Optimal control computation for integro-differential aerodynamic equations

In order to maintain spectrally accurate solutions, the grids on which a non-linear physical problem is to be solved must also be obtained by spectrally accurate techniques. The purpose of this paper is to describe a pseudospectral computational method of solving integro-differential systems with quadratic performance index. The proposed method is based on the idea of relating grid points to the structure of orthogonal interpolating polynomials. The optimal control and the trajectory are approximated by the m th degree interpolating polynomial. This interpolating polynomial is spectrally constructed using Legendre–Gauss–Lobatto grid points as the collocation points, and Lagrange polynomials as trial functions. The integrals involved in the formulation of the problem are calculated by Gauss–Lobatto integration rule, thereby reducing the problem to a mathematical programming one to which existing well-developed algorithms may be applied. The method is easy to implement and yields very accurate results. An illustrative example is included to confirm the convergence of the pseudospectral Legendre method, and a comparison is made with an existing result in the literature. © 1998 B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

Quadrature discretization method in tethered satellite control

A pseudospectral method for solving the tethered satellite retrieval problem based on nonclassical orthogonal and weighted interpolating polynomials is presented. Traditional pseudospectral methods expand the state and control trajectories using global Lagrange interpolating polynomials based on a specific class of orthogonal polynomials from the Jacobi family, such as Legendre or Chebyshev polynomials, which are orthogonal with respect to a specific weight function over a fixed interval. Although these methods have many advantages, the location of the collocation points are more or less fixed. The method presented in this paper generalizes the existing methods and allows a much more flexible selection of grid points by the arbitrary selection of the orthogonal weight function and interval. The trajectory optimization problem is converted to set of algebraic equations by discretization of the necessary conditions using a nonclassical pseudospectral method.     

A hybrid approximation method for solving Hutchinson’s equation

The hybrid function approximation method for solving Hutchinson’s equation which is a nonlinear delay partial differential equation, is investigated. The properties of hybrid of block-pulse functions and Lagrange interpolating polynomials based on Legendre-Gauss-type points are presented and are utilized to replace the system of nonlinear delay differential equations resulting from the application of Legendre pseudospectral method, by a system of nonlinear algebraic equations. The validity and applicability of the proposed method are demonstrated through two illustrative examples on Hutchinson’s equation.     

Nonlinear Periodic Optimal Control: A Pseudospectral Fourier Approach

Abstract

A pseudospectral method for generating optimal trajectories of the class of periodic optimal control problems is proposed. The method consists of representing the solution of the periodic optimal control problem by an mth degree trigonometric interpolating polynomial, using Fourier nodes as grid points, and then discretizing the problem using the trapezoidal rule as the quadrature formula for smoothly differentiable periodic functions. The periodic optimal control problem is thereby transformed into an algebraic nonlinear programming problem. Due to its dynamic nature, the pseudospectral Fourier approach avoids many of the numerical difficulties typically encountered in solving standard periodic optimal control problems. An illustrative example is provided to demonstrate the applicability of the proposed method.     

Numerical approximations for the nonlinear time fractional reaction–diffusion equation

In this article, we propose an implicit pseudospectral scheme for nonlinear time fractional reaction–diffusion equations with Neumann boundary conditions, which is based upon Gauss–Lobatto–Legendre–Birkhoff pseudospectral method in space and finite difference method in time. A priori estimate of numerical solution is given firstly. Then the existence of numerical solution is proved by Brouwer fixed point theorem and the uniqueness is obtained. It is proved rigorously that the fully discrete scheme is unconditionally stable and convergent. Furthermore, we develop a modified scheme by adding correction terms for the problem with nonsmooth solutions. Numerical examples are given to verify the theoretical analysis.     

Pseudospectral Legendre-based optimal computation of nonlinear constrained variational problems

It is well known that, spectrally accurate solution can be maintained if the grids on which a nonlinear physical problem is to be solved must be obtained by spectrally accurate techniques. In this paper, the pseudospectral Legendre method for general nonlinear smooth and nonsmooth constrained problems of the calculus of variations is studied. The technique is based on spectral collocation methods in which the trajectory, x(t), is approximated by the Nth degree interpolating polynomial, using Legendre-Gauss-Lobatto points as the collocation points, and Lagrange polynomials as trial functions. The integral involved in the formulation of the problem is approximated based on Legendre-Gauss-Lobatto integration rule, thereby reducing the problem to a nonlinear programming one to which existing well-developed algorithms may be applied. The method is easy to implement and yields very accurate results. Illustrative examples are included to confirm the convergence of the pseudospectral Legendre method. Moreover, a numerical experiment (on a nonsmooth problem) indicates that by applying a smoothing filter procedure to the pseudospectral Legendre approximation, one can recover the nonsmooth solution within spectral accuracy.     

