Math 2.0

Ordinary differential equations Definition

Lyapunov stability

Builds on Equilibrium 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 Lyapunov stable if for each ε>0\varepsilon > 0 there is a δ>0\delta > 0 with this property. For each x0∈Ux_0 \in U with ∥x0−x∗∥<δ\|x_0 - x^*\| < \delta, the solution φt(x0)\varphi_t(x_0) exists for all t≥0t \ge 0, and ∥φt(x0)−x∗∥<ε\|\varphi_t(x_0) - x^*\| < \varepsilon for all t≥0t \ge 0. The point x∗x^* is unstable if it is not Lyapunov stable.

Remarks

For x′=−xx' = -x and for x′=0x' = 0 on ℝ\mathbb{R}, the equilibrium 00 is stable. For x′=xx' = x, it is unstable. The centre of the harmonic oscillator is stable but not asymptotically stable: nearby solutions stay near, but they do not approach it. A Lyapunov function gives a way to prove stability without solving the equation.

Reading path

To understand this page from the ground up, read these 14 pages in order. The foundations come first.

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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

Where this leads

16 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Lyapunov_stability, Definition for continuous-time systems
About this page
Tag092S6VBECQ
URIm2://092S6VBECQ
Aliasesstable-equilibrium
Kinddefinition
WritingW1 stated
MSC34D20
DefinesLyapunov stability
UsesEquilibrium point, Flow of a vector field

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