On the polygonal Faber-Krahn inequality

Beniamin Bogosel

CMAP, Ecole Polytechnique

12/04/2022

joint work with Dorin Bucur

Beniamin Bogosel On the polygonal Faber-Krahn inequality 1/31

1 Introduction

2 Hessian matrix and its eigenvalues

3 Numerical approximation - Hessian eigenvalues

4 Reduction to a finite number of computations

Beniamin Bogosel On the polygonal Faber-Krahn inequality 1/31

Shape Optimization

min J(ω)
ω∈A

? Isoperimetric problem: maximize area at fixed perimeter or minimize perimeter for

fixed area. Solution: the ball!
? Other examples:

Honeycombs Structural optimization

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Numerics in Shape Optimization

min J(ω)
ω∈A

Engineering: improve a given shape

Theory: give hints for new theoretical ideas
Prove something:
Easy: show that a shape is not optimal! Find a counterexample.
Hard: show that a given shape is optimal!

Beniamin Bogosel On the polygonal Faber-Krahn inequality 3/31

General proof strategy

Given f : Rn → R:
Conjecture
x∗ is a minimizer of f on Rn

Strategy:
1. Prove that x∗ is a local minimizer
2. Find an explicit neighborhood of x∗ where local minimality occurs
3. Prove that points far away from x∗ are not minimizers
4. Prove that if f (x) > f (x∗ ) + ε then f (x) > f (x∗ ) in a neighborhood of x
5. Use a finite number of numerical computations to conclude.

To obtain a proof all numerical computations need to have certified error bounds!
Machine errors need to be accounted for: interval arithmetics!

Beniamin Bogosel On the polygonal Faber-Krahn inequality 4/31

Eigenvalues - Dirichlet Laplace operator

(
−∆u = λu
u ∈ H01 (Ω)

0 < λ1 (Ω) ≤ λ2 (Ω) ≤ ... → +∞

Rayleigh quotients:
2
R
ΩR |∇φ| dx
λk (Ω) = min max 2
Sk ⊂H01 (Ω) φ∈Sk \{0} Ω φ dx

Scaling: λk (tΩ) = λk (Ω)/t2 .

Monotonicity: Ω1 ⊂ Ω2 ⇒ λk (Ω1 ) ≥ λk (Ω2 )
Multiplicity: if Ω is connected then λ1 (Ω) < λ2 (Ω)

Beniamin Bogosel On the polygonal Faber-Krahn inequality 5/31

Spectral optimization - variable geometry

Lord Rayleigh - The Theory of Sound (1877)

The Drum
The shape that minimizes the area of a membrane at given frequency is the disk.

Faber-Krahn (1920-1923)
The disk minimizes λ1 (Ω) at fixed area


−∆u = λ1 (Ω)u in Ω
u = 0 on ∂Ω

Beniamin Bogosel On the polygonal Faber-Krahn inequality 6/31

Classical proof - Symmetryzation

Given a shape Ω consider the following

Schwarz symmetrization:
consider Ω∗ to be the ball with the same volume.
given a function u defined on Ω consider its level sets
Ω(c) = {x ∈ Ω : u(x) ≥ c}
define the symmetrized function u∗ on Ω∗ by rearranging
the level-sets of u in balls of the same volume
Steiner symmetrization: consider a direction d
rearrange all slices of Ω with hyperplanes orthogonal to Ω
into balls centered on d photo: [Treibergs, Steiner
for a function u the Steiner symmetrization consists in Symmetrization and
performing a Steiner symmetrization for all its level sets Applications]

Beniamin Bogosel On the polygonal Faber-Krahn inequality 7/31

Motivation for using symmetrizations

Some properties:
Z Z Z Z
|Ω| = |Ω∗ |, u2 = (u∗ )2 and |∇u|2 ≥ |∇u∗ |2
Ω Ω∗ Ω Ω∗

Important consequence. Symmetrization decreases the first eigenvalue at fixed

volume
2 2 ∗ 2
R R R
ΩR |∇u| ΩR|∇u1 | Ω∗ |∇u |
λ1 (Ω) = inf 2
= 2 ≥ R
∗ )2
≥ λ1 (Ω∗ )
u∈H01 (Ω),u6=0 Ω u u
Ω 1 Ω∗ (u
=⇒ Faber-Krahn inequality is proved!

Beniamin Bogosel On the polygonal Faber-Krahn inequality 8/31

Polyà-Szegö conjecture - the case of polygons
? denote by Pn the family of n-gons in R2
Conjecture. (1951)
The unique solution to the problem
min λ1 (Ω)
Ω∈Pn ,|Ω|=π
is the regular polygon with n sides.

