This work is devoted to numerical solution to solve fractional optimal control problems (FOCPs). The fractional-order Boubaker wavelets (FOBWs) are introduced. By applying hypergeometric functions, an exact formula for Riemann–Liouville fractional integral operator for FOBW is obtained. By using this formula, the FOCP is reduced into a corresponding optimization problem which can be solved by applying the Lagrange multiplier method. Also, the convergence for the present method is provided. Seven numerical examples are included to demonstrate the applicability of the proposed technique. In Example 6, it will be shown that we can achieve the exact solutions which were not obtained previously in the literature. In addition, in Example 7, a practical example in a cancer model is provided.
These days several problems in engineering and science are modeled in fractional calculus. Fractional calculus plays a critical role in many areas, such as viscoelasticy, the area of signal processing, and electrochemistry (Baleanu et al., 2016; Cattani et al., 2017). Therefore, finding the solution of fractional calculus problems has received considerable interest of many researchers.
In this paper, Boubaker wavelets are used to find the solution of FOCPs. Boubaker polynomials were presented in 2007. These functions were used for solving the Boltzmann diffusion equation Boubaker (2007, 2011). Love’s equation was solved by Kumar via the Boubaker polynomials in Kumar (2010). These polynomials were applied in Rabiei et al. (2017) for solving FOCPs. These polynomials were used in Rabiei and Ordokhani (2019) for delay system.
In this formula, Iβ is the Riemann–Liouville fractional integral operator (RLFIO) of order β, and Pβ is the operational matrix of the wavelet Ψ (t). For the mentioned wavelets, Pβ was calculated approximately. In 2016, the authors in Mashayekhi and Razzaghi (2016) calculated IβΨ (t) exactly for the first time by using the hybrid of block-pulse functions and Bernoulli polynomials. This exact formula was later obtained by using Taylor wavelets Toan et al. (2019); Vichitkunakorn et al. (2020). For the problems for which the exact solutions contain fractional-order power terms, fractional-order Legendre, generalized Laguerre functions, and Bernoulli wavelets were introduced in Kazem et al. (2013); Bhrawy et al. (2014); Rahimkhani et al. (2016) to obtain a more accurate solution. However, none of these functions and wavelets obtained RLFIO exactly.
In this paper, fractional-order Boubaker wavelets are used to solve FOCPs. Boubaker polynomials are applied for constructing the Boubaker wavelets. Next, we include the advantages of Boubaker polynomials. Shifted Legendre polynomials have the most satisfactory numerical findings among orthogonal functions Razzaghi and Elnagar (1994). In comparison with the shifted Legendre polynomials, Boubaker polynomials have fewer terms. For example, the Boubaker polynomial of degree 6 has 4 terms, while the shifted Legendre polynomial of degree 6 has 7 terms, and this difference will be greater by increasing the degrees of these polynomials. Hence, for function approximation, less CPU time is consumed by applying Boubaker polynomials. Moreover, the operational matrices of Boubaker polynomials are more sparse than that of the shifted Legendre polynomials which decreases computational cost. In this paper, an exact formula in terms of the hypergeometric functions is constructed for the RLFIO of fractional-order Boubaker wavelets. It is noted that the hypergeometric functions used in this paper can be calculated effectively by Mathematica. We obtain very accurate numerical solutions using the exact formula which will be shown in several examples. We will show in Examples 1–5 that our method has more accurate results than existing methods. Also in Example 6, it can be seen that when the exact solutions are of the form of fractional power terms, then the exact solutions can be obtained. These exact solutions were not obtained in the literature before. In addition, in Example 7, a practical example in cancer model is provided. In Section 2, we recall some preliminaries from fractional calculus as well as some properties of hypergeometric functions. In Section 3, the fractional-order Boubaker wavelets are constructed. In Section 4, the exact values of the RLFIO of fractional-order Boubaker wavelets in terms of hypergeometric functions are obtained. In Section 5, our numerical method for solving FOCPs by using fractional-order Boubaker wavelets is provided. The convergence of the method is included in Section 6. Finally, in Section 7, several examples are given to show the accuracy and the applicability of the proposed method.
2. Preliminaries and notations
For μ > − 1, the RLFIO of a function f and order ν ≥ 0 isPodlubny (1999)
This operator has the following properties
1. Iν (υ1f1 (t) + υ2f2 (t)) = υ1Iνf1 (t) + υ2Iνf2 (t), for constants υ1 and υ2,
2. .
