A Discretization Method to Solve Fractional Variational Problems with Dependence on Hadamard Derivatives

preprint2014arXivOpen access

Abstract

We provide a fast and simple method to solve fractional variational problems with dependence on Hadamard fractional derivatives. Using a relation between the Hadamard fractional operator and a sum involving integer-order derivatives, we rewrite the fractional problem into a classical optimal control problem. The latter problem is then solved by application of standard numerical techniques. We illustrate the procedure with an example.

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