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arXiv 1312.4064math.OCcs.NAmath.CAmath.NA
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分数微积分变分与最优控制中的计算方法

Computational Methods in the Fractional Calculus of Variations and Optimal Control

Universidade de Aveiro(阿威罗大学);University of Minho(米尼奥大学)

Shakoor Pooseh

AI总结:

本文研究了分数阶变分与最优控制问题的数值方法,探讨了分数阶算子的近似方法及其误差界,分析了直接与间接求解方法,并讨论了不同约束条件下变分问题的最优条件。

摘要:

分数阶变分与分数阶最优控制是经典理论的推广,允许使用任意阶导数和积分进行问题建模和公式化。由于缺乏解析方法解决此类分数问题,数值技术被开发出来。本文主要研究通过整数阶导数的级数和广义差分来近似分数阶算子,并给出所提近似方法的误差上界,研究其效率。详细探讨了求解分数阶变分问题的直接与间接方法,并讨论了不同类型的无约束和有约束变分问题以及分数阶最优控制问题的最优条件。所引入的数值方法被用于解决一些示例性问题。

英文摘要:

The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the lack of analytic methods to solve such fractional problems, numerical techniques are developed. Here, we mainly investigate the approximation of fractional operators by means of series of integer-order derivatives and generalized finite differences. We give upper bounds for the error of proposed approximations and study their efficiency. Direct and indirect methods in solving fractional variational problems are studied in detail. Furthermore, optimality conditions are discussed for different types of unconstrained and constrained variational problems and for fractional optimal control problems. The introduced numerical methods are employed to solve some illustrative examples.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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