Math 2.0

Difference and functional equations Stability, oscillation and asymptotics of difference equations Concept

Lyapunov function for a difference equation

Summary

A Lyapunov function for a difference equation xn+1=f(xn)x_{n+1} = f(x_n) is a function that is positive away from an equilibrium and does not increase along solutions. It is the discrete-time version of the Lyapunov function of a differential equation. Its existence proves stability of the equilibrium without solving the equation, and a strict decrease proves asymptotic stability. This is the main method for nonlinear difference equations whose linearization gives no answer.

Further reading

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