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

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

Yunfei Song, Tamás Terlaky, Zoltán Horváth

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

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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)

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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

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