Optimal control of system governed by nonlinear volterra integral and fractional derivative equations

This work presents a novel formulation for the numerical solution of optimal control problems related to nonlinear Volterra fractional integral equations systems. A spectral approach is implemented based on the new polynomials known as Chelyshkov polynomials. First, the properties of these polynomials are studied to solve the aforementioned problems. The operational matrices and the Galerkin method are used to discretize the continuous optimal control problems. Thereafter, some necessary conditions are defined according to which the optimal solutions of discrete problems converge to the optimal solution of the continuous ones. The applicability of the proposed approach has been illustrated through several examples. In addition, a comparison is made with other methods for showing the accuracy of the proposed one, resulting also in an improved efficiency.

[1]  Dajana Conte,et al.  New fractional Lanczos vector polynomials and their application to system of Abel-Volterra integral equations and fractional differential equations , 2020, J. Comput. Appl. Math..

[2]  Yuanlu Li,et al.  Solving a nonlinear fractional differential equation using Chebyshev wavelets , 2010 .

[3]  K. Diethelm,et al.  Fractional Calculus: Models and Numerical Methods , 2012 .

[4]  G. Capobianco,et al.  Construction and implementation of two-step continuous methods for Volterra integral equations , 2017 .

[5]  D. Conte,et al.  Parallel methods for weakly singular Volterra Integral Equations on GPUs , 2017 .

[6]  S. A. Belbas,et al.  Iterative schemes for optimal control of Volterra integral equations , 1999 .

[7]  Mehdi Dehghan,et al.  A new operational matrix for solving fractional-order differential equations , 2010, Comput. Math. Appl..

[8]  Khosrow Maleknejad,et al.  A new approach to the numerical solution of Volterra integral equations by using Bernstein’s approximation , 2011 .

[9]  Devendra Kumar,et al.  An efficient analytical technique for fractional model of vibration equation , 2017 .

[10]  Hossein Jafari,et al.  On comparison between iterative methods for solving nonlinear optimal control problems , 2016 .

[11]  Khosrow Maleknejad,et al.  Optimal control of Volterra integral equations via triangular functions , 2011, Math. Comput. Model..

[12]  Emran Tohidi,et al.  Optimal control of nonlinear Volterra integral equations via Legendre polynomials , 2013, IMA J. Math. Control. Inf..

[13]  M. Razzaghi,et al.  Hybrid functions approach for optimal control of systems described by integro-differential equations , 2013 .

[14]  Mohsen Razzaghi,et al.  Legendre wavelets method for the solution of nonlinear problems in the calculus of variations , 2001 .

[15]  T. Angell On the optimal control of systems governed by nonlinear volterra equations , 1976 .