Steplength thresholds for invariance preserving of discretization methods of dynamical systems on a polyhedron

DOI10.3934/DCDS.2015.35.2997zbMATH Open1336.65125arXiv1406.6755OpenAlexW2068324148MaRDI QIDQ255394FDOQ255394

Authors: Zoltán Horváth, Yunfei Song, Tamás Terlaky 

Publication date: 9 March 2016

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Abstract: Steplength thresholds for invariance preserving of three types of discretization methods on a polyhedron are considered. For Taylor approximation type discretization methods we prove that a valid steplength threshold can be obtained by finding the first positive zeros of a finite number of polynomial functions. Further, a simple and efficient algorithm is proposed to numerically compute the steplength threshold. For rational function type discretization methods we derive a valid steplength threshold for invariance preserving, which can be computed by using an analogous algorithm as in the first case. The relationship between the previous two types of discretization methods and the forward Euler method is studied. Finally, we show that, for the forward Euler method, the largest steplength threshold for invariance preserving can be computed by solving a finite number of linear optimization problems.

Full work available at URL: https://arxiv.org/abs/1406.6755

Recommendations

• Invariance preserving discretization methods of dynamical systems
• Invariant cones and polyhedra for dynamical systems
• scientific article; zbMATH DE number 5214926
• Invariance under discretization for positive systems
• On the positivity step size threshold of Runge--Kutta methods

zbMATH Keywords

algorithmdiscretization methoddynamical systemforward Euler methodinvariance preservinginvariant setpolyhedronsteplength thresholdsTaylor approximation

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Fixed points and periodic points of dynamical systems; fixed-point index theory; local dynamics (37C25) Finite difference and finite volume methods for ordinary differential equations (65L12) Error bounds for numerical methods for ordinary differential equations (65L70)

Cites Work

• Functions of Matrices
• Title not available (Why is that?)
• Linear Matrix Inequalities in System and Control Theory
• On the positive invariance of polyhedral sets for discrete-time systems
• Positive operators on the \(n\)-dimensional ice cream cone
• \((A,B)\)-invariance conditions of polyhedral domains for continuous-time systems
• Discussion on: ``\((A,B)\)-invariance conditions of polyhedral domains for continuous-time systems by C. E. T. Dórea and J. -C. Hennet
• On the positivity step size threshold of Runge--Kutta methods
• Set invariance in control
• Contractivity in the numerical solution of initial value problems
• \((A,B)\)-invariant polyhedral sets of linear discrete-time systems
• Absolute monotonicity of polynomials occuring in the numerical solution of initial value problems
• Solving Ordinary Differential Equations I
• Exponential Nonnegativity on the Ice Cream Cone
• On invariant polyhedra of continuous-time linear systems
• Title not available (Why is that?)
• Invariant cones and polyhedra for dynamical systems
• A Full-Newton Step O(n) Infeasible Interior-Point Algorithm for Linear Optimization
• Spectral Properties of Matrices which have Invariant Cones
• Constrained stabilization of continuous-time linear systems

Cited In (5)

• A novel unified approach to invariance conditions for a linear dynamical system
• Invariance Conditions for Nonlinear Dynamical Systems
• Invariant cones and polyhedra for dynamical systems
• Invariance under discretization for positive systems
• Invariance preserving discretization methods of dynamical systems

Uses Software

• mftoolbox

This page was built for publication: Steplength thresholds for invariance preserving of discretization methods of dynamical systems on a polyhedron

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q255394)