The implicit Euler scheme for one-sided Lipschitz differential inclusions

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

The implicit Euler scheme for one-sided Lipschitz differential inclusions

Wolf-Jüergen Beyn ^1, and Janosch Rieger ^1,

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

Received July 2009 Revised November 2009 Published June 2010

Abstract
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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.

Keywords: numerical analysis, Differential inclusions, implicit Euler method..

Mathematics Subject Classification: 34A60, 65L2.

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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