834!

Topological Derivative-based Topology Optimization

of Structures Subject to Multiple Load-cases

1
Abstract Cinthia Gomes Lopes
2
The topological derivative measures the sensitivity of a shape functional Renatha Batista dos Santos
with respect to an infinitesimal singular domain perturbation, such as the 3
Antonio André Novotny
insertion of holes, inclusions or source-terms. The topological derivative
has been successfully applied in obtaining the optimal topology for a large
Laboratório Nacional de Computação Científi-
class of physics and engineering problems. In this paper the topological
ca LNCC/MCT, Coordenação de Matemática
derivative is applied in the context of topology optimization of structures
Aplicada e Computacional,
subject to multiple load-cases. In particular, the structural compliance
Av. Getúlio Vargas 333, 25651-075
under plane stress or plane strain assumptions is minimized under volume
Petrópolis - RJ, Brasil
constraint. For the sake of completeness, the topological asymptotic analy-
sis of the total potential energy with respect to the nucleation of a small 1
cinthia@[Link]
circular inclusion is developed in all details. Since we are dealing with 2
renatha@[Link]
multiple load-cases, a multi-objective optimization problem is proposed 3
novotny@[Link]
and the topological sensitivity is obtained as a sum of the topological
derivatives associated with each load-case. The volume constraint is im-
[Link]
posed through the Augmented Lagrangian Method. The obtained result is
used to devise a topology optimization algorithm based on the topological
Received 27.03.2014
derivative together with a level-set domain representation method. Finally,
Accepted 18.06.2014
several finite element-based examples of structural optimization are pre-
Available online 22.01.2015
sented.

Keywords
Topology Optimization; Topological Derivative; Multiple Load-Cases;
Plane Stress; Plane Strain.

1 INTRODUCTION

The topological derivative measures the sensitivity of a given shape functional with respect to an
infinitesimal singular domain perturbation, such as the insertion of holes, inclusions or source-
terms (Novotny and Soko!owski (2013)). The topological derivative was introduced in 1999
through the fundamental paper by Soko!owski and "ochowski (1999) and has been successfully
applied in a wide range of problems such as inverse problems (Amstutz et al. (2005); Canelas
et al. (2014, 2011); Feijóo (2004); Guzina and Bonnet (2006); Hintermüller and Laurain (2008);
Hintermüller et al. (2012); Jackowska-Strumi!!o et al. (2002); Masmoudi et al. (2005)), image
processing (Auroux et al. (2007); Belaid et al. (2008); Hintermüller (2005); Hintermüller and
Laurain (2009); Larrabide et al. (2008)) and topology optimization (Allaire et al. (2005); Amstutz
 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases 835

and Andrä (2006); Amstutz and Novotny (2010); Amstutz et al. (2012); Bojczuk and Mróz (2009);
Burger et al. (2004); Giusti et al. (2008, 2010b); Kobelev (2010); Leugering and Sokołowski
(2008); Novotny et al. (2003, 2005, 2007); Turevsky et al. (2009)). See also applications of the
topological derivative in the context of multiscale constitutive modeling (Amstutz et al. (2010);
Giusti et al. (2010a, 2009a,b); Novotny et al. (2010)), fracture mechanics sensitivity analysis
(Ammari et al. (2014); Van Goethem and Novotny (2010)) and damage evolution modeling
(Allaire et al. (2011)). Regarding the theoretical development of the topological asymptotic
analysis, see for instance (Amstutz (2006, 2010); de Faria and Novotny (2009); de Faria et al.
(2009); Feijóo et al. (2003); Garreau et al. (2001); Hlaváček et al. (2009); Khludnev et al. (2009);
Lewinski and Sokołowski (2003); Nazarov and Sokołowski (2003a,b, 2005, 2006, 2011); Sokołowski
and Żochowski (2003, 2005)), as well as the book by Novotny and Sokołowski (2013).
In this paper the topological derivative is applied in the context of topology optimization of
structures into two spatial dimensions subject to multiple load-cases. In particular, the struc-
tural compliance under plane stress or plane strain assumptions is minimized subject to volume
constraint, which is imposed through the Augmented Lagrangian Method. For the sake of com-
pleteness, the topological asymptotic analysis of the total potential energy with respect to the
nucleation of a small circular inclusion is developed in all details. These derivations can be
found in the literature (see for instance Novotny and Sokołowski (2013) and references therein).
However, our idea is to present them in a simplified and pedagogical manner by using simple
arguments from the Analysis. In addition, we claim that the topological derivative obeys the
basic rules of the Differential Calculus (see the examples on the introduction of the book by
Novotny and Sokołowski (2013) and also the paper by Amstutz et al. (2010) for application of
these rules). Thus, since we are dealing with multiple load-cases, a multi-objective optimization
problem is proposed and the topological sensitivity is obtained as a sum of the topological deriva-
tives associated with each load-case. It is also worth to mention that the topological derivative
is defined through a limit passage when the small parameter governing the size of the topolog-
ical perturbation goes to zero. However, it can be used as a steepest-descent direction in an
optimization process like in any method based on the gradient of the cost functional. Therefore,
the obtained result is used to devise a topology optimization algorithm based on the topological
derivative together with a level-set domain representation method, as proposed by Amstutz and
Andrä (2006). The algorithm is presented in a pseudo-code format easy to implement. Finally,
several finite element-based examples of structural optimization are presented. In summary, a
comprehensive account on the application of the topological derivative in the context of compli-
ance structural optimization is given. The theoretical development, interpretation of the results
and computational aspects are discussed, and some misunderstandings currently found in the
literature are elucidated.
This paper is organized as follows. In Section 2 we firstly introduce the topological derivative
concept and state the mechanical problem which we are dealing with, then two main results
are derived: the existence and the closed formula for the topological derivative associated to the
strain energy shape functional. In Section 3 the compliance topology optimization problem under
volume constraint is stated together with its associated topological derivative. The topology
optimization algorithm based on the topological derivative and a level-set domain representation
method is described in Section 4. The numerical results are presented in Section 5. The paper
ends with some concluding remarks in Section 6. Finally, the closed formula for the topological
derivative presented in Section 2 is derived in Appendix A by using standard arguments from
the Analysis.

