<?xml version="1.0" encoding="UTF-8"?><!DOCTYPE article  PUBLIC "-//NLM//DTD Journal Publishing DTD v3.0 20080202//EN" "http://dtd.nlm.nih.gov/publishing/3.0/journalpublishing3.dtd"><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" dtd-version="3.0" xml:lang="en" article-type="research article"><front><journal-meta><journal-id journal-id-type="publisher-id">JAMP</journal-id><journal-title-group><journal-title>Journal of Applied Mathematics and Physics</journal-title></journal-title-group><issn pub-type="epub">2327-4352</issn><publisher><publisher-name>Scientific Research Publishing</publisher-name></publisher></journal-meta><article-meta><article-id pub-id-type="doi">10.4236/jamp.2017.52030</article-id><article-id pub-id-type="publisher-id">JAMP-74153</article-id><article-categories><subj-group subj-group-type="heading"><subject>Articles</subject></subj-group><subj-group subj-group-type="Discipline-v2"><subject>Physics&amp;Mathematics</subject></subj-group></article-categories><title-group><article-title>
 
 
  The Technique of the Immersed Boundary Method: Application to Solving Shape Optimization Problem
 
</article-title></title-group><contrib-group><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>Ling</surname><given-names>Rao</given-names></name><xref ref-type="aff" rid="aff1"><sup>1</sup></xref></contrib><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>Hongquan</surname><given-names>Chen</given-names></name><xref ref-type="aff" rid="aff2"><sup>2</sup></xref></contrib></contrib-group><aff id="aff1"><addr-line>Department of Mathematics, Nanjing University of Science and Technology, Nanjing, China</addr-line></aff><aff id="aff2"><addr-line>College of Aerospace Engineering, Nanjing University of Aeronautics and Astronautics, Nanjing, China</addr-line></aff><pub-date pub-type="epub"><day>15</day><month>02</month><year>2017</year></pub-date><volume>05</volume><issue>02</issue><fpage>329</fpage><lpage>340</lpage><history><date date-type="received"><day>January</day>	<month>22,</month>	<year>2017</year></date><date date-type="rev-recd"><day>Accepted:</day>	<month>February</month>	<year>12,</year>	</date><date date-type="accepted"><day>February</day>	<month>15,</month>	<year>2017</year></date></history><permissions><copyright-statement>&#169; Copyright  2014 by authors and Scientific Research Publishing Inc. </copyright-statement><copyright-year>2014</copyright-year><license><license-p>This work is licensed under the Creative Commons Attribution International License (CC BY). http://creativecommons.org/licenses/by/4.0/</license-p></license></permissions><abstract><p>
 
 
   
   We present a numerical method based on genetic algorithm combined with a fictitious domain method for a shape optimization problem governed by an elliptic equation with Dirichlet boundary condition. The technique of the immersed boundary method is incorporated into the framework of the fictitious domain method for solving the state equations. Contrary to the conventional methods, our method does not make use of the finite element discretization with obstacle fitted meshes. It conduces to overcoming difficulties arising from re-meshing operations in the optimization process. The method can lead to a reduction in computational effort and is easily programmable. It is applied to a shape reconstruction problem in the airfoil design. Numerical experiments demonstrate the efficiency of the proposed approach. 
  
 
</p></abstract><kwd-group><kwd>Immersed Boundary Method</kwd><kwd> Genetic Algorithm</kwd><kwd> Bezier Curve</kwd><kwd> Elliptic  Dirichlet Boundary Value Problem</kwd><kwd> Shape Optimization Problem</kwd></kwd-group></article-meta></front><body><sec id="s1"><title>1. Introduction</title><p>The aim of shape optimization is to find a shape Ω such that the structure represented by Ω behaves in an appropriate way. Usually this goal is realized by the minimization of a suitable cost functional J over an admissible family <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x2.png" xlink:type="simple"/></inline-formula> of domains, in which all possible candidates are included. Schematically, shape optimization problem can be expressed as follows:</p><disp-formula id="scirp.74153-formula368"><graphic  xlink:href="http://html.scirp.org/file/74153x3.png"  xlink:type="simple"/></disp-formula><p>where <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x4.png" xlink:type="simple"/></inline-formula> is the solution of a state equation. In this paper, the state equation is formulated by an elliptic equation with Dirichlet boundary condition. Shape optimization problems have been extensively studied from the mathematical point of view [<xref ref-type="bibr" rid="scirp.74153-ref1">1</xref>]. Our paper deals with their practical aspects. The practical shape optimization problem in this paper is a reconstruction problem, in which the target is to find the shape of airfoil when the pressure distribution on it is given.</p><p>Our optimization is performed by using genetic algorithm (GA) [<xref ref-type="bibr" rid="scirp.74153-ref2">2</xref>] [<xref ref-type="bibr" rid="scirp.74153-ref3">3</xref>]. GA is very popular at present for its simplicity and ability to handle large scale problems. It is a global optimization method, and can be used to solve non-smooth optimization problems. Because GA is based on cost functional evaluations. The state equations need to be repeatedly solved on different domain changing during shape optimization computations.</p><p>The numerical solution of partial differential equations describing the fluid flow is usually done by performing spatial and temporal discretization. The spatial representation must take into account for the boundaries of the computational domain and then make use of a discrete representation via meshing. Solving the flow around objects with complex shapes may involve extensive meshing work that has to be repeated each time a change in the geometry is needed. Important benefit would be reached if we are able to solve the flow without the need of generating a mesh that fits the shape of the immersed objects. Most flow solvers are based on body-conforming grids (i.e. the external boundary and surfaces of immersed bodies are represented by the mesh faces), but there is an increased interest in solution algorithms for non-body-conforming grids. Such methods are presented under a variety of names: immersed boundary (IB), immersed interface, embedded mesh, fictitious domain, all having in common the fact that the spatial discretization is done over a single domain containing both fluid and solid regions and where mesh points are not necessarily located on the fluid-solid interface.</p><p>We use the Lagrange multiplier-based fictitious domain method [<xref ref-type="bibr" rid="scirp.74153-ref4">4</xref>] [<xref ref-type="bibr" rid="scirp.74153-ref5">5</xref>] for solving the state equation in the shape optimization problem. The fictitious domain method based approach in the shape optimization problem can be found in [<xref ref-type="bibr" rid="scirp.74153-ref6">6</xref>] [<xref ref-type="bibr" rid="scirp.74153-ref7">7</xref>]. Furthermore in order to avoid costly and sometimes extremely difficult meshing work on body-fitted geometries, we incorporate the technique of the IB method into the framework of the fictitious domain method.