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Chen, Guoyuan; Zhu, Gaosheng
IEEE transactions on automatic control, 06/2022, Letnik: 67, Številka: 6Journal Article
In this article, we propose a symplectic algorithm for the stable manifolds of the Hamilton-Jacobi equations combined with an iterative procedure in N. Sakamoto and A. J. van der Schaft, "Analytical approximation methods for the stabilizing solution of the Hamilton-Jacobi equation," IEEE Trans. Autom. Control , 2008. Our algorithm includes two key aspects. The first one is to prove a precise estimate for radius of convergence and the errors of local approximate stable manifolds. The second one is to extend the local approximate stable manifolds to larger ones by symplectic algorithms, which have better long-time behaviors than general-purpose schemes. Our approach avoids the case of divergence of the iterative sequence of approximate stable manifolds and reduces the computation cost. We illustrate the effectiveness of the algorithm by an optimal control problem with exponential nonlinearity.
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