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836 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases

2 TOPOLOGICAL ASYMPTOTIC ANALYSIS

Let us consider an open and bounded domain denoted by Ω ⊂ R2 . Associated with this domain,
we introduce a characteristic function χ : R2 → {0, 1}, χ = 1Ω such that
!
|Ω| = χ, (2.1)
R2

where |Ω| is the Lebesgue measure of Ω. Suppose that Ω is subject to a singular perturbation
confined in a small region ωε ("
x) = x" + εω with size ε, where x" is an arbitrary point in Ω and
ω is a fixed domain in R2 . We define a characteristic function χε ("
x; x), x ∈ R2 , associated with
the topologically perturbed domain. In the case of a perforation, for instance, χε : R2 → {0, 1},
x; x) = 1Ω − 1ωε and the perforated domain is obtained as Ωε = Ω \ ωε . Then we assume that
χε ("
a given shape functional ψ(χε ("x)) associated with the topologically perturbed domain, admits
the following topological asymptotic expansion

ψ(χε ("
x)) = ψ(χ) + f (ε)T ("
x) + o(f (ε)), (2.2)

where ψ(χ) is the shape functional associated to the unperturbed domain Ω and f (ε) is a positive
function such that, f (ε) → 0 when ε → 0. The function x " %→ T (" x) is called the topological
derivative of ψ at x
". Therefore this derivative can be seen as a first order correction on ψ(χ) to
approximate ψ(χε ). In addition, after rewriting (2.2) we obtain the classical definition for the
topological derivative (Sokołowski and Żochowski (1999)):

x)) − ψ(χ)
ψ(χε ("
T ("
x) = lim . (2.3)
ε→0 f (ε)

Note that the topological derivative is defined through the limit passage ε → 0. However,
according to (2.2), it can be used as a steepest-descent direction in an optimization process
similar to any gradient-based method, as shall be presented later.
In this paper the domain is topologically perturbed by the nucleation of a small inclusion,
as shown in Fig. 1. More precisely, the perturbed domain is obtained when a circular hole
ωε ("
x) := Bε ("x), the ball of radius ε > 0 and center at x " ∈ Ω, is introduced in Ω. Next,
this region is filled by an inclusion with different material property from the background. In
particular, χε ("
x) = 1Ω − (1 − γ)1Bε (!x) and a piecewise constant function γε is introduced:
#
1, if x ∈ Ω \ Bε ,
γε = γε (x) := (2.4)
γ, if x ∈ Bε ,

where γ ∈ R+ is the contrast in the material property.

2.1 Unperturbed problem

As mentioned before, the topological asymptotic expansion of the total potential energy associ-
ated with the elasticity system into two spatial dimensions is obtained. Thus, the unperturbed
shape functional is defined as:
! ! !
1 s
ψ(χ) := Jχ (u) = σ(u) · ∇ u − b·u− q · u, (2.5)
2 Ω Ω ΓN

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 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases 837

Figure 1: Topological derivative concept.

where the vector function u is the solution to the variational problem:


 Find
! u ∈ U , such! that !
s (2.6)
 σ(u) · ∇ η = b · η + q · η, ∀η ∈ V,
Ω Ω ΓN

with b a constant body force distributed in the domain,

σ(u) = C∇s u (2.7)

the Cauchy stress tensor,

1
∇s u =
(∇u + ∇T u) (2.8)
2
the linearized strain tensor and C the constitutive tensor given by

C = 2µI + λI ⊗ I, (2.9)

where I and I are the second and fourth identity tensors, respectively, µ and λ are the Lamé’s
coefficients, both considered constants everywhere. In the plane stress assumption we have
E νE
µ= and λ = , (2.10)
2(1 + ν) 1 − ν2
while in plane strain assumption they are
E νE
µ= and λ = , (2.11)
2(1 + ν) (1 + ν)(1 − 2ν)
where E is the Young modulus and ν the Poisson ratio. The set of admissible displacements U
and the space of admissible displacements variations V are respectively defined as

U := {ϕ ∈ H 1 (Ω) : ϕ|ΓD = u} and V := {ϕ ∈ H 1 (Ω) : ϕ|ΓD = 0}. (2.12)

Here, ΓD and ΓN respectively are Dirichlet and Neumann boundaries such that ∂Ω = ΓD ∪ ΓN
with ΓD ∩ ΓN = ∅, u is the displacement prescribed on ΓD and q is the load prescribed on ΓN ,

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838 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases

Figure 2: Mechanical problem defined in the unperturbed domain.

both assumed to be smooth enough. See details in Fig. 2. The strong system associated with
the variational problem (2.6) is given by:


 Find u, such that


 divσ(u) = b inΩ,
σ(u) = C∇ u, s (2.13)



 u = u on Γ D ,

σ(u)n = q on ΓN .

2.2 Perturbed problem

Now let us state the associate topologically perturbed problem. In this case, the total potential
energy is given by
! ! !
1
ψ(χε ) := Jχε (uε ) = σε (uε ) · ∇s uε − bε · u ε − q · uε , (2.14)
2 Ω Ω ΓN

where the vector function uε is the solution to the variational problem:


 Find
! uε ∈ Uε , such!that !
s (2.15)
 σ (u
ε ε ) · ∇ η = bε · η + q · η, ∀η ∈ Vε ,
Ω Ω ΓN

with
σε (uε ) = γε C∇s uε and bε = γε b, (2.16)
where γε is defined by (2.4). The set Uε and the space Vε are defined as

Uε := {ϕ ∈ U : !ϕ" = 0 on ∂Bε } and Vε := {ϕ ∈ V : !ϕ" = 0 on ∂Bε }, (2.17)

with the operator !ϕ" used to denote the jump of the function ϕ on the boundary of the inclusion
∂Bε , namely !ϕ" := ϕ|Ω\B − ϕ|Bε on ∂Bε . See details in Fig. 3. The strong system associated
ε

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 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases 839

Figure 3: Mechanical problem defined in the perturbed domain.

