A central difference numerical scheme for fractional optimal control problems
From MaRDI portal
Publication:2850593
Abstract: This paper presents a modified numerical scheme for a class of Fractional Optimal Control Problems (FOCPs) formulated in Agrawal (2004) where a Fractional Derivative (FD) is defined in the Riemann-Liouville sense. In this scheme, the entire time domain is divided into several sub-domains, and a fractional derivative (FDs) at a time node point is approximated using a modified Gr"{u}nwald-Letnikov approach. For the first order derivative, the proposed modified Gr"{u}nwald-Letnikov definition leads to a central difference scheme. When the approximations are substituted into the Fractional Optimal Control (FCO) equations, it leads to a set of algebraic equations which are solved using a direct numerical technique. Two examples, one time-invariant and the other time-variant, are considered to study the performance of the numerical scheme. Results show that 1) as the order of the derivative approaches an integer value, these formulations lead to solutions for integer order system, and 2) as the sizes of the sub-domains are reduced, the solutions converge. It is hoped that the present scheme would lead to stable numerical methods for fractional differential equations and optimal control problems.
Recommendations
- A Hamiltonian Formulation and a Direct Numerical Scheme for Fractional Optimal Control Problems
- An efficient numerical scheme for solving fractional optimal control problems
- Numerical solution of fractional optimal control
- A formulation and numerical scheme for fractional optimal control problems
- A general formulation and solution scheme for fractional optimal control problems
Cites work
- scientific article; zbMATH DE number 635656 (Why is no real title available?)
- scientific article; zbMATH DE number 5251009 (Why is no real title available?)
- scientific article; zbMATH DE number 3276736 (Why is no real title available?)
- A New Lagrangian and a New Lagrange Equation of Motion for Fractionally Damped Systems
- A general formulation and solution scheme for fractional optimal control problems
- Extending Bauer's corollary to fractional derivatives
- Formulation of Euler-Lagrange equations for fractional variational problems
- Formulation of Hamiltonian equations for fractional variational problems.
- Fractional Hamiltonian analysis of irregular systems
- Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
- Fractional sequential mechanics - models with symmetric fractional derivative.
- General formulation for the numerical solution of optimal control problems
- Hamiltonian formulation of classical fields within Riemann–Liouville fractional derivatives
- Hamiltonian formulation of systems with linear velocities within Riemann-Liouville fractional derivatives
- Lagrangian Formulation of Classical Fields within Riemann-Liouville Fractional Derivatives
- Nonconservative Lagrangian mechanics: a generalized function approach
- Nonholonomic constraints with fractional derivatives
- On a class of differential equations with left and right fractional derivatives
- Quantization of Brownian motion
- Stationarity$ndash$conservation laws for fractional differential equations with variable coefficients
Cited in
(96)- Numerical computation of optimal control problems with Atangana-Baleanu fractional derivatives
- Implementation of fractional optimal control problems in real-world applications
- Solving multi-dimensional fractional optimal control problems with inequality constraint by Bernstein polynomials operational matrices
- Finite difference/finite element method for a nonlinear time-fractional fourth-order reaction-diffusion problem
- Free final time fractional optimal control problems
- A new efficient numerical scheme for solving fractional optimal control problems via a Genocchi operational matrix of integration
- scientific article; zbMATH DE number 6908911 (Why is no real title available?)
- Optimal control of a fractional order model for granular SEIR epidemic with uncertainty
- Epsilon-Ritz method for solving a class of fractional constrained optimization problems
- A space-time spectral method for the time fractional diffusion optimal control problems
- A Hamiltonian Formulation and a Direct Numerical Scheme for Fractional Optimal Control Problems
- Epsilon penalty method combined with an extension of the Ritz method for solving a class of fractional optimal control problems with mixed inequality constraints
- A characteristic difference scheme for time-fractional heat equations based on the Crank-Nicholson difference schemes
- A pseudospectral method for fractional optimal control problems
- An efficient approximation technique for solving a class of fractional optimal control problems
- A numerical scheme for two-dimensional optimal control problems with memory effect
- A new hybrid method for two dimensional nonlinear variable order fractional optimal control problems
- Time-optimal control of systems with fractional dynamics
- Numerical algorithms for Caputo fractional-order differential equations
- A compact difference scheme for the fractional diffusion-wave equation
- A reliable numerical approach for nonlinear fractional optimal control problems
- Fractional optimal control problems with both integer-order and Atangana-Baleanu Caputo derivatives
- Hamilton-Jacobi-Bellman equation based on fractional random impulses system
- Numerical computation of nonlinear fractional Zakharov-Kuznetsov equation arising in ion-acoustic waves
- Numerical solutions for solving a class of fractional optimal control problems via fixed-point approach
- A new formulation of the fractional optimal control problems involving Mittag-Leffler nonsingular kernel
- The Boubaker polynomials and their application to solve fractional optimal control problems
- An iterative approach for solving fractional optimal control problems
- An analysis of a second order difference scheme for the fractional subdiffusion system
- Discretization of fractional order differentiator over Paley-Wiener space
- Initial value/boundary value problem for composite fractional relaxation equation
- On impact scripts with both fractional and dry friction type of dissipation
- Direct transcription methods based on fractional integral approximation formulas for solving nonlinear fractional optimal control problems
- Optimal control of a class of fractional heat diffusion systems
- scientific article; zbMATH DE number 7582449 (Why is no real title available?)
