An important aspect of numerically approximating the solution of an infinite-horizon optimal control problem is the manner in which the horizon is treated. Generally, an infinite-horizon optimal control problem is approximated with a finite-horizon problem. In such cases, regardless of the finite duration of the approximation, the final time lies an infinite duration from the actual horizon at ...

Radial basis function-Pseudospectral method and Fourier Pseudospectral (FPS) method are extended for stiff nonlinear partial differential equations with a particular emphasis on the comparison of the two methods. Fourth-order Runge-Kutta scheme is applied for temporal discretization. The numerical results indicate that RBF-PS method can be more accurate than standard Fourier pseudospectral meth...

To efficiently implement implicit Runge-Kutta (IRK) methods for solving large scale stiff ordinary differential equation systems, this paper proposes a new numerical algorithm, which contains a new modified Newton iterative method for solving the nonlinear stage equations of IRK, and two new rules for controlling the updating of Jacobian matrices. A convergence analysis shows that the new modif...

A Fourier-matching pseudospectral modal method [PSMM(f)] is developed for analyzing lamellar diffraction gratings or grating stacks. A Chebyshev pseudospectral method is first used to accurately calculate the eigenmodes of the grating layers, and then the Fourier coefficients are matched at the interfaces between the layers. Compared with an existing pseudospectral modal method based on point m...

in the present paper, we develop a modified pseudospectral scheme for solving an optimal control problem which is governed by a switched dynamical system. many real-world processes such as chemical processes, automotive systems and manufacturing processes can be modeled as such systems. for this purpose, we replace the problem with an alternative optimal control problem in which the switching t...

In the paper, we derive a multi-symplectic Fourier pseudospectral method for Zhiber-Shabat equation. The Zhiber-Shabat equation, which describes many important physical phenomena, has been investigated widely in last several decades. The multi-symplectic geometry and multi-symplectic Fourier pseudospectral method for the Zhiber-Shabat equation is presented. The numerical experiments are given, ...