SIAM Journal on Numerical Analysis · 2009 · 68 citations · 24 references
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.
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