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Phase transitions in shape memory alloys I: Stability and

optimal control
K.-H. Hoffmann & J. Sprekels
Published online: 15 May 2007.

To cite this article: K.-H. Hoffmann & J. Sprekels (1987) Phase transitions in shape memory alloys I: Stability and optimal
control, Numerical Functional Analysis and Optimization, 9:7-8, 743-760, DOI: 10.1080/01630568708816259

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 NUMER. FUNCT. ANAL. AND O P T I M I Z . , 9 ( 7 & 8 ) , 743-760 (1987)

PHASE TRANSITIONS IN
SHAPE MEMORY ALLOYS I:
STABILITY AND OPTIMAL CONTROL
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by

K.-H. ~offmann'),and J. Sprekelsl)

Abrtract. In this paper a system of partial differential equations is considered that

constitutes a one-dimensional model for the dynamics of martensitic phaee transitions
in Shape Memory alloys. The stability behaviour of the system under distributed heat
sources and loads and heat sources at the boundary is investigated. An optimal control
problem is formulated which uses loads and heat sources as control variables in order
to induce both stress- and temperature-induced phiwe transitions. The existence of
optimal controls is proved.

1. Introduction
In this paper we consider the following system of nonlinear partial differentia equations

'1 Institut fCr Mathematik der Universitft Augsburg, Memminger Str. 6,

D-8900Augsburg

Copyright O 1987 by Marcel Dekker, Inc.

 HOFFMANN AND SPREKELS

together with the initial data

and the boundary conditions

(1.h) u(z, t) = 0, (2, t) E r x 10, TI,

-ke,(z, t) = n(8(z, t) - 8 r ( t ) ) , (2, t) E I' x [O,TI.

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(1.lf)

Here~=(0,1),~={0,1),and8,(z,t)=-8,(z,t),ifz=0,and8,(z,t)=8z(z,t),
if z = 1, respectively.
The constants p, k, a,K are positive.
Equations (l.la - f ) constitute a one-dimensional model to describe the dynamics of
the structural phase transitions in the so-called Shape Memory alloys (compare (51 for a
detailed description of the physical background and the modelling). In thii connection,
the physical meaning of the involved quantities are:
u - diplacement, 8 - absolute temperature, f - distributed loads, c - strain, -
-
Helmholtn free energy, A heat sources, - quasiconservative streas, ud - viscous
(dissipative) streas,=&f -
- entropy, er (absolute) temperature of the surrounding
medium. The density p b assumed constant and normalized to unity; accordingly, all
variables are specific. A typical form for the free energy which matches the experimen-
tally observed behaviour of shape memory alloys quite well ia the Landau-Devonshire
form (cf.,ll], 121, pj)

Here, ai > 0, i = 1,2,3, 8, > 0, and $0 is analytic.

Previous papers concerned with (l.la - f ) dealt with the questions of modelling, exis-
tence and uniqueness. The aim of thii paper b twofold: Firstly, we prove the stability
of the solution with respect t o the data f,A,* ; mcondly, we are concerned with
the optimal control of the evolution of the phase transitions using the data f , A, er
as control variables. These control variables are appropriate since in Shape Memory
alloys the arising phase transitions are typically r t ~ i n d u c e d(i.e., by loading) or
temperatur-induced (i.e., by heating or cooling), or both. We formulate a c o m p o n d -
ing control problem and prove the existence of optimal controls. Nece~aaryconditions
of optimality are not derived in this paper; we will deal with thii problem in a forth-
coming paper.
 PHASE TRANSITIONS IN SHAPE MEMORY ALLOYS. I 745

2. Existence and Uniqueneas Reaulte

Consider the system (1.la - f). For the free energy $, we generally assume, with
positive constants Fi, i = 1,2,3,4 :

(HI) (I, E C3(BxR).

(H2) &(I,(c, 8 ) = 0, for all (c,8) E Rx(-m,O].

(H3) 0 5 -8&$(c,8), for all (c,8) E Rx[O,m).

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(H6) 1 g t j ( c , 8 ) 1 5 4, for all (e,8) E R x [ ~ , m ) .

Remark
1. The hypotheses (HI)-(H7) admit that (I,(c,8 ) takes the Landau-Devonahire form
(1.2) for small strains and temperaturea close to 8,. In 151 the hypotheses have
been formulated and physically interpreted for the tenm llo(8),$1(8), (I,a(c),if
8 ) has the epecial form
(I,(&,

For the data of the problem we assume:

(H8) uo El?' (0) n P ( n ) ; ul EB' (n).

( E l l ) 91-E HL(0, W) ; 8 r ( t ) 2 6 > 0 , for all t 2 0 , with some constant 6.

