A discrete polynomials approach for optimal control of fractional Volterra integro-differential equations

Abstract

This study develops an efficient numerical method for optimal control problems governed by fractional Volterra integro-differential equations. A new type of polynomials orthogonal with respect to a discrete norm, namely discrete Hahn polynomials, is introduced and its properties investigated. Fractional operational matrices for the orthogonal polynomials are also derived. A direct numerical algorithm supported by the discrete Hahn polynomials and operational matrices is used to approximate solution of optimal control problems governed by fractional Volterra integro-differential equations. Several examples are analyzed and the results compared with those of other methods. The required CPU time assesses the computational cost and complexity of the proposed method.