</p><p>The IB method was initially introduced by Peskin [<xref ref-type="bibr" rid="scirp.74153-ref8">8</xref>] [<xref ref-type="bibr" rid="scirp.74153-ref9">9</xref>] for finite differences applied to fluid-structure interactions. The method received particular attention in recent years [<xref ref-type="bibr" rid="scirp.74153-ref10">10</xref>] [<xref ref-type="bibr" rid="scirp.74153-ref11">11</xref>] [<xref ref-type="bibr" rid="scirp.74153-ref12">12</xref>]. Peskin’s IB method was developed for the comput- er simulation of general problems involving a transient incompressible viscous fluid containing an immersed elastic interface, which may have time-dependent geometry or elastic properties, or both. The IB method is at the same time a mathematical formulation and a numerical scheme. The mathematical formulation is based on the use of Eulerian variables to describe the dynamic of fluid and of Lagrange variables along the moving structure. The force exerted by the structure on the fluid is taken into account by means of a Dirac delta function constructed according to certain principles. The main idea is to use a regular Eulerian mesh for the fluid dynamics simulation, coupled with a Lagrangian representation of the immersed boundary. The advantage of this method is that the fluid domain can have a simple shape, so that structured grids can be used. The Lagrangian mesh is independent of the Eulerian mesh. The interaction between the fluid and the immersed boundary is modeled by using a well-chosen discrete approximation to the Dirac delta function.</p><p>In our approach, all domains <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x5.png" xlink:type="simple"/></inline-formula> are embedded into a fictitious domain <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x6.png" xlink:type="simple"/></inline-formula> with a simple shape (e.g. a box). It is easy to construct a triangularization of such a domain. The triangularization is fixed, i.e., it does not change during an optimization computation. All computations for solving the state problem are performed in <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x7.png" xlink:type="simple"/></inline-formula> with the same stiffness matrix, which also does not change and consequently can be computed and stored for ever. The method has the advantage of avoiding the need for re-meshing procedures in the optimization process. The necessary information on the geometry is encoded in an additional variable, contributing only to the right hand side of the state equations. We show that the resulting model can be very efficient for optimization computations. Numerical experiments demonstrate the efficiency of the proposed approach.</p><p>The paper is organized as follows. In Section 2, the state equation is presented by an elliptic equation with Dirichlet boundary condition. We describe its algorithm based on boundary Lagrangian fictitious domain method. We incorporate the technique of the immersed boundary method into the framework of the fictitious domain method. In Section 3, we consider the airfoil design for the two- dimension incompressible inviscid uniform flows. We describe the mathematical formulation of a shape optimization problem. In Section 4, we do numerical experiments to show that our proposed method is feasible and effective for solving the shape optimization problem.</p></sec><sec id="s2"><title>2. Fictitious Domain Based Approach</title><p>On a domain<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x8.png" xlink:type="simple"/></inline-formula>, assume problem [P] with <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x9.png" xlink:type="simple"/></inline-formula> being the solution of the following elliptic equation with Dirichlet boundary condition:</p><disp-formula id="scirp.74153-formula369"><label>(1)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x10.png"  xlink:type="simple"/></disp-formula><p>where domain Ω is the exterior of an obstacle B with boundary <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x11.png" xlink:type="simple"/></inline-formula> (see <xref ref-type="fig" rid="fig1">Figure 1</xref>), <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x12.png" xlink:type="simple"/></inline-formula>, and Γ is the boundary of a rectangle. The <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x13.png" xlink:type="simple"/></inline-formula> is defined by the design variable<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x14.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x15.png" xlink:type="simple"/></inline-formula>, where U is the set of admissible design parameters.</p><p>We require that the set U is compact. Coefficient<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x16.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x17.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x18.png" xlink:type="simple"/></inline-formula>,<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x19.png" xlink:type="simple"/></inline-formula>. For simplicity, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x19.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x20.png" xlink:type="simple"/></inline-formula>is sometimes denoted by<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x19.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x20.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x21.png" xlink:type="simple"/></inline-formula>.</p><p>Since the solution<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x22.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x22.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x23.png" xlink:type="simple"/></inline-formula>, dependents on parameter<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x22.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x23.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x24.png" xlink:type="simple"/></inline-formula>, it is also denoted by<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x22.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x23.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x24.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x25.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x22.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x23.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x24.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x25.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x26.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x22.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x23.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x24.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x25.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x26.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x27.png" xlink:type="simple"/></inline-formula>or simply<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x22.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x23.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x24.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x25.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x26.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x27.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x28.png" xlink:type="simple"/></inline-formula>,<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x22.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x23.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x24.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x25.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x26.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x27.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x28.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x29.png" xlink:type="simple"/></inline-formula>.</p><fig id="fig1"  position="float"><label><xref ref-type="fig" rid="fig1">Figure 1</xref></label><caption><title> A domain around an obstacle</title></caption><graphic mimetype="image"   position="float"  xlink:type="simple"  xlink:href="http://html.scirp.org/file/74153x30.png"/></fig><p>According to the boundary Lagrangian fictitious domain method [<xref ref-type="bibr" rid="scirp.74153-ref5">5</xref>], the Dirichlet boundary condition on <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x31.png" xlink:type="simple"/></inline-formula> is enforced by using Lagrangian multiplier on the boundary. We can consider the problem in the extended rectangular domain<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x31.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x32.png" xlink:type="simple"/></inline-formula>:<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x31.