Convergence order of a numerical scheme for sweeping process

DOI10.1137/120882044MaRDI QIDQ2862459zbMATH OpenOpenAlexFDO

Authors Frédéric Bernicot, Juliette Venel

Publication date 15 November 2013

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1001.3128, https://arxiv.org/abs/1009.2837

zbMATH Keywords

convergencedifferential inclusionsinequality constraintsprediction-correction algorithmsubdifferential calculus

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Abstract: In a previous paper, an implementable algorithm was introduced to compute discrete solutions of sweeping processes (i.e. specific first order differential inclusions). The convergence of this numerical scheme was proved thanks to compactness arguments. Here we establish that this algorithm is of order 1/2 . The considered sweeping process involves a set-valued map given by a finite number of inequality constraints. The proof rests on a metric qualification condition between the sets associated to each constraint.

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(5)

• Existence and Lyapunov pairs for the perturbed sweeping process governed by a fixed set
• Sweeping process by prox-regular sets in Riemannian Hilbert manifolds
• Convergence order of implicit Euler numerical scheme for maximal monotone differential inclusions
• A numerical scheme for a class of sweeping processes
• Inexact catching-up algorithm for Moreau's sweeping processes

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