September  2010, 14(2): 409-428. doi: 10.3934/dcdsb.2010.14.409

The implicit Euler scheme for one-sided Lipschitz differential inclusions

1. 

Fakultät für Mathematik, Universität Bielefeld, Postfach 100131, D-33501 Bielefeld, Germany, Germany

Received  July 2009 Revised  November 2009 Published  June 2010

We propose a set-valued version of the implicit Euler scheme for relaxed one-sided Lipschitz differential inclusions and prove that the defining implicit inclusions have a well-defined solution. Furthermore, we give a convergence analysis based on stability theorems, which shows that the set-valued implicit Euler method inherits all favourable stability properties from the single-valued scheme. The impact of spatial discretization is discussed, a fully discretized version of the scheme is analyzed, and a numerical example is given.
Citation: Wolf-Jüergen Beyn, Janosch Rieger. The implicit Euler scheme for one-sided Lipschitz differential inclusions. Discrete & Continuous Dynamical Systems - B, 2010, 14 (2) : 409-428. doi: 10.3934/dcdsb.2010.14.409
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