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x32.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x33.png" xlink:type="simple"/></inline-formula>. Problem (1) is equivalent to the following variational problem:</p><p>Find<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x34.png" xlink:type="simple"/></inline-formula>, such that</p><disp-formula id="scirp.74153-formula370"><label>(2)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x35.png"  xlink:type="simple"/></disp-formula><disp-formula id="scirp.74153-formula371"><label>(3)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x36.png"  xlink:type="simple"/></disp-formula><p>where<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x37.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x37.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x38.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x37.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x38.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x39.png" xlink:type="simple"/></inline-formula>. The <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x37.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x38.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x39.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x40.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x37.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x38.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x39.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x40.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x41.png" xlink:type="simple"/></inline-formula> are the extensions of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x37.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x38.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x39.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x40.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x41.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x42.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x37.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x38.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x39.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x40.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x41.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x42.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x43.png" xlink:type="simple"/></inline-formula> in<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x37.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x38.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x39.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x40.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x41.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x42.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x43.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x44.png" xlink:type="simple"/></inline-formula>, respectively, and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x37.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x38.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x39.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x40.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x41.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x42.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x43.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x44.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x45.png" xlink:type="simple"/></inline-formula>,<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x37.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x38.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x39.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x40.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x41.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x42.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x43.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x44.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x45.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x46.png" xlink:type="simple"/></inline-formula>.</p><p>The problem (2)-(3) can be solved by GCG iterative method. We describe the algorithm presented by [<xref ref-type="bibr" rid="scirp.74153-ref13">13</xref>] as follows:</p><p>Algorithm 0:</p><p>Step 0: Initialization.</p><p>・ Set initial Lagrangian multipliers: <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x47.png" xlink:type="simple"/></inline-formula>and a number <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x47.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x48.png" xlink:type="simple"/></inline-formula> small enough for the convergence criterion.</p><p>・ Find <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x49.png" xlink:type="simple"/></inline-formula> by</p><disp-formula id="scirp.74153-formula372"><label>(4)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x50.png"  xlink:type="simple"/></disp-formula><p>・ Calculate <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x51.png" xlink:type="simple"/></inline-formula> by</p><disp-formula id="scirp.74153-formula373"><graphic  xlink:href="http://html.scirp.org/file/74153x52.png"  xlink:type="simple"/></disp-formula><p>・ Set the initial descent direction<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x53.png" xlink:type="simple"/></inline-formula>.</p><p>To obtain<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x54.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x54.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x55.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x54.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x55.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x56.png" xlink:type="simple"/></inline-formula>and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x54.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x55.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x56.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x57.png" xlink:type="simple"/></inline-formula> from<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x54.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x55.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x56.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x57.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x58.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x54.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x55.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x56.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x57.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x58.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x59.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x54.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x55.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x56.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x57.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x58.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x59.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x60.png" xlink:type="simple"/></inline-formula>and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x54.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x55.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x56.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x57.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x58.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x59.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x60.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x61.png" xlink:type="simple"/></inline-formula>, one proceeds as follows:</p><p>Step 1: Find descent direction.