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Rouche
P. Habets
M. Laloy
Stability Theory by
Liapunov's Direct Method
N. Rouche
P. Habets
M. Laloy
U.C.L.
9 8 7 6 543 2 1
ISBN 978-0-387-90258-6
DOl 10.1007/978-1-4684-9362-7
PREFACE
This monograph is a collective work.
ing on the front cover are those of the people who worked on
every chapter.
very important:
C. Risito for Chapters I, II and IV,
K. Peiffer for III, IV, VI, IX
R. J. Ballieu for I and IX,
Dang Chau Phien for VI and IX,
J. L. Corne for VII and VIII.
The actual
We concentrate
Also
iv
PREFACE
We feel
this is the opinion of those people who have not really tried.
Indeed, many mathematicians have tackled only theoretical
problems.
Our
to describe the
Finally, it is a
notations:
> 0,
!JRn,
= {x
Be:
and radius
B(a,e:)
e:
{x E ~,
>
0,
II x-a II
a E!JR n
to
E, unit
n,
B(M,e:) n
M
e:
dx
= dt
~!
e: - neighborhood of
with respect
n C!JR n ,
n
matrix,
J+, see p. 7,
~,
M E!JR n
vi
x" or "given
x",
x" or
x".
Let
C 9f
f: A
is said
9f, x
f (x)
be a real
valued function.
The function
increasing i f
i.e.~
'ttx E A,
for all
be:
~o
'tty E A, x < y
and
strictly inc;J;'easing if
in
implies
A, x < y
f (x)
f (y) ;
implies f(x)
f(y).
implies
decreasing if
strictly decreasing if
f (x)
implies
f(x)
implies
> f (y) ,
monotonic if it is increasing on
A or decreasing on
A,
A.
Let
a E
at
inf{sup{f(x): x EB(a,o), x
0>0
t- a}}E 9f.
f
at
is
continuous at a if
A.
is
If
fey),
f(a).
If
vii
is continuous at
semi-continuous at
A function
a.
V: ~l+n ->- ~, (t,x) ->- V(t,x)
a E
(i)
-V
x) if there exists a
Je such that
V(t,O)
(ii)
If
is said to
the function
V(t,O)
and
x).
A function
V: ~l+n+m ->- ~,
Je
=0
V (t, x, y) > a
(ii)
If
is said to be
V(t,O,O)
(1)
x).
(I Ix I I )
where
transpose)
denotes
TABLE OF CONTENTS
1.
2.
3.
Auxiliary Functions
11
4.
13
5.
Instability
19
6.
Asymptotic Stability
25
7.
Converse Theorems
44
8.
Bibliographical Note
47
CHAPTER I.
CHAPTER II.
49
1.
50
2.
60
3.
73
4.
Total Stability
80
5.
84
6.
89
7.
Bibliographical Note
95
CHAPTER III.
STABILITY OF A MECHANICAL
EQUILIBRIUM
97
1.
Introduction
97
2.
98
3.
105
4.
108
5.
6.
7.
........................
Mechanical Equilibrium in the Presence
of Gyroscopic Forces .........................
Bibliographical Note .........................
Mechanical Equilibrium in the Presence
of Dissipative Forces
CHAPTER IV.
113
115
126
128
.. ...
128
1.
Introduction
2.
General Hypotheses
129
3.
130
4.
134
5.
139
6.
Stability of a Betatron
145
7.
151
8.
Bibliographical Note
165
CHAPTER V.
INSTABILITY
168
1.
Introduction
168
2.
170
3.
Fundamental Proposition
172
4.
Sectors
173
5.
Expellers
180
6.
184
7.
188
8.
191
9.
Exercises
195
10.
.......... ........................ .
.;
Bibliographical Notes
CHAPTER VI.
198
201
1.
Introduction
201
2.
204
xi
3.
207
4.
215
5.
A Tentative Classification of
Concepts .
222
6.
227
7.
Asymptotic Stability
235
8.
Bibliographical Note
238
CHAPTER VII.
241
1.
Introduction
241
2.
General Hypotheses
242
3.
242
4.
246
5.
Attraction of a Particle by a
Fixed Center . . . . .
249
6.
254
7.
260
8.
Bibliographical Note
269
270
1.
270
2.
271
3.
280
4.
285
5.
294
6.
305
7.
Bibliographical Note
310
xii
CHAPTER IX.
313
1.
Introduction
313
2.
Differential Inequalities
314
3.
320
4.
327
5.
332
6.
336
7.
Bibliographical Note
342
APPENDIX I.
345
1.
345
2.
347
3.
350
4.
352
APPENDIX II.
355
363
LIST OF EXAMPLES
368
BIBLIOGRAPHY
370
AUTHOR INDEX
386
SUBJECT INDEX
393
CHAPTER I
ELEMENTS OF STABILITY THEORY
~ve
Almost all
few pages are meant to give a fair idea of what stability and
Liapunov's direct method are.
1.
1.1.
Its first
I.
shall see.
Very early, the stability concept was specialized in
mechanics to describe some type of equilibrium of a material
particle or system.
qO'
The
we shall try, with much care, to separate the wheat from the
chaff.
1.
Stability concepts
1.2.
x = f(t,x),
where
and
variable), f
assume
(1.1)
and
x = dx/dt.
We
For simplicity,
Let
E~.
II . II
on
A solution
x(t)
= t
in the sense of
x(t)
e > 0, there is a
8 > 0
to' or,
for all
is called unstable at
to'
Thus, it turns out that stability at
to
Exercise.
is nothing
xo
= x(t O)'
t E [to'oo [.
to
implies stability
8).
I.
Hint:
passing through
xo
at
x(t;to'x O)
is the solution
+ w2 sin x
= 0,
with
and
w E~.
.
-w 2 s~n
x.
of radius
of radius
0, contained in this
Be'
Further,
Bo
at any
In fact,
the period of the solution varies with the orbit and two
points of the (x,y)-plane, very close to each other at
t = to'
between periods.
1.
Stability concepts
=y =0
00,
as it would do if some
In many practical situa-
x(t)
tend to
x(t)
when
00.
Following
Therefore, stability in
I.
2.
2.1.
x(t)
variable
=x
z
where
by a new
g(t,z)
g(t,O)
If we replace
=0
==
for every
E~.
