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Computation of order conditions for symplectic partitioned Runge-Kutta schemes with application to optimal control
Authors:J Frédéric Bonnans  Julien Laurent-Varin
Institution:(1) Projet Sydoco, Inria-Rocquencourt, Domaine de Voluceau BP 105, 78153, Le Chesnay, France;(2) Long-Term Design & System Integration Department, ONERA, and Projet Sydoco, INRIA Rocquencourt, Domaine de Voluceau BP 105, 78153, Le Chesnay, France
Abstract:We derive order conditions for the discretization of (unconstrained) optimal control problems, when the scheme for the state equation is of Runge-Kutta type. This problem appears to be essentially the one of checking order conditions for symplectic partitioned Runge-Kutta schemes. We show that the computations using bi-coloured trees are naturally expressed in this case in terms of oriented free tree. This gives a way to compute them by an appropriate computer program. This study is supported by CNES and ONERA, in the framework of the CNES fellowship of the second author.
Keywords:49M25  34M99  65L06
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