Orthonormal piecewise Bernoulli functions: Application for optimal control problems generated using fractional integro-differential equations

In this study, the orthonormal piecewise Bernoulli functions are generated as a new kind of basis functions. An explicit matrix related to fractional integration of these functions is obtained. An efficient direct method is developed to solve a novel set of optimal control problems defined using a fractional integro-differential equation. The presented technique is based on the expressed basis functions and their fractional integral matrix together with the Gauss-Legendre integration method and the Lagrange multipliers algorithm. This approach converts the original problem into a mathematical programming one. Three examples are investigated numerically to verify the capability and reliability of the approach.

Automated summary

In this study, orthonormal piecewise Bernoulli functions are generated as new basis functions and an explicit matrix related to the fractional integration of these functions is obtained. A direct method is developed to solve a new set of optimal control problems defined using a fractional integro-differential equation.