(2.1)
The origin is a
of
possible, for
Nevertheless, we shall,
Let us consider
a continuous function
f: I x
where
I = ] T , 00 [
~n,
for some
(t,x)
T
f(t,x)
or
We assume that
f(t,O)
=0
= -00,
and
n is a
for every
t E l , so
x=
f(t,x)
(2.2)
Further, let
(to'x O) E I x
(2.2).
n,
2.
= xO.
w=
x(tO:to'x O)
By
Bp = {x E ~n:
00.
and
V in a systematic manner.
Stability.
The solution
of (2.2) is called
J+)
and
to E I, there is a
and
t E
J+
=0
0 > 0
I Ix(t:to'x o ) I I
one has
<
E > 0
Xo E Bo
E.
(3E > 0) (3t O E I)
and a t E
such that
J+
Ilx(t:to'x o ) II ~ E.
<
E > 0
there is a
for all
2.4.
J+
to E I, all
Remark.
[to'ro[.
Ilx(t:to'x o ) II.
J+)
= O(E)
Ilxoll
such that
< 0..
E: Le., given
I Ix(t:to'x o ) I I < E
and all
t ~ to.
However, if
BE C Q, the solutions
I.
g.
+~:
2.5.
attractiveif
The solution
x = 0
of (2.2) is called
and each
such that
t
to E I
there is an
I IXol I < n
to + a EJ+
and
to + a E J+
there is a
= o(to,e,x O)
I Ix(t;to'x o ) I I < e
> 0
for all
e > 0
and
t 'E I
0
for all
uniformly attractive if
(Vto E I) to + a E J+
and
Remark.
and all
and all
t > to + 0'.
to + a E J+ and
to E I
E Bn)
to + a E J+
Ilxoll < n
~Vxo
n = n(t O)
there is an
such that
0' = o(to,e)
Ilx(t;to'x o ) II < e
2.6
= n(t O)'
to + 0'.
equi-attractive if
all
Ilx(t;to'x o ) II < e;
e > 0 there is a
Ilx(t;to'xo) II < e
= a (e)
for all
> 0
Ilxoll < n,
t > to + o.
As in Remark 2.4, if
Be C g, the solutions
[to'~[.
approach-the origin as
...
~.
In the case of
2.
to
Xo E Bn'
they tend to
to
Xo E Bn
and
E I.
2.7.
For an example
The
+ ~.
Figure 1.1.
2.8.
x=
attractivity.
2.9.
Th~
Exercise.
~),
Hint:
10
I.
2.10.
to
is the set
If
A(t O)
attraction is uniform.
every
Moreover, if
~n
= A(t O)
for
and
Xo E Bn' x(t;to'x O)
and
as
n > 0, any
+
to E I
and any
(3n > 0)
by
> 0).
2.11.
ASymptotic stability.
The solution
o of (2.2)
is called
asymptotically stable (A.M. Liapunov [1892]) if it is stable
and attractive;
equi-asymptotically stable (J.L. Massera [1949]) if it is
stable and equi-attractive; (Cf. Exercise 2.9).
uniformly asymptotically stable (I.G. Malkin [1954]), if it
is uniformly stable and uniformly attractive;
globally asymptotically stable (E.A. Barbashin and
N.N. Krasovski [1952]) if it is stable and globally attractive;
uniformly globally asymptotically stable (E.A. Barbashin and
N.N. Krasovski [1952]), if it is uniformly stable and
uniformly globally attractive.
3.
Auxiliary functions
2.12.
Exercise.
11
it = -x, with
x E 9/,
Exercise.
x E9/ and
Consider, for
t > 0, the
x - xt
for
~- 2
for
1 < xt,
~+ 2
for
xt < -l.
.~
t2
-1 < xt < 1,
2.14.
Theorem.
of
or periodic in
Let
f(t,x)
t.
indeed, uniform
3.
3.1.
Auxiliary Functions
*The
12
I.
or Liapunovlike
where
~iapunov
derivative
functions
and
If
cl
x(t)
v*(t)
V*(t)
= V(t,x(t
f(t,x(t) + ~~ (t,x(t.
(3.1)
V(t,x)
that
V*(t)
= V(t,x(t.
often write
Vet)
for
at
function of
instead of
and
x.
t.
x(t),
V as a function of
and a
V(t)
V*{t).
function of class
a function
with
at some given
3.2.
v*(t)
alO}
a E 5t'.
= O.
4.
3.3.
such that
every
V(t,O)
and,
13
V(t,x)
(t,x) E I x n: V(t,x)
>
n.
definite on
3.4.
n'
and
Such a function is
Stating that
a E
V(t,x)
is
of the origin, V
is positive
n'.
function
V(t,x)
to be positive definite on
V*:
= 0, v*(x)
V(t,O) = and
V*(O)
>
for
(~(t,x)
x C
IT, x
IT
is that
such that
+ ~
and further
E I x n)V(t,x)
>
that
V*(x).
4.
4.1.
function
every
V: I x n
(t,x) E I x
(i)
(ii)
fie
If there exists a
n:
0;
a E
and
~l
14
Let
Proof.
tinuous and
place of
Bo
X(titO'XO)
and every
for every
4.3.
xo
x(t)
Writing
in
n:
such
> 0
t E J+:
Ilx(t) II < E.
E I
is con-
= O(tO,E)
E Bo.
Q.E.D.
As
be given.
E > 0
0, there is a
V(to'O)
V(to'x o ) < a ed
that
Xo E
and
to E I
b E
5e and every
stable.
Indeed, in this case, 0
4.4.
Let
n > 0
and
m > 0
f: I x
n x
~m ~ ~n, g: I x
~m ~ ~m, where
n is a domain of
We assume that
t E I
n x
f(t,O,O)
=0
and
get,O,O)
and
is
=0
are smooth
I x
~m,
f(t,x,y),
g(t,x,y).
and also
(4.1)
part~al
Zo
at
to.
The
4.
v.v.
Rumiantsev [1957]:
the solution
i.e., given
that
> 0
and
Ilx(t;to'zO) II <
15
of (4.1)
is
if
to E I
for all
Zo EBo
x
and all
such
t E J+.
I Ixl I <
= y2
4.5.
.lf1
for
x, y E
=.
/V}
V: I x n x ~m
(H)
0;
V(t,x,y) < 0;
=0
... ~
If there exists a
(t,x,y) E I x n x ~m:
a E 5e and every
(i)
x = -x,
b E 5e and every
x.
(t,x,y) E I
x ~m:
(iii)
x.