to the variational problem (2.15) reads:



 Find uε , such that

 divσε (uε ) = bε in Ω,




 σε (uε ) = γε C∇s uε ,
uε = u on ΓD , (2.18)



 σε (uε )n = q ( on ΓN ,



 !uε " = 0
 on ∂Bε .
!σε (uε )"n = 0

2.3 Existence of the topological derivative

The following result ensures the existence of the topological derivative associated with the prob-
lem under analysis.
Lemma 1. Let u and uε be solutions to (2.6) and (2.15), respectively. Then we have that the
estimate ,uε − u,H 1 (Ω) = O(ε) holds true.
Proof. We start by subtracting the variational problem (2.6) from (2.15) to obtain:
! ! !
s
(σε (uε ) − σ(u)) · ∇ η = (bε − b) · η ± σε (u) · ∇s η, ∀η ∈ Vε . (2.19)
Ω Ω Ω

From the above equation, we have:

! ! !
s s
(σε (uε ) − σε (u)) · ∇ η = − (σε (u) − σ(u)) · ∇ η + (bε − b) · η. (2.20)
Ω Ω Ω

Recalling that: σε (uε ) = σ(uε ), bε = b in Ω \ Bε and σε (uε ) = γσ(uε ), bε = γb in Bε , we have

from (2.19):
! ! !
s s
σε (uε − u) · ∇ η = (1 − γ) σ(u) · ∇ η + (γ − 1) b · η. (2.21)
Ω Bε Bε

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840 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases

By taking η = uε − u as test function in the above equation we obtain the following equality
! ! !
σε (uε − u) · ∇s (uε − u) = (1 − γ) σ(u) · ∇s (uε − u) + (γ − 1) b · (uε − u). (2.22)
Ω Bε Bε

From the Cauchy-Schwartz and Poincaré inequalities it follows that

!
σε (uε − u) · ∇s (uε − u) ≤ C1 ,σ(u),L2 (Bε ) ,∇s (uε − u),L2 (Bε ) + C2 ,b,L2 (Bε ) ,uε − u,L2 (Bε )
Ω
≤ C3 ε,∇s (uε − u),L2 (Bε ) + C4 ε,uε − u,L2 (Bε )
≤ C5 ε,uε − u,H 1 (Bε ) ≤ C6 ε,uε − u,H 1 (Ω) , (2.23)

where we have used the elliptic regularity of function u and the continuity of the function b at
the point x
" ∈ Ω. Finally, from the coercivity of the bilinear form on the left-hand side of (2.22),
namely
!
2
c,uε − u,H 1 (Ω) ≤ σε (uε − u) · ∇s (uε − u), (2.24)
Ω

we obtain the result with the constant C = C6 /c independent of the small parameter ε.

2.4 The topological derivative formula

According to Novotny and Sokołowski (2013) the topological asymptotic expansion of the energy
shape functional takes the form (see also Appendix 6):

x)) = ψ(χ) − πε2 (Pγ σ(u("

ψ(χε (" x)) · ∇s u("
x) + (1 − γ)b(" x)) + o(ε2 ),
x) · u(" (2.25)

where the polarization tensor Pγ is given by the following fourth order isotropic tensor
) *
1 1−γ 1 1−γ
Pγ = (1 + α2 )I + (α1 − α2 ) I⊗I , (2.26)
2 1 + γα2 2 1 + γα1

with
λ+µ λ + 3µ
α1 = and α2 = . (2.27)
µ λ+µ

Finally, in order to extract the main term of the above expansion, we choose f (ε) = πε2 , which
leads to the final formula for the topological derivative, namely:

T (" x)) · ∇s u("

x) = −Pγ σ(u(" x) − (1 − γ)b("
x) · u("
x). (2.28)

Remark 2. Formally we can take the limit cases γ → 0 and γ → ∞. For γ → 0, the inclusion
leads to a void and the transmission condition on the interface of the inclusion degenerates to
homogeneous Neumann boundary condition. In this case the polarization tensor is given by
) *
λ + 2µ µ−λ
P0 = I− I⊗I . (2.29)
λ+µ 4µ

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 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases 841

In addition, for γ → ∞, the elastic inclusion leads to a rigid one and the polarization tensor is
stated as
) *
λ + 2µ µ−λ
P∞ = − I+ I⊗I . (2.30)
λ + 3µ 4(λ + µ)

In the case of plane strain linear elasticity, the above formulas are written as
+ , + ,
1−ν 1 − 4ν 1 1 − 4ν
P0 = 4I + I⊗I and P∞ = −(1 − ν) I+ I⊗I , (2.31)
2 1 − 2ν 3 − 4ν 2(3 − 4ν)

while in the case of plane stress linear elasticity the formulas are explicitly given by
+ , + ,
1 1 − 3ν 1 1 − 3ν
P0 = 2I − I⊗I and P∞ = − 2I + I⊗I . (2.32)
1+ν 2(1 − ν) 3−ν 2(1 + ν)

Remark 3. The polarization tensor Pγ and theirs associated particular representations lead
to isotropic fourth order tensors because we are dealing with circular inclusions as topological
perturbations. For arbitrary shaped inclusions the reader may refer to the book by Ammari and
Kang (2007), for instance. On the other hand, there are two main advantages in using circular
inclusions in the context of topology optimization, which are:

• The associated topological derivative is given by a closed formula depending on the solution
to the original unperturbed problem.

• There are optimality conditions rigorously derived in Amstutz (2011), allowing for use the
topological derivative together with a level-set domain representation method as a steepest-
descent direction in a topology optimization algorithm (Amstutz and Andrä (2006)).

3 THE TOPOLOGY OPTIMIZATION PROBLEM

We consider the compliance topology optimization of structures subject to multiple load-cases

under volume constraint. Therefore, the topology optimization problem can be stated as
 NLC

 -
Minimize FΩ (ui ) = − Jχ (ui ),
P1 : Ω⊂D (3.1)

 i=0
subject to |Ω| ≤ M,

where NLC is the number of load-cases, M > 0 is the required volume at the end of the opti-
mization process and ui is solution to:

• for i = 0 

 Find u0 , such that


 divσ(u0 ) = ρb in D,
σ(u0 ) = ρC∇s u0 , (3.2)



 u0 = 0 on ΓD ,

σ(u0 )n = 0 on ΓN ;

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842 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases

Figure 4: Computational domain.

