Accurate modeling of many dynamic systems leads to a set of Fractional Differential Equations (FDEs). This paper presents a general formulation and a solution scheme for a class of Fractional Optimal Control Problems (FOCPs) for those systems. The fractional derivative is described in the Riemann-Liouville sense. The performance index of a FOCP is considered as a function of both the state and the control variables, and the dynamic constraints are expressed by a set of FDEs. The Calculus of Variations, the Lagrange multiplier, and the formula for fractional integration by parts are used to obtain Euler-Lagrange equations for the FOCP. The formulation presented and the resulting equations are very similar to those that appear in the classical optimal control theory. Thus, the present formulation essentially extends the classical control theory to fractional dynamic system. The formulation is used to derive the control equations for a quadratic linear fractional control problem. An approach similar to a variational virtual work coupled with the Lagrange multiplier technique is presented to find the approximate numerical solution of the resulting equations. Numerical solutions for two fractional systems, a time-invariant and a time-varying, are presented to demonstrate the feasibility of the method. It is shown that (1) the solutions converge as the number of approximating terms increase, and (2) the solutions approach to classical solutions as the order of the fractional derivatives approach to 1. The formulation presented is simple and can be extended to other FOCPs. It is hoped that the simplicity of this formulation will initiate a new interest in the area of optimal control of fractional systems.
This paper presents a numerical scheme for dynamic analysis of mechanical systems subjected to damping forces that are proportional to fractional derivatives of displacements. These equations appear in the modeling of frequency dependent viscoelastic damping of materials. In the scheme presented, the fractional differential equation governing the dynamics of a system is transformed into a set of differential equations with no fractional derivative terms. Using Laguerre integral formula, this set is converted to a set of first order ordinary differential equations, which are integrated using a numerical scheme to obtain the response of the system. In contrast to other numerical techniques, this method does not require one to store the past history of the response. Numerical studies show that the solution converges as the number of Laguerre node points increase. Further, results obtained using this scheme agree well with those obtained using analytical techniques.
This paper presents extensions of traditional calculus of variations for systems containing Riesz fractional derivatives (RFDs). Specifically, we present generalized Euler–Lagrange equations and the transversality conditions for fractional variational problems (FVPs) defined in terms of RFDs. We consider two problems, a simple FVP and an FVP of Lagrange. Results of the first problem are extended to problems containing multiple fractional derivatives, functions and parameters, and to unspecified boundary conditions. For the second problem, we present Lagrange-type multiplier rules. For both problems, we develop the Euler–Lagrange-type necessary conditions which must be satisfied for the given functional to be extremum. Problems are considered to demonstrate applications of the formulations. Explicitly, we introduce fractional momenta, fractional Hamiltonian, fractional Hamilton equations of motion, fractional field theory and fractional optimal control. The formulations presented and the resulting equations are similar to the formulations for FVPs given in Agrawal (2002 J. Math. Anal. Appl. 272 368, 2006 J. Phys. A: Math. Gen. 39 10375) and to those that appear in the field of classical calculus of variations. These formulations are simple and can be extended to other problems in the field of fractional calculus of variations.
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