A.
first example.
differential equation
Consider, for
16
x=
where
and
functions of
symmetric.
are
(D(t) + A(tx
n x n
on
],,00[, D
Choosing
< 0
Dare
V(t,x)
diagonal and
(x,x)
(where
V(t,x) = 2(x,D(t)x).
for every
tE I, then
skew-
(x,x)
is a
If the eleV ~ 0
and,
Let
A,B
and
be the
0,
and
frame.
and
of
p,q
(B-C)qr,
(C-A)rp,
ct
(4.2)
(A-B)pq.
defined by
critical point
x,y,z
PO' q
=P
0, r
- PO' Y
O.
q, z = r, we shift the
If
B-C yz,
It
C-A
"""B (po+x) z,
-C
A-B
(4.3)
(PO+x)y.
4.
17
An
Theorem 4.2 is
V=
O.
It
follows that the origin is stable for (4.3), and even uniformly stable since the system is autonomous.
On the other hand, if A > B ~ C, one obtains a
similar result using the first integral
p,q,r.
4.8.
Stability of a glider.
Let
and
horizontal line.
with
v.
m be the
Let
CDCa)
Using
and
and
-mg sin
read:
- cD(a)v ,
e+
CL(a)v
18
I.
and
Putting
we transform the equations into
-'x
~
dT
= -sin e -
~~
(-cos
ay2,
(4.6)
+ y2)/y.
Figure 1.2.
The glider
Yo
= 0,
= 1,
= 2kn
for
YO
1,
= !- - y
3
cos 6 + 3
(1,0), V(y,6)
a
>
O.
except
5.
19
Instability
that
V(l,O)
= O.
(1,0)
Instability
5.
5.l.
to E I,
~l
> 0
function
(i)
(il)
(with
V: [to'oo[ ?<
o < V(t,x)
I f there exist
'I' EB
and a
[to'oo [
x '1':
k~
a E
5t'~
i f further
(iii)
a'l'~
Xo E'I' n Be
x(t~to'xO)'
such that
V(to'x o ) > 0
abbreviated as
x(t).
(see (1.
As long as
V(t,x(t
V{to'x O) + It V(T,x(TdT
to
> V(to'X O) + a{V{to'X O (t-t o )
> 0
Consider
x{t) E '1',
t E J+:
20
I.
Therefore, x(t)
must leave
through
a~
But be-
E BE.
Therefore,
Q.E.D.
Yi
in
aBg'Yi
being included in
point.
5.2.
(1892]).
If there exist
open set
C Bg
V: [to'oo[ x Bg
and
.... !}t
5&'1
to E I, g > 0
(with
such that, on
[to'oo[ x
an
~:
b EX;
a E .5e;
(H)
en),
function
(i)
Bg
i f further:
(iii)
a~;
[1892]).
(ii)
*If
!}tn,
on
[to'oo[ x ~,
[a,b]
into
5.
where
~
21
Instability
c > 0
and
W: [to'ro[ x
~ ~ ~
is continuous and
5.5.
depends on
V(x) > 0
on
'1
(ii)
~(x) > 0
on
~.
5.6.
If
A-B y 2}
(PO + x) (C-A
-S- z 2 + -C-
with
e;
C > A >
2
+ y
+ z
A,B,C
<
o.
Further, i f
C > A > B.
or
Po >
e;
Then we choose
y > 0, z > o}
Po + x
>
on
~.
All
(or as the case may be, the equatorial axis) are unstable with
respect to
5.7.
(p,q,r).
This is a useful
22
I.
x = Ax
wher~
is an
n x n
+ g(t,x)
(5.1)
Ax + g(t,x)
has
in Section 2.2.
f(t,x)
Theore~
value of
uniformly for
Proof.
as
(5.2)
real matrix
Vex)
U(x)
Vex)
>
for
and a constant
(~~I
and
n x n
for some
Ax)
cV + U
(5.3)
x.
aVI g(t,x.
cV + U + (ax
=U
+ e~~1 get,x
5.
23
Instability
Q.E.D.
More about the' steady' rotations of a rigid body.
If
C > A > B,
r. 2
~o
when either
all three
5.10.
C > A
r~levant
=B
or
=A
eigenvalues vanish.
Watt's governor.
Figure 1.3.
Watt's governor
24
The angles
freedom.
and
~t c/S)
-k (~-~o) ,
1 2
6
~t c/,~)
h
were
and
=C
e,l,m,g
2 . 2
+ 2 m1 s~n~,
and
"2
/' =
'0/
au
ar
2 m12, U
2 mgl cos
~o'
22
0, 6
60
gil cos ~O
In
+ - - 2 eO
2ml
80
When
< 0, then
~(O)
SID
2 ~O
(5.4)
= O.
~(A) +
< 0, whereas
00
But
00:
Al + A2 +
5.11.
Analogously, when
A3
when
6.
Asymptotic stability
25
Asymptotic Stability
6.
6.1.
attraction
Theorem.
6.2.
~l
function
and every
til
a (11xll l
(iil
Choosing
a, b, c E.5e
~ > 0
such that
B~
t E I
v~;~
{x En: v(t,x)
<
a(a)}.
Then
for any
(al
uniformly in
(b)
Proof.
and any
to E I
to'xo
-1
Xo E Vto,a
when t -+ 00;
x(t;to'x o ) .... 0
(a)
We choose an
> 0
such that
Ba C nand
t E I
(6.1)
For any
to E I
and
x (t) E V- l
t,a
I.
26
for any
t E
J+,
Now
rl.
n > 0
cannot
[to'oo[.
such that
larger than
Ilx(t) II
x(t)
J+ (to'x O)
Hence
cr
that
(6.1)
For any
b (n) < a (e)
b(a)!c(n).
for every
= to
V(t,x(t
+ cr:
::. V(to'xO) -
such that
Therefore, for
to + cr
Theorem 4.3.
0 > 0
such that
b(o)
<
a(a):
Q.E.D.
Xo E
e.
-1
cr = b(a)!c(n), n
is.
6.
27
Asymptotic s tabili ty
6.4.
(ii)'
6.5.
The existence of a
for some
(i)
(ii)
and
c E
for some
Je
function
and every
c' E Ye.
VCt,x)
Ct,x) E I x
such that,
n:
0;
V(t,x)::. -cCllxll);
g: [0,00 [ .... ~ be a
5fl
t.
g (t).
The function
g2(t)
Figure 1.4.
1.