• for i = 1, . . . , NLC


 Find ui , such that


 divσ(ui ) = 0 in D,
σ(ui ) = s
ρC∇ ui , (3.3)



 ui = 0 on ΓD ,

σ(ui )n = qi on ΓN .

Here, D is used to denote a hold-all domain. In order to simplify the numerical implementation
we consider that the elastic body D is decomposed into two sub-domains Ω and ω. The domain
Ω = D \ ω represents the elastic part while ω ⊂ D is filled with a very complacent material,
used to mimic voids. See the sketch in Fig. 4. This procedure allows us to work in a fixed
computational domain. Therefore, we define a characteristic function of the form
#
1, if x ∈ D,
x %→ χ(x) = (3.4)
0, if x ∈ R2 \ D.

In addition, we introduce a piecewise constant function ρ, such that

#
1, if x ∈ Ω,
ρ(x) = (3.5)
ρ0 , if x ∈ ω,

with 0 < ρ0 / 1 used to mimic voids. That is, the original optimization problem, where the
structure itself consists of the domain Ω of given elastic properties and the remaining empty part
ω, is approximated by means of the two-phase material distribution given by (3.5) over D where
the empty region ω is filled by a material (the soft phase) with Young’s modulus, ρ0 E, much
lower than the given Young’s modulus, E, of the structure material (the hard phase).

3.1 Augmented lagrangian

The volume constraint is imposed through the Augmented Lagrangian Method. It consists in
transform the inequality constraint in Problem P1 given by (3.1) into an equality by introducing
a slack function s, namely

NLC
-


Minimize FΩ (ui ) = − Jχ (ui ),
P2 : Ω⊂D (3.6)

 i=0
subject to hΩ (s) = gΩ + s2 ,

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 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases 843

where gΩ = (|Ω| − M )/M . Note that for an optimal value s = s∗ the equivalence P2 ≡ P1 holds
true. Let us introduce two Lagrange multipliers α and β. Then, the Problem P2 in (3.6) can be
rewritten as

NLC
-

 β
Minimize F.Ω (ui ) = − Jχ (ui ) + αhΩ (s) + hΩ (s)2 ,
P3 : Ω⊂D 2 (3.7)

 i=0
2
subject to hΩ (s) = gΩ + s .

Note that if hΩ (s∗ ) = 0, then P3 ≡ P2 ≡ P1. Thus, let us minimize (3.7) with respect to the
slack function s, namely
#
αh%Ω (s) + βhΩ (s)h%Ω (s) = 0,
(3.8)
h%Ω (s) = 2s.

Then, s = 0 or s2 = −(α/β + gΩ ). Therefore

(s∗ )2 = max{0, −(α/β + gΩ )}. (3.9)

It follows that:

hΩ (s∗ ) = gΩ + max{0, −(α/β + gΩ )}

+
= max{gΩ , −α/β} := gΩ . (3.10)

Finally, by setting s = s∗ we have P4 ≡ P3 ≡ P2 ≡ P1, that allows us to rewrite the constrained

Problem P1, given by (3.1), in its equivalent unconstrained form, namely
/ NLC
- β + 2
P4 : Minimize F.Ω (ui ) = − +
Jχ (ui ) + αgΩ + (g ) . (3.11)
Ω⊂D 2 Ω
i=0

In addition we have that β, the parameter associated to the quadratic term, controls the updating
of the parameter α, which is associated with the linear term. Therefore, we can specify the
required volume fraction at the final of the optimization process by solving the following recursive
formula for the parameter α:

α0 = 0
αn+1 = max{0, αn + βgΩ }, (3.12)

where β > 0 is a fixed number. This updating process shall be repeated until the volume
constraint is reached, as can be seen in Algorithm 1 at the end of Section 4.

3.2 Topological derivative

Let us consider two extremal situations. When ρ = 1, then γ = ρ0 . On the other hand, if ρ = ρ0 ,
then γ = 1/ρ0 . Therefore, in order to simplify the numerical implementation, we can eliminate
the contrast parameter γ by considering the limit cases discussed in Remark 2. In addition,

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844 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases

since the topological derivative satisfies the basic rules of the Differential Calculus (Novotny and
Sokołowski (2013)) and taking into account the linearity of the elasticity problem, we have
 NLC

 -


 x)) · ∇s ui ("
(P0 σ(ui (" x) + bi · ui ) − max{0, α + βgΩ }, if x" ∈ Ω,

 i=0
T ("
x) = (3.13)

 NLC

 -

 (P∞ σ(ui ("x)) · ∇s ui ("
x) − bi · ui ) + max{0, α + βgΩ }, if x
" ∈ ω.

i=0

Therefore, the topological derivative associated with Problem P4 is obtained as a sum of the
topological derivatives for each load-case together with the topological derivative of the aug-
mented Lagrangian terms, which is trivially obtained by considering the limit cases in Remark
2.

4 THE TOPOLOGY OPTIMIZATION ALGORITHM

In this section a topology optimization algorithm based on the topological derivative together
with a level-set domain representation method is presented. It has been proposed by Amstutz
and Andrä (2006) and consists basically in looking for a local optimality condition for the mini-
mization problem (3.11), written in terms of the topological derivative and a level-set function.
Therefore, the elastic part Ω as well as the complacent material ω are characterized by a level-set
function Ψ ∈ L2 (D) of the form:

Ω = {Ψ(x) < 0 a.e. in D} and ω = {Ψ(x) > 0 a.e. in D}, (4.1)

where Ψ vanishes on the interface ∂ω. A local sufficient optimality condition for Problem (3.11),
under the considered class of domain perturbation given by circular inclusions, can be stated as
(Amstutz (2011))

T (x) > 0 ∀x ∈ D. (4.2)

Therefore, let us define the quantity

#
−T (x), if Ψ(x) < 0,
g(x) := (4.3)
T (x), if Ψ(x) > 0,

allowing for rewrite the condition (4.2) in the following equivalent form
#
g(x) < 0, if Ψ(x) < 0,
(4.4)
g(x) > 0, if Ψ(x) > 0.

