Solution of a periodic optimal control problem by asymptotic series (Q1071300)

In order to understand the numerical behavior of a certain class of periodic optimal control problems, a relatively simple problem is posed. The complexity of the extremal paths is uncovered by determining an analytic approximation to the solution by using the Lindstedt-Poincaré asymptotic series expansion. The key to obtaining this series is in the proper choice of the expansion parameter. The resulting expansion is essentially a harmonic series in which, for small values of the expansion parameter and a few terms of the series, excellent agreement with the numerical solution is obtained. A reasonable approximation of the solution is achieved for a relatively large value of the expansion parameter.