M. Razzaghi et M. Habibi, APPLICATION OF LEGENDRE SERIES TO THE CONTROL-PROBLEMS GOVERNED BY LINEAR PARABOLIC EQUATIONS, Mathematics and computers in simulation, 42(1), 1996, pp. 77-84
A method for finding the optimal control problems governed by linear p
arabolic equations using Legendre series is discussed. The optimal con
trol of the one-dimensional diffusion equation is simplified into opti
mal control of linear system with a quadratic cost functional. The sta
te variable, state rate and the control vector are expanded in the shi
fted Legendre series with unknown coefficients. The relation between t
he coefficients of the state rate and control vector with state variab
le is provided and the necessary condition of optimality is derived as
a linear system of linear algebraic equations in terms of the unknown
coefficient of the state vector. A numerical example is included to d
emonstrate the validity and the applicability of the technique.