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

نویسندگان

  • J. Frédéric Bonnans
  • Julien Laurent-Varin
چکیده

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. Mathematics Subject Classification (2000): 49M25 · 34M99 · 65L06

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عنوان ژورنال:
  • Numerische Mathematik

دوره 103  شماره 

صفحات  -

تاریخ انتشار 2006