The Euler scheme for state constrained ordinary differential inclusions

Janosch  Rieger

doi:10.3934/dcdsb.2016070

Article Contents

2016, Volume 21, Issue 8: 2729-2744. Doi: 10.3934/dcdsb.2016070

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The Euler scheme for state constrained ordinary differential inclusions

Janosch Rieger^1,

1.
Department of Mathematics, Imperial College London, 180 Queen's Gate, London SW7 2AZ

Received: June 30, 2015

Revised: June 30, 2016

Published: September 2016

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Abstract

We propose and analyze a variation of the Euler scheme for state constrained ordinary differential inclusions under weak assumptions on the right-hand side and the state constraints. Convergence results are given for the space-continuous and the space-discrete versions of this scheme, and a numerical example illustrates in which sense these limits have to be interpreted.

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Mathematics Subject Classification: Primary: 34A60, 65L20; Secondary: 49J15.

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References

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