An Explicit Single-step Method for Numerical Solution of Optimal Control Problems
Subject Areas : International Journal of Industrial Mathematicsموسی عبادی 1 , اسفند ملیح ملکی 2 , احمدرضا حقیقی 3 , علی عبادیان 4
1 - Department of Mathematics, University of Farhangian, Tehran, Iran.
2 - Department of Mathematics, Payam-e-Nour University, Tehran, Iran
3 - Department of Mathematical, Technical and Vocational University (TVU), Tehran, Iran.
4 - Department of Mathematics, Urmia ,University, Urmia, Iran.
Keywords: FBSM, Hybrid methods, stability analysis, OCP,
Abstract :
In this research we used forward-backward sweep method(FBSM) in order to solve optimal control problems. In this paper, one hybrid method based on ERK method of order 4 and 5 are proposed for the numerical approximation of the OCP. The convergence of the new method has been proved .This method indicate more accurate numerical results compared with those of ERK method of order 4 and 5 for solving OCP.
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