Abstract
This paper investigates what is the Hausdorff distance between the set of Euler curves of a Lipschitz continuous differential inclusion and the set of Euler curves for the corresponding convexified differential inclusion. It is known that this distance can be estimated by \(O(\sqrt{h})\), where h is the Euler discretization step. It has been conjectured that, in fact, an estimation O(h) holds. The paper presents results in favor of the conjecture, which cover most of the practically relevant cases. However, the conjecture remains unproven, in general.
This research is supported by the Austrian Science Foundation (FWF) under grant P 26640-N25.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
In fact, the global boundedness and Lipschitz continuity can be replaced with local ones if all solutions of (1) are contained in a bounded set. Then the formulations of some of the claims in the paper should be somewhat modified. The standing assumptions above are made simpler for more transparency.
References
Donchev, T.: Approximation of lower semicontinuous differential inclusions. Numer. Funct. Anal. Optim. 22(1–2), 55–67 (2001)
Dontchev, A., Farkhi, E.: Error estimates for discretized differential inclusion. Computing 41(4), 349–358 (1989)
Ekeland, I., Temam, R.: Convex Analysis and Variational Problems. Elsevier, Amsterdam (1976)
Grammel, G.: Towards fully discretized differential inclusions. Set-Valued Anal. 11(1), 1–8 (2003)
Liberzon, D.: Switchings in Systems and Control. Birkhäuser, Boston (2003)
Sager, S.: Numerical Methods for Mixed-Integer Optimal Control Problems. Der andere Verlag, Tönning, Lübeck, Marburg (2005)
Sager, S., Bock, H.G., Reinelt, G.: Direct methods with maximal lower bound for mixed-integer optimal control problems. em Math. Program. Ser. A 118, 109–149 (2009)
Sager, S., Bock, H.G., Diehl, M.: The integer approximation error in mixed-integer optimal control. em Math. Program. 133, 1–23 (2012)
Veliov, V.M.: Relaxation of Euler-type discrete-time control systems. ORCOS Research Report 273, Vienna (2003)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2015 Springer International Publishing Switzerland
About this paper
Cite this paper
Veliov, V.M. (2015). Relaxation of Euler-Type Discrete-Time Control System. In: Lirkov, I., Margenov, S., Waśniewski, J. (eds) Large-Scale Scientific Computing. LSSC 2015. Lecture Notes in Computer Science(), vol 9374. Springer, Cham. https://doi.org/10.1007/978-3-319-26520-9_14
Download citation
DOI: https://doi.org/10.1007/978-3-319-26520-9_14
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-26519-3
Online ISBN: 978-3-319-26520-9
eBook Packages: Computer ScienceComputer Science (R0)