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

Zoltán Horváth(horvathz***at***sze.hu)
Yunfei Song(songyunfei1986***at***gmail.com)
Tamas Terlaky(terlaky***at***lehigh.edu)

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.

Keywords: Dynamical System, Invariant Set, Polyhedron, Discretizat ion method, Invariance Preserving.

Category 1: Convex and Nonsmooth Optimization

Category 2: Convex and Nonsmooth Optimization (Convex Optimization )

Citation: Discrete and Continuous Dynamical Systems - Series A

Download: [PDF]

Entry Submitted: 07/11/2016
Entry Accepted: 07/11/2016
Entry Last Modified: 07/11/2016

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