The Euler scheme for state constrained ordinary differential inclusions

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Abstract

We propose and analyze a variation of the Euler scheme for state constrained ordinary di-erential inclusions under weak assumptions on the right-hand side and the state constraints. Convergence results are given for the space-continuous and the space-discrete versions of this scheme, and a numerical example illustrates in which sense these limits have to be interpreted.

Original languageEnglish
Pages (from-to)2729-2744
Number of pages16
JournalDiscrete and Continuous Dynamical Systems - Series B
Volume21
Issue number8
DOIs
Publication statusPublished - 1 Oct 2016
Externally publishedYes

Keywords

  • Differential Inclusions
  • Euler Scheme
  • Proof Of Convergence
  • State Constraints
  • Temporal And Spatial Discretization

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