</p><p>・ Solve <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x62.png" xlink:type="simple"/></inline-formula> by</p><disp-formula id="scirp.74153-formula374"><label>(5)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x63.png"  xlink:type="simple"/></disp-formula><p>・ Calculate <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x64.png" xlink:type="simple"/></inline-formula> by</p><disp-formula id="scirp.74153-formula375"><label>(6)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x65.png"  xlink:type="simple"/></disp-formula><p>・ Find the new solution by</p><disp-formula id="scirp.74153-formula376"><graphic  xlink:href="http://html.scirp.org/file/74153x66.png"  xlink:type="simple"/></disp-formula><disp-formula id="scirp.74153-formula377"><graphic  xlink:href="http://html.scirp.org/file/74153x67.png"  xlink:type="simple"/></disp-formula><p>・ Calculate the new gradient <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x68.png" xlink:type="simple"/></inline-formula> by</p><disp-formula id="scirp.74153-formula378"><graphic  xlink:href="http://html.scirp.org/file/74153x69.png"  xlink:type="simple"/></disp-formula><p>Step 2: Construct convergence criterion and update descent direction.</p><p>If<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x70.png" xlink:type="simple"/></inline-formula>, then take the solution being<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x70.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x71.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x70.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x71.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x72.png" xlink:type="simple"/></inline-formula>. Otherwise</p><disp-formula id="scirp.74153-formula379"><graphic  xlink:href="http://html.scirp.org/file/74153x73.png"  xlink:type="simple"/></disp-formula><disp-formula id="scirp.74153-formula380"><graphic  xlink:href="http://html.scirp.org/file/74153x74.png"  xlink:type="simple"/></disp-formula><p>Set <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x75.png" xlink:type="simple"/></inline-formula> and return to Step 1.</p><p>It can be seen from the above algorithm that we need calculate elliptic variational problems (4) and (5). Conventionally we solve them by the finite element method. In the computation procedure of the finite element discretizations, the mesh of the extended domain is constructed from a rectangular triangulated mesh by locally fitting this mesh to the irregular obstacle boundary. The conventional finite element discretizations result the problem in the solution of huge algebraic system of equations and will meet the trouble of computing the boundary integrals. In order to avoid these difficulties and solve more efficiently the extended problem, we will incorporate the technique of the immersed boundary method into the framework of the fictitious domain method. The main idea is to use Dirac delta function to improve the computation procedure of the discretizations. We describe the algorithm presented by [<xref ref-type="bibr" rid="scirp.74153-ref13">13</xref>] as follows.</p><p>We construct a regular Eulerian mesh on <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x76.png" xlink:type="simple"/></inline-formula></p><disp-formula id="scirp.74153-formula381"><graphic  xlink:href="http://html.scirp.org/file/74153x77.png"  xlink:type="simple"/></disp-formula><p>where <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x78.png" xlink:type="simple"/></inline-formula> is the mesh width (for convenience, kept the same both in <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x78.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x79.png" xlink:type="simple"/></inline-formula>- and in <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x78.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x79.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x80.png" xlink:type="simple"/></inline-formula>-directions). Assume the configuration of the simple closed cure <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x78.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x79.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x80.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x81.png" xlink:type="simple"/></inline-formula> is given in a parametric form<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x78.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x79.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x80.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x81.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x82.png" xlink:type="simple"/></inline-formula>,<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x78.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x79.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x80.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x81.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x82.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x83.png" xlink:type="simple"/></inline-formula>. The discretization of the boundary <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x78.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x79.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x80.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x81.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x82.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x83.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x84.png" xlink:type="simple"/></inline-formula> employs a Lagrangian mesh, represented as a finite collection of Lagrangian points<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x78.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x79.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x80.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x81.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x82.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x83.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x84.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x85.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x78.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x79.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x80.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x81.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x82.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x83.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x84.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x85.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x86.png" xlink:type="simple"/></inline-formula>, apart from each other by a distance<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x78.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x79.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x80.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x81.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x82.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x83.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x84.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x85.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x86.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x87.png" xlink:type="simple"/></inline-formula>, usually taken as being<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x78.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x79.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x80.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x81.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x82.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x83.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x84.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x85.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x86.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x87.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x88.png" xlink:type="simple"/></inline-formula>.</p><p>Let <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x89.png" xlink:type="simple"/></inline-formula> be a Dirac delta function. In the following calculation procedure, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x89.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x90.png" xlink:type="simple"/></inline-formula>is approximated by the distribution function<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x89.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x90.