(1/2)n.
28
g (t) x.
x (t)
shows obviously that the origin is not asymptotically stable
for this equation.
function
2
-x- [3 g2 (t)
V(t,x)
we see first that
ftog 2 (T)dT],
V(t,x) : x , since
2,
and secondly that
6.6.
V(t,x)
2
-x , as is easily computed.
Are there
=0
i .... 00)
6.7.
x(t i ) .... 0
Exercise.
as
....
as
i .... 00.
Exercise.
6.
29
Asymptotic stability
6.9.
n=
~n
and
a(r)
6.10.
Exercise.
as
(6.2)
~.
replaced by
= lim
lim a(r)
b(r).
r~~
6.11.
An
To
x+ ax
where
a > 0, b
= b o (l
+ b(t)x = 0
+ ef(t
~....
with
~.
(6.3)
bO
0, and
f(t)
is
Equation (6.3) is
equivalent to
y,
-ay - b(t)x.
is positive definite.
- 2 Y - (b-bO)XY -
ab
30
I. ELEMENTS OF STABILITY
is negative definite.
THEO~Y
a
(6.4)
ax.
and a load,
In the
opposite case, i.e. if the load is not large enough, one may
expect the energy balance of the system to increase and the
origin to become unstable.
A damped pendulum.
x +
+ sin x
0,
as an auxiliary function.
for the time derivative
+ (1 - cos x)
This is not a good choice however,
2
Vl = -x
Therefore, a
Finding a
6.
31
Asymptotic stability
For instance
v2 = x2
is such that
V2
has any
VI
<
0, but of
approximation.
is an
f(t,x}
x = Ax
+ g(t,x),
Ax + g(t,x)
in Section 2.2.
has all
Then
of
I Ir(t,x) I I ~ 0
Ixll
as
If all eigenvalues
x ~ 0,
32
I.
uniformly for
asymptotically stable.
The proof consists in exhibiting a quadratic form in
x, which, considered as an auxiliary function, satisfies
all the hypotheses of Theorem 6.2.
n x n
real matrix
If all eigenvalues of
U(x)
for
(~~ ,Ax)
= u.
is a continuous function of
t.
There
x=
A(t)x
A(t)
t,
is strictly
6.16.
Exercise.
6.17.
Exercise.
Let
tinuous function of
A(t)
t E I
be an
n x n
T > O.
x= A(t)x + g(t,x)
from
f(t,x)
ponents of
in Section 2.2.
x= A(t)x
6.
Asymptotic stability
33
\\g(t,x)\\ .... 0
Ilxll
uniformly for
as
x .... 0
asymptotically stable.
Hint:
use
such that
S(t)-l(A(t)S(t) - Set~
is constant.
6.18.
These equations
= Yo
+ Yl' 6
6 0 + 61
and
I.
34
Therefore,
They
[1958]).
(ii)
U: I x n
!if and a
function
with
V(t,x) + U(t,x)
uniformly on
0,
U(t,O)
as
00.
asymptotically stable.
6.21.
every
(t,x)
(i)
(ii)
5f1
If the origin is
function
a, c E 5t' and
E I x n:
0:
6.
35
Asymptotic stability
~l
functions
V: I x fl
-+-
and
W: I x fl
-+-
~ such
(t,x) E
x 1'2:
(i)
(ii)
W(t,x)
(iii)
bJllxll); W(t,O) = 0;
(iv)
Choosing
0;
W(t,x)
a >
such that
t E I
l
Vt,a. = {x E 1'2: V(t,x) < a(a)}.
Then
-1
(al
(b)
Proof.
(al
We choose an
a >
A(t O) :) Vt,a.;
such that
Ba. efland
-+-
as
-+-
00.
W, and
to +
0:
V(t,x(t
-+-
_00
as
W(t,x(t
>
V(t,x(t
-+-
00,
and a
k > 0.
~ -c(k)
k > Osuch
But then it
and therefore,
such that
ti
-+-
00
as
-+-
00
36
I.
= 1,2, :
some
k:> 0:
(6. 5)
< k
for every
E ]ti,ti [.
below, we use (6.5) or (6.6) in much the same way for both
cases.
M > 0
W(t,x) < M.
It
such that
ti - ti ~ k/2 H.
< V(to,x(t O
l<i<n
t!
~V(S,x(s) )ds
ti
for
Thus, W(t,x(t
x(t)
as
as
00
00.
stability
-1
to: Vt
O,C(
is a neighborhood of the
Q.E.D.
The function
in several ways.
identifying
W(t,x)
with
(xix)
6.
37
Asymptotic stability
putting
= V(t,x).
W(t,x)
exists a
:ifl
function
some functions
(i)
(ii)
(t,x) E I x
n:
for every
attraction
(b)
n .... 9R
V: I x
Suppose there
is bounded on
such that
at
I x
n,
c n,
Bat
then
the region of
-1
A(t O) :J Vto,at;
n is a bounded set.
f(t,x)
(xix)
enables one
is bounded.
6.26.
a
:ifJ.
function
V: I x
(t,x) E I x n:
0;
V(t,x) ~ -c(V(t,x;
then
(a)
for every
a. >
of attraction
(b)
such that
-1 .
A (to) :J V .
to'a.'
Bat
c n,
the region
I.
38
6.27.
Let us
x+
where
~l
is a
h(t)x + sin x
function from
0,
(6.7)
+~.
We are looking
h(t)
V(t,x,x)
. x) 2 +
a 2 S1n
bet) (1 - cos x),
(x
+ ax)
+ bet) x
2
in
x,x.
If we put
we obtain
tj
where
(1 - cos x) +
&3
in
t.
a > a
and
< 2
such that
(i)
(ii)
then
-v
O~
2~
6.
Asymptotic stability
established.
39
x + (1 - cos x)
2"
2
f(t,x)
be
h(t).
where
h' (tl
x =0
h(t).
and a
h(t)
In fact, consider a
approaching
00
hypothesis (ii) of
= a(l+e -t ).
The
= a.
asymptotically stable.
I.
40
X or y
8
."
Figure 1. 5.
The phase plane for equations (6.7) and (6.8)
x + x = a
=2
+ et
in its
(x,x)
(6.9)
AB
aAB, with
AB
parallel to
6.
41
Asymptotic stability
x<
this is because
the triangle:
o.
triangle if
abcissa
1T.
x(t) of (6.7),
the other
yet)
time
to.
A.
