Abstract

In this note, we propose a symplectic algorithm for the stable manifolds of the Hamilton-Jacobi equations combined with an iterative procedure in [Sakamoto-van~der Schaft, IEEE Transactions on Automatic Control, 2008]. Our algorithm includes two key aspects. The first one is to prove a precise estimate for radius of convergence and the errors of local approximate stable manifolds. The second one is to extend the local approximate stable manifolds to larger ones by symplectic algorithms which have better long-time behaviors than general-purpose schemes. Our approach avoids the case of divergence of the iterative sequence of approximate stable manifolds, and reduces the computation cost. We illustrate the effectiveness of the algorithm by an optimal control problem with exponential nonlinearity.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.