? Existence: minimizing sequences exist, make sure that the limit of a convergent
subsequence has n sides. [Henrot, Extremum problem for eigenvalues]
Equivalent formulations
The solutions of the three problems below
 
min λ1 (Ω), min |Ω|λ1 (Ω), min λ1 (Ω) + |Ω|
|Ω|=π, Ω∈Pn Ω∈Pn Ω∈Pn

are the same, up to rescalings.

Beniamin Bogosel On the polygonal Faber-Krahn inequality 9/31
What is known?

? n = 3: the equilateral triangle is the minimizer

Proof: A sequence of Steiner symmetrizations w.r.t
the mediatrix of the sides converges to the equilateral
triangle.

? n = 4: the square is the minimizer

Proof: A sequence of three Steiner symmetrizations
transforms any quadrilateral into a rectangle.

n ≥ 5: (almost) nothing is known

Steiner symmetrization does not work: the
number of sides may increase! photo: [Henrot, Extremum problems...]

Beniamin Bogosel On the polygonal Faber-Krahn inequality 10/31

Various works on the subject

Numerical evidence:
[Antunes, Freitas, 06]: derivative free - compute λ1 on many polygons
[Bogosel, PhD thesis, 15]: gradient algorithm based on the shape derivative. Confirms
conjecture for n ≤ 15.
[Dominguez, Nigam, Shahriari, 17]: stochastic optimization, confirms conjecture for
n=5
Theory:
[Fragala, Velichkov, 19]: exploit optimality conditions - obtain different proof for n = 3
[Laurain, 19]: computes second shape derivative for the Dirichlet energy on polygons,
deduces an explicit formula for the associated Hessian matrix

Beniamin Bogosel On the polygonal Faber-Krahn inequality 11/31

Proof strategy

? we are dealing with a finite dimensional optimization problem!

? the optimization variables are the coordinates of the polygon
1. Explicit computation of the Hessian matrix
2. Numerical proof of the positive definiteness of the Hessian matrix for a given n:
almost done for n ∈ {5, 6, 7, 8}
3. Computation of a neighborhood of the regular polygon where minimality occurs:
theoretical stability result.
4. Analytic estimate of the maximal diameter of an optimal polygon
5. Reduce the conjecture for a given n ≥ 5 to a finite number of certified
numerical computations.

Beniamin Bogosel On the polygonal Faber-Krahn inequality 12/31

1 Introduction

2 Hessian matrix and its eigenvalues

3 Numerical approximation - Hessian eigenvalues

4 Reduction to a finite number of computations

Beniamin Bogosel On the polygonal Faber-Krahn inequality 12/31

Objective function

? given P a polygon, compute J : P 7→ |P |λ(P ) (scale invariant)

? a polygon P is perfectly characterized by its vertices
? observe the sensitivity of J(P ) with respect to small changes in coordinates
? changes in coordinates −→ changes in the boundary of P
? it is classical that J(P ) depends smoothly on the coordinates of P

Understand how λ(P ) changes when perturbing the boundary of P !

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Shape derivatives

? J((I + θ)(Ω)) = J(Ω) + J 0 (Ω)(θ) + o(kθk)

? Standard form: under some regularity assumptions we can write J 0 (Ω)(θ) = ∂Ω f θ.n
R

Beniamin Bogosel On the polygonal Faber-Krahn inequality 14/31

Shape derivatives: simple eigenvalue

? a simple eigenvalue is differentiable without smoothness assumptions: see [Henrot,

Pierre]
? for a simple eigenvalue λ, with associated normalized eigenfunction u ∈ H 2 (Ω) we have
Z Z
λ0 (Ω)(θ) = − (∂n u)2 θ.n = − |∇u|2 θ.n
∂Ω ∂Ω

? the formula holds when Ω is convex [Grisvard] or a polygon

? formulas for the second derivative are known but require additional regularity
assumptions on Ω, which are not verified by polygons
? use distributed volumic formulas like in [Laurain, 19] to avoid the need of
additional regularity assumptions
Z
0
λ (Ω)(θ) = Sλ1 : Dθ with Sλ1 = [|∇u|2 − λ(ω)u2 ] Id −2∇u ⊗ ∇u
Ω

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Second Fréchet shape derivative

Z
λ00 (Ω)(θ, ξ) = Kλ (θ, ξ)
Ω
with

Kλ (θ, ξ) = −2∇u̇(θ) · ∇u̇(ξ) + 2λ(Ω)u̇(θ)u̇(ξ) + Sλ1 : (Dθ div ξ + Dξ div θ)

+ −|∇u|2 + λu2 (div ξ div θ + DθT : Dξ)

+ 2(DθDξ + DξDθ + DξDθT )∇u · ∇u

− λ0 (Ω)(θ) div ξ + λ0 (Ω)(ξ) div θ u2 .
 

