Error estimates for discretized differential inclusions

A. L. Dontchev, E. M. Farkhi

Research output: Contribution to journalArticlepeer-review

Abstract

We present an estimate for the Hausdorff distance between the set of solutions of a differential inclusion and the set of solutions of its Euler discrete approximation, using an averaged modulus of continuity for multifunctions. A computational procedure to obtain a certain solution of the discretized inclusion is proposed.

Original languageEnglish
Pages (from-to)349-358
Number of pages10
JournalComputing (Vienna/New York)
Volume41
Issue number4
DOIs
StatePublished - Dec 1989
Externally publishedYes

Keywords

  • AMS Subject Classifications: 34A60, 49D25, 65L05
  • Differential inclusions
  • Euler scheme
  • discrete approximations

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