Fourier–Gegenbauer pseudospectral method for solving periodic fractional optimal control problems

Abstract

This paper introduces a new, highly accurate model for periodic fractional optimal control problems (PFOCPs) based on Riemann–Liouville and Caputo fractional derivatives (FDs) with sliding fixed memory lengths. This new model enables periodic solutions in fractional-order control models by preserving the periodicity of the fractional derivatives. Additionally, we develop a novel numerical solution method based on Fourier and Gegenbauer pseudospectral approaches. Our method simplifies PFOCPs into constrained nonlinear programming problems (NLPs), readily solvable by standard NLP solvers. Some key innovations of this study include: (i) The derivation of a simplified FD calculation formula to transform periodic FD calculations into evaluations of trigonometric Lagrange interpolating polynomial integrals, efficiently computed using Gegenbauer quadratures. (ii) The introduction of the αth-order fractional integration matrix based on Fourier and Gegenbauer pseudospectral approximations, which proves to be highly effective for computing periodic FDs. A priori error analysis is provided to predict the accuracy of the Fourier–Gegenbauer-based FD approximations. Benchmark PFOCP results validate the performance of the proposed pseudospectral method.