- Two linearized finite difference schemes for time fractional nonlinear diffusion-wave equations with fourth order derivative
- Efficient iterative method for solving optimal control problem governed by diffusion equation with time fractional derivative
- Robust second-order \(PD^\alpha\) type iterative learning control for a class of uncertain fractional order singular systems
- Finite difference methods for fractional differential equations
- A spectral method based on the second kind Chebyshev polynomials for solving a class of fractional optimal control problems
- A numerical method for solving a class of fractional optimal control problems using Boubaker polynomial expansion scheme
- High-order compact finite volume scheme for the 2D multi-term time fractional sub-diffusion equation
- Optimal control of a linear time-invariant space-time fractional diffusion process
- Fractional optimal control problem for differential system with delay argument
- Point to point control of fractional differential linear control systems
- Theory of discrete fractional Sturm-Liouville equations and visual results
- Radial basis functions approach on optimal control problems: a numerical investigation
- An efficient numerical scheme based on the shifted orthonormal Jacobi polynomials for solving fractional optimal control problems
- A numerical solution for fractional linear quadratic optimal control problems via shifted Legendre polynomials
- Using Mott polynomials operational matrices to optimize multi-dimensional fractional optimal control problems
- A comprehensive review on fractional-order optimal control problem and its solution
- On finite difference methods for fourth-order fractional diffusion-wave and subdiffusion systems
- ON RITZ APPROXIMATION FOR A CLASS OF FRACTIONAL OPTIMAL CONTROL PROBLEMS
- On the linear-quadratic regulator problem in one-dimensional linear fractional stochastic systems
- An efficient approach for solution of fractional order differential-difference equations arising in nanotechnology
- Leitmann's direct method for fractional optimization problems
- Optimal control of a nonhomogeneous Dirichlet boundary fractional diffusion equation
- Suboptimal control of fractional-order dynamic systems with delay argument
- Implicit compact difference schemes for the fractional cable equation
- A linearized finite difference scheme for time-space fractional nonlinear diffusion-wave equations with initial singularity
- Numerical algorithms for the time‐Caputo and space‐Riesz fractional Bloch‐Torrey equations
- Discrete-time fractional variational problems
- An efficient method to solve a fractional differential equation by using linear programming and its application to an optimal control problem
- Numerical algorithm based on an implicit fully discrete local discontinuous Galerkin method for the fractional diffusion-wave equation
- Fractional optimal control problems: a pseudo-state-space approach
- Multistep schemes for one and two dimensional electromagnetic wave models based on fractional derivative approximation
- Time-fractional nonlinear dispersive type of the Zakharov-Kuznetsov equation via HAFSTM
- A practical method for designing linear quadratic regulator for commensurate fractional-order systems
- Existence and uniqueness of the solution to initial and inverse problems for integro-differential heat equations with fractional load
- Biorthogonal cubic Hermite spline multiwavelets on the interval for solving the fractional optimal control problems
- Stochastic dynamics and fractional optimal control of quasi integrable Hamiltonian systems with fractional derivative damping
- On the solution of fuzzy fractional optimal control problems with the Caputo derivative
- Nonlinear output feedback control of a flexible link using adaptive neural network: stability analysis
- Non standard finite difference method for solving variable order fractional optimal control problems
- An extended formulation of calculus of variations for incommensurate fractional derivatives with fractional performance index
- Numerical solution of a class of fractional optimal control problems via the Legendre orthonormal basis combined with the operational matrix and the Gauss quadrature rule
- State parametrization method based on shifted Legendre polynomials for solving fractional optimal control problems
- A second order accurate approximation for fractional derivatives with singular and non-singular kernel applied to a HIV model
- Optimal control for fractional diffusion equations with incomplete data
- Solving a class of fractional optimal control problems via a new efficient and accurate method
- Fractional optimal control problems with several state and control variables
- A new approach for the nonlinear fractional optimal control problems with external persistent disturbances
- Approximation methods for solving fractional optimal control problems
- A new direct method based on the Chebyshev cardinal functions for variable-order fractional optimal control problems
- Discrete-time fractional optimal control
- Numerical solution of fractional optimal control
- Nonlinear output feedback control of a flexible link using adaptive neural network: controller design
- Optimal controllers with complex order derivatives
- A combination of variational and penalty methods for solving a class of fractional optimal control problems
- Solving a class of fractional optimal control problems by the Hamilton-Jacobi-Bellman equation
- A space-time fractional optimal control problem: analysis and discretization
- A fully discrete direct discontinuous Galerkin method for the fractional diffusion-wave equation
- An approximate method for solving fractional optimal control problems by hybrid functions
- Müntz-Legendre neural network construction for solving delay optimal control problems of fractional order with equality and inequality constraints
- Computational analysis of complex population dynamical model with arbitrary order
- Combination of epsilon and Ritz methods with multiscaling basis for solving a class of fractional optimal control problems
This page was built for publication: A central difference numerical scheme for fractional optimal control problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2850593)
