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Numerical solution of fractional ODEs and optimal control problems

2018/09/05 14:47  点击:[]

报告人Prof.Song Wang(Curtin University)

 

 : 2018年9月10日  上午9:00—10:00

 

 : 理科楼 LA106

 

 : In this talk we present a numerical algorithm for solving a class of optimal control problem with a dynamic system containing fractional differential equations. We first propose a robust 2nd-order numerical integrating scheme for a fractional system, based a set of judiciously chosen quadrature points, and present a convergence analysis for the method. We then apply a gradient-based search method, along with the numerical integration technique developed to the optimal control problem. Formulas for calculating the gradients with respect to the unknowns defining the approximate control variables are derived. Numerical results are presented to demonstrate that the developed method is able to produces accurate numerical approximations to optimal problems with multiple state and control variables. The results also show that the method is robust with respect to the fractional orders of derivatives.

 

报告人简介:Prof.Song Wang,Mathematics & Statistics,Curtin University,Australia.更多信息请查询https://staffportal.curtin.edu.au/staff/profile/view/Song.Wang

 

学院联系人: 穆春来

 

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