
, T
, v)
3
(0, f, T , v)
=
3
(0, f
, T
, v)
3
(0, f, T , v) +
_
(
0
)
_
f
G(T
)T
_
vdx. (68)
Considering that u is the particular case ( = 0) to the perturbed u
it follows that
RHS of (65) +RHS of (66) = RHS of (67) +RHS of (68) +RHS of (64).
Next, we write
(N1)
1
(, T
, )
1
(0, T , , ) =
1
(0, T
, )
1
(0, T , , ) +
_
(T
)A
(
2
) : (
) dx;
(N2)
2
(, J
0
, T
, H
, u
, )
2
(0, J
0
, T , H, u, ) =
2
(0, J
0
, T
, H
, u
, )
2
(0, J
0
, T , H, u, ) +
(
3
) : ((J
0
(T
)(T
)H
) ) dx;
(N3)
1
(, T
, )
1
(0, T , ) =
1
(0, T
, )
1
(0, T , ) +
_
k(T
)A
(
2
) : (T
) dx;
(N4)
2
(, u
, T
, )
2
(0, u, T , ) =
2
(0, u
, T
, )
2
(0, u, T , ) +
_
(
3
) : (u
)dx;
(N5)
3
(,
, T
, )
3
(0, , T , ) =
3
(0,
, T
, )
3
(0, , T , ) +
_
(
4
) ds;
(N6)
4
(, f
, )
4
(0, f , ) =
4
(0, f
f , ) +
_
(
0
) dx;
(N7)
5
(, h
, )
5
(0, h, ) =
5
(0, h
h, ) +
_
N
h
(
4
) ds.
Considering that and T are the particular case ( = 0) to the perturbed
, and T
, respectively,
we can argue as in the proof of Theorem 3.2, setting v = u
u, =
and = T
T to get
the following estimate
_
#
C
2
K
5
C
#
#
H
2
1
C
k
#
K
2
4
_
u
u
2
1
+
#
2
1
+
_
k
#
C
#
K
2
1
C
#
_
_
_
( H) H
_
_
3/2
+ G
#
+ GK
4
_
2
#
_
K
2
2
+
_
#
+
#
_
H
2
1
K
2
5
_
Ck
k
#
K
2
3
_
T
T
2
1
#
_
#
_
_
( H
) H
( H) H
_
_
6/5
+f
f +p
p +
_
2
+
C
#
_
J
0
J
0
+
#
#
H
H
1
+
_
2
+
C
k
#
_
N
+ f
f +h
N
+
_
2
.
L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080 3075
Under the smallness condition on the data, we argue as in Theorem 8.11 and from assumptions (M1)
(M7), and we get (60)(63). 2
8.3. Material derivative
Denition 8.15. The following limit in the function space norm H
f = lim
0
f () f (0)
= u u V
provided that there exists the material derivative u.
We recall that A(0) = B(0) =(0) = I , (0) =(0) = 1, =
(0),
A = A
(0),
B = B
(0),
=
(0)
and =
(0), and we state the following result on the existence of material derivatives.
Theorem 8.17. Under the assumptions
f L
2
(),
J L
2
(),
f L
2
(), ,
h L
2
(
N
), for every magnetic
eld
H H
1
() such that
H = 0 in ,
H n = 0 on and , , , k C
1
() the triple ( u,
,
T ) VZ
2
and it satises:
Momentum equations:
_
(T )(
ADu + D u) : Dvdx +
_
(T )
T Du : Dvdx
+
_
Bu + u) : (v u) dx +
_
u : (v u) dx
+
_
_
(
p + p) v + p( ) v
_
dx
=
_
(T )
_
( H) H
_
vdx +
_
(T )
__
( ) H
_
H
_
vdx
+
_
(T )
_
(
H) H+( H)
H
_
vdx
+
_
(T )
T ( H) H
_
vdx
+
_
f
G(T )T G(T )
T +
_
f G(T )T
_
_
vdx, v H
1
0
(); (69)
3076 L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080
Equation for the electric eld:
_
(T )(
A +
) dx +
_
(T )
T dx
=
_
B :
_
J
0
(T )(T )Hu
_
dx
+
_
J
0
(T )(T )
Hu (T )(T )H u
_
dx
+
_
__
(T )
T (T ) +(T )
(T )
T
_
Hu
_
dx, Z; (70)
Energy equation:
_
k(T )(
AT +
T ) dx +
_
(T )
T T dx
+
_
B : u T + u T +u
T )dx
+
_
N
(
T + T )ds +
_
N
T ds
=
_
f + f
)dx +
_
N
(
h +h )ds, Z; (71)
and the following estimate
T
1
+ u
1
+
1
C
__
1 +u
1
+
N
+
N
_
T
1
+
_
1 +u
1
_
u
1
+
1
+
f + f +
N
+h
N
+
_
H
1
+H
1
_
H
1
+
f +f +
_
G
#
+ G
#
_
T
1
+
Hu +H u +Hu +
J
0
+J
0
_
, (72)
where C denotes a positive constant depending on the upper and lower bounds of , , , k and its derivatives.
