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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 : Proceedings 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 : 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: Zentralblatt der Mathematik

## 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 Yes difference methods; differential inclusions; convergence; linear multistep method; initial value problem; Euler method; numerical examples Mathematics Subject Classification Code: 65L05 (65L06 65L12 34A34) FacultiesFaculties > Faculty of Mathematics, Physics und Computer ScienceFaculties > Faculty of Mathematics, Physics und Computer Science > Department of MathematicsFaculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Former ProfessorsFaculties > 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 Yes 500 Science500 Science > 510 Mathematics 16 Feb 2021 10:03 13 Feb 2024 08:44 https://eref.uni-bayreuth.de/id/eprint/63089