The Euler scheme for state constrained ordinary differential inclusions
Copyright policy )The Euler scheme for state constrained ordinary differential inclusions
We propose and analyze a variation of the Euler scheme for state constrained ordinary differential 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.
- Imperial College London United Kingdom
- IMPERIAL COLLEGE OF SCIENCE TECHNOLOGY AND MEDICINE United Kingdom
state constraints, Euler scheme, temporal and spatial discretization, proof of convergence, Numerical Analysis (math.NA), Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations, numerical example, differential inclusions, FOS: Mathematics, 34A60, 65L20, 49J15, Mathematics - Numerical Analysis, Stability and convergence of numerical methods for ordinary differential equations, Ordinary differential inclusions
state constraints, Euler scheme, temporal and spatial discretization, proof of convergence, Numerical Analysis (math.NA), Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations, numerical example, differential inclusions, FOS: Mathematics, 34A60, 65L20, 49J15, Mathematics - Numerical Analysis, Stability and convergence of numerical methods for ordinary differential equations, Ordinary differential inclusions
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