For, the Caputo derivative of order ν of the function f isPodlubny (1999)
This definition satisfies the following properties
The relationship between the operator Iβ and the function 2F1 is derived as follows. The unit step function μc (t) is defined by
If t < c, then . Assume that t ≥ c. Then we have
3. The Boubaker wavelets
Here, we give the Boubaker wavelets as well as construct the fractional-order Boubaker wavelets. Boubaker wavelets bnm(t) = b (k, n, m, t) are defined over [0, 1) by
with
where for
The definition of Boubaker polynomials over [ − 2, 2] is
where m = 0, 1, 2, …, M; k = 1, 2, 3, …; n = 1, 2, …, 2k−1. Here M is the degree of the Boubaker polynomials and wm is the normality coefficient.
3.1. Fractional-order Boubaker wavelets
To obtain the fractional-order Boubaker wavelets, t is replaced by tα in Boubaker wavelets, where the real number α is an additional parameter. In particular, the formal definition of fractional-order Boubaker wavelets is as follow
3.2. Function approximation
A function f (t) with t ∈ [0, 1) can be expanded by
This series can be truncated as
where
and
4. The Riemann–Liouville fractional integral operator for fractional-order Boubaker wavelets
Here, a formula is provided for computing the RLFIO of the fractional-order Boubaker wavelets. We will establish IβΨα (t) where Ψα (t) is given in equation (7) and we write
where
To obtain the elements of vector , we have
By integrating both sides of equation (9), we obtain
Now for m ≥ 1, by considering the following relations
where is the vector of state functions, ϕ and g are given continuous functions, β0 ≥ β1 ≥…≥ βr ≥ 0, while ⌈β0⌉ indicates the ceiling function.
Without loss of generality, equations (12) and (13) can be written as
and
where , is a vector of continuous functions, Qs (t), Fs (t) are continuous functions and dsk, k = 0, …, ⌈β0⌉ − 1, are constants.
In this paper, we want to find u (t) and the corresponding vector x (t) satisfying equations (14) and (15) while minimizing (maximizing) J in equation (11). For this purpose, assume that Qj (t) ≠ 0, then from equation (14), u (t) can be written as
By substituting equation (16) to equations (11) and (14), the following optimization problem is obtained
subject to the following constraints for s = 1, …, l
where , and Gs (t) are the new but known vector and functions due to eliminating u (t) from the previous equations
To solve this optimization problem for s = 1, …, l, is expanded by the fractional-order Boubaker wavelets as
By using equations (18)–(20) in equations (11) and (17), we obtain an optimization problem. By solving this problem, the values for Cs can be determined.
6. Convergence analysis
Assume that D(kα)f ∈ C(0, 1], k = 0, 1, …, M + 1. Then ∀t ∈ (0, 1]
Suppose that f ∈ L2[0, 1), D(kα)f ∈ C(0, 1], k = 0, 1, …, M + 1 and CTΨα (t) is the best approximation of f out of , then
The interval [0, 1) is devided to the 2k−1 smaller intervals . On each of the interval Ik,n, the wavelet Ψα(t) coincides with a polynomial in tα of degree at most M. Using the generalized fractional-order Taylor’s expansion in equation (21), on the interval Ik,n for every n, we have
Hence
Taking the square root of the above inequality completed the proof.
Now regarding equation (18), we know that cn,m are chosen in such a way that CTΨα (t) be the best approximation of , so by considering theorem 1, it can be concluded that by increasing M the , tends to zero.
Regarding the equation (19), since the RLFIO is achieved using the new idea of beta function and without any approximation, the error occurs while Iβ is taken on the best approximation of function not on the function itself. In other words, in the second term of following relation
The following theorem shows that this error tends to zero as well, if the number of basis functions becomes greater.
Suppose that f ∈ L2 [0, 1) and CTΨα (t) is the best approximation of f. Then, we have
In Theorem 2, it is shown that CTΨα(t) converges to f uniformly because ‖f − CTΨα‖2 = 0 as M tends to infinity. By using the fact that limit and integration are commutative for uniformly convergence function over finite intervals Rudin (1994), we can write
so
The convergence of equation (20) is similar to equation (19) and so we skip it.
6.1. Illustrative examples
We give six examples and compare the numerical solutions obtained by using our numerical methods with those from several other existing methods. The computation of our numerical solutions is performed by using Mathematica 12.1.1.
For β = 1, the exact optimal control is given by El-Kady (2003)
For this u (t), the exact cost function J is given by J = 0.380 797 077.