where u̇(θ) and u̇(ξ) are the material derivatives in directions θ, ξ ∈ W 1,∞ , respectively
? this formula is new and does not require smoothness assumptions

Beniamin Bogosel On the polygonal Faber-Krahn inequality 16/31

Polygonal perturbations

? for every vertex ai consider a vector perturbation θi ∈ R2

? consider a triangulation of the polygon containing the edges in some triangles
a2 a2
1
a3 a3

a1 a1

a4 a4
0
a5 a5
? define a P1 function ϕi onPthis triangulation by ϕi (aj ) = δij (ϕi = 0 on interior nodes)
? build the vector field θ = ni=1 θi ϕi ∈ W 1,∞
Beniamin Bogosel On the polygonal Faber-Krahn inequality 17/31
Computing the gradient and the Hessian

? shape derivative: use deformations fields associated to polygons.

? Gradient: Z n
λ
∇λ(x) = S1 ∇ϕi ∈ R2n
Ω i=1
? The regular polygon is a critical point for P 7→ |P |λ1 (P ).
? use second shape derivative to compute the Hessian: plug in fields that are
perturbations of polygons
? compute the discrete material derivatives: loss of regularity!
? Novelty: explicit formula for the Hessian

Beniamin Bogosel On the polygonal Faber-Krahn inequality 18/31

Stability of the eigenvalues

? quantities associated to the regular polygon are denoted with ∗

Theorem
There exist constants C, ϑ > 0 such that for every polygon P ∈ Pn satsifying
∀i = 0, . . . , n − 1, |ai a∗i | ≤ ε ≤ ε0 we have

kNλij − (Nλij )∗ k∞ ≤ Cεϑ and |λk (Nλ ) − λk ((Nλ )∗ )| ≤ Cεϑ , 1 ≤ k ≤ 2n

? uniform quantified continuity around the regular polygon

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The regular polygon

? consider the Hessian Mλ of λ(x)Area(x)

four eigenvalues are zero!
fixing two vertices: (2n − 4) × (2n − 4) submatrix a2
1
this submatrix is positive definite provided the other a3
2n − 4 eigenvalues are strictly positive
? first eigenvalue, symmetric perturbations, symmetry a1
Local minimality: fixing two vertices
Using the stability result, if the (2n − 4) × (2n − 4) a4
submatrix has strictly positive eigenvalues, the same will 0
a5
hold in an open, quantified, neighborhood.

Beniamin Bogosel On the polygonal Faber-Krahn inequality 20/31

Hessian on the regular polygon

? consider a symmetric triangulation defining ϕi

? the Hessian matrix of λ(Ω)|Ω| = A(x)λ(x) in terms of the coordinates of the polygon
has the 2 × 2 blocks Mλij , 0 ≤ i, j ≤ n − 1 given by
Z
Mij = |Ω| (−2DUi DUjT + 2λ(ω)Ui UjT )
λ
ΩZ
− λ(Ω) [∇ϕi ⊗ ∇ϕj − ∇ϕj ⊗ ∇ϕi ]
ZΩ
+ 2|Ω| (∇ϕi · ∇ϕj )(∇u ⊗ ∇u).
Ω

Beniamin Bogosel On the polygonal Faber-Krahn inequality 21/31

Eigenvalues of the Hessian

? change of basis: normal and tangential coordinates!

? in the new basis the matrix becomes block circulant
? characterization of the spectrum in terms of the 2 × 2 blocks
Euclidean basis
M0 , M1 , ..., Mn−1 the blocks of the first line in Mλ , θ = 2π/n, Radial-tangential basis
ρk = exp(ikθ)

Bρk = M0 + M1 (ρk Rθ ) + ... + Mn−1 (ρk Rθ )n−1 ,

Explicit eigenvalues
The spectrum of Mλ is the union of the spectra of Bρk , 0 ≤ k ≤ n − 1.

Beniamin Bogosel On the polygonal Faber-Krahn inequality 22/31

Explicit eigenvalues: no theoretical proof of positivity (for now)
4 eigenvalues of Mλ are zero: translations, rotations, scalings
Furthermore, the eigenvalues depend only on u, U01 , U02
given n and the regular polygon Pn the eigenvalues of the Hessian can be
approximated numerically

Symmetric mesh U01 U02

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1 Introduction

2 Hessian matrix and its eigenvalues

3 Numerical approximation - Hessian eigenvalues

4 Reduction to a finite number of computations

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Validated computing - basic ideas

Finite elements method: multiple sources of error

Z Z
1
−∆u = f, u ∈ H0 (Ω) vs ∇uh · ∇vh = fh vh , ∀vh ∈ V h ⊂ H01 (Ω)
Ω Ω

discretization errors: continuous vs discrete solutions: ku − uh kS = O(hk )

exact discrete solutions vs solutions obtained via iterative algorithms
floating point arithmetic errors: meshing, assembly

What about well known precise methods?

