vix.ing · top · new · best · stats · spec

The Forward Euler Scheme for Nonconvex Lipschitz Differential Inclusions Converges with Rate One

2009/01/30 by Mattias Sandberg, Sandberg, Mattias
Computer Science · Mathematics · #34A60 #49M25 #65L20 #Advanced Optimization Algorithms Research #FOS: Mathematics #Numerical Analysis (math.NA) #Numerical methods in inverse problems #Optimization and Control (math.OC) #Optimization and Variational Analysis

paper · pdf · doi:10.48550/arxiv.0901.4811

openalex publication_date 2009/01/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In a previous paper it was shown that the Forward Euler method applied to differential inclusions where the right-hand side is a Lipschitz continuous set-valued function with uniformly bounded, compact values, converges with rate one. The convergence, which was there in the sense of reachable sets, is in this paper strengthened to the sense of convergence of solution paths. An improvement of the error constant is given for the case when the set-valued function consists of a small number of smooth ordinary functions.

Related