G. Elnagar et M. Razzaghi, AN ALTERNATIVE METHOD FOR A CLASSICAL PROBLEM IN THE CALCULUS OF VARIATIONS, Mathematical methods in the applied sciences, 19(13), 1996, pp. 1091-1097
A numerical technique for determining the solution of the brachistochr
one problem is presented. The brachistochrone problem is first formula
ted as a non-linear optimal control problem. Using Chebyshev nodes, we
construct the Mth degree polynomial interpolation to approximate the
state and the control variables. Application of this method results in
the transformation of differential and integral expressions into some
non-linear algebraic equations to which Newton-type methods can be ap
plied. Simulation studies demonstrate computational advantages relativ
e to existing methods in the literature.