Robustness of operational matrices of differentiation for solving state-space analysis and optimal control problems. (English) Zbl 1272.49066

Summary: The idea of approximation by monomials together with the collocation technique over a uniform mesh for solving state-space analysis and Optimal Control Problems (OCPs) is proposed in this paper. After applying Pontryagin’s maximum principle to the main OCPs, the problems reduce to a linear or nonlinear boundary value problem. In the linear case we propose a monomial collocation matrix approach, while in the nonlinear case, the general collocation method is applied. We also show the efficiency of the operational matrices of differentiation with respect to the operational matrices of integration in our numerical examples. These matrices of integration are related to the Bessel, Walsh, Triangular, Laguerre, and Hermite functions.


49M30 Other numerical methods in calculus of variations (MSC2010)
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