New class of hybrid explicit methods for numerical solution of optimal control problems

Iranian Journal of Numerical Analysis and Optimization

مقاله 3، دوره 11، شماره 2 - شماره پیاپی 20، آذر 2021، صفحه 283-304   

نوع مقاله: Research Article

شناسه دیجیتال (DOI): 10.22067/ijnao.2021.67961.1005

نویسندگان

M. Ebadi^{* 1}؛ I. Malih Maleki²؛ A. Ebadian³

¹Department of Mathematics, University of Farhangian, Tehran, Iran.

²Department of Mathematics, Payam-e-Nour University, Tehran, Iran.

³Department of Mathematics, Urmia university, Urmia, Iran.

چکیده

Forward-backward sweep method (FBSM) is an indirect numerical method used for solving optimal control problems, in which the differential equation arising from this method is solved by the Pontryagin’s maximum principle. In this paper, a set of hybrid methods based on explicit 6th-order RungeKutta method is presented for the FBSM solution of optimal control problems. Order of truncation error, stability region, and numerical results of the new hybrid methods were compared with those of the 6th-order Runge Kutta method. Numerical results show that new hybrid methods are more accurate than the 6th-order Runge–Kutta method and that their stability regions are also wider than that of the 6th-order Runge–Kutta method.

کلیدواژه‌ها

FBSM؛ OCP؛ Stability analysis؛ Hybrid methods

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