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x91.png" xlink:type="simple"/></inline-formula>. The choice here is given by the product (see [<xref ref-type="bibr" rid="scirp.74153-ref10">10</xref>])</p><disp-formula id="scirp.74153-formula382"><graphic  xlink:href="http://html.scirp.org/file/74153x92.png"  xlink:type="simple"/></disp-formula><p>where</p><disp-formula id="scirp.74153-formula383"><graphic  xlink:href="http://html.scirp.org/file/74153x93.png"  xlink:type="simple"/></disp-formula><p>Using the above Dirac delta function we can transfer the weak forms of the partial differential equations (4) and (5) to the strong forms and then solve them by Fast Poisson Solvers such as the fast Fourier transform or cyclic reduction. In mathematical view, we need the following Lemma (see [<xref ref-type="bibr" rid="scirp.74153-ref14">14</xref>]).</p><p>Lemma 1. Assume that the simple closed cure<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x94.png" xlink:type="simple"/></inline-formula>, the configuration of which is given in a parametric form<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x94.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x95.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x94.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x95.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x96.png" xlink:type="simple"/></inline-formula>is Liplischit continuous, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x94.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x95.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x96.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x97.png" xlink:type="simple"/></inline-formula>. Then <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x94.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x95.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x96.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x97.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x98.png" xlink:type="simple"/></inline-formula> defined by</p><disp-formula id="scirp.74153-formula384"><graphic  xlink:href="http://html.scirp.org/file/74153x99.png"  xlink:type="simple"/></disp-formula><p>is a distribution function belonging to <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x100.png" xlink:type="simple"/></inline-formula> defined as follows: for all <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x100.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x101.png" xlink:type="simple"/></inline-formula></p><disp-formula id="scirp.74153-formula385"><graphic  xlink:href="http://html.scirp.org/file/74153x102.png"  xlink:type="simple"/></disp-formula><p>By Lemma 1, we can write the right hand in (5) as following form:</p><disp-formula id="scirp.74153-formula386"><graphic  xlink:href="http://html.scirp.org/file/74153x103.png"  xlink:type="simple"/></disp-formula><p>where</p><disp-formula id="scirp.74153-formula387"><label>(7)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x104.png"  xlink:type="simple"/></disp-formula><p>That is, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x105.png" xlink:type="simple"/></inline-formula>calculated over the Lagrangian points are distributed over the Eulerian points by (7). Thus we can write (5) in the strong form below:</p><disp-formula id="scirp.74153-formula388"><label>(8)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x106.png"  xlink:type="simple"/></disp-formula><p>In the same way, (4) also can be written in the strong form below:</p><disp-formula id="scirp.74153-formula389"><label>(9)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x107.png"  xlink:type="simple"/></disp-formula><p>where</p><disp-formula id="scirp.74153-formula390"><label>(10)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x108.png"  xlink:type="simple"/></disp-formula><p>Note that (8) and (9) are defined in the rectangular domain<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x109.png" xlink:type="simple"/></inline-formula>. We can solve their discrete forms by Fast Poisson Equation Solvers such as the fast Fourier transfer or cyclic reduction on Cartesian mesh<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x109.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x110.png" xlink:type="simple"/></inline-formula>. In order to calculate <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x109.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x110.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x111.png" xlink:type="simple"/></inline-formula> in (6), we calculate <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x109.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x110.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x111.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x112.png" xlink:type="simple"/></inline-formula> over Lagrangian points<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x109.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x110.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x111.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x112.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x113.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x109.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x110.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x111.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x112.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x113.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x114.png" xlink:type="simple"/></inline-formula>by <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x109.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x110.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x111.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x112.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x113.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x114.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x115.png" xlink:type="simple"/></inline-formula> over neighboring Eulerian points obtained by (8). We use the following formula due to the property of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x109.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x110.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x111.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x112.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x113.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x114.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x115.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x116.png" xlink:type="simple"/></inline-formula> (see [<xref ref-type="bibr" rid="scirp.74153-ref10">10</xref>]),</p><disp-formula id="scirp.74153-formula391"><label>(11)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x117.png"  xlink:type="simple"/></disp-formula><p>The discrete form of (7) is</p><disp-formula id="scirp.74153-formula392"><label>(12)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x118.png"  xlink:type="simple"/></disp-formula><p>The discrete form of (10) is</p><disp-formula id="scirp.74153-formula393"><label>(13)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x119.png"  xlink:type="simple"/></disp-formula><p>The discrete form of (11) is</p><disp-formula id="scirp.74153-formula394"><label>(14)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x120.png"  xlink:type="simple"/></disp-formula><p>Based on the above analysis, we have the discrete algorithm of GCG for solving (2)-(3) as follows:</p><p>Algorithm 1:</p><p>Step 0: Initialization.</p><p>1) Distributed <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x121.png" xlink:type="simple"/></inline-formula> over the Lagrangian points to the Eulerian points by (13).</p><p>2) Calculate (9) for <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x122.png" xlink:type="simple"/></inline-formula> over the neighboring Eulerian points of the boundary<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x122.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x123.png" xlink:type="simple"/></inline-formula>.