A LEGENDRE GALERKIN SPECTRAL METHOD FOR OPTIMAL CONTROL PROBLEMS  

作　　者：Yanping CHEN Nianshi XIA Nianyu YI 

机构地区：[1]School of Mathematical Sciences, South China Normal University, Guangzhou 510631, China. [2]The Faculty of Mathematics, Chengyi College, Jimei University, Xiamen 361021, China. [3]Hunan Key Laboratory for Computation and Simulation in Science and Engineering School of Mathematicsand Computational Science, Xiangtan University, Xiangtan 411105, China.

出　　处：《Journal of Systems Science & Complexity》2011年第4期663-671,共9页系统科学与复杂性学报（英文版）

基　　金：supported by the Foundation for Talent Introduction of Guangdong Provincial University,Guangdong Province Universities and Colleges Pearl River Scholar Funded Scheme(2008);the National Natural Science Foundation of China under Grant No.10971074

摘　　要：This paper considers the Legendre Galerkin spectral approximation for the unconstralnea 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.

关 键 词：Legendre-Galerkin optimal control spectral method. 

分 类 号：O232[理学—运筹学与控制论] TM15[理学—数学]