A numerical scheme for the solution of a class of fractional variational and optimal control problems using the modified Jacobi polynomials

Abstract

The aim of this paper is to investigate, from the numerical point of view, the Jacobi polynomials to solve fractional variational problems (FVPs) and fractional optimal control problems (FOCPs). A direct numerical method for solving a general class of FVPs and FOCPs is presented. The fractional derivative in FVPs is in the Caputo sense and in FOCPs is in the Riemann–Liouville sense. The Rayleigh–Ritz method is introduced for the numerical solution of FVPs containing left or right Caputo fractional derivatives. Rayleigh–Ritz method is one of the well-known direct methods used for the solution of variational problems. In this technique, at first, we expand the unknown function in terms of the modified Jacobi polynomials and then we derive a compact form of fractional derivative of the unknown function in terms of the Jacobi polynomials. Examples indicate that the new technique has high accuracy and is very efficient to implement.