文章基本信息

标题：An efficient numerical scheme based on the shifted orthonormal Jacobi polynomials for solving fractional optimal control problems
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作者：Eid H Doha ; Ali H Bhrawy ; Dumitru Baleanu 等
期刊名称：Advances in Difference Equations
印刷版ISSN：1687-1839
电子版ISSN：1687-1847
出版年度：2015
卷号：2015
期号：1
页码：15
DOI：10.1186/s13662-014-0344-z
语种：English
出版社：Hindawi Publishing Corporation
摘要：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.
关键词：fractional optimal control problem ; Jacobi polynomials ; operational matrix ; Gauss quadrature ; Rayleigh-Ritz method