Computation of order conditions for symplectic partitioned Runge-Kutta schemes with application to optimal control (Q2491138)
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English | Computation of order conditions for symplectic partitioned Runge-Kutta schemes with application to optimal control |
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Computation of order conditions for symplectic partitioned Runge-Kutta schemes with application to optimal control (English)
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26 May 2006
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Order conditions for optimal control problems governed by an ordinary differential equation are investigated. The state equation is discretized by a Runge-Kutta (RK) scheme. The analysis made by \textit{W. Hager} [Numer. Math. 87, No. 2, 247--282 (2000; Zbl 0991.49020)] is the starting point. Hager observed that the resulting optimality system leads, after some change of variable, to a symplectic partitioned RK scheme and he computed by hand the order conditions for order up to 4. In the present paper it is demonstrated that the computations using bi-coloured trees are naturally expressed in terms of an oriented free tree. This allows to compute the order conditions by an appropriate computer program. The results are presented for orders up to 5 and the number of conditions for orders up to 7.
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