Proof. The estimate (72) we get as before, namely from (69), (70) and (71) using the uniqueness
argument of Theorem 3.2. Now, it remains to prove that they are material derivative.
The transported solution given by Theorem 8.12 veries, for all v H
1
0
() and , Z,
_
(T
)A() : (Du
Dv) +
_
B()u
: (v u
)
=
_
B() : Dv +()
_
(T
)
__
()
_
H
_
H
+f
G(T
)T
_
vdx; (73)
L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080 3077
_
(T
)A() : (
) dx
=
_
B() :
__
J
0
(T
)(T
)H
_
dx; (74)
_
k(T
)A() : (T
) dx +
_
B() : (u
)dx +
_
() ds
=
_
()dx +
_
N
h
() ds. (75)
The solution given by Theorem 3.2 veries (20)(21), and applying the De Rham Theorem, also
_
(T )Du : Dvdx +
_
Du : (u v) dx
=
_
p vdx +
_
_
(T )( H) H+f G(T )T
_
vdx, v H
1
0
(). (76)
Let
z
=
1
(u
u);
=
1
(T
T );
=
1
);
=
1
(p
p).
From Proposition 8.14 we nd the following results (as 0):
(i) z
u weakly in H
1
0
(), u
u strongly in H
1
0
();
(ii)
T weakly in Z, T
T strongly in Z;
(iii)
weakly in Z,
strongly in Z;
(iv)
p weakly in L
2
(), p
p strongly in L
2
().
Applying the SobolevKondrachov compact embedding to (i)(iii), the sequences z
and
are
strongly convergent in L
q
() for any 1 q < 6 and, in particular, it follows u
u, T
T and
strongly in L
6
(), L
6
() and L
6
(), respectively. Thus, considering the relation
1
_
(T
) (T )
_
=
(T
, for some T
between T
and T ,
applying (22) and the continuity of
we obtain
(v)
(T
)(T )
(T )
T weakly in L
2(2+)/
() and strongly in L
q(2+)/(3)
().
Recalling that Du L
2+
() it results from (v) that Du((T
) (T ))/
(T )
T Du weakly
in L
2
().
Analogously we have
(vi)
(T
)(T )
(T )
T weakly in L
6
() and strongly in L
q
();
(vii)
(T
)(T )
(T )
T weakly in L
2(2+)/
() and strongly in L
q(2+)/(3)
();
(viii)
k(T
)k(T )
(T )
T weakly in L
2(2+)/
() and strongly in L
q(2+)/(3)
().
3078 L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080
Subtracting (73), (74) and (75) by (76), (20) and (21), respectively, dividing by = 0 we get:
Momentum equations:
_
(T
)
_
1
_
A() I
_
: DuDv + A() : Dz
Dv
_
dx
+
_
_
(T
) (T )
_
Du : Dvdx
+
_
B()z
: v u
dx +
_
B()Du : v z
dx
+
_
_
B() I
_
u : (v u) dx
+
_
_
p
B() + p
_
1
_
B() I
_
__
: Dvdx
=
_
(T
)()
_
_
()
_
_
H
vdx
+
_
(T
)()
__
()
_
H
(H
H) vdx
+
_
(T
)()
___
1
_
() I
_
_
H
_
H
_
vdx
+
_
_
(T
) (T )
_
()
___
()
_
H
_
H
_
vdx
+
_
_
1
_
() I
_
_
_
(T )
__
()
_
H
_
H+f G(T )T
_
vdx
+
_
()
_
1
(f
f)
_
1
_
G(T
) G(T )
_
_
T
+
1
(T
T )G(T )
_
vdx,
v H
1
0
();
Electric equation:
_
(T
)A() : (
) dx +
_
(T
)
_
1
_
A() I
_
_
: ( ) dx
+
_
_
(T
) (T )
_
dx
=
_
B() :
_
1
(J
0
J
0
) (T
)(T
)
_
H
u +H
__
dx
L. Consiglieri et al. / J. Differential Equations 249 (2010) 30523080 3079
+
_
B() :
_
1
__
(T
) (T )
_
(T ) +(T )
_
(T
) (T )
__
Hu
_
dx
+
_
_
1
_
B() I
_
_
:
__
J
0
(T )(T )H
_
dx, Z;
Energy equation:
_
k(T
)A() : (
)dx +
_
k(T
)
_
1
_
A() I
_
_
: (T ) dx
+
_
_
k(T
) k(T )
_
T dx
+
_
__
1
_
B() I
_
_
u T + B()z
+ B()u
_
dx
+
_
() ds +
_
T
_
1
_
() I
_
_
ds +
_
N
_
1
)
_
T ds
=
_
_
1
( f
f )
_
() dx +
_
_
1
_
() I
_
_
dx
+
_
N
_
1
(h
h)
_
() ds +
_
N
h
_
1
_
() I
_
_
ds, Z.
Therefore passing to the limit in the momentum, electric and energy equations as tends to
zero, applying the convergences (i)(viii), Lemma 8.10 and Corollary 8.13 we conclude (69), (70)
and (71). 2
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