Fractional optimal control problems on a star graph: Optimality system and numerical solution

• Published in: Mathematical control and related fields Vol. 11; no. 1; pp. 189 - 209
• Main Authors: Mehandiratta, Vaibhav, Mehra, Mani, Leugering, Günter
• Format: Journal Article
• Language: English
• Published: 01.03.2021
• Subjects: Right Riemann-Liouville derivative; Optimality system; Fractional optimal control problem; Grünwald-Letnikov formula; Caputo fractional derivative; L2 $ scheme
• ISSN: 2156-8499; 2156-8472
• DOI: 10.3934/mcrf.2020033

In this paper, we study optimal control problems for nonlinear fractional order boundary value problems on a star graph, where the fractional derivative is described in the Caputo sense. The adjoint state and the optimality system are derived for fractional optimal control problem (FOCP) by using the Lagrange multiplier method. Then, the existence and uniqueness of solution of the adjoint equation is proved by means of the Banach contraction principle. We also present a numerical method to find the approximate solution of the resulting optimality system. In the proposed method, the \begin{document}$ L2 $\end{document} scheme and the Grünwald-Letnikov formula is used for the approximation of the Caputo fractional derivative and the right Riemann-Liouville fractional derivative, respectively, which converts the optimality system into a system of linear algebraic equations. Two examples are provided to demonstrate the feasibility of the numerical method.