A numerical method for the solution of relaxed one-sided Lipschitz algebraic inclusions
Wolf-J\"urgen Beyn, Janosch Rieger

TL;DR
This paper improves the solvability results for relaxed one-sided Lipschitz algebraic inclusions, enabling a robust numerical method with sharp error estimates, supported by examples and a numerical case study.
Contribution
It introduces an improved solvability theorem that facilitates a new robust numerical method with precise error bounds for algebraic inclusions.
Findings
Enhanced solvability results for algebraic inclusions
Development of a robust numerical approximation method
Provision of sharp error estimates and illustrative examples
Abstract
An existing solvability result for relaxed one-sided Lipschitz algebraic inclusions is substantially improved. This enhanced solvability result allows the design of a very robust numerical method for the approximation of a solution of the algebraic inclusion. Sharp error estimates for this method, illustrative analytic examples and a numerical example are provided.
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Taxonomy
TopicsMatrix Theory and Algorithms · Numerical methods for differential equations · Advanced Optimization Algorithms Research
