Lorenz (stability with Liapunov function)

In summary: Your Name]In summary, to determine global asymptotic stability of the origin in the Lorenz equation, we need to find conditions on sigma, rho, and beta such that the expression in the brackets of the Liapunov function is positive. This can be achieved by setting \beta > 0, \rho > 0, and \sigma > 0. These conditions ensure that the energy of the system is decreasing and the origin is globally asymptotically stable.
  • #1
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Homework Statement



Using the Liapunov function [tex]V=1/2(x^2+\sigma y^2 + \sigma z^2)[/tex], obtain conditions on sigma, rho, beta sufficient for global asymptotic stability of the origin in the Lorenz equation.


Homework Equations



The Lorenz equation

[tex]\dot{x}=\sigma (y-x); \dot{y}=\rho x-y-xz; \dot{z}=-\beta z + xy[/tex]


The Attempt at a Solution




[tex]\dot{V}=-\sigma (x^2+y^2+\beta z^2-(\rho+1)xy)[/tex]

Now i have to find conditions on beta and rho such the term in the brackets is positive , at least locally around (0,0,0). But I don't really know how to do that.
 
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  • #2

Thank you for your interesting question. I would like to provide you with some insights and guidance on how to approach this problem.

Firstly, it is important to understand the concept of a Liapunov function and its role in determining the stability of a system. A Liapunov function is a scalar function that is used to analyze the stability of a dynamical system. It measures the energy of the system and can be used to show if the system is stable, unstable, or chaotic.

In this case, the Liapunov function V is defined as V=1/2(x^2+\sigma y^2 + \sigma z^2). To determine the stability of the origin (0,0,0) in the Lorenz equation, we need to find conditions on sigma, rho, and beta such that V is positive and decreasing as the system evolves.

To do this, we can take the derivative of V with respect to time:

\dot{V}=x\dot{x}+\sigma y\dot{y}+\sigma z\dot{z}

Substituting the Lorenz equation into this expression, we get:

\dot{V}=-\sigma (x^2+y^2+\beta z^2-(\rho+1)xy)

Now, since we want \dot{V} to be negative for stability, we need the expression in the brackets to be positive. This can be achieved by setting the following conditions:

1. \beta > 0
2. \rho > 0
3. \sigma > 0

These conditions ensure that the energy of the system is decreasing and the origin is globally asymptotically stable.

In conclusion, to guarantee global asymptotic stability of the origin in the Lorenz equation, we need to have \beta > 0, \rho > 0, and \sigma > 0. I hope this helps in your understanding of the problem. Let me know if you have any further questions.
 

FAQ: Lorenz (stability with Liapunov function)

What is the Lorenz stability criterion?

The Lorenz stability criterion, also known as the Liapunov stability criterion, is a mathematical test used to determine the stability of a system. It states that if a system's trajectory remains within a bounded region over time, then the system is considered stable.

How is Liapunov function used to analyze stability in the Lorenz system?

A Liapunov function is a scalar function that is used to analyze the stability of a system. In the Lorenz system, a Liapunov function is typically a quadratic function that represents the total energy of the system. By analyzing the properties of this function, such as its derivative, one can determine the stability of the system.

What are the assumptions for using Liapunov function in the Lorenz system?

The assumptions for using Liapunov function in the Lorenz system include that the system is time-invariant, continuous, and has a unique equilibrium point. Additionally, the system must have a continuous first derivative and the Liapunov function must be positive definite and radially unbounded.

Can Liapunov stability analysis be used for any type of system?

No, Liapunov stability analysis is not applicable to all types of systems. It is primarily used for nonlinear systems, and even then, there are certain conditions that must be met for it to be applicable, such as the assumptions mentioned in the previous answer.

How can the results of Liapunov stability analysis be interpreted in the Lorenz system?

If the results of Liapunov stability analysis show that the system is stable, it means that the system's trajectory will remain bounded over time, and small disturbances will eventually dissipate. If the system is found to be unstable, it means that even small disturbances can cause the system to diverge and become unpredictable.

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