대한수학회지 (Journal of the Korean Mathematical Society)

  • 제49권1호
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  • Pages.99-112
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  • 2012
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  • 0304-9914(pISSN)
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  • 2234-3008(eISSN)
대한수학회 (Korean Mathematical Society)
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JACOBI DISCRETE APPROXIMATION FOR SOLVING OPTIMAL CONTROL PROBLEMS

  • El-Kady, Mamdouh (Department of Mathematics Faculty of Science Helwan University)
  • 투고 : 2010.08.26
  • 발행 : 2012.01.01
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초록

This paper attempts to present a numerical method for solving optimal control problems. The method is based upon constructing the n-th degree Jacobi polynomials to approximate the control vector and use differentiation matrix to approximate derivative term in the state system. The system dynamics are then converted into system of algebraic equations and hence the optimal control problem is reduced to constrained optimization problem. Numerical examples illustrate the robustness, accuracy and efficiency of the proposed method.

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참고문헌

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  5. Numerical solution of initial-boundary system of nonlinear hyperbolic equations vol.46, pp.5, 2015, https://doi.org/10.1007/s13226-015-0152-5
  6. A Jacobi collocation approximation for nonlinear coupled viscous Burgers’ equation vol.12, pp.2, 2014, https://doi.org/10.2478/s11534-014-0429-z
  7. A shifted Jacobi-Gauss-Lobatto collocation method for solving nonlinear fractional Langevin equation involving two fractional orders in different intervals vol.2012, pp.1, 2012, https://doi.org/10.1186/1687-2770-2012-62