We use the notion of solution that was introduced in [5]. To this end, define for T > 0:
YT :=HI (0,T;~ l ( n ),)
(2.2) ZT :={u E P ( 0 , T ;La(n)) n H 1(0, T;8' (n) n P ( n ) ) l
U& E LW(O,T;La(n))).

Definition
We call a pair (u, 8 ) of functions a (weak) solution of the system (la- f ) if the following
is true:
 HOFFMANN AND SPREKELS

A. The global case.

Let M denote the nonempty, closed and convex set

M := { ( f , A, er)E L 2 ( f l ~x) L P ( f l ~x ) A(z,t ) 2 0, a.e. on fl x (0,T ) ,

(3.2)
8 > ( t )2 0, a.e. on (O,T)),

where T > 0 is fixed. Then ( u ,8 ) exists on i'i x [O, TI.

We want to show that the solution operator L : M + ZT x YT,( f , A, 8 r ) ++ ( u ,8 ) ,is
locally Lipschitz continuous on M. To this end, let R 2 6 be arbitrary , and let
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where

Clearly, MR is nonempty, bounded, closed and convex.

Now let ( f ( ' ) , A('), 8 f ) )E M E , i = 1,2, be given, and let ( u ( ~8) (, i ) )i ,= 1,2, denote
the corresponding (weak) solutions of ( l a - f ) . Then (2.4) and (2.8) are satisfied for
( u ,8 ) = ( d i )8, ( i ) )i ,= 1,2, where K and K depend only on R.
We put
ut)
a(') := , i = 1 ,21 := u(1)- u(2),U := u(1)- u ( = ) ,
8 := g ( 1 )- e(a), f := f ( l ) - f P ) , A := A ( ' ) - ~ ( 2 ) ,

g r := g p ) - # ) r 9

and we use the abbreviations

a
$p:= -$(&), g(i)),
a
$g) := -tl,(u(i), g w ) , = 1I 2.,
au ae
for higher partials of tl, similar abbreviations are used.
From (2.3a) and (2.36) we deduce that

and
 PHASE TRANSITIONS I N SHAPE MEMORY ALLOYS. I

respectively.

From (3.5a),(3.58)we now derive some estimates. By C i , i E N, we denote generic

constants which only depend on R.
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Step 1: Substitute r) = in (3.50). We obtain:

Now let ( 2 ,r ) E f& be arbitrary. By the mean value theorem, we have

$!"(z, 7) - $!"(z, 7 ) = $cc(tr 9 1 4 2 , 7 ) + $ r e ( ( ,~ ) e ( z71,

,
where (E,r)) lies on the line segment between the points ( d i ) ( zr,) , e(')(z,
r ) ) , a = 1,2.
Thus, using (H4),(H6) and (2.8), we obtain

Hence we can conclude from (3.6) via Young's inequality that with some C l > 0 , which
only depends on R > 0 ,

Step 2: Inserting f = 8 in (3.56) gives upon integration by parts:

 HOFFMANN AND SPREKELS

We are going to estimate the terms in I individually. Let 6 > 0 be some constant (to
be specified later).
We have:
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Now observe that (2.4) implies for i = 1,2:

(3.11) SUP I I U $ ' ( ~ ) I I L 5

~ (K
~ ).
O<r<t

Moreover, for any (z,r) E nt,

(3.12) P ( z t 711 I le(o17)1+ 11e=(7)11~*(n).

Young's inequality yields with some Ca > 0, which only depends on R:

Moreover, we have:

and
 PHASE TRANSITIONS IN SHAPE MEMORY ALLOYS. I

Next we estimate

We have for a.e. (2, r ) E i-4:

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where C6 depends only on R.

Now observe that (2.4) implies that

with some C7 > 0 that only depends on R.

Thus,
 752 HOFFMANN AND SPREKELS

It remains to estimate Is := J Jn, e ( a ) e ( $ g ) - $:))*dzdr from below. Now,

By virtue of (H3), there follows from integration by parts:

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By (Hl), and since 8('), di) E C(&), i = 1,2, we obtain

Again, Clo depends only on R. It follows

Next, observe that the mean value theorem yields for every (2,s) E nt:
 PHASE TRANSITIONS IN SHAPE MEMORY ALLOYS. I
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Similarly,

depend only on R. Finally, we have the estimate

Again, C13 and CI4

Using (3.12), we conclude that

sup (/e : ( r ) d r +
+ G o 6 osrst. e2((rdr)
n

whenever t 5 t* 5 T, with constants C17, GI9, C 2 which

~ only depend on R.
 7% HOFFMANN AND SPREKELS

Now choose 6 E (0, l/Gao). Taking the supremum over [0,t*] in (3.29) shows that, for
any t* E [0,TI,

sup (/e:(t)dz
o<t<t0 n
+ B2(t)dz) 5

Adding (3.8) and (3.30), taking 6 > 0 appropriately small, and using (3.12), finally
shows the existence of some constant C > 0 (which only depends on R) such that there
holds for any t E 10, TI:
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Applying Gronwall's lemma, we finally have proved the following result:

