CONVERGENCE OF THE FORWARD EULER METHOD FOR NONCONVEX DIFFERENTIAL INCLUSIONS

摘要

The convergence of reachable sets for nonconvex differential inclusions is considered.When the right-hand side in the differential inclusion is a compact-valued, Lipschitz continuous setvalued function it is shown that the convergence in Hausdorff distance of reachable sets for a forward Euler discretization is linear in the time step.