Stability and Euler Approximation of One-sided Lipschitz Differential Inclusions

It is considered the differential inclusion (1) \(\dot{x}\in F(t,x)\), \(x(0)\in K_{0}\), with \(t\in I=[0,1], x\in \mathbb{R}^n, F:I\times \mathbb{R}^n\to Kv(\mathbb{R}^n)\) the set of all convex compact subsets of \(\mathbb{R}^n\). Let \(K(\mathbb{R}^n)\) be the set of all compact subsets of \(\mathbb{R}^n\). The mapping \(F:I\times \mathbb{R}^n\to K(\mathbb{R}^n)\) is called one-sided Lipschitz (OSL) continuous (with respect to \(x\)) if there is an integrable function \(L:I\to \mathbb{R}\) such that for every \(x,y\in \mathbb{R}^n, t\in I, v\in F(t,x),\) there exists \(w\in F(t,y)\) such that \(\langle x-y, v-w\rangle\leq L(t)| x-y| ^{2}\). One of the main results is the Filippov theorem for convex OSL differential inclusions: If some assumptions are made and \(y:I\to \mathbb{R}^n\) is an absolutely continuous function satisfying \(dist(\dot{y}(t),F(t,y(t)))\leq g(t)\) for a.e. \(t\in I,\) where \(g\) is integrable, then for every \(K_0\in K(\mathbb{R}^n)\) there exists a solution \(x(\cdot)\) to (1) on the interval \(I,\) such that \[ | x(t)-y(t)| \leq d\exp{(m(t))}+ \int_{0}^{t}\exp{(m(t)-m(s))}g(s) ds, \] with \(d=dist(y(0),K_{0}), m(t)=\int_{0}^{t}L(s) ds\).

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