Abstract
This paper introduces the control of systems governed by unknown equations and studies some systems of these equations. The exact controllability of parabolic equations with distributed controls is checked and shooting methods are used for solving the optimality system of equations. Finally, numerical experiments verify the effectiveness of the proposed method for solving a class of optimal control problems by parabolic equations.
Similar content being viewed by others
Data Availability
This paper has no associated data.
References
Bellman, R.E., Deryfus, S.E.: Applied Dynamic Programming. Princeton University Press, Princeton (1971)
Binder, T., Blank, L., Bock, H., Bulirsch, R., Dahmen, W., Diehl, M., Kronseder, T., Marquardt, W., Schlöder, J., van Stryk, O.: Introduction to model based optimization of chemical processes on moving horizons. In: Grötschel, M., Krumke, S.O. (eds.) Online Optimization of Large Scale Systems, pp. 295–339. Springer, Berlin (2001)
Alt, W.: On the approximation of infinite optimization problems with an application to optimal control problems. Appl. Math. Optim. 12, 15–27 (1984)
Dontchev, A.L.: An a priori estimate for discrete approximations in nonlinear optimal control. Siam J. Control Optim. 34(4), 1315–1328 (1996)
Malanowski, K., Büskens, C., Maurer, H.: Convergence of approximations to nonlinear optimal control problems. In: Fiacco, A. V. (ed.) Mathematical Programming with Data Perturbations of Lecture Notes to Pure and Applied Mathematics, pp. 253–284. Marcel Dekker, New York (1998)
Pytlak, R.: Numerical Methods for Optimal Control Problems with State Constraints. Springer, Berlin (1999)
Hager, W.: Runge-Kutta methods in optimal control and the transformed adjoint system. Numer. Math. 87, 247–282 (2000)
Dontchev, A.L., Hager, W.: The Euler approximation in state constrained optimal control. Math. Comput. 70(233), 173–203 (2001)
Goodman, T.R., Lance, G.N.: The numerical integration of two-point boundary value problems, mathematical tables and other. Aids 10, 82–86 (1956)
Morrison, D.D., Riley, J.D., Zancanaro, J.F.: Multiple shooting method for two-point boundary value problems. Commun. ACM, Assoc. Comput. Mach. 5(12), 613–614 (1962)
Mehrpouya, M.A., Oshagh, K.E.: An efficient numerical solution for time switching optimal control problems. Comput. Method. Differ. Equ. 9(1), 225–243 (2021)
Mehrpouya, M.A., Peng, H.: A robust pseudospectral method for numerical solution of nonlinear optimal control problems. Int. J. Comput. Math. 98(6), 1146–1165 (2021)
Keller, H.B.: Numerical Methods for Two-point Boundary-Value Problems. Dover Publications, London (1993)
Jafari, H., Ghasempour, S., Baleanu, D.: On comparison between iterative methods for solving nonlinear optimal control problems. J. Vib. Control 22(9), 2281–2287 (2016)
Boscain, U., Sigalotti, M., Sugny, D.: Introduction to the Pontryagin maximum principle for quantum optimal control. PRX Quantum 2, 030203 (2021). https://doi.org/10.1103/PRXQuantum.2.030203
Liberzon, D.: Calculus of Variations and Optimal Control Theory. Princeton University Press, Princeton (2021)
Pesch, H.J., Plail, M.: The maximum principle of optimal control: a history of ingenious ideas and missed opportunities. Control Cyber. 38(4), 973–995 (2009)
Peng, H.J., Gao, Q., Wu, Z.G., Zhong, W.X.: Symplectic approaches for solving two-point boundary-value problems. J. Guidance, Control Dyn. 35(2), 653–658 (2012)
Conway, B.A.: A survey of methods available for the numerical optimization of continuous dynamic systems. J. Optim. Theory Appl. 152, 271–306 (2012)
Ejlali, N., Hosseini, S.M., Yousefi, S.A.: B-spline spectral method for constrained fractional optimal control problems. Math. Method. Appl. Sci. 41(14), 5466–5480 (2018)
Sabermahani, S., Ordokhani, Y., Yousefi, S.A.: Fractional-order Lagrange polynomials: an application for solving delay fractional optimal control problems. Trans. Inst. Measurement Control 41(11), 2997–3009 (2019)
Dehghan, M., Hamedi, E.A., Arab, H.K.: A numerical scheme for the solution of a class of fractional variational and optimal control problems using the modified Jacobi polynomials. J. Vib. Control 22(6), 1547–1559 (2016)
Garg, D., Patterson, M., Hager, W.W., Rao, A.V., Benson, D.A., Huntington, G.T.: A unified framework for the numerical solution of optimal control problems using pseudospectral methods. Autom. 46(11), 1843–1851 (2010)
Lin, Q., Loxton, R., Teo, K.L.: The control parameterization method for nonlinear optimal control: a survey. J. Ind. Manage. Optim. 10(1), 275–309 (2014)
Zhang, S., Huang, J. T.: The direct shooting method is a complete method, arXiv:2103.14791, (2021)
Ascher, U.M., Mattheij, R.M., Russell, R.D.: Numerical Solution of Boundary-Value Problems in Ordinary Differential Equations. SIAM Press, Philadelphia (1996)
Lions, J.L.: Optimal Control of Systems Governed by Partial Differential Equations. Springer-Verlag, Berlin Heidelberg, New York (1971)
Acknowledgements
The authors would like to thank the anonymous referees for helpful comments and suggestions.
Funding
This research paper received no specific grant from any funding.
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflict of interest
The authors declare that they have no conflict of interest.
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
Springer Nature or its licensor holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Sayevand, K., Zarvan, Z. & Nikan, O. On Approximate Solution of Optimal Control Problems by Parabolic Equations. Int. J. Appl. Comput. Math 8, 248 (2022). https://doi.org/10.1007/s40819-022-01454-7
Accepted:
Published:
DOI: https://doi.org/10.1007/s40819-022-01454-7