Robust boundary tracking for reachable sets of nonlinear differential inclusions (Q887150)

The author proposes and discusses a modification of the classical Euler method for approximating the solution of a differential inclusion. Like the classical Euler scheme, the approach is based on a discretization of the space domain, but instead of computing approximations for all admissible values for successive time steps, the new algorithm essentially concentrates on those values that are located at the boundary of the reachable set. This idea leads to a substantial reduction of the computational cost. Special attention is paid to cases like small admissible intervals in order to assert that no potential elements of the reachable set are overlooked. A careful analysis reveals that the approximation has the required properties. If the spatial discretization size \(\rho\) and the temporal mesh size \(h\) are related as \(\rho = c\, h^2\) (a choice that is known to be reasonable from earlier work), then numerical examples indicate good convergence properties.