Theorem 3.1
Suppose (Hl) - (HQ)are true, and let M be defined as in (3.2). Then the solution
operator ( f , A, e r ) H (u, €3) is locally Lipschits continuous in the following sense:
To any R 2 6 there exists a constant C > 0 (which only depends on R) such that the
following is true:

, ( j )i) =
If ( ~ ( ' 1e , 1,2, are the unique (weak) solutions corresponding to some (f('),

A('), 8 g ' ) E M R ,i = l , 2 , then

Remark
4. h o m (3.32) there immediately follows that
 PHASE TRANSITIONS IN SHAPE MEMORY ALLOYS. I

However, observe that (3.32) is not strong enough to give an estimate of the form

We now briefly discuss the case where the global existence of solutions is not
assured.
B. The local case
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Again, we suppose that (HI) - (H9) are satisfied, but not necessarily (2.6a, b). In
this case, the existence interval [0, TI depends on the data (f, A, e r ) . However, if we
confine ourselves to bounded sets of admissible data, i.e., if we choose (f, A, e r ) E MR,
where

then the corresponding solution (u, 8 ) exists at least on some interval [0, TI where
T > 0 depends only on R > 0.
It should be clear how a result analogous to Theorem 3.1 can be established for this
situation. We may omit the details. Observe, however, that in this local case no sign
restrictions for A and 8; are needed (provided T > 0 is sufficiently small).

4. Optimal Control
Suppose (HI) - (H9) are true. Our aim is to formulate a suitable optimal control
problem for the system ( l . l a - f ) , and to prove the existence of optimal controls.

A. The global case

Let T 2 0 be given, and let M (and ME, respectively) be defined as in (3.2) ((3.3),
respectively). By Theorem 2.2, to any (f,X,Br) E M there corresponds a (unique)
weak solution ( u , 8 ) of ( l . l a - f ) on x [O,T]. We consider the optimal control
problem

(CP) Given functions E L2(flT), 8 2 E L2(0,T;L2(l')), g3E L2(fl), Ti1, ii2 E

, E L2(n), and given constants ri 2 0, i = 1, . . . ,9, find some
L 2 ( f l ~ )iZ3
(f, A, 8 r ) E M that minimizes the cost functional
 HOFFMANN AND SPREKELS

subject to the constraint that (u, 8 ) is the weak solution of ( l a - f ) corresponding to

( f , A, e r ) .
We have the following existence result for the control problem (CP):
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Theorem 4.1
Suppose (Hl) - (H9) are true. Then J has a minimum on M R , for any R 2 6. If, in
addition, y, > 0, y8 > 0, yo > 0, then J has a minimum on M.

Proof.
Let {(fn, A,, e r , , ) ) c M denote a minimiring sequence. If y, > 0, y8 > 0, y9 > 0,
then we may assume that

for some R > 0. In the other case (4.2) is trivially satisfied with R = R.
Since MEiis weakly closed in the Hilbert space L2(nT) x L2(nT) x H1(O, T),we may
without loas of generality assume that

fn -,f , weakly in La(nT),

A, -,A , weakly in L2(ilT),
el-,,,-,er , weakly in H1(O,T),

for some (f, A, 8 r ) E M i .

Moreover, by Theorem 2.2, the solutions (u,, 8,) corresponding to (f,,X,,Br,,),
n E N, satisfy (2.4) with a constant K > 0 that only depends on R.
Consequently, we may assume the existence of some (u, 8)E ZT x YT satisfying (2.4)
and (2.7) such that

(4.40) u , , ~-r u~ , weakly - * in LW(0,T;La(il)),

(4.4b) u, -,u , weakly in H2(0, T; L a ( n ) ) n Hi (0, T; iY'(n)),
(4.4~) 8, + 8 , weakly in H1(0, T; H' (Sl)).
 PHASE TRANSITIONS I N SHAPE MEMORY ALLOYS. I 757

We have to show that ( u , 8 ) is the weak solution of (1.14 - f ) corresponding to

( f , A, el-).
Now observe that, for any z E H1(O, T; H1(O, 1)) and any (zi, t i ) E [0, l]x[O,T ] , i= 1,2,

Consequently, the sequences {u,,,) and (8,) form equicontinuous sets on ET,and we
may without loss of generality assume that

Un,z + Uz
, uniformly on fi~.
8, + 8
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Moreover, we have

&n,z+ €2
, weakly in La(nT).
en,z + ez

Hence it follows

Un,tt -' Wt
(4.10) , weakly in L2(RT).
Un,zzt + Uzzt

Combining (4.34), (4.9) and (4.10), we conclude that ( u , e ) satisfies (2.30). To estab-
lish (2.3b), observe that, by virtue of (4.6), (4.44) and (4.4c),

(4.11)
- e n ( $ e (En, e n ) ) t = - % ( b e (En, %)en,t + $ec(&nten)€n,t)
+ -8(&3(~, 8 ) ) t , weakly in L1(RT).

