Abstract
The main idea of this work is to present a novel scheme based on Bernstein wavelets for finding numerical solution of two classes of fractional optimal control problems (FOCPs) and one class of fractional variational problems (FVPs). First, we present an approximation for fractional derivative using the Laplace transform. Then, the obtained integer-order problems are converted into equivalent variational problems. By using the Bernstein wavelets, activation functions and the Gauss–Legendre integration scheme, problems are transformed to algebraic systems of equations. Finally, these systems are solved employing Newton’s iterative scheme. Error bound for the best approximation is given. Also, we propose a scheme to determine the number of basis functions necessary to get a certain precision. In order to verify that the mentioned scheme is applicable and powerful for solving FOCPs and FVP, some numerical experiments have been provided.
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Acknowledgements
The second author is supported by the Alzahra university within project 99/1/159. Also, we express our sincere thanks to the anonymous referees for valuable suggestions that improved the paper.
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Rahimkhani, P., Ordokhani, Y. A Modified Numerical Method Based on Bernstein Wavelets for Numerical Assessment of Fractional Variational and Optimal Control Problems. Iran J Sci Technol Trans Electr Eng 46, 1041–1056 (2022). https://doi.org/10.1007/s40998-022-00522-4
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DOI: https://doi.org/10.1007/s40998-022-00522-4