TY - JOUR

T1 - Convergence of Time-Stepping Schemes for Passive and Extended Linear Complementarity Systems

AU - Han, Lanshan

AU - Tiwari, Alok

AU - Camlibel, M. Kanat

AU - Pang, Jong-Shi

N1 - Relation: http://www.rug.nl/informatica/onderzoek/bernoulli
Rights: University of Groningen, Johann Bernoulli Institute for Mathematics and Computer Science

PY - 2009

Y1 - 2009

N2 - Generalizing recent results in [M. K. Camlibel, Complementarity Methods in the Analysis of Piecewise Linear Dynamical Systems, Ph.D. thesis, Center for Economic Research, Tilburg University, Tilburg, The Netherlands, 2001], [M. K. Camlibel, W. P. M. H. Heemels, and J. M. Schumacher, IEEE Trans. Circuits Systems I: Fund. Theory Appl., 49 (2002), pp. 349-357], and [J.-S. Pang and D. Stewart, Math. Program. Ser. A, 113 (2008), pp. 345-424], this paper provides an in-depth analysis of time-stepping methods for solving initial-value and boundary-value, non-Lipschitz linear complementarity systems (LCSs) under passivity and broader assumptions. The novelty of the methods and their analysis lies in the use of "least-norm solutions" in the discrete-time linear complementarity subproblems arising from the numerical scheme; these subproblems are not necessarily monotone and are not guaranteed to have convex solution sets. Among the principal results, it is shown that, using such least-norm solutions of the discrete-time subproblems, an implicit Euler scheme is convergent for passive initial-value LCSs; generalizations under a strict copositivity assumption and for boundary-value LCSs are also established.

AB - Generalizing recent results in [M. K. Camlibel, Complementarity Methods in the Analysis of Piecewise Linear Dynamical Systems, Ph.D. thesis, Center for Economic Research, Tilburg University, Tilburg, The Netherlands, 2001], [M. K. Camlibel, W. P. M. H. Heemels, and J. M. Schumacher, IEEE Trans. Circuits Systems I: Fund. Theory Appl., 49 (2002), pp. 349-357], and [J.-S. Pang and D. Stewart, Math. Program. Ser. A, 113 (2008), pp. 345-424], this paper provides an in-depth analysis of time-stepping methods for solving initial-value and boundary-value, non-Lipschitz linear complementarity systems (LCSs) under passivity and broader assumptions. The novelty of the methods and their analysis lies in the use of "least-norm solutions" in the discrete-time linear complementarity subproblems arising from the numerical scheme; these subproblems are not necessarily monotone and are not guaranteed to have convex solution sets. Among the principal results, it is shown that, using such least-norm solutions of the discrete-time subproblems, an implicit Euler scheme is convergent for passive initial-value LCSs; generalizations under a strict copositivity assumption and for boundary-value LCSs are also established.

KW - linear complementarity systems

KW - time stepping

KW - convergence analysis

KW - passivity

KW - CONTROLLABILITY

KW - NETWORKS

U2 - 10.1137/080725258

DO - 10.1137/080725258

M3 - Article

VL - 47

SP - 3768

EP - 3796

JO - Siam journal on numerical analysis

JF - Siam journal on numerical analysis

SN - 0036-1429

IS - 5

ER -