Legendre spectral-collocation approximation for an optimal control problem governed by generalized Caputo integro-differential equations
This work investigates a class of optimal control problems governed by generalized Caputo fractional integro-differential equations. The numerical solution is based on a Legendre spectral-collocation method combined with the Gauss-Legendre quadrature rule. To reduce the problem to a finite-dimensional optimization problem, the Rayleigh-Ritz method is applied, and the resulting nonlinear system is solved using Newton’s iterative procedure. We derive an approximation to the generalized Caputo fractional derivative. Additionally, we present an error bound for this approximation and for the proposed method. The accuracy and efficiency of the developed method are verified by numerical experiments.
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