A new operational matrix based on Boubaker wavelet for solving optimal control problems of arbitrary order

2020 ◽  
Vol 42 (10) ◽  
pp. 1858-1870 ◽  
Author(s):  
Kobra Rabiei ◽  
Yadollah Ordokhani

This paper presents numerical solution for solving the nonlinear one and two-dimensional optimal control problems of arbitrary order. First, we have constructed Boubaker wavelet for the first time and defined a general formulation for its fractional derivative operational matrix. To solve the one-dimensional problem, we have transformed the problems into an optimization one. The similar process together with the Ritz method are applied to find a solution for two-dimensional problems as well. Then, the necessary conditions of optimality result in a system of algebraic equations with unknown coefficients and then control parameters can be simply solved. The error vector is considered to show the convergence of the used approximation in this method. Finally, some illustrative examples are given to demonstrate accuracy and efficiency of the proposed method.

Author(s):  
Mahmood Dadkhah ◽  
Kamal Mamehrashi

In this paper, a numerical technique based on the Hartley series for solving a class of time-delayed optimal control problems (TDOCPs) is introduced. The main idea is converting such TDOCPs into a system of algebraic equations. Thus, we first expand the state and control variables in terms of the Hartley series with undetermined coefficients. The delay terms in the problem under consideration are expanded in terms of the Hartley series. Applying the operational matrices of the Hartley series including integration, differentiation, dual, product, delay, and substituting the estimated functions into the cost function, the given TDOCP is reduced to a system of algebraic equations to be solved. The convergence of the proposed method is extensively investigated. At last, the precision and applicability of the proposed method is studied through different types of numerical examples.


2020 ◽  
pp. 107754632093312
Author(s):  
Ayatollah Yari

In this study, a numerical method based on Hermite polynomial approximation for solving a class of fractional optimal control problems is presented. The order of the fractional derivative is taken as less than one and described in the Caputo sense. Operational matrices of integration by using such known formulas as Caputo and Riemann–Liouville operators for computing fractional derivatives and integration of polynomials is introduced and used to reduce the problem of a system of algebraic equations. The convergence of the proposed method is analyzed, and the error upper bound for the operational matrix of the fractional integration is obtained. To confirm the validity and accuracy of the proposed numerical method, three numerical examples are presented along with a comparison between our numerical results and those obtained using Legendre polynomials. Illustrative examples are included to demonstrate the validity and applicability of the new technique.


Author(s):  
Forugh Valian ◽  
Yadollah Ordokhani ◽  
Mohammad Ali Vali

The main purpose of this paper is to provide an efficient method for solving some types of fractional optimal control problems governed by integro-differential and differential equations, and because finding the analytical solutions to these problems is usually difficult, a numerical method is proposed. In this study, the fractional-order Bernoulli functions (F-BFs) are applied as basis functions and a new operational matrix of fractional integration is constructed for these functions. In the first step, the problem is transformed into an equivalent variational problem. Then the F-BFs, the constructed operational matrix, the Gauss quadrature formula, and necessary conditions for optimization are used to convert the problem into a system of algebraic equations. Finally, with the aid of Newton’s iterative method, the system of algebraic equations is solved and the approximate solution of the problem is obtained. Several numerical examples have been analysed for illustrating the efficiency and accuracy of the proposed method, and the results have been compared with the exact solutions and the results of other methods. The results show that the method provides accurate solutions.


2014 ◽  
Vol 11 (2) ◽  
pp. 229-234
Author(s):  
Baghdad Science Journal

In this paper, a new third kind Chebyshev wavelets operational matrix of derivative is presented, then the operational matrix of derivative is applied for solving optimal control problems using, third kind Chebyshev wavelets expansions. The proposed method consists of reducing the linear system of optimal control problem into a system of algebraic equations, by expanding the state variables, as a series in terms of third kind Chebyshev wavelets with unknown coefficients. Example to illustrate the effectiveness of the method has been presented.


2017 ◽  
Vol 24 (14) ◽  
pp. 3036-3048 ◽  
Author(s):  
Chang Phang ◽  
Noratiqah Farhana Ismail ◽  
Abdulnasir Isah ◽  
Jian Rong Loh

In this paper, a new operational matrix of integration is derived using Genocchi polynomials, which is one of the Appell polynomials. By using the matrix, we develop an efficient, direct and new numerical method for solving a class of fractional optimal control problems. The fractional derivative in the dynamic constraints was replaced with the Genocchi polynomials with unknown coefficients and a Genocchi operational matrix of fractional integration. Then, the equation derived from the dynamic constraints was put into the performance index. Hence, the fractional optimal control problems will be reduced to fractional variational problems. By finding a necessary condition for the optimality for the performance index, we will obtain a system of algebraic equations that can be easily solved by using any numerical method. Hence, we obtain the value of unknown coefficients of Genocchi polynomials. Lastly, the solution of the fractional optimal control problems will be obtained. In short, the properties of Genocchi polynomials are utilized to reduce the given problems to a system of algebraic equations. The approximation approach is simple to use and computer oriented. Illustrative examples are given to show the simplicity, accuracy and applicability of the method.


2020 ◽  
pp. 107754632094834 ◽  
Author(s):  
Sedigheh Sabermahani ◽  
Yadollah Ordokhani

This study presents a computational method for the solution of the fractional optimal control problems subject to fractional systems with equality and inequality constraints. The proposed procedure is based upon Fibonacci wavelets. The fractional derivative is described in the Caputo sense. The Riemann–Liouville operational matrix for Fibonacci wavelets is obtained. Then, we use this operational matrix and the Galerkin method to reduce the given problem into a system of algebraic equations. We discuss the convergence of the algorithm. Several numerical examples are included to observe the validity, effectiveness, and accuracy of the suggested scheme. Moreover, fractional optimal control problems are studied through a bibliometric viewpoint.


Author(s):  
Ali Nemati ◽  
Sohrab Ali Yousefi

Our paper presents a new method to solve a class of fractional optimal control problems (FOCPs) based on the numerical polynomial approximation. In the proposed method, the fractional derivative in the dynamical system is considered in the Caputo sense. The approach used here is to approximate the state function by the Legendre orthonormal basis by using the Ritz method. Next, we apply a new constructed operational matrix to approximate fractional derivative of the basis. After transforming the problem into a system of algebraic equations, the problem is solved via the Newton's iterative method. Finally, the convergence of the new method is investigated and some examples are included to illustrate the effectiveness and applicability of the proposed methodology.


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