Motivated by free boundary problems under uncertainties, we consider the oriented distance function as a way to define the expectation for a random compact or open set. In order to provide a law of large numbers and a central limit theorem for this notion of expectation, we also address the question of the convergence of the level sets of f$$ to the level sets of f when (f$$) is a sequence of functions uniformly converging to f. We provide error estimates in term of Hausdorff convergence. We illustrate our results on a free boundary problem.
Mots-clés : Random sets, continuity of level sets, oriented distance functions, law of large numbers, central limit theorem, free boundary problem
@article{COCV_2020__26_1_A84_0, author = {Dambrine, M. and Puig, B.}, title = {Oriented distance point of view on random sets}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, publisher = {EDP-Sciences}, volume = {26}, year = {2020}, doi = {10.1051/cocv/2020007}, mrnumber = {4167084}, zbl = {1459.60020}, language = {en}, url = {http://www.numdam.org/articles/10.1051/cocv/2020007/} }
TY - JOUR AU - Dambrine, M. AU - Puig, B. TI - Oriented distance point of view on random sets JO - ESAIM: Control, Optimisation and Calculus of Variations PY - 2020 VL - 26 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/cocv/2020007/ DO - 10.1051/cocv/2020007 LA - en ID - COCV_2020__26_1_A84_0 ER -
Dambrine, M.; Puig, B. Oriented distance point of view on random sets. ESAIM: Control, Optimisation and Calculus of Variations, Tome 26 (2020), article no. 84. doi : 10.1051/cocv/2020007. http://www.numdam.org/articles/10.1051/cocv/2020007/
[1] Second-order shape derivatives along normal trajectories, governed by Hamilton-Jacobi equations. Struct. Multidiscip. Optim. 54 (2016) 1245–1266. | DOI | MR
, and ,[2] Structural optimization using sensitivity analysis and a level-set method. J. Comput. Phys. 194 (2004) 363–393. | DOI | MR | Zbl
, and ,[3] Existence and regularity for a minimum problem with free boundary. J. Reine Angew. Math. 325 (1981) 105–144. | MR | Zbl
and ,[4] The central limit theorem for real and Banach valued random variables. Wiley Series in Probability and Mathematical Statistics. John Wiley & Sons, New York-Chichester-Brisbane (1980). | MR | Zbl
and ,[5] On free boundary problems for the laplace equation. Sem. on Analytic Functions. Inst. for Advanced Study Princeton (1957) 248–263. | Zbl
,[6] Convergence of probability Measures. Wiley, New York (1968). | MR | Zbl
,[7] Characterizations of Łojasiewicz inequalities: Subgradient flows, Talweg, convexity. Trans. Am. Math. Soc. 362 (2009) 12. | DOI | MR | Zbl
, , and ,[8] Some flows in shape optimization. Arch. Ration. Mech. Anal. 183 (2007) 21–58. | DOI | MR | Zbl
and ,[9] On the energy of a flow arising in shape optimization. Interfaces Free Bound. 10 (2008) 223–243. | DOI | MR | Zbl
and ,[10] Ergodicity for infinite-dimensional systems. In Vol. 229 of London Mathematical Society Lecture Note Series. Cambridge University Press, Cambridge (1996). | MR | Zbl
and ,[11] On Bernoulli’s free boundary problem with a random boundary. Int. J. Uncertain. Quantif . 7 (2017) 335–353. | DOI | MR | Zbl
, , and ,[12] Shapes and geometries. Metrics, analysis, differential calculus, and optimization. In Vol. 22 of Advances in Design and Control. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, second edition 2011. | MR | Zbl
and ,[13] Bernoulli’s free-boundary problem, qualitative theory and numerical approximation. J. Reine Angew. Math. 486 (1997) 165–204. | MR | Zbl
and ,[14] On the Bernoulli free boundary problem and related shape optimization problems. Interfaces Free Bound. 3 (2001) 1–13. | DOI | MR | Zbl
, and ,[15] Shape variation and optimization, A geometrical analysis, English version of the French publication [MR2512810] with additions and updates. In Vol. 28 of EMS Tracts in Mathematics. European Mathematical Society (EMS), Zürich (2018). | MR | Zbl
and ,[16] Convexity of free boundaries with Bernoulli type boundary condition. Nonlinear Anal. 28 (1997) 815–823. | DOI | MR | Zbl
and ,[17] Expectations of random sets and their boundaries using oriented distance functions. J. Math. Imaging Vision 36 (2010) 291–303. | DOI | MR | Zbl
and ,[18] Confidence regions for means of random sets using oriented distance functions. Scand. J. Stat. 39 (2012) 340–357. | DOI | MR | Zbl
and ,[19] Foundations of a theory of random sets. Wiley, London (1974) 322–376. | MR | Zbl
,[20] Stochastic flows and stochastic differential equations. In Vol. 24 of Cambridge Studies in Advanced Mathematics. Cambridge University Press, Cambridge (1990). | MR | Zbl
,[21] Ensembles fermés aléatoires, ensembles semi-Markoviens et polyèdres poissoniens. Adv. Appl. Probab. 4 (1972) 508–541. | DOI | MR | Zbl
,[22] Random sets and integral geometry. With a foreword by Geoffrey S. Watson, Wiley Series in Probability and Mathematical Statistics. John Wiley & Sons, New York-London-Sydney (1975). | MR | Zbl
,[23] Fronts propagating with curvature-dependent speed: algorithms based on Hamilton-Jacobi formulations. J. Comput. Phys. 79 (1988) 12–49. | DOI | MR | Zbl
and ,[24] Free boundary problem. SIAM J. Math. Anal. 5 (1974) 841–846. | DOI | MR | Zbl
,[25] On a free boundary problem, the Starlike case. SIAM J. Math. Anal. 6 (1975) 503–505. | DOI | MR | Zbl
,Cité par Sources :