Invariance Preserving Discretization Methods of Dynamical Systems
Abstract
In this paper, we consider local and uniform invariance preserving steplength thresholds on a set when a discretization method is applied to a linear or nonlinear dynamical system. For the forward or backward Euler method, the existence of local and uniform invariance preserving steplength thresholds is proved when the invariant sets are polyhedra, ellipsoids, or Lorenz cones. Further, we also quantify the steplength thresholds of the backward Euler methods on these sets for linear dynamical systems. Finally, we present our main results on the existence of uniform invariance preserving steplength threshold of general discretization methods on general convex sets, compact sets, and proper cones both for linear and nonlinear dynamical systems.
Cite
@article{arxiv.1607.01106,
title = {Invariance Preserving Discretization Methods of Dynamical Systems},
author = {Zoltán Horváth and Yunfei Song and Tamás Terlaky},
journal= {arXiv preprint arXiv:1607.01106},
year = {2016}
}