This example was solved for β = 1 in El-Kady (2003) by using Chebyshev finite difference technique with M1 = 7, in Rabiei et al. (2017) by applying Boubaker polynomials with M2 = 5, and in Barikbin and Keshavarz (2020) by using Bernoulli wavelets with k = 1 and M3 = 4. These results are given in Table 1 together with the value of J obtained by using our method with β = k = 1 and M = 3. In this table, M1, M2, and M3 are the degrees of the Chebyshev, Boubaker, and Bernoulli polynomials.
In Figure 1, the numerical and the exact solutions of u (t) and x (t) are given for β = 0.5, 0.8, 0.9, 1 with k = 2, M = 3. The figure shows that when β tends to 1, the numerical solutions approach the exact solutions.
Comparison of J for different methods for Example 1.
Method
J
Chebyshev finite difference
M1 = 7, β = 1
0.380 797
Boubaker polynomials
M2 = 5, β = 1
0.380 797
Bernoulli wavelet
k = 1, M3 = 4, β = 1
0.380 797
Present method
k = 1, M = 3, β = 1
0.380 797 07
Graphs of the numerical and exact values for x (t) and u (t) with β = 0.5, 0.8, 0.9 and 1 in Example 1.
The exact state, control, and cost functions are , , and J = 3.194 528 049 46. In Table 2, the numerical solutions obtained by using the present method by selecting k = 1, M = 3, α = 0.5 are compared with those obtained by using the Bernoulli polynomial method Behroozifar and Habibi (2017) by selecting M3 = 6 and 8. This problem is also solved for k = 1, M = 3, α = 0.5, and we report the absolute errors of the obtained x (t) and u (t) in Table 3.
For β = 1, the exact x (t) and u (t) are given by x (t) = t2 and . For these values, we get the cost function as J = 0.
In Tables 4 and 5, the AEs of the control and state functions are given with those obtained by Bessel wavelets method reported in Dehestani et al. (2020) for k = 1, M4 = 5 with α = 1, and α = 0.5, respectively. In both tables, M4 gives the degree of the Bessel polynomials.
In Figure 2, the graphs of the exact and calculated state and control are plotted for k = 2 and M = 3 and several values of β. Similarly to Example 1, the numerical solutions tend to the exact one as β approaches 1.
AEs of x (t) and u (t) for α = 1, k = 1 and M = M4 = 5 in Example 3.
t
Present method
Bessel wavelet
u (t)
u (t)
0
0
1.640 × 10−12
5.145 × 10−27
2.754 × 10−4
0.1
6.848 × 10−15
6.601 × 10−13
5.935 × 10−5
3.336 × 10−5
0.2
9.889 × 10−14
7.022 × 10−14
4.962 × 10−5
4.223 × 10−5
0.3
4.178 × 10−14
4.661 × 10−13
2.364 × 10−5
9.709 × 10−5
0.4
8.604 × 10−14
3.179 × 10−13
7.165 × 10−6
5.704 × 10−5
0.5
1.256 × 10−13
1.557 × 10−13
6.183 × 10−6
1.375 × 10−5
0.6
2.503 × 10−14
4.154 × 10−13
1.442 × 10−5
3.822 × 10−5
0.7
1.144 × 10−13
1.975 × 10−13
2.072 × 10−5
3.723 × 10−6
0.8
1.175 × 10−13
2.845 × 10−13
1.648 × 10−5
5.719 × 10−5
0.9
5.628 × 10−14
3.401 × 10−13
3.060 × 10−6
2.902 × 10−5
1
1.987 × 10−14
9.996 × 10−13
8.043 × 10−7
1.098 × 10−4
AEs of x (t) and u (t) for α = 0.5, k = 1 and M = M4 = 5 in Example 3.
t
Present method
Bessel wavelet
u (t)
u (t)
0
0
1.683 × 10−13
1.769 × 10−25
9.352 × 10−2
0.1
1.580 × 10−15
2.303 × 10−14
3.875 × 10−2
4.421 × 10−2
0.2
3.205 × 10−15
1.415 × 10−14
4.401 × 10−2
9.830 × 10−3
0.3
5.329 × 10−15
5.828 × 10−16
3.914 × 10−2
1.192 × 10−2
0.4
4.274 × 10−15
9.547 × 10−15
2.813 × 10−2
1.080 × 10−2
0.5
1.110 × 10−15
1.178 × 10−14
1.463 × 10−2
1.065 × 10−2
0.6
2.553 × 10−15
8.160 × 10−15
8.052 × 10−4
1.246 × 10−2
0.7
4.996 × 10−15
6.175 × 10−16
1.070 × 10−2
1.547 × 10−2
0.8
3.996 × 10−15
8.909 × 10−15
1.759 × 10−2
1.806 × 10−2
0.9
1.998 × 10−15
1.801 × 10−14
1.769 × 10−2
1.834 × 10−2
1
1.509 × 10−14
2.453 × 10−14
8.939 × 10−2
1.457 × 10−2
Graphs of the numerical and exact values for x (t) and u (t) with β = 0.5, 0.8, 0.9, 1 for Example 3.