Moreover, by (4.4c),
 758 HOFFMANN AND SPREKELS

(4.120) + eZt, weakly in L 2 ( f l ~ ) ,

(4.13b) 8, --+ 8, weakly in L2(0,T;L2(I')),
(4.13~) -, et , weakly in L2(0, T; L2(r)).

Thus, to establish (2.36) for ( u , 8 ) , we must show that, for all < E L2(0,t;H1(fl)),

To this end, observe that the sequence

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{II~n,tII21(n,)+ IIun.ttII&(n,) + IIun,ztliZz(n,))

is bounded. Consequently, without loss of generality,

(4.15) u,,~ + ut , weakly in H 1 ( f l ~ ) ,

and by compact embedding,

(4.16) unVt+ ut , strongly in L 2 ( f l ~ ) .

Now suppose that f E C 1 ( n ~ ) Then

.

(4.17) , strongly in ~ ' ( f l ~ ) .

un,tfz + utjz

Combining (4.10) and (4.17), we conclude that (4.14) is true for all f E C1(%).
Now recall that un,tp- = 0 , n E N.
Thus, in view of the boundedness of { I I ~ ~ , z ~ l l ~ m ( ~ , ~ ; ~ ~ ) ) ) ,

for some constant C > 0.

Moreover, C1 ( n ~ is) dense in L2(0, T; H1 (fl)).
Combining this fact with (4.18) and the already proved validity of (4.14) for j E C1(&),
we conclude that (4.14) is also true for arbitrary < E L2(0, T; H1(n)).
It is thus shown that (u, 8 ) is the weak solution of (1.10- f ) corresponding t o (f, A, 8 r ) .
 PHASE TRANSITIONS IN SHAPE MEMORY ALLOYS. I

To conclude the proof, observe that the functional

(~rllfIl2a(n,)+ ~ s I l ~ l l L ~ +
n ,rDller~l&(o,T,)~
)
defines the norm on the Hilbert space L a ( n ~ x) La(nT) x H1(O, T) and is thus
weakly lower semicontinuous on Mi.
Consequently, by virtue of (4.6) and (4.16),

and the assertion is proved.

Remarks
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5. It is clear that the result of Theorem 4.1 is valid if not all of the quantities
(f, A, e r ) are used as control variables. In particular, in case of a purely field-
induced phase transition, i.e., if only f appears as control variable, we do
not have to impose any constraints on f . However, whenever heat sources
(distruted or at the boundary) serve as control inputs, we must satisfy the side
conditions A 2 0,0; 2 0, at least on the global scale.
6. According to (4.6), also point functionals of 0 or u, could be allowed in the
cost functional.

B. The local case

Suppose that (Hl) - (H9) are satisfied. If the sign-restrictions (2.64, b) are not imposed
on the control variables A, er,the existence interval [0, TI depends on the control vari-
ables (f, A, e r ) . Hence, we have to restrict the set of admissible controls by assuming
that (f, A , e r ) E MR for some R 2 6, where MR is given as in (3.34). As already dis-
cussed in Section 3, then any solution (u,8 ) corresponding to some (f, A , e r ) E MR
exists at least on some finite time interval [O,T], where T > 0 depends only on R.
Thus, we may formulate and prove an existence result for the optimal control problem
which is ahalogous to Theorem 4.1. We may omit the details.

References
11) F. Falk: Model free energy, mechanics and thermodynamics of shape memory alloys.
Acta Metallurgica 28, 1773-1780 (1980)
121 F. Falk: One-dimensional model of shape memory alloys. Arch. Mech. 35, 63-84
(1983)
131 K.-H. Hoffmann & Zheng Songmu: Uniqueness for structural phase transitions in
shape memory alloys. To appear in Math. Meth. in the Appl. Sci.
14) I. MiiUer & K. Wilmanski: A model forphase transition in pseudoelastic bodies. Il
Nuovo Cimento 57B, 283-318 (1980)
 760 HOFFMANN AND SPREKELS

151 M. Niezg6dka & J. Sprekels: Existence of solutions for a mathematical model of

structural phase transitions in shape memory alloys. To appear in Math.Meth. in
the Appl.Sci.
16)M. Niezg6dka, Zheng Songmu & J. Sprekels: Global solutions to a model of struc-
tural phase transitions in shape memory alloys. To appear in J. Math. Anal.
APP~.

Received: A p r i l 1987
Accepted: June 1 9 8 7
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