Differental equation system and Lyapunov stability

In summary, the linear system x'=y, y'=-x is stable but the origin is not asymptotically stable. In order to determine the stability of the original system, Lyapunov stability must be used. The Lyapunov function V=ax^2+by^2 can be used to determine the stability, and in this case, a=b=1 gives the function V=x^2+y^2. However, it is not enough to simply use V'=-V to determine asymptotic stability, as V' < 0 everywhere except at the origin.
  • #1
prehisto
115
0

Homework Statement


Example:
x'=y-x^3
y'=-x-y^3

Homework Equations


The Attempt at a Solution



Linear system
x'=y
y'=-x
Is stable because Det(P-[itex]\lambda[/itex]E)=[itex]\lambda[/itex]2+1
[itex]\lambda[/itex]1,2=+-i

So if I am not mistaken,than Ishould use Lyapunov stability,because the linear system is stable and I can't say anything about original system.
( I don't know why i can't tell anything about the original system, I just now it like "algorithm")

So The Lyapunov function in general looks like V=ax^2+by^2
So V'=2axx'+2byy'
I substitute x' and y' from original system:

V'=2axy-2ax^4-2byx-2by^4
So my book says that xy is not relevant and in order to get rid of them
2a-2b=0 -> a=1 and b=1
So V=x^2+y^2

Now I have the function which will allow me to determine stabilty.
V'=2xx'+2yy' Again I do the same - take x' and y' from original system
V'=2xy-2x^4-2yx-2y^4=-2(x^4-y^4)
Can i say the function is asympt.stable because V'=-V ?

In which cases i have to use Lyapunov stability,linearization is not enough ( or its not so easy to determine) ?
And do I have to determine a and b constants allways or I can just use V=x^2+y^2?
 
Physics news on Phys.org
  • #2
prehisto said:

Homework Statement


Example:
x'=y-x^3
y'=-x-y^3



Homework Equations





The Attempt at a Solution



Linear system
x'=y
y'=-x
Is stable because Det(P-[itex]\lambda[/itex]E)=[itex]\lambda[/itex]2+1
[itex]\lambda[/itex]1,2=+-i

The origin is not asymptotically stable, since trajectories of the linear system are circles centered on the origin. This is due to the fact that the eigenvalues of the linear system have zero real part. If there is an eigenvalue with zero real part then the linearization doesn't tell you everything about the stability of the fixed point in the full system.

So if I am not mistaken,than Ishould use Lyapunov stability,because the linear system is stable and I can't say anything about original system.
( I don't know why i can't tell anything about the original system, I just now it like "algorithm")

So The Lyapunov function in general looks like V=ax^2+by^2
So V'=2axx'+2byy'
I substitute x' and y' from original system:

V'=2axy-2ax^4-2byx-2by^4
So my book says that xy is not relevant and in order to get rid of them
2a-2b=0 -> a=1 and b=1
So V=x^2+y^2

Now I have the function which will allow me to determine stabilty.
V'=2xx'+2yy' Again I do the same - take x' and y' from original system

Or you could substitute [itex]a = b = 1[/itex] in the expression for [itex]V'[/itex] you already have.

V'=2xy-2x^4-2yx-2y^4=-2(x^4-y^4)
Can i say the function is asympt.stable because V'=-V ?

No, because [itex]-V = -(x^2 + y^2) \neq -2(x^4 + y^4) = V'[/itex]. But it is the case that the origin is asymptotically stable because [itex]V' < 0[/itex] everywhere except at the origin.
 
  • Like
Likes 1 person

FAQ: Differental equation system and Lyapunov stability

What is a differential equation system?

A differential equation system is a set of equations that describe the relationship between the derivatives of one or more variables. These equations are used to model dynamic systems and predict their behavior over time.

How is Lyapunov stability related to differential equation systems?

Lyapunov stability is a mathematical concept that is used to analyze the stability of a system. In the context of differential equation systems, Lyapunov stability can be used to determine whether the system will converge to a steady state or oscillate around it.

What is the difference between local and global stability in Lyapunov stability?

Local stability refers to the behavior of a system in the immediate vicinity of its equilibrium point, while global stability refers to the behavior of the system over its entire domain of existence. Lyapunov stability can be used to analyze both local and global stability of a system.

What is the role of eigenvalues in the stability analysis of a differential equation system?

Eigenvalues are important in the stability analysis of a differential equation system as they determine the behavior of the system at its equilibrium points. The signs of the eigenvalues can indicate whether the system is stable, unstable, or marginally stable.

Can Lyapunov stability be used to analyze nonlinear systems?

Yes, Lyapunov stability can be used to analyze both linear and nonlinear systems. However, the analysis becomes more complex for nonlinear systems and may require the use of advanced techniques such as Lyapunov's direct method.

Back
Top