We observe that (4.4) is satisfied wether the quantity g coincides with the level-set function Ψ
up to a strictly positive number, namely ∃ τ > 0 : g = τ Ψ, or equivalently
0 1
2g, Ψ3L2 (D)
θ := arccos = 0, (4.5)
,g,L2 (D) ,Ψ,L2 (D)

which shall be used as optimality condition in the topology design algorithm, where θ is the
angle between the functions g and Ψ in L2 (D).

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 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases 845

Algorithm 1: The topology design algorithm

input : NLC, D, Ψ0 , M , α0 , β, 2κ , 2θ , 2M
output: The optimal topology Ω'
1 n ← 0;
2 Ωn ← Ψn ; Ept ← 0;
3 for i ← 0 : NLC do
4 if i = 0 then
5 solve (3.2);
6 else
7 solve (3.3);
8 end if
9 Ept ← Ept + Jχ (ui );
10 end for
11 Compute F.Ωn according to (3.11);
12 Compute T (" x) using (3.13);
13 Compute gn according to (4.3);
+ ,
&gn ,Ψn '
14 θn ← arccos (gn ( 2 (Ψn ( 2 ;
L (D) L (D)

15 Ψold ← Ψn ; [Link] ← F.Ωn ; [Link] ← [Link] + 1; κ ← 1;

16 while [Link] > [Link]
+ do ,
17 Ψnew ← 1
sin θn sin((1 − κ)θn )Ψold + sin(κθn ) (gn (gn2 ;
L (D)

18 Ψn ← Ψnew ;
19 execute lines 2-11;
20 [Link] ← F.Ωn ;
21 κ ← κ/2;
22 end while
23 if κ < 2κ then
24 try a mesh refinement;
25 Ψn+1 ← Ψn ; n ← n + 1;
26 go to line 2;
27 else if θn > 2θ then
28 Ψn+1 ← Ψn ; n ← n + 1;
29 go to line 2;
30 else
31 if |1 − |Ωn |/M | > 2M then
32 compute αn+1 according to (3.12);
33 Ψn+1 ← Ψn ; n ← n + 1 ;
34 go to line 2;
35 else
36 Ω' ← Ψn ;
37 stop;
38 end if
39 end if

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846 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases

Let us now explain the algorithm. We start by choosing an initial level-set function Ψ0 ∈
L2 (D). In a generic iteration n, we compute function gn associated with the level-set function
Ψn ∈ L2 (D). Thus, the new level-set function Ψn+1 is updated according to the following linear
combination between the functions gn and Ψn

Ψ0 ∈ L2 (D), 0 1
1 gn (4.6)
Ψn+1 = sin((1 − κ)θn )Ψn + sin(κθn ) ∀n ∈ N,
sin θn ,gn ,L2 (D)

where θn is the angle between gn and Ψn , and κ is a step size determined by a linear-search
performed in order to decrease the value of the objective function F.Ωn , with Ωn used to denote
the elastic part associated to Ψn . The process ends when the condition θn ≤ 2θ and at the same
time the required volume |1 − |Ωn |/M | ≤ 2M are satisfied in some iteration, where 2θ and 2M are
given small numerical tolerances. In particular, we can choose

Ψ0 ∈ S = {x ∈ L2 (D); ,x,L2 (D) = 1}, (4.7)

and by construction Ψn+1 ∈ S, ∀n ∈ N. If at some iteration n the linear-search step size κ is

found to be smaller then a given numerical tolerance 2κ > 0 and the optimality condition is not
satisfied, namely θn > 2θ , then a uniform mesh refinement of the hold all domain D is carried out
and the iterative process is continued. The resulting topology design algorithm is summarized
in a pseudo-code format, see Algorithm 1.

5 NUMERICAL EXAMPLES

Since we are dealing with multiple load-cases, two situations denoted by C1 and C2 are con-
sidered. In the first case (C1), the loads are applied simultaneously (single load-case) and the
associated topological derivative is evaluated. On the other hand, in the second case (C2),
the loads are applied separately (multiple load-cases) and the resulting topological derivative is
obtained as a sum of the topological derivatives associated with each load-case.
In all numerical examples the stopping criterion, the optimality threshold and the tolerance
of the volume requirement are given respectively by 2κ = 10−3 , 2θ = 1o and 2M = 1%. The angle
θ has converged to a value smaller than 1o , namely, the optimality condition has been satisfied in
all cases up to a small numerical tolerance. Furthermore, the mechanical problem is discretized
into linear triangular finite elements and three steps of uniform mesh refinement were performed
during the iterative process.
We assume that in the first three examples the structures are under plane strain assumption
while in the last two examples the structures are under plane stress assumption. Finally, the
material property threshold is set as ρ0 = 10−4 , while the Young’s modulus is given by E = 1.0.

5.1 Example 1
Let us consider a prismatic bar submitted to a pair of loads, as shown in Fig. 5. The hold-all
domain is given by a square section of size 1 × 1 supported on the two opposites bottom corners.
The loading consists of a pair of forces q 1 = (−1.0, 0.0) and q 2 = (1.0, 0.0) applied on the two
opposites top corners. The hold-all domain is discretized into a uniform mesh with 1600 elements
and 841 nodes.

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 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases 847

Figure 5: Example 1: initial guess and boundary conditions.

The Poisson ratio is given by ν = 0.3. The required volume fraction is set as M = 50%, while
the parameters of the augmented Lagrangian method are given by α0 = 0.0 and β = 10.0. The
final topologies are obtained after 41 and 31 iterations for the cases C1 and C2, respectively,
as shown in Figs. 6(a) and 6(b). We observe that the obtained result for multiple load-cases is
feasible while the result for single load-case doesn’t make sense from physical point of view.

(a) single load-case (b) multiple load-cases

Figure 6: Example 1: obtained results.