</p><p>3) Calculate <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x124.png" xlink:type="simple"/></inline-formula> over Lagrangian points by <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x124.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x125.png" xlink:type="simple"/></inline-formula> over neighboring Eulerian points by using</p><disp-formula id="scirp.74153-formula395"><label>(15)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x126.png"  xlink:type="simple"/></disp-formula><p>4) Calculate <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x127.png" xlink:type="simple"/></inline-formula> over Lagrangian points by</p><disp-formula id="scirp.74153-formula396"><graphic  xlink:href="http://html.scirp.org/file/74153x128.png"  xlink:type="simple"/></disp-formula><p>5) Set the initial descent direction<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x129.png" xlink:type="simple"/></inline-formula>,<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x129.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x130.png" xlink:type="simple"/></inline-formula>.</p><p>To obtain<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x131.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x131.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x132.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x131.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x132.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x133.png" xlink:type="simple"/></inline-formula>and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x131.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x132.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x133.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x134.png" xlink:type="simple"/></inline-formula> from<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x131.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x132.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x133.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x134.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x135.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x131.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x132.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x133.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x134.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x135.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x136.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x131.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x132.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x133.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x134.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x135.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x136.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x137.png" xlink:type="simple"/></inline-formula>and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x131.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x132.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x133.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x134.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x135.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x136.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x137.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x138.png" xlink:type="simple"/></inline-formula>, one proceeds as follows:</p><p>Step 1: Find descent direction.</p><p>1) Distributed <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x139.png" xlink:type="simple"/></inline-formula> over the Lagrangian points to the Eulerian points by (12).</p><p>2) Solve (8) for <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x140.png" xlink:type="simple"/></inline-formula> over the neighboring Eulerian points of the boundary<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x140.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x141.png" xlink:type="simple"/></inline-formula>.</p><p>3) Calculate <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x142.png" xlink:type="simple"/></inline-formula> over Lagrangian points by <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x142.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x143.png" xlink:type="simple"/></inline-formula> over neighboring Eulerian points by using (14).</p><p>4) Calculate <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x144.png" xlink:type="simple"/></inline-formula> by</p><disp-formula id="scirp.74153-formula397"><graphic  xlink:href="http://html.scirp.org/file/74153x145.png"  xlink:type="simple"/></disp-formula><p>5) Let</p><disp-formula id="scirp.74153-formula398"><graphic  xlink:href="http://html.scirp.org/file/74153x146.png"  xlink:type="simple"/></disp-formula><p>6) Calculate the new gradient <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x147.png" xlink:type="simple"/></inline-formula> by</p><disp-formula id="scirp.74153-formula399"><graphic  xlink:href="http://html.scirp.org/file/74153x148.png"  xlink:type="simple"/></disp-formula><p>Step 2: Construct convergence criterion and update descent direction. For given <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x149.png" xlink:type="simple"/></inline-formula> small enough, if<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x149.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x150.png" xlink:type="simple"/></inline-formula>, then take <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x149.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x150.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x151.png" xlink:type="simple"/></inline-formula> over the Lagrangian points, and calculate its correspondent solution <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x149.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x150.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x151.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x152.png" xlink:type="simple"/></inline-formula> by using</p><disp-formula id="scirp.74153-formula400"><graphic  xlink:href="http://html.scirp.org/file/74153x153.png"  xlink:type="simple"/></disp-formula><p>where</p><disp-formula id="scirp.74153-formula401"><graphic  xlink:href="http://html.scirp.org/file/74153x154.png"  xlink:type="simple"/></disp-formula><p>Otherwise</p><disp-formula id="scirp.74153-formula402"><graphic  xlink:href="http://html.scirp.org/file/74153x155.png"  xlink:type="simple"/></disp-formula><disp-formula id="scirp.74153-formula403"><graphic  xlink:href="http://html.scirp.org/file/74153x156.png"  xlink:type="simple"/></disp-formula><p>Set <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x157.png" xlink:type="simple"/></inline-formula> and return to Step 1.</p><p>It can be seen from steps 4, 5, and 6 in Step 1 that the calculations are done over the Lagrangian points and we need solve (8) only for <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x158.png" xlink:type="simple"/></inline-formula> over the neighboring Eulerian points of the boundary <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x158.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x159.png" xlink:type="simple"/></inline-formula> when we use FFT. Thus the above approach can lead to a significant reduction in computational effort and memory requirement. It need not make use of the finite element discretizations. The main advantage of the proposed method is that in the optimization process Eulerian mesh on <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x158.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x159.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x160.png" xlink:type="simple"/></inline-formula> is fixed unlike in many of the other approaches such as obstacle fitted meshes and solution procedure is often efficient. The proposed method has a simple structure and is easily programmable.