Legendre's necessary condition for fractional Bolza functionals with mixed initial/final constraints

DOI10.1007/S10957-021-01908-WMaRDI QIDQ2046706zbMATH OpenOpenAlexFDO

Authors Loïc Bourdin, R. A. C. Ferreira

Publication date 18 August 2021

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2005.05609

zbMATH Keywords

Bolza functionalEkeland variational principleEuler-Lagrange equationfractional calculus of variationsLegendre conditionmixed initial/final constraintsRiemann-Liouville and Caputo fractional operatorstransversality conditions

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional ordinary differential equations (34A08) Optimality conditions for free problems in one independent variable (49K05)

Abstract: The present work was primarily motivated by our findings in the literature of some flaws within the proof of the second-order Legendre necessary optimality condition for fractional calculus of variations problems. Therefore we were eager to elaborate a correct proof and it turns out that this goal is highly nontrivial, especially when considering final constraints. This paper is the result of our reflections on this subject. Precisely we consider here a constrained minimization problem of a general Bolza functional that depends on a Caputo fractional derivative of order 0 < $alpha$ $le$ 1 and on a Riemann-Liouville fractional integral of order $$ > 0, the constraint set describing general mixed initial/final constraints. The main contribution of our work is to derive corresponding first-and second-order necessary optimality conditions, namely the Euler-Lagrange equation, the transversality conditions and, of course, the Legendre condition. A detailed discussion is provided on the obstructions encountered with the classical strategy, while the new proof that we propose here is based on the Ekeland variational principle. Furthermore we underline that some subsidiary contributions are provided all along the paper. In particular we prove an independent and intrinsic result of fractional calculus stating that it does not exist a nontrivial function which is, together with its Caputo fractional derivative of order 0 < $alpha$ < 1, compactly supported. Moreover we also discuss some evidences claiming that Riemann-Liouville fractional integrals should be considered in the formulation of fractional calculus of variations problems in order to preserve the existence of solutions.

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Cited in

(6)

• The Legendre condition of the fractional calculus of variations
• Calculus of variations with higher order Caputo fractional derivatives
• Nonperiodicity of Caputo fractional derivatives
• Control problems for fractional-order systems: formalism of Hamilton-Jacobi equations and methods for constructing optimal feedback strategies
• The Euler-Lagrange and Legendre necessary conditions for fractional calculus of variations
• Separation of solutions of Caputo fractional differential equations

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