A at some
aBo
ing point of
reaches
P.
aA.
rx
P.
..
X(T)
to
AP
Let
T.
yet)
since
T' < T,
>
AB, nor
A, it meets
is the orbit of
is the segment
A to
T'
Observe that
T -
where
Let
v __
~
T'
x(t)
from
to
while
yet)
from
= -(2+e,. )X(T)
P, x(t)
T'
)y(T') - y(T')
.
= y(T').
= a,
h(t) = 2 + e t
a
(a function
in the triangle
aBA.
6.28.
two
~l
functions
x n:
a E
V:
x n ... 91
and
xn ... 91
such
42
I.
(i)
V(t,x} > ai
W(t,x) > b(llxll); W(t,O) == 0;
(til
(Hi)
V(t,x) S. -c (W(t,x ;
(iv)
W(t,xl < 0;
Exercise.
for every
5f1
k: I
function
ge
V(t,O)
(i)
eHl
(iH)
V: I x n ~ ~
and
a E Jt'
00
0.
n:
V(t,x)
(t,x) E I x
then
n,
6.31.
a
(t,x) E I x
as
00;
0;
and every
6.
Asymptotic
stability
43
-1
(a)
(b)
6.32.
A(t O)
:::>
Vt
O,a.
[to'~[.
The solution
z = 0
respect to
and i f
(3 T) > 0) (
I I Z0 II <
'If E
( 'Ito E I) ('It:: to +
Ilx(t~to'ZO) II < E.
0)
T) )
Asymptotic
is defined similarly
Theorem.
~m ... ~
x rI x
.lfl
function
x rI
><
a,
~m:
a (I Ix I P ~ V Ct , Z) ~ b CI Ix I I ) ~
V(t,z) ~ -cCllxll).
Then
(a)
for any
x
and any
when
Cb)
a. > 0
t ...
(to'zO) E
uniformly in
x [(Ba.
n r1)
to'zO
~~
x.
44
following statement.
Exercise.
6.34.
Define
/11Jn+k, 0
E ~
5:f1
m, as a vector
components of
V: I x n x~m
function
y.
-+
and
I x n x ~m:
(i)
(ii)
V(t, z)
~ -c (j Iu
II ) 1
x.
5:f1
function
functions
(i)
(ii)
V: I x
~m
-+
(t,z) E I x n x
<;
~m.
01
-c(V(t,z 1
7.
7.1.
x.
Converse Theorems
The
7.
Converse theorems
(I)
45
Un-
In this
46
I.
If the function
~l
is
~l
and every
7.3.
V: I x ~
function
(t,x) E I x
C n
E~
~:
(a)
(b)
V(t,x)
Theorem.
O~
< 0.
I f the function
is
~l
and if the
~ en
~l
function
a E ~ and
V: I x ~
b E ~, and every
(t,x) E I x ~:
7.4.
(a)
(b)
V(t,x)
O~
< 0.
J.L. Massera,
the function
f(t,x)
locally liEschitzian in
if, for every point of
this point, N C
t EI
n,
n,
uniforml~
with resEect to
and a constant
t
N
of
8.
Bibliographical note
47
xl' x 2 E
n,
one gets:
t E I
Ilf(t,x l ) -
If the function
lipschitz ian in
is, on
I x
n,
locally
and if
~ + ~
Ct,x) E I x
Cb)
is, on
I x
t, V
n,
x ~,
n,
independent of
8.
uni-
are bounded on
a, b, cEJt
lipschitzian in
~:
(a)
Corollary.
and
or periodic in
or periodic in
If
t, V
is, on
can be chosen
respectively.
Bibliographical Note
I.
48
I.G. Malkin [1952] contains a very explicit and careful treatment of the basic theory (without use of vector
notations, which renders the text a bit lengthy).
N.G. Chetaev [1955], although somewhat old-fashioned now,
is still interesting, in particular because it contains many
mechanical applications, a too rare feature indeed!
W. Hahn
the
CHAPTER II
SIMPLE TOPICS IN STABILITY THEORY
It is meant to
different ways what conclusions can be drawn from the knowledge of a positive definite auxiliary function
V{t,x)
Section 4 deals
The main
Section 5
II.
50
circuit theory showing that continuously differentiable auxiliary functions are not always satisfactory, and thus
justifying the fact that, in subsequent chapters, the required
regularity conditions will be somewhat weakened.
1.
1.1.
In this section, we
V(t,x)
whose time
M where
V(t,x)
f(t,x)
1.3.
a ~1
V: I x n
>
is
o.
!Jf, periodic in
with period
T,
1.
(1)
51
(t,x) E I
x rl:
0;
(H)
(iii)
Choosing
a > 0
such that
tEl:
V-I
t,a
Then
-1
(a)
(b)
A(t O) ::>Vt
O,a
If (i) is replaced by
to E I.
Let us choose
a > 0
such that
Sa C rl
starting at some
-1
is defined over
Xo E Vto,a
as
-+- "'.
Ilx(t;to'x o ) II
-1
Xo E Vto,a
<~.
and a
If this were
~
> 0
such
that
(1.1)
52
II.
Xo
*
k
*
{xk}
o )' Xo + Xo
V(t,X(tito'XO
for
= 1,2,
k +
00.
As a function of
t,
t +
00.
But, V
being
t+oo
k+oo
(1. 2)
Considering now
existence of a
> to
such that
. * ,x(t * ito'XO
*
Vet
<
The periodicity of
Due to (1.2),
f(t,x)
yields
V(t,x), we get
.
= l~m
k+oo
- O
Vet * +kT,x(t *+kT;to'X
k+oo
~ V(to'x o ).
v- l
is a
to,a
neighborhood of the origin, this point is asymptotically
Part (a) of the thesis is proved and, because
stable.
Theorem 1.2.14.
1.
53
with
to E I
because
and every
to:
Q.E.D.
Remarks.
x=
-p(t)x
for
x E
>
for
t E [0,"'[
and
V = x2
The set
contains no
Corollary.
0 =
gen.
= gen
and that
a(r)
'"
as
+ "',
54
II.
Proof.
a(r)
Xo E !Jfn
there is an
a. > 0
....
for every
00,
-1
such that
thus
x (t;to'x O) .... 0
1.6.
t ....
as
00.
Exercise.
x E!Jf:
x + ax
+ (lsin x
L, where
a > 0, w
<
w2
A transistor oscillator.
I: n
Figure 2.1.
