Calculus of variations and optimal control with generalized derivative (Q6184982)

For given \(0\leq t_{0}<t_{1}\in \mathbb{R}\), \(\mathbb{U}\) a connected and open subset of \(\mathbb{R}^{n}\), and two closed subsets \(\mathbb{U}_{0}, \mathbb{U}_{1}\subset \overline{\mathbb{U}}\), \(AC([t_{0},t_{1}],\mathbb{R} ^{n})\) is the class of all absolutely continuous arcs \(q:[t_{0},t_{1}] \rightarrow \mathbb{R}^{n}\), and \(\Upsilon \) the set of admissible arcs: \( \Upsilon =\{q\in AC([t_{0},t_{1}],\mathbb{R}^{n})\mid \forall t\in \lbrack t_{0},t_{1}]\), \(q(t)\in \overline{\mathbb{U}}\), \(q(t_{0})\in U_{0}\), \( q(t_{1})\in U_{1}\}\). The authors consider the generalized problem of calculus of variations: find \(q^{\triangleright }\in \Upsilon \) such that: \( I(q^{\triangleright })=min\{I(q)\mid q\in \Upsilon \}\), where \(I(q)=\phi _{0}(q(t_{0}))+\phi _{1}(q(t_{1}))+J_{F,t_{0}}^{\alpha }[L(t,q(t),\frac{ d_{F}^{\alpha }q}{dt^{\alpha }}(t))](t_{1})\), the Lagrangian \( L:[t_{0},t_{1}]\times \overline{\mathbb{U}}\times \mathbb{R}^{n}\rightarrow \mathbb{R}\) belonging to \(L_{\alpha }^{1}([t_{0},t_{1}])\), \(\phi _{0},\phi _{1}:\overline{\mathbb{U}}\rightarrow \mathbb{R}\) being given continuous functions, \(J_{F,a}^{\alpha }f\) being the generalized integral of order \( \alpha \in (0,1]\) of a continuous function \(f:[a,t]\rightarrow \mathbb{R}\) defined as: \(J_{F,a}^{\alpha }f(t)=\int_{a}^{t}f(x)F(x,\alpha )dx\), and \( \frac{d_{F}^{\alpha }}{dt^{\alpha }}\) being the generalized derivative of order \(\alpha \in (0,1]\) of a function \(f:[a,b]\rightarrow \mathbb{R}\) defined as: \(\frac{d_{F}^{\alpha }f}{dt^{\alpha }}=lim_{\varepsilon \rightarrow 0}\frac{f(t+\varepsilon F(\alpha ,t))-f(t)}{\varepsilon }\). \(F\) is a positive and absolutely continuous function which will be chosen as the one-parameter Mittag-Leffler function \(E_{\alpha }\), defined by \(E_{\alpha }(z)=\sum_{k=0}^{\infty }\frac{z^{k}}{\Gamma (1+\alpha k)}\), \(\alpha ,z\in \mathbb{C}\), \(Re(\alpha )>0\), where \(\Gamma \) is the Gamma function. The authors recall the main properties of these generalized derivative and integral. Defining the augmented Lagrangian as \(\widetilde{L}(t,q(t),\frac{ d_{F}^{\alpha }q}{dt^{\alpha }}(t);F(t,\alpha ))=\frac{L(t,q(t),\frac{ d_{F}^{\alpha }q}{dt^{\alpha }}(t))}{F(t,\alpha )}\), the authors assume that: \(\widetilde{L}\) is a convex function with respect to the third variable; There exists \(k\geq 0\) and a Nagumo function \(\rho :\mathbb{R} _{+}\rightarrow \mathbb{R}_{+}\) for the functional \(I\) such that \(\widetilde{ L}(t,x,v;F(t,\alpha ))\geq \rho (\left\vert v\right\vert )-k\), \(\phi _{0}(q),\phi _{1}(q)\geq -k\); For all \(r>0\) there exists \(K(r)>0\) such that \( \left\vert \widetilde{L}(t,x,v;F(t,\alpha ))-\widetilde{L}(t,y,v;F(t,\alpha ))\right\vert <K(r)\theta (\left\vert x-y\right\vert )\rho (\left\vert v\right\vert )\), for all \(t\in \lbrack t_{0},t_{1}]\), \(x,y\in \mathbb{U}\cap B_{r}\), \(v\in \mathbb{R}^{n}\), \(\theta :\mathbb{R}_{+}\rightarrow \mathbb{R} _{+}\) being a nondecreasing function