A Probabilistic Approach to Shape Derivatives

Luka Schlegel, Volker Schulz, Frank T. Seifried, Maximilian Würschmidt

Published 2024-09-24Version 1

We introduce a novel mesh-free and direct method for computing the shape derivative in PDE-constrained shape optimization problems. Our approach is based on a probabilistic representation of the shape derivative and is applicable for second- order semilinear elliptic PDEs with Dirichlet boundary conditions and a general class of target functions. The probabilistic representation derives from an extension of a boundary sensitivity result for diffusion processes due to Costantini, Gobet and El Karoui [14]. Moreover, we present a simulation methodology based on our results that does not necessarily require a mesh of the relevant domain, and provide Taylor tests to verify its numerical accuracy