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Convergence of the forward euler method for nonconvex differential inclusions

Sandberg, Mattias (author)
KTH,Matematik (Inst.)
KTH Matematik (Inst(creator_code:org_t)
Society for Industrial & Applied Mathematics (SIAM), 2008
2008
English.
In: SIAM Journal on Numerical Analysis. - : Society for Industrial & Applied Mathematics (SIAM). - 0036-1429 .- 1095-7170. ; 47:1, s. 308-320
  • Journal article (peer-reviewed)
Abstract Subject headings
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  • The convergence of reachable sets for nonconvex differential inclusions is considered. When the right-hand side in the differential inclusion is a compact-valued, Lipschitz continuous set-valued function it is shown that the convergence in Hausdorff distance of reachable sets for a forward Euler discretization is linear in the time step.

Subject headings

NATURVETENSKAP  -- Matematik -- Beräkningsmatematik (hsv//swe)
NATURAL SCIENCES  -- Mathematics -- Computational Mathematics (hsv//eng)

Keyword

differential inclusion
forward Euler
convergence order
convexification
Applied mathematics
Tillämpad matematik

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ref (subject category)
art (subject category)

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