Optimal Control of Volterra Integro-Differential Systems Based On Legendre Wavelets and Collocation Method

In this paper, the numerical solution of optimal control problem (OCP) for systems governed by Volterra integro-differential
(VID) equation is considered. The method is developed by means
of the Legendre wavelet approximation and collocation method. The
properties of Legendre wavelet together with Gaussian integration
method are utilized to reduce the problem to the solution of nonlinear
programming one. Some numerical examples are given to confirm the
accuracy and ease of implementation of the method.





References:
[1] E. Tohidi and O. R. N. Samadi, Optimal control of nonlinear Volterra
integral equations via Legendre polynomials, IMA J. Math. Control Info,
vol. 30, no. 3, pp. 67-83, July 2012.
[2] T. S. Angell, On the optimal control of systems governed by nonlinear
Volterra equations, J. Optim. Theory Appl., vol. 19, no. 1, pp. 29-45,
1976.
[3] A. H. Borzabadi, A. Abbasi, and O. S. Fard, Approximate optimal control
for a class of nonlinear Volterra integral equation, J. Am. Sci., vol. 6,
no. 11, pp. 1017-1021, 2010.
[4] S. A. Belbas, A reduction method for optimal control of Volterra integral
equations, Appl. Math. Comput, vol. 197, no. 2, pp. 880-890, April 2008.
[5] G. N Elnegar Optimal control computation for integro-differential
aerodynamic equations, Math. Method Appl. Sci., vol. 21, no. 7,
pp. 653-664, May. 1998.
[6] S. A. Belbas, A new method for optimal control of Volterra integral
equations, Appl. Math. Comput., vol. 189, no. 2, pp. 1902-1915, 2007.
[7] S. A. Belbas, Iterative schemes for optimal control of Volterra integral
equations, Nonlinear Anal., vol. 37, no. 1, pp. 57-79, July 1999.
[8] K. Maleknejad and H. Almasieh, Optimal control of Volterra integral
equations via triangular functions, Math. Comput. Modeling, vol. 53,
no. 9/10, pp. 1902-1909, May 2011.
[9] K. Maleknejad, A. Ebrahimzadeh, The use of rationalized Haar wavelet
collocation method for solving optimal control of Volterra integral
equation, J. Vib. Control, In Press, Sep. 2013.
[10] M. R. Peygham, M. Hadizadeh, and A. Ebrahimzadeh, Some explicit
class of hybrid methods for optimal control of Volterra integral equations,
J. Inform. Comput. Sci., vol. 7, no. 4, pp. 253-266, Feb.2012.
[11] N. G. Medhin, Optimal processes governed by integral equations, J.
Math. Anal. Applic, vol. 120, no. 1, pp. 1-12, Nov. 1986.
[12] W. H. Schmidt, Volterra integral processes with state constraints, SAMS,
vol. 9, pp. 213-224, 1992.
[13] J. T. Betts, Survey of numerical methods for trajectory optimization, J.
Guid. Control Dynam., vol. 21, no. 2, pp. 193207, April. 1998.
[14] Y. U. A. Kochetkov and V. P Tomshin Optimal control of deterministic
systems described by integro-differential equations, Automat. Remote
Control, vol. 39, no. 1, pp. 1-6, 1978.
[15] J. H. Chou and I. R. Horng, Optimal control of deterministic systems
described by integro-differential equations via Chebyshev series, J. Dyn.
Sys. Meas., Control, vol. 100, no. 4, pp. 345-348, Dec. 1987.
[16] Q. Gong, I. M. Ross, W. Kang and F. Fahroo, Connections between the
covector mapping theorem and convergence of pseudospectral methods
for optimal control, Comput. Optim. Appl., vol. 41, no. 3, pp. 307-335,
Dec. 2008.
[17] D. G. Luenberger and Y. Ye, Linear and Nonlinear Programming 3rd
Edition New York: Springer, 2008.
[18] F. Keinert, Wavelets and Multiwavelets (Studies in Advanced
Mathematics), Chapman and Hall/CRC, New York, 2003.
[19] S. G. Venkatesh S. K. Ayyaswamy, and S. R. Balachandar, Convergence
analysis of Legendre wavelets method for solving Fredholm integral
equations, Appl. Math. Sci. vol. 6, no. 46, pp. 2289-2296, 2012.
[20] K. Maleknejad, M. TavassoliKajani, and Y. Mahmoudi, Numerical
solution of linear Fredholm and volterra integral equation of the second
kind by using Legendre wavelets, Kybernetes, vol. 32, no. 9/10,
pp. 1530-1539, 2003.
[21] K. Maleknejad and S. Sohrabi, Numerical solution of Fredholm integral
equations of the first kind by using Legendre wavelets, Appl. Math.
Comput, vol. 186, no. 1, pp. 836-843, Mar. 2007.
[22] S. A Yousefi, A. lotfi and M. Dehghan, The use of a Legendre
multiwavelet collocation method for solving the fractional optimal control
problems, J. VIB. CONTROL vol. 17, no. 13, pp. 20592065, Nov. 2011.
[23] M. Razzaghi and S. Yousefi, Legendre wavelets method for constrained
optimal control problems, Math. Method Appl. Sci., vol. 25, no. 7,
pp. 529-539, May 2002.
[24] M. U. Rehman and R. Ali Khan, The Legendre wavelet method for
solving fractional differential equations, Commun. Nonlinear Sci. Numer.
Simul,, vol. 16, no. 11, pp. 4163-4173, Nov. 2011.
[25] M. Razzaghi and S. Yousefi, Legendre wavelet direct method for
variational problems, Math. Comput. Simulat, vol. 53, no. 3, pp. 185-192,
Sep. 2000.
[26] F. Mohammadi and M. M Hosseini, A new Legendre wavelet operational
matrix of derivative and its applications in solving the singular ordinary
differential equation, J. Franklin I., vol. 348, no. 8, pp. 1787-1796,
Oct. 2011.
[27] A. Saadatmandia and M. Dehghan, A new operational matrix for solving
fractional-order differential equations, Comput. Math. Appl. vol. 59,
no. (3) pp. 13261336, Feb. 2010.
[28] Y. Li and W. Zhao, Haar wavelet operational matrix of fractional order
integration and its applications in solving the fractional order differential
equations, Appl. Math. Comput. vol. 216, no. 8, pp. 2276-2285,
June. 2010.
[29] S. A Yousefi, Legendre scaling function for solving generalized
emden-fowler equations, International journal of information and systems
sciences, vol. 3, no. 2, pp. 243-250, 2007.