Work

A probabilistic approach to shape derivatives

Year: 2026
Type: article
Abstract: We introduce a novel mesh-free and direct method for computing the shape derivative in PDE-constrained shape optimization problems. Our approach is based on a probabilistic representation of the shape derivative and is applicable for second-order semilinear elliptic PDEs with Dirichlet boundary conditions and a general class of target functions. The probabilistic representation derives from an extension of a boundary sensitivity result for diffusion processes due to Costantini, Gobet and El Karoui [14]. Moreover, we present a simulation methodology based on our results that does not necessarily require a mesh of the relevant domain, and provide Taylor tests to verify its numerical accuracy.
Institution: Universität Trier
Language: English
Open Access status: hybrid
Estimated APC paid: $3,190
Award: G188083318
OpenAlex ID: W4403787439
FWCI:
Cites:
Cited by:
Related to: 10