such that \(lim_{r\rightarrow 0}\theta (r)=0\); Either \(\mathbb{U}_{0}\) or \(\mathbb{U}_{1}\) is a compact set. The main result proves that the problem has at least one solution. If \( \widetilde{L}\) is strictly convex for any \(t\in \lbrack t_{0},t_{1}]\), this solution is unique. For the proof, the authors consider a minimizing sequence \((q_{n})_{n\in \mathbb{N}}\) and, assuming that \(\mathbb{U}_{0}\) is compact, they prove that the sequence of generalized fractional conformable derivatives \((\frac{d_{F}^{\alpha }q_{n}}{dt^{\alpha }})_{n\in \mathbb{N}}\) is equi-absolutely fractional conformable integrable, from which they deduce that \((q_{n})_{n\in \mathbb{N}}\) is equicontinuous and uniformly bounded. They conclude applying Arzela-Ascoli theorem and the generalized du Bois-Reymond lemma. They derive the Euler-Lagrange equation, the d'Alembert principle and the du Bois-Reymond optimality condition, first computing the first-order Gâteaux-differential of \(I\). Within the present context, the authors prove a generalized Noether theorem, assuming that the variational integral of \(I\) is invariant in an appropriate sense and proving that a quantity \(C(t,q(t),\frac{d_{F}^{\alpha }q}{dt^{\alpha }}(t))\) is preserved along any solution \(q\) of the Euler-Lagrange equations. The authors then consider the optimal control problem in Lagrange form: \(J_{F,t_{0}}^{\alpha }[L(t,q(t),u(t))](t_{1})\rightarrow min \), subject to the Cauchy problem \( \frac{d_{F}^{\alpha }q}{dt^{\alpha }}(t)=\varphi (t,q(t),u(t))\), \( q(t_{0})=q_{0}\in \mathbb{R}^{d}\), \(q\in C^{1}([t_{0},t_{1}],\mathbb{R}^{d})\) , \(u\in C^{0}([t_{0},t_{1}],\mathbb{R}^{l})\).\ The Lagrangian \( L:[t_{0},t_{1}]\times \mathbb{R}^{d}\times \mathbb{R}^{l}\rightarrow \mathbb{ R}\) and the state equation \(\varphi :[t_{0},t_{1}]\times \mathbb{R} ^{d}\times \mathbb{R}^{l}\rightarrow \mathbb{R}^{d}\) are assumed to be \(C^{1} \)-functions with respect to all their arguments. The authors first prove the existence of a solution to the equation \(\frac{d_{F}^{\alpha }y}{dt^{\alpha } }(t)=f(x,y(x))\), assuming regularity properties on \(f\), applying a fixed-point theorem for contractive mappings in complete metric spaces. They prove a Grönwall-Bellman inequality in integral form, a weak Pontryagin maximum principle, a Noether principle for optimal control. In the last part of the paper, the authors consider the time-fractional linear Schrödinger equation: \(i\hbar \frac{d_{F}^{\alpha }\psi }{dt^{\alpha }} (t,x)+\frac{\hbar ^{2}}{2m}\sum_{j=1}^{d}\frac{\partial ^{2}\psi }{\partial x_{j}^{2}}(t,x)=U(x)\psi (t,x)\), where \(\hbar =\frac{h}{2\pi }\), \(h\) being the Planck constant, \(m>0\) the mass of particle, the potential energy \(U: \mathbb{R}^{d}\rightarrow \mathbb{R}\) and \(\psi :\mathbb{R}^{d}\times \mathbb{R}\rightarrow \mathbb{C}\) is the wave function associated to the particle on \(C^{2}(\mathbb{R}\times \mathbb{R}^{d},\mathbb{C})\). The authors here prove that the solutions to the Schrödinger equation coincide with the extremals of some quantum Lagrangian.