5.2 Example 2

In this case the hold-all domain consists in a rectangular beam of size 2 × 1 supported on the two
opposites bottom corners and subject to a pair of forces q 1 = (−0.5, −1.0) and q 2 = (0.5, −1.0),
as shown in Fig. 7. The initial mesh is uniform with 1600 elements and 861 nodes.

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848 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases

Figure 7: Example 2: initial guess and boundary conditions.

The required volume fraction is given by M = 50% and the parameters of the augmented
Lagrangian method are α0 = 0.0 and β = 10.0. The Poisson ratio is set as ν = 0.3. The final
results are obtained with 27 and 28 iterations for the cases C1 and C2, respectively, as shown in
Figs. 8(a) and 8(b).

(a) single load-case (b) multiple load-cases

Figure 8: Example 2: obtained results.

The convergence of the θn angle and volume fraction, for the cases C1 and C2, are respectively
presented in Figs. 9 and 10. The jumps on the values of θn in the graph of Fig. 9 are due to the
mesh refinement.
180
single load−case
multiple load−case
160

140

120

100
! angle

80

60

40

20

0
0 5 10 15 20 25 30
iterations

Figure 9: Example 2: convergence history of the θn angle.

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 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases 849

100
single load−case
multiple load−case

90

80

volume
70

60

50

40
0 5 10 15 20 25 30
iterations

Figure 10: Example 2: convergence history of the volume fraction.

The multiple load-cases C2 allow for a more realistic combination of the applied forces resulting
in topologies that best satisfy the conditions of the problem. Thus in the next three examples
only the results for multiple load-cases are presented.

5.3 Example 3
This example simulates the design of a barrage. The hold-all domain is a square of size 1 × 1
clamped on its bottom edge, as illustrated by Fig. 11(a). The hydrostatic pressure is represented
by a distributed load on the left-hand side of the barrage. There is also a constant body force
b = (0.0, −0.1) acting in the whole domain. The initial mesh is uniform with 1600 elements and
841 nodes.

(a) initial guess and boundary conditions (b) obtained result

Figure 11: Example 3: barrage design.

The Poisson ratio is given by ν = 0.2. The required volume fraction is set as M = 50%, while
the parameters of the augmented Lagrangian method are given by α0 = 0.0 and β = 1.0. The
final topology is obtained with 29 iterations, as shown in Fig. 11(b).

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850 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases

5.4 Example 4

Let us consider now a bridge design. The hold-all domain is given by a rectangle of size 3 × 1
supported on the two opposites bottom corners. The bridge is submitted to three uniformly
distributed traffic loading q 1 = (0.0, −10.0), q 2 = (1.0, 0.0) and q 3 = (−1.0, 0.0) applied on the
dark strip of height h = 0.05 positioned at the distance c = 0.45 from the top of the hold-all
domain. This strip represents the road, which is simply supported on their opposites bottom
corners, and therefore remains unchanged throughout the optimization process. We also consider
a body force given by b = (0.0, −0.4). See the sketch in Fig. 12. The domain is discretized into
a uniform mesh with 4800 elements and 2481 nodes.

Figure 12: Example 4: initial guess and boundary conditions.

The parameters of the augmented Lagrangian method are given by α0 = 0.0 and β = 1.0, while
the required volume fraction is set as M = 30%. The Poisson ratio is given by ν = 0.3. The
final topology is obtained after 28 iterations and can be seen in Fig. 13.

Figure 13: Example 4: obtained result.

5.5 Example 5

In this last example the design of an alloy wheel is considered. The hold-all domain is given by
a ring of radii 0.2 and 1.0. The dark strip remains unchanged during the optimization process.
The wheel is clamped on the smaller holes (little circles of radius 0.04). A uniformly distributed
shear load q 9 of intensity 1.0 and eight normal loads q i , i = 1, ..., 8, of intensity 10.0 are applied
on the contour of the wheel. All the details are presented in Fig. 14(a). The initial mesh is
nonuniform with 7596 elements and 3937 nodes.

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 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases 851

(a) initial guess and boundary conditions (b) obtained result

Figure 14: Example 5: alloy wheel design.

The Poisson ratio is set as ν = 0.3, while the required volume fraction is M = 73%, where the
parameters of the augmented Lagrangian method are given by α0 = 0.0 and β = 12.0. The final
topology is obtained with just 20 iterations and can be seen in Fig. 14(b).

6 CONCLUSION

In this paper the topological derivative was applied in the context of topology optimization of
structures subject to multiple load-cases. The structural compliance into two spatial dimensions
was minimized under volume constraint. Since the topological derivative obeys the basic rules
of the Differential Calculus, the topological sensitivity of a multi-objective shape functional was
obtained as a sum of the topological derivatives associated with each load-case. In addition, the
obtained sensitivity has been used as a steepest-descent direction similar to any gradient-based
method. In particular, a fixed-point algorithm based on the topological derivative together with a
level-set domain representation method has been presented, which converges to a local optimum.
The resulting algorithm has been summarized in a pseudo-code format easy to implement and
several finite element-based examples of structural optimization were presented. Finally, for the
reader convenience, the topological asymptotic analysis of the total potential energy with respect
to the nucleation of a small circular inclusion was developed in a simplified and pedagogical
manner by using standard arguments from the Analysis. Therefore, we believe that this paper
would be useful for the readers interested on the mathematical aspects of topological asymptotic
analysis as well as on applications of topological derivatives in structural optimization.

Acknowledgements

This research was partly supported by CNPq (Brazilian Research Council), CAPES (Brazilian
Higher Education Staff Training Agency) and FAPERJ (Research Foundation of the State of Rio
de Janeiro). These supports are gratefully acknowledged.

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852 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases

APPENDIX A ASYMPTOTIC ANALYSIS

In this appendix the proof of the result (2.25) together with the estimation for the remainder
on the topological asymptotic expansion are presented. The results are derived by using simple
arguments from the Analysis.