</p></sec><sec id="s3"><title>3. Shape Optimization Problem</title><p>Our shape optimization problem is a shape reconstruction problem. We consider the airfoil design for the two-dimension incompressible inviscid uniform flows. We want to find the shape of an airfoil <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x161.png" xlink:type="simple"/></inline-formula> when the pressure coefficient <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x161.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x162.png" xlink:type="simple"/></inline-formula> on <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x161.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x162.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x163.png" xlink:type="simple"/></inline-formula> is known. Below we will give the formulation of this problem.</p><p>Suppose the uniform flow around an arbitrary airfoil B is from the left toward the right and of velocity profile<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x164.png" xlink:type="simple"/></inline-formula>. For the discretization computation, this exterior problem is truncated by introducing an artificial boundary <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x164.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x165.png" xlink:type="simple"/></inline-formula> which is a rectangle. The domain <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x164.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x165.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x166.png" xlink:type="simple"/></inline-formula> is the rectangle excluding the airfoil B with boundary<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x164.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x165.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x166.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x167.png" xlink:type="simple"/></inline-formula>, whose leading edge is in origin (see <xref ref-type="fig" rid="fig1">Figure 1</xref>). By formulating this problem for stream function<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x164.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x165.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x166.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x167.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x168.png" xlink:type="simple"/></inline-formula>, the corresponding partial differential equation with Dirichlet boundary condition is:</p><disp-formula id="scirp.74153-formula404"><label>(16)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x169.png"  xlink:type="simple"/></disp-formula><p>In order to solve the shape optimization problem numerically, the boundary <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x170.png" xlink:type="simple"/></inline-formula> must be parametrized using a finite number of design parameters. Let the vector of design parameter <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x170.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x171.png" xlink:type="simple"/></inline-formula> define the boundary curve<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x170.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x171.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x172.png" xlink:type="simple"/></inline-formula>. One possible way to perform it is to use the Bezier curves; see [<xref ref-type="bibr" rid="scirp.74153-ref15">15</xref>], for example. These Bezier curves are just polynomial functions expressed in the Bernstein polynomial basis. The design parameters (or variables) are given by the nodal coordinates of the control points defining the Bezier curves. Since the design parameter r defining uniquely<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x170.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x171.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x172.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x173.png" xlink:type="simple"/></inline-formula>, in the following, the cost functional is assumed to be of the form<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x170.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x171.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x172.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x173.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x174.png" xlink:type="simple"/></inline-formula>. We discretize the shape of airfoil <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x170.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x171.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x172.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x173.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x174.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x175.png" xlink:type="simple"/></inline-formula> using one Bezier curve for upper part of airfoil and another Bezier curve for lower part. The <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x170.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x171.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x172.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x173.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x174.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x175.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x176.png" xlink:type="simple"/></inline-formula>-coordinates of the control points are evenly spaced between 0 and 1. The control points on leading edge and on the trailing edge are fixed and the other control points are moving in the <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x170.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x171.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x172.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x173.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x174.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x175.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x176.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x177.png" xlink:type="simple"/></inline-formula>-direction. The <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x170.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x171.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x172.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x173.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x174.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x175.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x176.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x177.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x178.png" xlink:type="simple"/></inline-formula>-coordinates of these control points except the control points on the leading edge and on the trailing edge are chosen to be the design parameters r. We have seven design variables in the symmetric case and fourteen design variables in the unsymmetric case. As a symmetric example, <xref ref-type="fig" rid="fig2">Figure 2</xref> illustrates the Bezier curve for the upper side of the NACA0012 profile. Nine circles in the figure are Bezier control points.</p><p>For given <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x179.png" xlink:type="simple"/></inline-formula> corresponding design parameters r, pressure coefficient distribution on <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x179.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x180.png" xlink:type="simple"/></inline-formula> is:</p><disp-formula id="scirp.74153-formula405"><graphic  xlink:href="http://html.scirp.org/file/74153x181.png"  xlink:type="simple"/></disp-formula><p>where <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x182.png" xlink:type="simple"/></inline-formula> solves (16).</p><p>Now, the reconstruction problem reads: find the design parameter <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x183.png" xlink:type="simple"/></inline-formula> corresponding <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x183.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x184.png" xlink:type="simple"/></inline-formula> when the pressure coefficient <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x183.