In this example, we compare our method with several wavelets that were compared to each other in Sahu and Saha Ray (2018). These wavelets are Legendre, Chebyshev, Laguerre and CAS wavelets. In that paper, these wavelets were compared by using k = 1 and M5 = 4 for Legendre, M1 = 4 for Chebyshev, M7 = 4 for Laguerre and M6 = 4 for CAS wavelets. These wavelets are compared with our method with k = 1, 2 and different M in Table 6. In this table, M7 is the degree of the Laguerre polynomials.
The exact state and control variables are given by x(t) = t4 − t + 1 and . With these values, the cost function is J = 0. This example was solved in Lotfi et al. (2013) by using the Legendre orthonormal functions with M5 = 4 and M5 = 8, in Keshavarz et al. (2016) via Bernoulli polynomials with M2 = 4 and M2 = 8, and in Nemati et al. (2019) by modified hat functions with M8 = 4 and M8 = 8. These methods are compared to our method with k = 1, 2 and different M in Table 7. In this table, M8 is the number of subintervals in the hat function method.
The exact state and control functions are and . For these values, the cost function is J = 0.
This problem was solved by Epsilon-Ritz method in Lotfi and Yousefi (2014), and the best reported solution is 8.002 7 × 10−6 by using 10 basis functions. Here by choosing M = 3, k = 1 and , we consider
By substituting equation (27) into equation (26), we get
Then by substituting the above equation into equation (25), u (t) is obtained as
By substituting the equations (27)–(29) into equation (24) and solving the obtained optimization problem, CT is calculated as
By using equation (30), we get and which are the exact state and control functions. These values give the exact cost function J = 0. These exact values were not obtained previously in the literature.
subject to the nonlinear fractional differential system
where T (t) stands for tumor cells, I (t) immune cells, N (t) normal cells, and F (t) fat cells around tumor cells at time t. D1 (t) is the chemotherapeutic drug, and u (t) is the dose of this drug that is injected (for more details about the model, see Hassani et al. (2021)). The initial conditions are
This problem is solved for β = 0.95 that is used in Hassani et al. (2021), α = 1, k = 1, and M = 4. First, DβT(t), DβI(t), DβN(t), DβF(t), and DβD1(t) are expanded by fractional-order Boubaker wavelets as follows
where Ci for i = 1, …, 5 are unknown coefficient vectors and Ψ1 is introduced in equation (7). Next, by applying the operator Iβ in equation (38), we get
Then, by substituting DβD1(t) from equation (43) in equation (36), u (t) is achieved as
Finally, after substituting equations (38)–(43) in the performance index J in equation (31), and differential equations in equations (32)–(36), the problem is reduced to a parameter optimization problem. The approximate functions obtained for the states and control variables are shown in Figure 3. From this figure, it is shown that over time, the number of tumor cells (T (t)) decreases, the number of normal cells starts to grow, and the immune and fat cells population increase, while the drug concentration and its dose decline after destroying most of the tumor cells.
Numerical values of T (t), I (t), N (t), F (t), D1 (t), and u (t) obtained by the present method for k = 1 and M = 4 for Example 7.
7. Conclusion
This article is devoted to an effective scheme for solving FOCPs by using fractional-order Boubaker wavelets. The convergence analysis of the method is provided. Several numerical examples were given to indicate the validity of the method.
Some advantages of the proposed method are as follows:
1. We could obtain the exact value of the RLFIO for fractional-order Boubaker wavelets.
2. The proposed method could obtain the exact solutions of some problems whose exact solutions are fractional-order power terms. These exact solutions were not obtained previously in the literature.
3. Our numerical method gives more accurate solutions than those shown in the literature.
Footnotes
Acknowledgments
The authors wish to express their sincere thanks to the anonymous referees and the editor for valuable suggestions that improved the final version of the manuscript.
Declaration of conflicting interests
The author(s) declared no potential conflicts of interest with respect to the research, authorship, and/or publication of this article.
Funding
The author(s) received no financial support for the research, authorship, and/or publication of this article.
ORCID iD
Mohsen Razzaghi
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