Solution for a classical problem in the calculus of variations via rationalized Haar functions
Kybernetika, Tome 37 (2001) no. 5, pp. 575-583
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

A numerical technique for solving the classical brachistochrone problem in the calculus of variations is presented. The brachistochrone problem is first formulated as a nonlinear optimal control problem. Application of this method results in the transformation of differential and integral expressions into some algebraic equations to which Newton-type methods can be applied. The method is general, and yields accurate results.
A numerical technique for solving the classical brachistochrone problem in the calculus of variations is presented. The brachistochrone problem is first formulated as a nonlinear optimal control problem. Application of this method results in the transformation of differential and integral expressions into some algebraic equations to which Newton-type methods can be applied. The method is general, and yields accurate results.
Classification : 49J15, 49K15, 49M30, 65K10, 70Q05
Keywords: variational problem; brachistochrone problem; nonlinear optimal control problem
@article{KYB_2001_37_5_a3,
     author = {Razzaghi, Mohsen and Ordokhani, Yadollah},
     title = {Solution for a classical problem in the calculus of variations via rationalized {Haar} functions},
     journal = {Kybernetika},
     pages = {575--583},
     year = {2001},
     volume = {37},
     number = {5},
     mrnumber = {1877075},
     zbl = {1265.49023},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2001_37_5_a3/}
}
TY  - JOUR
AU  - Razzaghi, Mohsen
AU  - Ordokhani, Yadollah
TI  - Solution for a classical problem in the calculus of variations via rationalized Haar functions
JO  - Kybernetika
PY  - 2001
SP  - 575
EP  - 583
VL  - 37
IS  - 5
UR  - http://geodesic.mathdoc.fr/item/KYB_2001_37_5_a3/
LA  - en
ID  - KYB_2001_37_5_a3
ER  - 
%0 Journal Article
%A Razzaghi, Mohsen
%A Ordokhani, Yadollah
%T Solution for a classical problem in the calculus of variations via rationalized Haar functions
%J Kybernetika
%D 2001
%P 575-583
%V 37
%N 5
%U http://geodesic.mathdoc.fr/item/KYB_2001_37_5_a3/
%G en
%F KYB_2001_37_5_a3
Razzaghi, Mohsen; Ordokhani, Yadollah. Solution for a classical problem in the calculus of variations via rationalized Haar functions. Kybernetika, Tome 37 (2001) no. 5, pp. 575-583. http://geodesic.mathdoc.fr/item/KYB_2001_37_5_a3/

[1] Balakrishnan A. V., Neustadt L. W.: Computing Methods in Optimization Problems. Academic Press, New York 1964 | MR | Zbl

[2] Beauchamp K. G.: Walsh Functions and their Applications. Academic Press, New York 1985, pp. 72–86 | MR

[3] Bellman R.: Dynamic Programming. Princeton University Press, N.J. 1957 | MR | Zbl

[4] Bryson A. E., Ho Y. C.: Applied Optimal Control. Blaisdell Waltham 1969

[5] Chang R. Y., Wang M. L.: Shifted Legendre direct method for variational problems series. J. Optim. Theory Appl. 39 (1983), 299–307 | DOI | MR

[6] Chen C. F., Hsiao C. H.: A Walsh series direct method for solving variational problems. J. Franklin Inst. 300 (1975), 265–280 | DOI | MR | Zbl

[7] Dyer P., McReynolds S. R.: The Computation and Theory of Optimal Control. Academic Press, New York 1970 | MR | Zbl

[8] Horng I. R., Chou J. H.: Shifted Chebyshev direct method for solving variational problems. Internat. J. Systems Sci. 16 (1985), 855–861 | DOI | MR | Zbl

[9] Hwang C., Shih Y. P.: Laguerre series direct method for variational problems. J. Optim. Theory Appl. (1983), 143–149 | DOI | MR | Zbl

[10] Hwang C., Shih Y. P.: Optimal control of delay systems via block pulse functions. J. Optim. Theory Appl. 45 (1985), 101–112 | DOI | MR | Zbl

[11] Lynch R. T., Reis J. J.: Haar transform image coding. In: Proc. National Telecommun. Conference, Dallas 1976, pp. 44.3–1–44.3

[12] Ohkita M., Kobayashi Y.: An application of rationalized Haar functions to solution of linear differential equations. IEEE Trans. Circuit and Systems 9 (1986), 853–862 | DOI | Zbl

[13] Ohkita M., Kobayashi Y.: An application of rationalized Haar functions to solution of linear partial differential equations. Math. Comput. Simulation 30 (1988), 419–428 | DOI | MR | Zbl

[14] Phillips G. M., Taylor P. J.: Theory and Applications of Numerical Analysis. Academic Press, New York 1973 | MR | Zbl

[15] Razzaghi M., Nazarzadeh J.: Walsh functions. Wiley Encyclopedia of Electrical and Electronics Engineering 23 (1999), 429–440

[16] Razzaghi M., Ordokhani Y.: An application of rationalized Haar functions for variational problems. Appl. Math. Math. Comput. To appear | MR | Zbl

[17] Razzaghi M., Razzaghi, M., Arabshahi A.: Solution of convolution integral and fredholm integral equations via double Fourier series. Appl. Math. Math. Comput. 40 (1990), 215–224 | DOI | MR

[18] Reis J. J., Lynch R. T., Butman J.: Adaptive Haar transform video bandwidth reduction system for RPV’s. In: Proc. Ann. Meeting Soc. Photo Optic Inst. Eng. (SPIE), San Diego 1976, pp. 24–35

[19] Tikhomirov V. M.: Stories about maxima and minima. Amer. Math. Soc. (1990), 265–280 | MR | Zbl