The directional derivative of J3 (Ω, u) with respect to u in the direction h

0
denoted by J3,u (Ω, u)(h) is given by
Z
0
J3,u (Ω, u)(h) = g30 (det(∇u)).(u1x1 h2x2 + h1x1 u2x2 − u2x1 h1x2 − u1x2 h2x1 )
Z Ω Z Z µ ¶
∂u1 ∂h2 ∂u1 ∂ ∂u1
= h2 .ny ds − h2 dx
Ω ∂x1 ∂x2 Γ ∂x1 Ω ∂x2 ∂x1
Z Z Z µ ¶
∂h1 ∂u2 ∂u2 ∂ ∂u2
= h1 .nx ds − h1 dx (1)
Ω ∂x1 ∂x2 Γ ∂x2 Ω ∂x1 ∂x2
Z Z Z µ ¶
∂u1 ∂h2 ∂u1 ∂ ∂u1
= h2 .nx ds − h2 dx
Ω ∂x2 ∂x1 Γ ∂x2 Ω ∂x1 ∂x2
Z Z Z µ ¶
∂h1 ∂u2 ∂u2 ∂ ∂u2
= h1 .ny ds − h1 dx
Ω ∂x2 ∂x1 Γ ∂x1 Ω ∂x2 ∂x1
For simplicity of notation, we write g30 (det(∇u) as g30 , and thus
Z · ¸ · ¸
0 ∂ ³ 0 ∂u2 ´ ∂ ³ 0 ∂u2 ´ ∂ ³ 0 ∂u1 ´ ∂ ³ 0 ∂u1 ´
J3,u (Ω, u)(h) = g3 − g h1 dx − g − g h2 +
Ω ∂x2 ∂x1 ∂x1 3 ∂x2 ∂x2 3 ∂x1 ∂x1 3 ∂x2
Z ³
0 ∂u2 ∂u2 ´ ³
0 ∂u1 ∂u1 ´
g3 .nx − .ny h1 + g3 .ny − .nx h2 ds
Γ ∂x2 ∂x1 ∂x1 ∂x2
(2)
we can rewrite (2) as
Z Z
0
J3,u (Ω, u)(h) = R(u)hdx + P (u)hds (3)
Ω Γ

where µ ¶
−curl(g30 (det∇u))∇u2 )
R(u) = , (4)
curl(g30 (det∇u))∇u1 )
and  ³ ´ 
∂u2 ∂u2
g30 (det∇u) ∂x2
.nx − ∂x1
.ny
P (u) =  ³
∂u1 ∂u1
´ .
g30 (det∇u) ∂x1
.ny − ∂x2
.nx
Shape derivative of J3 (Ω, u) using the parametrization technique..
Z
I1 (t) = g3 (det ∇u ◦ Tt−1 ) dx
Ωt
Z Z
0 ∂³ −1
´
I1 (0) = g3 (det ∇u ◦ Tt ) |t=0 dx + g3 (det ∇u)h · n ds
Ω ∂t ∂Ω
Z Z
0 ∂³ −1
´
= g3 (det ∇u) det ∇u ◦ Tt |t=0 dx + g3 (det ∇u)h · n ds
Ω ∂t ∂Ω