A.1 Polarization tensor in elasticity

In order to calculate the difference between the functionals ψ(χ) and ψ(χε ), respectively defined
through (2.5) and (2.14), we start by taking η = uε − u as test function in the variational
problems (2.6) and (2.15), leading respectively to
! ! ! !
1 s 1 s 1 1
σ(u) · ∇ u = σ(u) · ∇ uε − b · (uε − u) − q · (uε − u), (.1)
2 Ω 2 Ω 2 Ω 2 ΓN
! ! ! !
1 1 1 1
σε (uε ) · ∇s uε = σε (uε ) · ∇s u + bε · (uε − u) − q · (uε − u). (.2)
2 Ω 2 Ω 2 Ω 2 ΓN

So that the shape functionals ψ(χ) and ψ(χε ) can be rewritten as:
! ! !
1 1 1
ψ(χ) = σ(uε ) · ∇s u − b · (uε + u) − q · (uε + u), (.3)
2 Ω 2 Ω 2 ΓN
! ! !
1 1 1
ψ(χε ) = σε (uε ) · ∇s u − bε · (uε + u) − q · (uε + u). (.4)
2 Ω 2 Ω 2 ΓN

Now, after subtracting (.3) from (.4) we obtain:

! ! ! !
1 s 1 s 1 1
ψ(χε ) − ψ(χ) = σε (uε ) · ∇ u − σ(uε ) · ∇ u − bε · (uε + u) + b · (uε + u)
2 Ω 2 Ω 2 Ω 2 Ω
0! ! 1 0!
1 s s 1
= σ(uε ) · ∇ u + γσ(uε ) · ∇ u − σ(uε ) · ∇s u
2 Ω\Bε Bε 2 Ω\Bε
! , 0! ! 1
s 1
+ σ(uε ) · ∇ u − b · (uε + u) + γb · (uε + u)
Bε 2 Ω\Bε Bε
0! ! 1
1
+ b · (uε + u) + b · (uε + u)
2 Ω\Bε Bε
! !
1 s 1
= (γ − 1)σ(uε ) · ∇ u − (1 − γ)b · (uε + u)
2 Bε 2 Bε
! !
1−γ 1−γ
= − σε (uε ) · ∇s u − b · (uε + u). (.5)
2γ Bε 2 Bε

Note that the resulting terms of the difference between ψ(χ) and ψ(χε ) are given by integrals
concentrated over the inclusion Bε .
Now, in order to evaluate the limit in (2.3), we need to know the behavior of the function uε
with respect to ε → 0. Thus, let us introduce the following ansätz:

uε (x) = u(x) + wε (x) + ũε (x), (.6)

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 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases 853

where wε (x) is the solution to an auxiliary exterior problem and ũε (x) is the remainder. After
applying the operator σε in (.6), we obtain
x)) + γε ∇σ(u(ξ))(x − x
σε (uε (x)) = σε (u(" ") + σε (wε (x)) + σε (ũε (x)), (.7)
where σ(u(x)) has been expanded in Taylor series around the point x
" and ξ is used to denote a
point between x and x
". From the transmission condition on the interface ∂Bε , we have
!σε (uε )"n = 0 ⇒ (σ(uε )|Ω\Bε − γσ(uε )|Bε )n = 0. (.8)

Therefore, according to Fig. 3, n = (x − x

")/ε, and
!σε (uε )"n = (1 − γ)σ(u("
x))n + ε(1 − γ)(∇σ(u(ξ))n)n
+ !σε (wε (x))"n + !σε (ũε (x))"n = 0. (.9)
Thus, we can choose σε (wε ) such that:
!σε (wε )"n = −(1 − γ)σ(u("
x))n on ∂Bε (.10)
and by a changing variables, we write
wε (x) = εw(x/ε) and y = x/ε, (.11)
which implies ∇y w(y) = ε∇w(x/ε). In the new variable the following exterior problem is con-
sidered: 
 Find σy (w), such that

 divy (σy (w)) = 0 in R2 ,
σy (w) → 0 at ∞, (.12)


 (γσ (w)
y |R2 \B − σy (w)|B1 )n = u
",
1

with u" = −(1 − γ)σ(u(" x))n. The above boundary value problem admits an explicit solution. In
fact, since the tress σy (w) is uniform inside the inclusion, it can be written in a compact form
making use of the Eshelby’s Theorem (Eshelby (1957, 1959)):
σy (w) = Tσ(u("
x)), (.13)
where T is a fourth order isotropic tensor written as
) *
γ(1 − γ) α1 − α2
T= 2α2 I + I⊗I , (.14)
2(1 + γα2 ) 1 + γα1
with the constants α1 and α2 given by (2.27).
Now we can construct σε (.uε ) in such a way that it compensates the discrepancies introduced
by the higher-order terms in ε as well as by the boundary-layer σy (w) on the exterior boundary
∂Ω. It means that the remainder u .ε must be solution to the following boundary value problem:


 Find u .ε , such that

 div(σ in Ω,

 ε (.
uε )) = 0

 s
 σε (.
uε ) = γε C∇ u .ε
.ε = −εw
u on ΓD , (.15)



 σε (.uε )n = −εσ(w)n( on ΓN ,



 !.
u ε " = 0
 on ∂Bε ,
!σε (.
uε )"n = εh

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854 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases

with h = −(1 − γ)(∇σ(u(ξ))n)n. Moreover, we can obtain an estimate for the remainder u .ε of
the form O(ε). In fact, before proceeding, let us state the following result, which can be found
in the book Novotny and Sokołowski (2013) in its optimal version, namely O(ε2 ):
.ε be solution to (.15). Then, the following estimate holds true:
Lemma 4. Let u
,.
uε ,H 1 (Ω) ≤ Cε , (.16)
with the constant C independent of the small parameter ε.
Proof. From the expansion for uε and making use of the triangular inequality, we can write
|.
uε (x)|H 1 (Ω) = |uε (x) − u(x) − εw(x/ε)|H 1 (Ω)
≤ |uε (x) − u(x)|H 1 (Ω) + ε|w(x/ε)|H 1 (Ω)
≤ ,uε (x) − u(x),H 1 (Ω) + ε|w(y)|H 1 (R2 )
≤ C1 ε , (.17)
where we have used the change of variables (.11), the equivalence between the semi-norm |·|H 1 (Ω)
and the norm , · ,H 1 (Ω) and the estimate in Lemma 1. Finally, the result comes out from the
Poincaré inequality.
Now, we have all the necessary elements to evaluate the integral in (.5). In fact, after replacing
(.6) into (.5) and takin into account (.11) we have:
+! ! ! ,
1−γ s s s
ψ(χε ) − ψ(χ) = − γσ(u) · ∇ u + σy (w) · ∇ u + σε (. uε ) · ∇ u
2γ
+! Bε !
Bε
, Bε
1−γ
− 2b · u + b · (εw + u .ε )
2 Bε Bε
!
21 − γ s 2 1−γ
= −πε σ(u("x)) · ∇ u(" x) − πε (1 − γ)b · u(" x) − σy (w) · ∇s u
2 2γ Bε
+! ! ,
1−γ
− σy (w) · (∇s u(x) − ∇s u(" x)) + uε ) · ∇s u
σε (.
2γ
+!Bε Bε
! ,
1−γ s s
− σ(u(x)) · ∇ u(x) − σ(u(" x)) · ∇ u(" x) + b · (εw + u .ε )
2 Bε Bε
1−γ
= −πε2 σ(u("x)) · ∇s u(" x) − πε2 (1 − γ)b · u(" x)
2
! - 5
1−γ
− σy (w) · ∇s u + Ei (ε), (.18)
2γ Bε i=1

where the remainders Ei (ε) = o(ε2 ), for i = 1, ..., 5, as shown in Section 6. Thus the topological
asymptotic expansion of the energy shape functional takes the form:
1−γ
x)) = ψ(χ) − πε2
ψ(χε (" (γI + T) σ(u(" x)) · ∇s u(" x) − πε2 (1 − γ)b · u("
x) + o(ε2 ). (.19)
2γ
By defining the function f (ε) = πε2 and the polarization tensor as:
1−γ
Pγ = (γI + T)
2γ
) *
1−γ 1 1−γ
= (1 + α2 )I + (α1 − α2 ) I⊗I , (.20)
2(1 + γα2 ) 2 1 + γα1

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 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases 855

it follows that the topological derivative of the shape functional ψ evaluated at the arbitrary
point x" ∈ Ω is given by
T (" x)) · ∇s u("
x) = −Pγ σ(u(" x) − (1 − γ)b · u("
x). (.21)
Note that both tensors Pγ and T are isotropic because we are dealing with circular inclusions.
For arbitrary shaped inclusions the reader may refer to Ammari and Kang (2007).

A.2 Estimation of the remainders

The first remainder term E1 (ε) is estimated as follow:
!
E1 (ε) = (ϕ(x) − ϕ("x))
Bε
≤ ,1,L2 (Bε ) ,ϕ(x) − ϕ("
x),L2 (Bε )
≤ C0 ε,x − x
",L2 (Bε )
≤ C1 ε3 = o(ε2 ), (.22)
with ϕ := σ(u) · ∇s u, where we have used the Cauchy-Schwartz inequality and the elliptic
regularity of u. From the fact that the stress σy (w) is uniform inside the inclusion and using the
same arguments, we have the following estimate for the second remainder term:
!
E2 (ε) = σy (w) · (∇s u(x) − ∇s u("x))
Bε
≤ ,σy (w),L2 (Bε ) ,∇s u(x) − ∇s u("
x),L2 (Bε )
≤ C2 ε,x − x
",L2 (Bε )
≤ C3 ε3 = o(ε2 ). (.23)
Once again, from the Cauchy-Schwartz inequality and the elliptic regularity of u we have the
estimate bellow for the third remainder
! !
s
E3 (ε) = uε ) · ∇ u =
σ(. ∇s u
.ε · σ(u)
Bε Bε
≤ ,∇s u
.ε ,L2 (Bε ) ,σ(u),L2 (Bε )
≤ C4 ε,∇s u
.ε ,L2 (Bε ) . (.24)
In addition, note that the right-hand side of (.15) depends explicitly on the small parameter ε.
Since this problem is linear and in view of Lemma 4, we can write u .ε = εϕ0 . Therefore
E3 (ε) ≤ C4 ε2 ,∇s ϕ0 ,L2 (Bε )
≤ C5 ε3 = o(ε2 ), (.25)
Now, using again the elliptic regularity of u and the continuity of function b at the point x
" ∈ Ω,
the remainder term E4 is estimate as follows
!
E4 = b · (u(x) − u("
x))
Bε
≤ ,b,L2 (Bε ) ,u(x) − u("
x),L2 (Bε )
≤ C6 ε,x − x
",L2 (Bε )
≤ C7 ε3 = o(ε2 ). (.26)

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856 C.G. Lopes et al. / Topology optimization of structures subject to multiple load-cases

Finally, the last remainder E5 (ε) is defined as:

! !
E5 (ε) = b · (εw + u
.ε ) = b · (uε − u). (.27)
Bε Bε

Therefore, from the Cauchy-Schwartz inequality and Lemma 1 we obtain

!
b · (uε − u) ≤ ,b,L2 (Bε ) ,uε − u,L2 (Bε )
Bε
≤ C8 ε,uε − u,L2 (Bε ) , (.28)

where we have considered the fact that the function b is assumed to be constant in the neigh-
borhood of the point x
" ∈ Ω. By making use of the Hölder inequality together with the Sobolev
embbeding theorem, there is
0)! *1/p )! *1/q 11/2
,uε − u,L2 (Bε ) ≤ (|uε − u|2 )p 1q
Bε Bε
)! *1/2p
1/2q 1/q 2p
= π ε |uε − u|
Bε
= π 1/2q ε1/q ,uε − u,L2p (Bε )
≤ C9 εδ ,uε − u,H 1 (Ω) , (.29)

where 1/p + 1/q = 1, with q > 1, and δ = 1/q. Therefore

!
b · (uε − u) ≤ C10 ε1+δ ,uε − u,H 1 (Ω)
Bε
≤ C11 ε2+δ = o(ε2 ), (.30)

where we have used Lemma 1 and the fact that 0 < δ < 1.

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