Computation of order conditions for symplectic partitioned Runge-Kutta schemes with application to optimal control

We derive order conditions for the discretization of (unconstrained) optimal control problems, when the scheme for the state equation is of Runge-Kutta type. This problem appears to be essentially the one of checking order conditions for symplectic partitioned Runge-Kutta schemes. We show that the c...

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Veröffentlicht in:Numerische Mathematik 2006-03, Vol.103 (1), p.1-10
Hauptverfasser: Bonnans, J. Frédéric, Laurent-Varin, Julien
Format: Artikel
Sprache:eng
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Zusammenfassung:We derive order conditions for the discretization of (unconstrained) optimal control problems, when the scheme for the state equation is of Runge-Kutta type. This problem appears to be essentially the one of checking order conditions for symplectic partitioned Runge-Kutta schemes. We show that the computations using bi-coloured trees are naturally expressed in this case in terms of oriented free tree. This gives a way to compute them by an appropriate computer program.
ISSN:0029-599X
0945-3245
DOI:10.1007/s00211-005-0661-y