非光滑函数的分数阶插值公式

本文基于局部分数阶Taylor展开式构造非光滑函数的分数阶插值公式,证明了插值公式的存在和唯一性,给出了分数阶插值的Lagrange表示形式及其误差余项,讨论了一种混合型的分段分数阶插值和整数阶插值的收敛阶.数值算例验证了对于非光滑函数分数阶插值明显优于通常的多项式插值,并说明在实际计算中采用分段混合分数阶和整数阶插值可以使得插值误差在区间上分布均匀,能够极大地提高插值精度.     

A New Formulation of the Fractional Optimal Control Problems Involving Mittag–Leffler Nonsingular Kernel

The aim of this paper is to propose a new formulation of the fractional optimal control problems involving Mittag–Leffler nonsingular kernel. By using the Lagrange multiplier within the calculus of variations and by applying the fractional integration by parts, the necessary optimality conditions are derived in terms of a nonlinear two-point fractional boundary value problem. Based on the convolution formula and generalized discrete Grönwall’s inequality, the numerical scheme for solving this problem is developed and its convergence is proved. Numerical simulations and comparative results show that the suggested technique is efficient and provides satisfactory results.     

A new approach to interpolating scaling functions

We present a new method to construct interpolating refinable functions in higher dimensions. The approach is based on the solutions to specific Lagrange interpolation problems by polynomials and applies to a large class of scaling matrices. The resulting scaling functions automatically satisfy certain Strang-Fix conditions. Several examples are discussed.     

Solution of nonlinear weakly singular Volterra integral equations using the fractional‐order Legendre functions and pseudospectral method

In this article, our main goal is to render an idea to convert a nonlinear weakly singular Volterra integral equation to a non‐singular one by new fractional‐order Legendre functions. The fractional‐order Legendre functions are generated by change of variable on well‐known shifted Legendre polynomials. We consider a general form of singular Volterra integral equation of the second kind. Then the fractional Legendre–Gauss–Lobatto quadratures formula eliminates the singularity of the kernel of the integral equation. Finally, the Legendre pseudospectral method reduces the solution of this problem to the solution of a system of algebraic equations. This method also can be utilized on fractional differential equations as well. The comparison of results of the presented method and other numerical solutions shows the efficiency and accuracy of this method. Also, the obtained maximum error between the results and exact solutions shows that using the present method leads to accurate results and fast convergence for solving nonlinear weakly singular Volterra integral equations. Copyright © 2015 John Wiley & Sons, Ltd.     

Euler–Lagrange Equations for Lagrangians Containing Complex-order Fractional Derivatives

Two variational problems of finding the Euler–Lagrange equations corresponding to Lagrangians containing fractional derivatives of real- and complex-order are considered. The first one is the unconstrained variational problem, while the second one is the fractional optimal control problem. The expansion formula for fractional derivatives of complex-order is derived in order to approximate the fractional derivative appearing in the Lagrangian. As a consequence, a sequence of approximated Euler–Lagrange equations is obtained. It is shown that the sequence of approximated Euler–Lagrange equations converges to the original one in the weak sense as well as that the sequence of the minimal values of approximated action integrals tends to the minimal value of the original one.     

Necessary and sufficient conditions for a penalty method to be exact

This paper identifies necessary and sufficient conditions for a penalty method to yield an optimal solution or a Lagrange multiplier of a convex programming problem by means of a single unconstrained minimization. The conditions are given in terms of properties of the objective and constraint functions of the problem as well as the penalty function adopted. It is shown among other things that all linear programs with finite optimal value satisfy such conditions when the penalty function is quadratic.     

Farkas-type results for fractional programming problems

Considering a constrained fractional programming problem, within the present paper we present some necessary and sufficient conditions, which ensure that the optimal objective value of the considered problem is greater than or equal to a given real constant. The desired results are obtained using the Fenchel–Lagrange duality approach applied to an optimization problem with convex or difference of convex (DC) objective functions and finitely many convex constraints. These are obtained from the initial fractional programming problem using an idea due to Dinkelbach. We also show that our general results encompass as special cases some recently obtained Farkas-type results.     

