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

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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.