Solving optimal control problem using Hermite wavelet

Akram Kheirabadi; Asadollah Mahmoudzadeh Vaziri; Sohrab Effati

doi:10.3934/naco.2019008

Article Contents

2019, Volume 9, Issue 1: 101-112. Doi: 10.3934/naco.2019008

This issue Previous Article Semi-local convergence of the Newton-HSS method under the center Lipschitz condition Next Article

Solving optimal control problem using Hermite wavelet

1.
Department of Mathematics, Faculty of Mathematical Science and Statistics, University of Birjand, Birjand, Iran
2.
Department of Applied Mathematics, Faculty of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran

^* Corresponding author: Akram Kheirabadi
^* Corresponding author: Akram Kheirabadi

Received: May 2018

Revised: July 2018

Published: March 2019

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Abstract

In this paper, we derive the operational matrices of integration, derivative and production of Hermite wavelets and use a direct numerical method based on Hermite wavelet, for solving optimal control problems. The properties of Hermite polynomials are used for finding these matrices. First, we approximate the state and control variables by Hermite wavelets basis; then, the operational matrices is used to transfer the given problem into a linear system of algebraic equations. In fact, operational matrices of Hermite wavelet are employed to achieve a linear algebraic equation, in place of the dynamical system in terms of the unknown coefficients. The solution of this system gives us the solution of the original problem. Numerical examples with time varying and time invariant coefficient are given to demonstrate the applicability of these matrices.

Keywords:

Mathematics Subject Classification: Primary: 34H05, 37N35, 93C15; Secondary: 49N05.

Citation:

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Figure 1. Approximate (linestyle is -) and exact (linestyle is :) solution for x(t)

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Figure 2. Approximate (linestyle is -) and exact (linestyle :) solution for u(t)

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Figure 3. Approximate (linestyle -) and exact (linestyle :) solution for x(t)

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Figure 4. Approximate (linestyle -) and exact (linestyle :) solution for u(t)

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Table 1. Comparison of the optimal values of J (Example 4.1)

Exact value of J	Kafash et al. [17]	Saberi Nik et al. [24]	Approximated solution via HW
0.1929092981	0.192914197	0.193415452	0.1929092981

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Table 2. The exact and approximated values of x(t) and u(t) for Example 4.1

	x(t)		u(t)
Time	Approximated solution via HW	Exact solution	Approximated solution via HW	Exact solution
0.0	1.0000	1.0000	-0.3859	-0.3858
0.2	0.7594	0.7594	-0.2769	-0.2769
0.4	0.5799	0.5799	-0.1902	-0.1902
0.6	0.4472	0.4472	-0.1189	-0.1189
0.8	0.3505	0.3505	-0.0571	-0.0571
1	0.2820	0.2820	0.0000	0.0000

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Table 3. Comparison of the optimal values of J (Example 4.2)

Exact solution [19]	Hashemi Mehne and Hashemi Borzabadi[12]	Approximated solution via HW
6.1586	6.1748	6.1495

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Table 4. The exact and approximated values of x(t) and u(t) for Example 4.2

	x(t)		u(t)
Time	Approximated solution via HW	Exact solution	Approximated solution via HW	Exact solution
0.0	0.0000	0.0000	1.1028	1.1029
0.2	0.2264	0.2265	1.4185	1.4188
0.4	0.4896	04897	1.9646	1.9648
0.6	0.8321	0.8324	2.8293	2.8293
0.8	1.3097	1.3100	4.1515	4.1526
1	2.0000	2.0000	6.1300	6.1493

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Table 5. Comparison between different methods for optimal value of J (Example 4.3)

Exact value	Hsieh [13]	Jaddu [16]	Majdalawi [18]	Our proposed method
0.06936094	0.0702	0.0693689	0.0693668896	0.0693688962

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Table 6. The approximate and exact values of J (Example 4.4)

Exact value	Approximated value via HW	Error
0.16666666666	0.1666666666	0.4×10⁻¹⁴

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Table 7. Comparison between different methods for optimal value of J (Example 4.5)

Elnagar [7]	Jaddu [16]	Abu Haya [1]	Rafiei [20]	Our method via HW
0.48427022	0.4842676003	0.4842678105	0.4842677529	0.4842676962

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