Math 2.0

Ordinary differential equations Definition

Asymptotic stability

Builds on Lyapunov stabilityEquilibrium pointFlow of a vector field

Definition

Let UU be an open subset of ℝn\mathbb{R}^n, let f:U→ℝnf : U \to \mathbb{R}^n be locally Lipschitz. Let φ\varphi be the flow of x′=f(x)x' = f(x), and let x∗∈Ux^* \in U be an equilibrium point. The point x∗x^* is asymptotically stable if it is Lyapunov stable and there is an η>0\eta > 0 with this property. For each x0∈Ux_0 \in U with ∥x0−x∗∥<η\|x_0 - x^*\| < \eta, φt(x0)→x∗\varphi_t(x_0) \to x^* as t→∞t \to \infty. If U=ℝnU = \mathbb{R}^n and φt(x0)→x∗\varphi_t(x_0) \to x^* for each x0∈ℝnx_0 \in \mathbb{R}^n, and x∗x^* is Lyapunov stable, then x∗x^* is globally asymptotically stable.

Remarks

For x′=−xx' = -x on ℝ\mathbb{R}, the equilibrium 00 is globally asymptotically stable, since φt(x0)=x0e−t\varphi_t(x_0) = x_0 e^{-t}. The point x∗x^* is exponentially stable if there are η,C,α>0\eta, C, \alpha > 0 with ∥φt(x0)−x∗∥≤Ce−αt∥x0−x∗∥\|\varphi_t(x_0) - x^*\| \le C e^{-\alpha t} \|x_0 - x^*\| for ∥x0−x∗∥<η\|x_0 - x^*\| < \eta and t≥0t \ge 0. The attraction condition alone does not imply Lyapunov stability. There are planar examples where all solutions tend to x∗x^*, but some first make a large excursion.

Reading path

To understand this page from the ground up, read these 15 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
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  1. Differential equation concept
  2. Function concept
  3. Interval concept
  4. Ordinary differential equation definition
  5. Lipschitz condition definition
  6. Grönwall's inequality statement
  7. Solution of an ordinary differential equation definition
  8. Autonomous system definition
  9. Initial value problem definition
  10. Equilibrium point definition
  11. Uniqueness of solutions for Lipschitz vector fields statement
  12. Maximal solution definition
  13. Flow of a vector field definition
  14. Lyapunov stability definition
  15. Asymptotic stability definition

Where this leads

15 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Lyapunov_stability, Definition for continuous-time systems
About this page
Tag05Y1JAM3Y5
URIm2://05Y1JAM3Y5
Aliasesasymptotically-stable-equilibrium
Kinddefinition
WritingW0 stub
MSC34D20
DefinesAsymptotic stability
UsesLyapunov stability, Equilibrium point, Flow of a vector field

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