Operational Matrix of New Shifted Wavelet Functions for Solving Optimal Control Problem

Abstract

This paper is devoted to proposing an approximate numerical algorithm based on the use of the state parameterization technique in order to find the solution to the optimal control problem (OCP). An explicit formula for new shifted wavelet (NSW) functions is constructed. A new formula that expresses the first-order derivative of the NSW in terms of their original NSW is established. The development of our suggested numerical algorithms begins with the extraction of a new operational matrix of derivative from this derivative formula. The expansion’s convergence study is performed in detail, and some illustrative examples of OCP are displayed. The proposed algorithm is compared with the exact one and some other methods in the literature. This confirms the accuracy and the high efficiency of the presented algorithm.