Conjecture on divergence of classical Jacobi polynomial collocations
Let and be the maps used to transform the infinite-horizon optimal control problem, and consider classical Jacobi polynomial collocations of the FHOC in differential or integral form using either map. Assume that the computations use floating-point arithmetic and that the discretization uses a single mesh grid, consisting of either Gauss/Gauss-Radau nodes or equally spaced nodes.
Divergence conjecture. Such collocations will likely diverge as the mesh size grows large. For Gauss/Gauss-Radau discretizations, the divergence is attributed to the divergence established in the present analysis; for equally spaced discretizations, it is attributed to Runge's phenomenon and the ill-conditioning of polynomial interpolation as the polynomial degree grows.
The conjecture concerns numerical stability of single-grid classical Jacobi collocations for infinite-horizon optimal control problems. The Gauss/Gauss-Radau case is motivated by the paper's divergence analysis, whereas the equally spaced case is expected to fail because of interpolation instability.
References
Primary source
Kareem T. Elgindy and Hareth M. Refat, “A Direct Integral Pseudospectral Method for Solving a Class of Infinite-Horizon Optimal Control Problems Using Gegenbauer Polynomials and Certain Parametric Maps”, arXiv:2207.05467 (2022).
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