Applied Mathematics and Optimization, Vol.29, No.2, 187-209, 1994
Approximation of the Viability Kernel
We study recursive inclusions x(n+1) is-an-element-to G(x(n)). For instance, such systems appear for discrete finite-difference inclusions x(n+1) is-an-element-of G(rho)(x(n)) where G(rho) := 1 + rhoF. The discrete viability kernel of G(rho), i.e., the largest discrete viability domain, can be an internal approximation of the viability kernel of K under F. 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 of K under F can be approached by a sequence of discrete viability kernels associated with x(n+1) is-an-element-of GAMMA rho(x(n)) where GAMMA rho(x) = x + rhoF(x) + (Ml/2)rho2 B. Secondly we show that it can be approached by finite viability kernels associated with x(h)n+1 is-an-element-of (GAMMA rho(x(h)n) + alpha(h)B) and X(h).