A Convergent Legendre Spectral Collocation Method for the Variable-Order Fractional-Functional Optimal Control Problems

Abstract

In this paper, a numerical method is applied to approximate the solution of variable-order fractional-functional optimal control problems. The variable-order fractional derivative is described in the type III Caputo sense. The technique of approximating the optimal solution of the problem using Lagrange interpolating polynomials is employed by utilizing the shifted Legendre–Gauss–Lobatto collocation points. To obtain the coefficients of these interpolating polynomials, the problem is transformed into a nonlinear programming problem. The proposed method offers a significant advantage in that it does not require the approximation of singular integral. In addition, the matrix differentiation is calculated accurately and efficiently, overcoming the difficulties posed by variable-order fractional derivatives. The convergence of the proposed method is investigated, and to validate the effectiveness of our proposed method, some examples are presented. We achieved an excellent agreement between numerical and exact solutions for different variable orders, indicating our method’s good performance.