1
 ∂u1 ∂u2 ∂u2 ∂u1
and det ∇u = − thus
∂x1 ∂x2 ∂x1 ∂x2
∂³ ´ ∂u1 ∂ ³ ∂u2 ◦ Tt−1 ´ ∂ ³ ∂u1 ◦ Tt−1 ´ ∂u
2
det ∇u ◦ Tt−1 |t=0 = |t=0 + |t=0
∂t ∂x1 ∂x2 ∂t ∂x1 ∂t ∂x2
∂ ³ ∂u2 ◦ Tt−1 ´ ∂u
1 ∂u2 ∂ ³ ∂u1 ◦ Tt−1 ´
− |t=0 − |t=0
∂x1 ∂t ∂x2 ∂x1 ∂x2 ∂t
We can show that ³ ∂u ◦ T −1 ´
i t
|t=0 = −∇ ui · h
∂t
∂ui ∂ui
where h = (h1 , h2 ) and ∇ ui = ( , ), i = 1, 2, j = 1, 2.
∂xi ∂xj
Thus
∂³ ´ ∂u1 ∂ ³ ´ ∂ ³ ´ ∂u
2
det ∇u ◦ Tt−1 |t=0 = − ∇u2 · h + − ∇u1 · h
∂t ∂x1 ∂x2 ∂x1 ∂x2
∂ ³ ´ ∂u
1 ∂u2 ∂ ³ ´
− − ∇u2 · h − − ∇u1 · h .
∂x1 ∂x2 ∂x1 ∂x2
0
For simplicity of notation, we denote g3 (det ∇u) by g30 and performing Inte-
gration we obtain
Z ³ ´ Z Z
0 ∂u1 ∂ 0 ∂u1 ∂ ³ 0 ∂u1 ´
g3 − ∇u2 · h dx = g3 (−∇u2 · h) · ny ds + g3 ∇u2 · h dx
Ω ∂x1 ∂x2 ∂Ω ∂x1 Ω ∂x2 ∂x1
Z ³ ´ ∂u Z Z
0 ∂ 2 0 ∂u2 ∂ ³ 0 ∂u2 ´
g3 − ∇u1 · h dx = g3 (−∇u1 · h) · nx ds + g3 ∇u1 · h dx
Ω ∂x1 ∂x2 ∂Ω ∂x2 Ω ∂x1 ∂x2
Z ³ ´ ∂u Z Z
0 ∂ 1 0 ∂u1 ∂ ³ 0 ∂u1 ´
−g3 − ∇u2 · h dx = g3 (∇u2 · h) · nx ds − g3 ∇u2 · h dx
∂x1 ∂x2 ∂x2 Ω ∂x1 ∂x2
ZΩ ³ ´ ∂u Z ∂Ω
Z
0 ∂ 2 0 ∂u2 ∂ ³ 0 ∂u2 ´
−g3 − ∇u1 · h dx = g3 (∇u1 · h) · ny ds − g3 ∇u1 · h dx.
Ω ∂x2 ∂x1 ∂Ω ∂x1 Ω ∂x2 ∂x1
Collecting terms, we obtain
 ³ ´ ³ ´ 
Z ∂ 0 ∂u2 ∂ 0 ∂u2 Z · ∂u2 ¸
g − g · ny − ∂u 2
· nx
 ∂x1 ³ 3 ∂x2 ´ ∂x2 ³ 3 ∂x1 ´  ∇u · h dx + 0 ∂x1
g3 ∂u1 ∂x2
∇u · h ds.
Ω
∂
g 0 ∂u1
− ∂
g 0 ∂u1
∂Ω ∂x
· nx − ∂u∂x
1
· ny
∂x2 3 ∂x1 ∂x1 3 ∂x2 2 1

Thus
Z Z Z
I10 (0) = −R(u)∇u · h dx − P (u)∇u · h ds + g3 (det ∇u)h · n ds
Ω ∂Ω ∂Ω
Z Z
0
I2 (0) = R(u)∇u · h dx + α∇u · n∇v · n(h.n)ds
Ω ∂Ω
Hence
Z
dJ(Ω)h = [g3 (det ∇u) + α∇u · n∇v · n − P (u)∇u · n] h · n ds
∂Ω

2
1 Free surface
The separation of fluid and air is a free surface. This free surface can be
described by an equation S(x, t) = 0. The position of the free surface will
vary in time, and its motion can be described by the equation
DS ∂S
= + u · ∇S = 0.
Dt ∂t
Further, boundary conditions are required to satisfy the balancing forces at
the free surface. These consist of a tangential stress condition
µ ¶
∂un ∂ut
µ + ,
∂t ∂n

and a normal stress condition

∂un
−p + 2µ = −p0 + σκ.
∂n
Here n is the normal of the free surface, t is a direction tangential to the free
surface, p0 is the atmospheric pressure, σ denotes the surface tension of the
fluid and κ is the mean curvature of the free surface which is computed by
µ ¶
∇S
κ=∇·n=∇·
|∇S|

3
 Shape optimization problems can be seen as part of field of optimal con-
trol. Typically we have a system governed by a partial differential equation
whose solution uΩ depends on some variable geometric shape Ω. The problem
is to minimize a given cost functional J(uΩ ) over the set Uad of all admissi-
ble geometric shapes with piecewise smooth boundary. Such problems arise
for example from the optimal design of structures such as bridges, where we
attempt to minimize compliance of the structure due to known loads given
a certain material constraints.
The problem we consider is in this thesis is inspired by the process of con-
tinuous casting of steel. Today, nearly 95% of crude steel is produced by
continuous casting. Given increasing demands relating to quality of steel
products, further optimization of the processes involved in continuous cast-
ing is required .e.g. process improvements in metallurgical reactors like ladle,
tundish and mould.
To this end, it is important to analyze the fluid flow and mixing behavior
that result from various processing parameters. Large vortex structures that
appear in different metallurgical reactors influence the flotation and separa-
tion of non-metallic inclusions and therefore the steel quality.
These large vortex structures are partly due to the shape of metallurgical
reactors. Different shapes produce different kinds of flows. In this thesis,
we shall concentrate on the shape optimization of the tandish in order to
minimize the large vortex structures in this section of the continuous casting
process.

In order to physically simulate melt flows, water modeling in reduced

scale vessel is used. Considering fluid dynamic similarities(e.g. Reynolds
number, Froude number) these results can be transferred to real melt flows.

4
Figure 1: Tundish configulation