? method of particular solutions: not available for general RHS or for more general
operators

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Example for the Laplacian eigenvalues

? −∆u = λu, u ∈ H01 (Ω), Ω polygon

? piecewise linear finite elements
Explicit a priori error estimates [Liu, Oishi, 13]
|λ − λh | ≤ C1 h2
ku − uh kL2 ≤ C2 h2
k∇u − ∇uh kL2 ≤ C3 h
where C1 , C2 , C3 are explicit for a given mesh

? easy to see how to choose h in order to achieve a desired precision

? what about a posteriori error estimates? More optimistic, but more technical.
? Difficulty: high precision → small h → big discrete linear systems → difficulty in
controlling machine errors

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Our contribution

Problems of the form

Z Z Z
gv, ∀v ∈ H01 (Ω)


∇U · ∇v − λ1 (Ω)U v = fv +
Ω Ω S

? S is a union of segments, g ∈ H 1/2 (S).

? explicit estimates: k∇U − ∇Uh k = O(h0.5−γ ) for γ ∈ (0, 1/2)
? constants become large for γ → 0.
? double the speed of convergence for a(U α , U β )!

? U is not in H 2 but is piece-wise H 2 [Grisvard]

? the estimate can be improved: work in progress - O(h)

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Local minimality of the regular polygon
? for the regular pentagon of radius 1, h = 10−4 , approx 250 million d.o.f
? FEM simulation done in FreeFEM using 200 processors (Cholesky server–IP Paris)
? data is imported in Matlab where the interval arithmetics library INTLAB gives the
bounds for the eigenvalues
? we do not control machine errors in the FEM computations! (future work)
? such errors are of size O(εh−2 ), ε = 2.2 × 10−16
? recall that four eigenvalues are zero!

Pentagon
Eigenvalue lower bound upper bound multiplicity
2.568803 2.359297 2.784816 2
8.015038 7.558395 8.460722 2
13.458443 13.012758 13.915086 2

? similar results are obtained for n ∈ {6, 7, 8}

? non-certified computations (h = 10−3 ): non-zero eigs. are > 0 for n ≤ 15
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Computations of optimal size

h d.o.f. optimal h d.o.f

Pentagon 10−4 250 025 001 9.8e-4 ≈ 2.6 million
Hexagon 10−4 300 030 001 4.2e-4 ≈ 17 million
Heptagon 10−4 350 035 001 1.9e-4 ≈ 97 million
Octagon 10−4 400 040 001 1.35e-4 ≈ 220 million

? improving the error estimates from O(h1−2γ ) to O(h2 ) should (drastically?) improve
the minimal h
? INTLAB cannot handle large systems for the moment (matrix inverses...)
? with a small modification, validating problems of size ≈ 105 is possible
? larger sizes: a question of RAM and CPU time?

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1 Introduction

2 Hessian matrix and its eigenvalues

3 Numerical approximation - Hessian eigenvalues

4 Reduction to a finite number of computations

Beniamin Bogosel On the polygonal Faber-Krahn inequality 28/31

Qualitative results

upper bound for the diameter (at fixed area)

lower bound for the minimal edge length (at fixed area)
lower bound for the inradius [Makai]
uniform bound when inradius ≥ r0 :

dH (P, Q) ≤ δ ⇒ |λ1 (P ) − λ1 (Q)| ≤ Cδ 1/2 .

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Finite number of computations

Theorem
If the conjecture is true, for n ≥ 5, its proof can be reduced to a finite number of
numerical computations.

Step 1. Compute a certified approximation for (λ1 , u1 ) and λ2 on the regular polygon.
Step 2. Compute the eigenvalues of the Hessian and certify the local minimality.
Work with the scale invariant functional P 7→ |P |λ1 (P ), fix the longest edge.
Step 3. Use the stability result to obtain a neighborhood in R2n−4 (two vertices are
fixed) where local minimality occurs.
Step 4. Compute a lower bound on the area, edge size and inradius.
Step 5. A single certified computation excludes a neighborhood of uniform size!

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Conclusions, Perspectives

Preprint: [Bogosel, Bucur, On the polygonal Faber-Krahn inequality, March 2022]

missing ingredient: control floating point machine errors in large FEM problems.
improve convergence rate for material derivatives: O(h).
prove that the optimal polygon is convex: drastically reduce the search space.
perform the whole computation (including FEM) using interval arithmetics in
INTLAB for n = 5.
estimate all the constants
Solve the conjecture for n = 5.

Thank you for your attention!

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