Math 2.0

definition

Asymptotic stability

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.

Explanations

L1 human

An equilibrium is asymptotically stable if nearby solutions stay near it and also approach it in the long run. A ball at the bottom of a bowl with friction is a typical example.

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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

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Sources

  1. Web https://en.wikipedia.org/wiki/Lyapunov_stability, Definition for continuous-time systems