Exponential Lawson integration for nearly Hamiltonian systems arising in optimal control (Articolo in rivista)

Type
Label
  • Exponential Lawson integration for nearly Hamiltonian systems arising in optimal control (Articolo in rivista) (literal)
Anno
  • 2011-01-01T00:00:00+01:00 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#doi
  • 10.1016/j.matcom.2010.10.010 (literal)
Alternative label
  • Diele Fasma; Marangi Carmela; Ragni Stefania (2011)
    Exponential Lawson integration for nearly Hamiltonian systems arising in optimal control
    in Mathematics and computers in simulation (Print); North Holland Pub. Co., Amsterdam (Paesi Bassi)
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • Diele Fasma; Marangi Carmela; Ragni Stefania (literal)
Pagina inizio
  • 1057 (literal)
Pagina fine
  • 1067 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#url
  • http://www.sciencedirect.com/science/article/pii/S0378475410003162 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume
  • 81 (literal)
Rivista
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroFascicolo
  • 5 (literal)
Note
  • ISI Web of Science (WOS) (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • Fasma Diele, Istituto per le Applicazioni del Calcolo M. Picone,CNR, Via Amendola 122, 70126 Bari, Italy; Carmela Marangi, Istituto per le Applicazioni del Calcolo M. Picone,CNR, Via Amendola 122, 70126 Bari, Italy; Stefania Ragni, Facolt√† di Economia, Universit√† di Bari, Via Camillo Rosalba 56, 70100 Bari, Italy (literal)
Titolo
  • Exponential Lawson integration for nearly Hamiltonian systems arising in optimal control (literal)
Abstract
  • We are concerned with the discretization of optimal control problems when a Runge-Kutta scheme is selected for the related Hamiltonian system. It is known that Lagrangian's first order conditions on the discrete model, require a symplectic partitioned Runge-Kutta scheme for state-costate equations. In the present paper this result is extended to growth models, widely used in Economics studies, where the system is described by a current Hamiltonian. We prove that a correct numerical treatment of the state-current costate system needs Lawson exponential schemes for the costate approximation. In the numerical tests a shooting strategy is employed in order to verify the accuracy, up to the fourth order, of the innovative procedure we propose. (literal)
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