Application of Bernoulli Polynomials for Solving Variable-Order Fractional Optimal Control-Affine Problems (2010.02833v1)

Abstract: We propose two efficient numerical approaches for solving variable-order fractional optimal control-affine problems. The variable-order fractional derivative is considered in the Caputo sense, which together with the Riemann-Liouville integral operator is used in our new techniques. An accurate operational matrix of variable-order fractional integration for Bernoulli polynomials is introduced. Our methods proceed as follows. First, a specific approximation of the differentiation order of the state function is considered, in terms of Bernoulli polynomials. Such approximation, together with the initial conditions, help us to obtain some approximations for the other existing functions in the dynamical control-affine system. Using these approximations, and the Gauss-Legendre integration formula, the problem is reduced to a system of nonlinear algebraic equations. Some error bounds are then given for the approximate optimal state and control functions, which allow us to obtain an error bound for the approximate value of the performance index. We end by solving some test problems, which demonstrate the high accuracy of our results.