A transistor oscillator
1.
55
Of course, in
the days of Van der Pol, it was the equation of a vacuum tube
oscillator!
genera~e
where
a
is a ~l
= RC
I
> 0
'
w2
1
Lc
> 0 and
L,
g: 91 .... 91
transistor.
In fact
= x = O.
g(O)
O.
The
V(x,x)
= 12
2 x
21 w2 x 2
h(x)/x .... 0
>
a, V
respect to
.
x
as
x .... O.
Accordinglyas
g'(O) < a
or
O.
0
But,
56
II.
implies
O.
We con-
according to whether
or
The
-V
for
for instability.
and
with
cp
0, cp
f (0)
9R .... 9R, f
of class
0, and let
continuous with
CP(O)
Let
)fl
a > O.
The equation
CP(x) +
'i'+ ax +
f(x) = 0
(1. 5)
=y+
ay
Putting
=x
and
y,
z - ay,
-CP(y) - f(x).
(1. 6)
= y = z = O.
= aF(x)
1 z2
+ f(x)y + w(y) + 2
where
F(x)
W(y)
1.
57
reads
V(x,y)
Let us put
= aF(x)
W(x,y)
+ f(x)y +
~(y)
f (x) x > 0
for
x ., 0;
....
co
as
x2 + y
for any
2
....
00.
V(x,y,z)
is positive
W(x,y,z) > 0
y ., 0;
x, i f
for any
J:
Multiplying by
f(x)
x, if
x, one gets
= aF (x) ~ (y) -
(x)
(1. 7)
a function which, due to (i) and the way it was built up, is
strictly positive for every
(x,y)., (0,0).
Observing then
that
W(x,y)
and because
W(x,y) > 0
(2~(y) + yf(x2
4~(y)
~(y)
> 0
for any
for
4aF(x)~(y) - y2f2(x)
4~(y)
(x,y)" (0,0).
That
~(y)
> 0
results
II.
58
is concerned, it is obviously
O.
< 0
and
in
orbit.
identically
=y =
.
z = z =
then identically
(1.6) gives
O.
f{x)
O.
0, which is equivalent to
x = O.
All
a > 0, b > 0
=y = z =
= y,
= z,
-f{y)z - ay - bx.
1.11.
Hint:
~ +~.
origin
and
= 0,
= 2a
1 (bx+ay) 2
z 2 + byz + b JYof{n)ndn + 2
Genetic
X, an enzymatic
M
Let
A first
x,y
1.
59
.
m
where
K,A,C,a,13
and
K
m
Ax
Cy
- a,
-
13,
ym,
is an
A common assumption
approximated by zero.
The first
m can be
Ky
Cy - a,
Ax -
13,
a/A, y
Ky/Ca
Ky
A 2
- -C lny + ay + -2 x
V(x,y)
- V (a/A,Ky/Ca)
- ax
is positive
disappears at a
II.
60
Ky
Cy - a,
Ax - Sy,
SKy
_ Ky
ACa ' y - Ca
2.
2.1.
V(t,x)
V(t,x)
is not
M where
V(t,x)
order that the solutions do not spend too much time near
M.
2.
61
2.2.
If
solution).
x(t)
solution
and
tl
are in
t2
is defined on
[tl' t 2 1
I, with
tl < t 2 , if a
is a constant, then
implies that
t2 - tl 2: riA.
In fact
~.
Q.E.D.
2.4.
If there exist a
c. EYe, a set
.1(1
E C S'l
function
W: I x
and a constant
n +!JI, a function
L > 0
(t,x) E I x S'l:
every
(i)
(ii)
IW(t,x)
< L~
max(d(x,E),IW(t,x)I) 2: c(llxll)~
n >
O.~
a solution
x (t)
cannot remain in
the set
Suppose
2L/n.
[tl,t21.
in some closed
62
II.
2.5.
jfl
constants
(t,x) E I x
L > 0
and
(ii)
(iv)
(v)
choosing
IW(t,x) I <
O~
put
{x
-1
A~
such that
{x
V*(x)
Ilf(t,x)11 <
Vt,a
En:
L~
max(d(x,E) ,
a > 0
< b("x")~
Ben,
a
tEl
Then
jfO
n:
(i)
(iii)
functions
function
Q.E.D.
En:
V(t,x) ~ ala)}.
2.
for any
Cal
to E I
(b)
proof.
an
and any
uniformly in
63
00;
every
B C fI
a
such that
a > 0
We choose
tEl
l
v-t,a
For any
to E I
(2.1)
C fl.
-1
Xo E Vto,a' it follows from (E) that
and
x(t) E
l
v-t,a
n > 0
For any
x(t)
[to'oo[.
u
U*
t > to
{x E
Ba
cannot
and
x(t)
(I Ix I I)
>
[T l ,T 2 ] C [to'oo[, with
T2 - Tl
Vet)
x(t) E U*
either
for
V(t,x(t
T2
V(T 2 ) - V(T l ) =
Tl
V(T)dT
for
and
t
vet)
E [T l ,T 2 ] ; then if we
for
T2
Tl
V*(x(TdT
V(t,x(t, we get
~ -2~L/n
II.
64
where
(S)
or there is a t E [T l ,T 2 ]
x(t) E u\u*.
such that
x(t)
U.
x(t)
E [T l ,T 2 ]
Ti'
such that
d(x(Ti),E) = n/2,
d(x(T 2 ),E) = n,
for
d(x,E) > n.
is monotonic decreasing
2,
Ti < T
E [Ti,T 2 ].
Thus, as
T'
In either case
1 < i
< k.
Then
VetO) +
k-l
L (V(t+
l )
1.
i=O
- vetil)
and further,
V(t k )
a(a) - k min[29.L/n,9.n/2A).
[T l ,T 2 ),
2.
on asymptotic stability
M~t~osov theo~em
Of course, if
contradicts (i).
Noticing that
is independent of
exists a
a > 0
tl E [to,tO+a]
65
(to'x O) E I x Vto,a' a
I Ix(t l ) I I ~ c
such that
there
-1
The rest of
(n).
Q.E.D.
Let us con-
O.
.2
=~
2
+ (l-co,s x)
V- l
it seems appropriate to choose
to,a'
2 .2 1/2
(x,x): (x +x )
small.
<
'IT
V= -h(t)x 2
and
k2
2r
a(r)
2
/'IT
The derivative of
such that
W = x.
kl
The
V reads
{(x,x) E Q: x
= a}.
