A Legendre Galerkin spectral method for optimal control problems

被引：6

作者：

Chen, Yanping ^{[1
]}

Xia, Nianshi ^{[2
]}

Yi, Nianyu ^{[3
]}

机构：

[1] S China Normal Univ, Sch Math Sci, Guangzhou 510631, Guangdong, Peoples R China

[2] Jimei Univ, Chengyi Coll, Fac Math, Xiamen 361021, Peoples R China

[3] Xiangtan Univ, Sch Math & Computat Sci, Hunan Key Lab Computat & Simulat Sci & Engn, Xiangtan 411105, Peoples R China

来源：

JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY | 2011年 / 24卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Legendre-Galerkin; optimal control; spectral method; MIXED FINITE-ELEMENT; SUPERCONVERGENCE; APPROXIMATION;

D O I：

10.1007/s11424-011-8016-5

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This paper considers the Legendre Galerkin spectral approximation for the unconstrained optimal control problems. The authors derive a posteriori error estimate for the spectral approximation scheme of optimal control problem. By choosing the appropriate basis functions, the stiff matrix of the discretization equations is sparse. And the authors use the Fast Legendre Transform to improve the efficiency of this method. Two numerical experiments demonstrating our theoretical results are presented.

引用

页码：663 / 671

页数：9

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