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Difference Methods for Differential Inclusions

Title data

Lempio, Frank:
Difference Methods for Differential Inclusions.
In: Krabs, Werner (ed.): Modern Methods of Optimization : Pproceedings of the Summer School "Modern Methods of Optimization", held at the Schloss Thurnau of the University of Bayreuth, Bayreuth, FRG, October 1 - 6, 1990. - Berlin ; Heidelberg : Springer , 1992 . - pp. 236-273 . - (Lecture Notes in Economics and Mathematical Systems ; 378 )
ISBN 978-3-540-55139-3
DOI: https://doi.org/10.1007/978-3-662-02851-3_8

Review:

Abstract in another language

First we introduce differential inclusions by means of several model problems. These model problems shall illustrate the significance of differential inclusions for a wide range of applications, e.g. dynamic systems with discontinuous state equations, nonlinear programming, and optimal control.

Then we concentrate on difference methods for initial value problems. The basic convergence proof for linear multistep methods is given. Main emphasis is laid on the fundamental ideas behind the proof techniques in order to clarify the meaning of all relevant assumptions. Especially, instead of global boundedness of the right-hand side we prefer imposing a growth condition, and moreover examine the influence of errors thoroughly.

Finally, we outline order of convergence proofs for differential inclusions satisfying a one-sided Lipschitz condition. For higher dimensional problems the underlying difference methods must satisfy consistency and stability properties familiar from ordinary stiff differential equations and not shared by explicit methods. Nevertheless, we can clarify the proof structure already by the classical explicit Euler method for one-dimensional problems. Thus, by the way we prove first order convergence of Euler method for special problems not necessarily satisfying the Lipschitz condition

Further data

Item Type: Article in a book
Refereed: Yes
Keywords: difference methods; differential inclusions; convergence; linear multistep method; initial value problem; Euler method; numerical examples
Subject classification: Mathematics Subject Classification Code: 65L05 (65L06 65L12 34A34)
Institutions of the University: Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Former Professors
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne
Result of work at the UBT: Yes
DDC Subjects: 500 Science
500 Science > 510 Mathematics
Date Deposited: 16 Feb 2021 10:03
Last Modified: 23 Mar 2021 09:13
URI: https://eref.uni-bayreuth.de/id/eprint/63089