Let
and further,
max(dx,X),E),I*I) = max(lxl,lxl)
=
of
us use
arbitrarily
> 0
V*
E:
class
kl
for some
II.
66
First
The function
F(x,x)
is continuous.
= max(lxl,k2Ixl
Further it is
(x,x) t O.
Let us write
c * (r)
= inf{F(x,x),
> 0
(x, x) E 0,
~ ~
- E}.
= O.
for every
CI. <
Further, for
~,
.2
V~~'CI. = {(x,x): ~
+ (l-cos x) <
~~
2
} C A(t O)'
2.
M~tro~ov
2.7.
[1962]1).
point
OZ
67
Let
Oxyz
be a system
Oz, the
(2.2)
Aq
(2.3)
cr
M(t,r) ,
(2.4)
Yl
rY2 - qy3 ,
(2.5)
Y2
PY 3 - rYl'
(2.6)
Y3
qY l - PY2'
(2.7)
2
2
2
Yl + Y2 + Y3
In these equations
A,A,C
(2.8)
1.
01 p,q,r
inertial frame; R
= R(p,q)
Oz
t, and
M(t,r)
Zo
the acceleration of
is the resultant
fr~me
Yl'Y 2 'Y3
Zo
<
Oz.
We shall
o.
68
II.
ret)
t.
Replacing
ret)
Y3
by
by its
Aq
Y1
2
2
r(t)Y2 - qll - Y1 - Y2 ,
Y2
P/1 -
l1
2
- Y2 - r(t)y 1
We choose the plus sign for the square root in order for the
equilibrium
correspond to
ing upwards.
= q = Y1 = Y2 = 0 of
Y3 = 1, and therefore
Remembering that
these equations to
to the
Oz
axis point-
O.
v = _p
and, as
one has
ClR _ q ClR
Clp
aq
= -kR
= {(p,q,y 1 ,y 2 ):
=q =
O}
n n,
where
and
is an
2 2
ClR
aR
W = mgz O (Y 1 +Y2) - Cr(t) (qy 2 +PY 1 ) + Y1 Clq - Y2 ap +
A(p2+q2)1l - yi Due to the boundedness properties of
Y~.
r(t)
q,
and of the
2.
coefficients of
69
zo > O.
2.8.
g(x)
x+
Let
fey)
and
and
h(t,x,y)
h(t,x,x)x + f(x)g(x)
0,
y,
-h(t,x,y)y - f(y)g(x),
(ii)
f (y) > 0
(iii)
g (x)x > 0
from
~
kl(x,y)
and
y ~ 0
Y1
g(O) = 0;
and
lim f:g(OdE; =
Ixl"'oo
I~t:oo
and
r
0
d
i(~)
00.
and
00
y
= f0
i(~) +
fX
og(E;)dE;
(2.9)
II.
70
dT]
fYo f(T])
= G(x)
By the way, it
~(y).
in order that
identically.
vanishes
~'(y)f(y)g(x)
~'(y)
g(x) -
f (y)
1, one obtains
(2. 9)
2.9.
Consider a continuously
Let
stream of reactant
constant concentration
and temperature
TO'
q, with
The vessel
and temperature
T
A
2.
71
dC
V dt = q(CO-C) - VF(C,T)
where
F(C,T)
(2.10 )
where
U* (T)
A,C p
-lIH
the
its density.
= VF/qc O
and
But generally,
F = kC exp(- ~)
RT
where
k,E
and
Hence, we
may put
G = ~K (n)
where
K(n) > O.
1 -
nO - n +
~(l+K(n
~K(n)
- U(n)
where the dot represents from now on, the derivation with
respect to
'"(.
~s'
ns
with
72
II.
P (n)
~he
functions
and
V(s,n)
- pen) (l+K(n
+ q(n)K(n)]
+ P (n) [ss (K (n s ) - K(n + p (n){n s - n + SS (K (n) - K(n s
+ U(n s ) - U(n)}]
+ q(n) [n s - n + ss(K(n) - K(n s
Let us now choose
on
and
+ U(n s ) - U{n)].
such that
p (n)
1 + K(n) > 0
K(n)
,
q (n)
- K{n)
[ss{K{n s ) - K(n
+U{n s ) -U(n)}1.
Then
-q(n)K(n)H(n)
where
(ss,n s )'
3.
(ii)
73
H' (n S ) > O.
is negative, i.e.
It can be shown that these conditions are nothing but RouthHurwitz conditions for the linearized system.
under Hypothesis (ii), ~
(~,n)-space,
Observe that
because it is independent of
~.
=0
if and only
3.
3.1.
V(~,n)
W(~,n)
=n
- ns
is such that
For convenience,
f(t,x).
(3.1 )
(3.2)
u
An
appropriate re-
II.
74
Preliminary remark.
x(t).
In this section
(t,u)
I x ~+, where
of (3.2) on
~+
[o,~[.
Of course,
u < O.
00
Lemma.
Let
00:
I x ~+
~+, (t,u)
w(t,u)
+ ~
u(t;to'u O)
be such that
Let
be conu(t;to'u o )
is defined.
Let
3.
(ii)
then
vet)
vet) ~ w{t,v{t))
u(t)
on
on
75
[to,a[;
[to,a[.
3.4.
a function
and a .sfl
function
(i)
(ii)
w(t,O) = 0,
function
n:
(t,x) E I x
then
(a)
stability of
of
(b)
u =
x =0;
asymptotic stability of
u =
asymptotic stability of
(iii)
implies stability
implies equi-
= 0;
(t,x) E I x n:
V(t,x) ~b(IJxll);
then
(c)
stability of
(d)
Proof.
implies uniform
x = 0;
u =
x = 0.
implies
(to'x O) E I x
and
u =
uniform stability 6f
x(t;to'x O)
and any
t > to
where
u(t;to,V(to'x O))
76
II.
(a)
to
E I
u = 0
The origin
u o < 0*
for arbitrary
I IXol I < 0
implies
=0
Uo
0*.
<
But then
for any
is stable.
asymptotic stability of
stability Ccf. I.2.8).
there exists an
implies equi-asymptotic
n*(t o ) > 0
= V(to'x O)
o(t o ')
I Ix(t;to'x O) I I < E
is defined over
u(t;to'u O)
such that
such that
and
o * (to' ) > 0
and
[to'oo[.
and
E I,
E > 0,
t
>
to + a
imply
there exists an
to
n(t O) > 0
such that
I IXol I < n
implies
that
Xo E Bn
and
t ~ to + a
imply that
x(t;to'x O) E B, and
and
to
(d)
(b) , n*
and
Particular cases.
