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Approximation of the viability kernel
Authors:Patrick Saint-Pierre
Institution:(1) CEREMADE, Université Paris-Dauphine, Place du Maréchal de Lattre de Tassigny, 75775 Paris cedex 16, France
Abstract:We study recursive inclusionsx n+1 epsi G(x n ). For instance, such systems appear for discrete finite-difference inclusionsx n+1 epsiG rgr (x n) whereG rgr :=1+rgrF. The discrete viability kernel ofG rgr , i.e., the largest discrete viability domain, can be an internal approximation of the viability kernel ofK underF. We study discrete and finite dynamical systems. In the Lipschitz case we get a generalization to differential inclusions of the Euler and Runge-Kutta methods. We prove first that the viability kernel ofK underF can be approached by a sequence of discrete viability kernels associated withx n+1 epsiGcy rgr (xn) whereGcy rgr (x) =x + rgrF(x) + (ML/2) rgr 2bernou. Secondly, we show that it can be approached by finite viability kernels associated withx h n+1 epsi (Gcy rgr (x h n+1 ) +agr(hbernou) capX h .
Keywords:Viability kernel  Differential inclusions  Numerical set-valued analysis
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