An efficient numerical scheme based on the shifted orthonormal Jacobi polynomials for solving fractional optimal control problems

By Eid H. Doha, Ali H. Bhrawy, Dumitru Băleanu, S. Ezz‐Eldien, Ramy M. Hafez. Advances in Differential Equations, 2015

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In this article, we introduce a numerical technique for solving a general form of the fractional optimal control problem. Fractional derivatives are described in the Caputo sense. Using the properties of the shifted Jacobi orthonormal polynomials together with the operational matrix of fractional integrals (described in the Riemann-Liouville sense), we transform the fractional optimal control problem into an equivalent variational problem that can be reduced to a problem consisting of solving a system of algebraic equations by using the Legendre-Gauss quadrature formula with the Rayleigh-Ritz method. This system can be solved by any standard iteration method. For confirming the efficiency and accuracy of the proposed scheme, we introduce some numerical examples with their approximate solutions and compare our results with those achieved using other methods.

Subfields: Applied Mathematics, Modeling and Simulation, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/6bba506163d67a6071381b53c5dec370fc9d965f

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In Applied Mathematics

  1. Amin Jajarmi
  2. Dumitru Băleanu
  3. Thabet Abdeljawad
  4. Arran Fernandez
  5. Fahd Jarad
  6. Behzad Ghanbari
  7. Xiao-jun Yang
  8. Pshtiwan Othman Mohammed

In Modeling and Simulation

  1. Amin Jajarmi
  2. Dumitru Băleanu
  3. Fakhrodin Mohammadi
  4. Leila Moradi
  5. Thabet Abdeljawad
  6. Arran Fernandez
  7. Behzad Ghanbari
  8. Mehmet Yavuz

In Numerical Analysis

  1. Amin Jajarmi
  2. Dumitru Băleanu
  3. Fakhrodin Mohammadi
  4. Leila Moradi
  5. Arran Fernandez
  6. Thabet Abdeljawad
  7. Behzad Ghanbari
  8. Pshtiwan Othman Mohammed

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