The Euler scheme for state constrained ordinary differential inclusions
Numerical Analysis
2015-06-08 v1
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.
Cite
@article{arxiv.1506.01912,
title = {The Euler scheme for state constrained ordinary differential inclusions},
author = {Janosch Rieger},
journal= {arXiv preprint arXiv:1506.01912},
year = {2015}
}