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Stability and Convergence of Euler's Method for State-Constrained Differential Inclusions

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00005543
URN to cite this document: urn:nbn:de:bvb:703-epub-5543-2

Title data

Baier, Robert ; Chahma, Ilyes Aïssa ; Lempio, Frank:
Stability and Convergence of Euler's Method for State-Constrained Differential Inclusions.
Bayreuth , 2007

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Abstract

A discrete stability theorem for set-valued Euler's method with state constraints is proved. This theorem is combined with known stability results for differential inclusions withso-called smooth state constraints. As a consequence, order of convergence equal to 1 is proved for set-valued Euler's method, applied to state-constrained differential inclusions.

Further data

Item Type: Preprint, postprint
Additional notes (visible to public): Erscheint in: SIAM Journal on Optimization. Bd. 18 (2007) Heft 3 . - S. 1004-1026; https://doi.org/10.1137/060661867
Keywords: Filippov theorem; Set-valued Euler's method; Differential inclusions with state constraints; Stability and convergence of discrete approximations
DDC Subjects: 500 Science
500 Science > 510 Mathematics
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-5543-2
Date Deposited: 19 May 2021 06:02
Last Modified: 15 Jun 2021 10:24
URI: https://epub.uni-bayreuth.de/id/eprint/5543

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