Direct method for solution variational problems by using Hermite polynomials

Abstract

‎In this approach‎, ‎one‎ computational method is presented for numerical approximation of variational problems‎. ‎This method with variable ‎coeffici‎ents is based on Hermite polynomials‎. ‎The properties of Hermite polynomials with the operational matrices of derivative and integration are used to reduce optimal control problems to the solution of linear algebraic equations‎. ‎Illustrative examples are included to demonstrate the validity and applicability of the technique‎.