Invariance preserving discretization methods of dynamical systems
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Abstract: In this paper, we consider local and uniform invariance preserving steplength thresholds on a set when a discretization method is applied to a linear or nonlinear dynamical system. For the forward or backward Euler method, the existence of local and uniform invariance preserving steplength thresholds is proved when the invariant sets are polyhedra, ellipsoids, or Lorenz cones. Further, we also quantify the steplength thresholds of the backward Euler methods on these sets for linear dynamical systems. Finally, we present our main results on the existence of uniform invariance preserving steplength threshold of general discretization methods on general convex sets, compact sets, and proper cones both for linear and nonlinear dynamical systems.
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Cited in
(5)- Steplength thresholds for invariance preserving of discretization methods of dynamical systems on a polyhedron
- Invariant cones and polyhedra for dynamical systems
- Discretization of Continuous Dynamical Systems Using UPPAAL
- A Rigorous Numerical Method for the Global Analysis of Infinite-Dimensional Discrete Dynamical Systems
- On the preservation of properties of differential equations under discretization
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