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The Euler scheme for state constrained ordinary differential inclusions

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.

preprint2015arXivOpen access
Janosch Rieger
math.NA
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Janosch Rieger

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