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Numerical Solution of Two-Dimensional Variable-Order Fractional Optimal Control Problem by Generalized Polynomial Basis

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  • Fakhrodin Mohammadi

    (University of Hormozgan)

  • Hossein Hassani

    (Shahrekord University)

Abstract

This paper deals with an efficient numerical method for solving two-dimensional variable-order fractional optimal control problem. The dynamic constraint of two-dimensional variable-order fractional optimal control problem is given by the classical partial differential equations such as convection–diffusion, diffusion-wave and Burgers’ equations. The presented numerical approach is essentially based on a new class of basis functions with control parameters, called generalized polynomials, and the Lagrange multipliers method. First, generalized polynomials are introduced and an explicit formulation for their variable-order fractional operational matrix is obtained. Then, the state and control functions are expanded in terms of generalized polynomials with unknown coefficients and control parameters. By using the residual function and its 2-norm, the under consideration problem is transformed into an optimization one. Finally, the necessary conditions of optimality results in a system of algebraic equations with unknown coefficients and control parameters can be simply solved. Some illustrative examples are given to demonstrate accuracy and efficiency of the proposed method.

Suggested Citation

  • Fakhrodin Mohammadi & Hossein Hassani, 2019. "Numerical Solution of Two-Dimensional Variable-Order Fractional Optimal Control Problem by Generalized Polynomial Basis," Journal of Optimization Theory and Applications, Springer, vol. 180(2), pages 536-555, February.
    • Handle: RePEc:spr:joptap:v:180:y:2019:i:2:d:10.1007_s10957-018-1389-z
    DOI: 10.1007/s10957-018-1389-z
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    References listed on IDEAS

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    1. Yang, Xiao-Jun & Machado, J.A. Tenreiro, 2017. "A new fractional operator of variable order: Application in the description of anomalous diffusion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 481(C), pages 276-283.
    2. Samer S. Ezz-Eldien & Ramy M. Hafez & Ali H. Bhrawy & Dumitru Baleanu & Ahmed A. El-Kalaawy, 2017. "New Numerical Approach for Fractional Variational Problems Using Shifted Legendre Orthonormal Polynomials," Journal of Optimization Theory and Applications, Springer, vol. 174(1), pages 295-320, July.
    3. Heydari, M.H. & Hooshmandasl, M.R. & Maalek Ghaini, F.M. & Cattani, C., 2016. "Wavelets method for solving fractional optimal control problems," Applied Mathematics and Computation, Elsevier, vol. 286(C), pages 139-154.
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    Cited by:

    1. Hosseininia, M. & Heydari, M.H., 2019. "Legendre wavelets for the numerical solution of nonlinear variable-order time fractional 2D reaction-diffusion equation involving Mittag–Leffler non-singular kernel," Chaos, Solitons & Fractals, Elsevier, vol. 127(C), pages 400-407.
    2. Hossein Hassani & Zakieh Avazzadeh & Praveen Agarwal & Mohammad Javad Ebadi & Ali Bayati Eshkaftaki, 2024. "Generalized Bernoulli–Laguerre Polynomials: Applications in Coupled Nonlinear System of Variable-Order Fractional PDEs," Journal of Optimization Theory and Applications, Springer, vol. 200(1), pages 371-393, January.
    3. Heydari, M.H., 2020. "Chebyshev cardinal functions for a new class of nonlinear optimal control problems generated by Atangana–Baleanu–Caputo variable-order fractional derivative," Chaos, Solitons & Fractals, Elsevier, vol. 130(C).
    4. Pho, Kim-Hung & Heydari, M.H. & Tuan, Bui Anh & Mahmoudi, Mohammad Reza, 2020. "Numerical study of nonlinear 2D optimal control problems with multi-term variable-order fractional derivatives in the Atangana-Baleanu-Caputo sense," Chaos, Solitons & Fractals, Elsevier, vol. 134(C).

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