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Computing Aumann's Integral

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00005435
URN to cite this document: urn:nbn:de:bvb:703-epub-5435-3

Title data

Baier, Robert ; Lempio, Frank:
Computing Aumann's Integral.
Bayreuth , 1994

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Abstract

Quadrature formulae for the numerical approximation of Aumann's integral are investigated, which are set-valued analogues of ordinary quadrature formulae with nonnegative weights, like certain Newton-Cotes formulae or Romberg integration. Essentially, the approach consists in the numerical approximation of the support functional of Aumann's integral by ordinary quadrature formulae. For set-valued integrands which are smooth in an appropriate sense, this approach yields higher order methods, for set-valued integrands which are not smooth enough, it yields further insight into well-known order reduction phenomena. The results are used to define higher order methods for the approximation of reachable sets of certain classes of linear control problems.

Further data

Item Type: Preprint, postprint
Additional notes (visible to public): erschienen In:
Kuržanskij, Aleksandr B. ; Veliov, Vladimir M. (Hrsg.): Modeling Techniques for Uncertain Systems : Proceedings of a Conference held in Sopron, Hungary, July 6-10, 1992. - Basel : Birkhäuser , 1994 . - S. 71-92
Keywords: Aumann's integral; reachable set; finite difference methods
DDC Subjects: 500 Science
500 Science > 510 Mathematics
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Former Professors
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-5435-3
Date Deposited: 05 May 2021 09:59
Last Modified: 05 May 2021 09:59
URI: https://epub.uni-bayreuth.de/id/eprint/5435

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