The Euler scheme for state constrained ordinary differential inclusions

2015/06/05 by Rieger, Janosch · 1 citation
#34A60 #49J15 #65L20 #FOS: Mathematics #Numerical Analysis (math.NA)

paper · doi:10.48550/arxiv.1506.01912

Abstract

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.

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