The Euler scheme for state constrained ordinary differential inclusions

Janosch Rieger

doi:10.3934/dcdsb.2016070

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 language	English
Pages (from-to)	2729-2744
Number of pages	16
Journal	Discrete and Continuous Dynamical Systems - Series B
Volume	21
Issue number	8
DOIs	https://doi.org/10.3934/dcdsb.2016070
Publication status	Published - 1 Oct 2016
Externally published	Yes

Keywords

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

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10.3934/dcdsb.2016070

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AB - 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.

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KW - Proof Of Convergence

KW - State Constraints

KW - Temporal And Spatial Discretization

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The Euler scheme for state constrained ordinary differential inclusions

Abstract

Keywords

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