Math 2.0

Ordinary differential equations Definition

Lyapunov function

Builds on Equilibrium pointAutonomous system

Definition

Let UU be an open subset of ℝn\mathbb{R}^n, let f:U→ℝnf : U \to \mathbb{R}^n be locally Lipschitz, and let x∗∈Ux^* \in U be an equilibrium point of x′=f(x)x' = f(x). Let W⊆UW \subseteq U be an open neighbourhood of x∗x^* and let V:W→ℝV : W \to \mathbb{R} be continuously differentiable. The orbital derivative of VV is the function V˙(x)=∇V(x)⋅f(x)\dot{V}(x) = \nabla V(x) \cdot f(x) on WW. The function VV is a Lyapunov function for x∗x^* if V(x∗)=0V(x^*) = 0, V(x)>0V(x) > 0 for each x∈W∖{x∗}x \in W \setminus \{x^*\}, and V˙(x)≤0\dot{V}(x) \le 0 for each x∈Wx \in W. It is a strict Lyapunov function if also V˙(x)<0\dot{V}(x) < 0 for each x∈W∖{x∗}x \in W \setminus \{x^*\}.

Remarks

For each solution γ\gamma in WW, ddtV(γ(t))=V˙(γ(t))\frac{d}{dt} V(\gamma(t)) = \dot{V}(\gamma(t)). So VV does not increase along solutions. For x′=−xx' = -x on ℝ\mathbb{R}, the function V(x)=x2V(x) = x^2 is a strict Lyapunov function for 00, since V˙(x)=−2x2\dot{V}(x) = -2x^2. In mechanics, the total energy is often a Lyapunov function. See Lyapunov's stability theorem.

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  1. Differential equation concept
  2. Function concept
  3. Interval concept
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  5. Solution of an ordinary differential equation definition
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  8. Lyapunov function definition

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Further reading

  1. Web https://en.wikipedia.org/wiki/Lyapunov_function, Definition
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