Gauss‐Lobatto‐Legendre‐Birkhoff pseudospectral approximations for the multi‐term time fractional diffusion‐wave equation with Neumann boundaryconditions

A second‐order finite difference/pseudospectral scheme is proposed for numerical approximation of multi‐term time fractional diffusion‐wave equation with Neumann boundary conditions. The scheme is based upon the weighted and shifted Grünwald difference operators approximation of the time fractional calculus and Gauss‐Lobatto‐Legendre‐Birkhoff (GLLB) pseudospectral method for spatial discretization. The unconditionally stability and convergence of the scheme are rigorously proved. Numerical examples are carried out to verify theoretical results.     

Analysis of post buckling behavior of circular plates with non-concentric hole using the Rayleigh–Ritz method

This study is conducted to determine the post buckling behavior of circular homogenous plates with non-concentric hole subjected to uniform radial loading using Rayleigh–Ritz method. In order to implement the method, a computer program has been developed and several numerical examples for different boundary conditions are presented to illustrate the scope and efficacy of the procedure. The integration is carried out in natural coordinates through a proper transformation. Consequently, the displacement fields respect to natural coordinates are expressed using the Hierarchical, Hermitian and Fourier series shape functions for interpolating the out-of-plane displacement field and Fourier series and Hierarchical, Lagrange shape functions for interpolating the in-plane displacement field of plate. The Kirchhoff theory is used to formulate the problem in buckling condition. Due to the asymmetry in geometry, the in-plane solution is required to find the stress distribution. Finally, the problem is formulated in post buckling condition using Von-Karman non-linear theory, and a proper Hookean displacement field is presented to analyze the post buckling behavior.     

A New Construction of Boundary Interpolating Wavelets for Fourth Order Problems

In this article we introduce a new mixed Lagrange–Hermite interpolating wavelet family on the interval, to deal with two types (Dirichlet and Neumann) of boundary conditions. As this construction is a slight modification of the interpolating wavelets on the interval of Donoho, it leads to fast decomposition, error estimates and norm equivalences. This new basis is then used in adaptive wavelet collocation schemes for the solution of one dimensional fourth order problems. Numerical tests conducted on the 1D Euler–Bernoulli beam problem, show the efficiency of the method.     

Lagrange Multiplier Conditions Characterizing the Optimal Solution Sets of Cone-Constrained Convex Programs

Various characterizations of optimal solution sets of cone-constrained convex optimization problems are given. The results are expressed in terms of subgradients and Lagrange multipliers. We establish first that the Lagrangian function of a convex program is constant on the optimal solution set. This elementary property is then used to derive various simple Lagrange multiplier-based characterizations of the solution set. For a finite-dimensional convex program with inequality constraints, the characterizations illustrate that the active constraints with positive Lagrange multipliers at an optimal solution remain active at all optimal solutions of the program. The results are applied to derive corresponding Lagrange multiplier characterizations of the solution sets of semidefinite programs and fractional programs. Specific examples are given to illustrate the nature of the results.     

Simultaneous Lagrange interpolating approximation need not always be convergent

Recently, several publications have been devoted to investigation of simultaneous Lagrange interpolating approximation. In this paper we carefully construct a counterexample with a system of nodes showing that the simultaneous Lagrange interpolating approximation need not always be convergent. It is especially interesting to note that the system of nodes behaving “badly” in this case is exactly the “near optimal choice” in the ordinary Lagrange interpolating case, the zeros of the Chebyshev polynomials.     

On the Existence and Continuous Dependence on Parameter of Solutions to Some Fractional Dirichlet Problem with Application to Lagrange Optimal Control Problem

In the paper, a Lagrange optimal control problem governed by a fractional Dirichlet problem with the Riemann–Liouville derivative is considered. To begin with, based on some variational method, the existence and continuous dependence of solution to the aforementioned Dirichlet problem is investigated. Then, continuous dependence is applied to show the existence of optimal solution to the Lagrange problem. An important point is that the solution to Dirichlet problem does need to be unique; therefore, the above dependence should be understood as a continuity of some multifunction—the concept of the Kuratowski–Painlevé limit of the sequence of sets is used to formulate this property.