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x184.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x185.png" xlink:type="simple"/></inline-formula> on <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x183.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x184.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x185.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x186.png" xlink:type="simple"/></inline-formula> is known. We have chosen to formulate our reconstruction problem as a minimization problem, where we minimize an objective function <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x183.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x184.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x185.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x186.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x187.png" xlink:type="simple"/></inline-formula> measuring the difference between <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x183.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x184.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x185.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x186.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x187.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x188.png" xlink:type="simple"/></inline-formula> and the desired pressure coefficient<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x183.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x184.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x185.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x186.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x187.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x188.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x189.png" xlink:type="simple"/></inline-formula>. We define objective function to be</p><disp-formula id="scirp.74153-formula406"><label>(17)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x190.png"  xlink:type="simple"/></disp-formula><p>The reconstruction problem in a minimization problem form reads:</p><disp-formula id="scirp.74153-formula407"><label>(18)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/74153x191.png"  xlink:type="simple"/></disp-formula><p>where U is the set of admissible design parameters. We require that U is compact and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x192.png" xlink:type="simple"/></inline-formula>, where the design parameter r corresponds the boundary<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x192.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x193.png" xlink:type="simple"/></inline-formula>.</p></sec><sec id="s4"><title>4. Numerical Experiments</title><p>First we do numerical experiments to demonstrate the efficiency of the algorithm in section 2. We use the Algorithm 1 to solve station Equation (16) which simulate the two-dimension incompressible inviscid uniform flows around an arbitrary given airfoil B.</p><fig id="fig2"  position="float"><label><xref ref-type="fig" rid="fig2">Figure 2</xref></label><caption><title> The Bezier curve for the upper side of the NACA0012 profile</title></caption><graphic mimetype="image"   position="float"  xlink:type="simple"  xlink:href="http://html.scirp.org/file/74153x194.png"/></fig><p>We take the fictitious domain<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x195.png" xlink:type="simple"/></inline-formula>. The test problem has been solved with rectangular Eulerian mesh 80 &#215; 80 nodes. <xref ref-type="fig" rid="fig3">Figure 3</xref>(a) shows the Lagrangian grids and Eulerian grids which have been used to calculate solutions for (16). In <xref ref-type="fig" rid="fig3">Figure 3</xref>(b), the plots in solid lines represent streamline obtained by the algorithm based on the immersed boundary.</p><p>Next we solve the reconstruction problem (18). We take the NACA0012 airfoil as<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x196.png" xlink:type="simple"/></inline-formula>. As we stated in section 3, the shape of airfoil <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x196.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x197.png" xlink:type="simple"/></inline-formula> is discretized using one Bezier curve for upper part of airfoil and another Bezier curve for lower part. Since the airfoil is symmetric during the optimization, we can take seven design variables in the optimization process. In order to keep the design acceptable, we have added box constrains for design variables. Hence, there is a lower limit and upper limit for all variables. We require that they satisfy the constraints<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x196.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x197.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x198.png" xlink:type="simple"/></inline-formula>,<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x196.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x197.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x198.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x199.png" xlink:type="simple"/></inline-formula>. The set of admissible designs U contains all</p><fig-group id="fig3"><label><xref ref-type="fig" rid="fig3">Figure 3</xref></label><caption><title> (a) Zoom view of Eulerian mesh, Lagrangian mesh and the used neighboring Eulerian points of the boundary; (b) Streamline visualization: numerical solution is displayed in solid lines.</title></caption><fig id ="fig3_1"><label>(b)</label><graphic mimetype="image"   position="float"  xlink:type="simple"  xlink:href="http://html.scirp.org/file/74153x200.png"/></fig><fig id ="fig3_2"><label></label><graphic mimetype="image"   position="float"  xlink:type="simple"  xlink:href="http://html.scirp.org/file/74153x201.png"/></fig></fig-group><fig id="fig4"  position="float"><label><xref ref-type="fig" rid="fig4">Figure 4</xref></label><caption><title> The target design and the design obtained as the result of optimization</title></caption><graphic mimetype="image"   position="float"  xlink:type="simple"  xlink:href="http://html.scirp.org/file/74153x202.png"/></fig><p>domains which are possible to obtain by using this parametrization and constraints.</p><p>We run genetic algorithm (GA) to find seven design variables <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/74153x203.png" xlink:type="simple"/></inline-formula> in (18). The major structure of this GA (see for example [<xref ref-type="bibr" rid="scirp.74153-ref6">6</xref>]) is as follows: 1) Evaluation of fitness functions, 2) Roulette wheel selection, 3) Crossover, 4) Mutation. And we used the following parameters: Population size 20, Crosseover probability 0.3, Mutation probability 0.2. The above steps were repeated until the stopping criterion was satisfied. In our case the algorithm ended after a constant number of evaluations of the fitness function. The algorithm is based on function evaluations which are implemented by repeatedly solving the state Equations (16). After 2400 times of function evaluations we reached the result of optimization problem (18):</p><disp-formula id="scirp.74153-formula408"><graphic  xlink:href="http://html.scirp.org/file/74153x204.png"  xlink:type="simple"/></disp-formula><p>In <xref ref-type="fig" rid="fig4">Figure 4</xref>, Line 2 is the target design and Line 1 is the final design obtained as the result of optimization. The euclidean distance between the two lines is 0.5e−2. The computations were run on a personal computer with Intel core CPU @ 2.30 GHz and 2.0 GB RAM. One optimization takes about 5 minutes of CPU time.</p></sec><sec id="s5"><title>Conclusion</title><p>The results of numerical experiments show that our proposed method is feasible and effective for the optimal shape design problem.</p></sec><sec id="s6"><title>Cite this paper</title><p>Rao, L. and Chen, H.Q. (2017) The Technique of the Immersed Boundary Method: Application to Solving Shape Optimization Problem. 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