For
Q.E.D.
n.
w(t,u)
to' and
= 0,
Theorem 3.4(a)
3.
77
u = 0
Because we have
o
u
>
has to be
0,
du
Jo c(u) =
Hypothesis (ii) reads here
(3.4)
00.
V(t,x) ~ -c(V(t,x.
Therefore,
and that
is a
Je.
function of class
x = f(t,x)
(prove this!).
Various ways of choosing the function
w(t,u)
are
Exercise.
If
c E Je and if
-<P(t)c(u).
r<P(t)dt =
<p: I ....
=0
iii'+
is con-
is uniformly stable
If, moreover
00,
Exercise.
equation
If
A: I ....
II.
78
or
A (s)ds < A,
to
or
as
t+ "".
Example.
is a unit
(E sin t + A(t,xx
n x n
(3.5)
where
A(t,x)
n x n
an
V(t,x)
. = 2u sin t
stability for
is uniformly stable.
x = 0
Compare this
3.
79
~l
that
of
!II
w(t,O)
= 0,
u = w(t,u),
and every
(i)
(ii)
(iii)
functions
V: I
w: I
x Q +
!II+
!II ,
!II such
a E
st
(t,x) E I x Q:
V(t,x) ~ a(llxll), V(t,O) = 0;
k(t)V(t,x) + k(t)V(t,x) < w(t,k(t)V(t,x;
k(t) > 0;
i f further
(iv)
k(t)
+ ~
then stability of
of
as
u =
+ ~;
= 0.
The hypothesis that
no means essential.
k(t)
be a
~l
function is by
If
k (t)
is continuous and
kV E ~l, the
w(t,u)
= and
replacing
V(t,x)
by
k(t)V(t,x).
x Q x
!11m
w(t,O) = 0, and a
)(1
w as described in
function
a E!Ie
80
II.
and every
(t,x,y) E I x
(i)
x ~m:
.
V(t,x,y)
(H)
0;
< w(t,V(t,x,y));
then
Ca)
spect to
(b)
stability of
x
of
=0
= Y = 0;
asymptotic stability of
u = 0
implies equi-
of
=Y=
0,
in a
finite time;
if moreover, for some function
I
E~
and every
(t,x,y)
x ~m:
(iii)
then
(c)
uniform stability of
of
u = 0
implies uniform
x = Y = 0;
= 0,
along
of
x = Y
= O.
4.
4.1.
Total Stability
4.
Total stability
81
f(t,O)
= f{t,x)
for all
(4.1)
t E I.
Another differ-
y = f(t,y) + g{t,y)
g: I x 0 + ~n
where
ditions -as
f6r all
solution~
of (4.2).
This function
g(t,O)
0, and
The solution
such that
Ilg(t,x) II
then
< 02'
82
II.
4.4.
function
V: I x n ....
constant
(i)
(ii)
5(1
a, b, c E.5e and a
(t,x) E I
n:
(iii)
If there exist a
II
~~ (t,x) II ~ M~
Let us write
Vp(t,y)
Vp(t,y)
av
= (ax
(t,y)
f(t,y) + g(t,y
av
at
(t,y).
Choose
a (el
(t, x) E I
(t,x) E I
for
x
aBe
But i f
4.5.
-c(ol) + M
1 :
V(t,x) >
and
(to'YO) E I
In fact, for
I x
Bo
if
tl > to
Bo
and
1
such that
<
o.
Q.E.D.
is lipschitz ian in
If
on
4.
Total stability
proof.
83
Q.E.D.
00.
y(t;to'yo)
tends to
as
00:
in
In the hypotheses of
Theorem 4.4, (VE > 0) (30 1 > 0) Nn > 0) (302 > 0) (Vt o E I)
if
and i f
!!g(t,y)!! < 02 '
then there is aT> 0
Proof.
For any
such that
E > 0, let
01
(Vt
and
starting from
remains in
let
01
and
02
<
02
o{
< / /y/ / ~ E
T) y(t;to'YO) E Bn.
be chosen as in
02
BE' providing
Consider an
! !g(t,y) / /
n, 0 < n < 01
<
02
and
replaced by
for some
k, 0 < k < 1.
and if
/ /g(t,y) / / < 02
n.
Further let
Then, for
on
gets
av (t,y)
Vp(t,y) < -c(//y//) + (ax
g(t,y
84
II.
Thus, for
Bo'
stability.
4.7.
Exercise.
01
4.8.
n'
because of total
02
02
V(t,x) ~ b(llxll)
4.9.
Q.E.D.
stability, 01
[19~6
V(t,O)
and 1958]).
O.
If the origin
x = A(t)x,
(A
n), then it is
= 0,
stability.
Hint:
5.1.
f (x), f
E~l,
at a sequence of points
5.
Prove that
xf(x) < 0
xi
for
0, x
xi.
Standard parameters
5.
neutron's density
85
u E ~n
The
v
where the reactivity
= kv
(5.1)
the transpose of
r, ~ E~.
u = Au
with
- bv
(5.2)
nand
b E ~n.
The system
koA-lb/(~+rTA-lb),
Uo
Vo
Remembering that
= ko/(~+rTA-lb).
v > 0
Vo
= - -ko
v
T -1
(In -- + r A x),
Vo
variables
x = Ax - b~(a),
e = ~(a),
a = c Tx where
~(a)
= Vo(ea-l),
a~(a)
cT
> 0
y~,
= _rTA- l
when
(5.3)
and
~
O.
II.
86
and
a.
The
be a matrix of order
and
n, let
b E !JIn, b t- 0, k E!JI n
be real scalars,
0,
> O.
Then a
is that
of order
q E!JI n
(a)
T
A B + BA
(b)
Bb - k = IT q,
(necessarily positive
such that
= -qqT
- ED;
w.
Remember that
~(a)a >
whenever
a t- O.
>
(ii)
a.: 0, S .: 0, a + S > 0;
for all real
w:
and
a
and
cTb + y
>
A
O.
S such that
5.
87
(5.4)
then the origin
0, a
is globally asymptotically
to be determined later,
the function
V(x,a)
= xTBX
+ a (a-cTx) 2 + S
Ia~(~)d~,
o
V(x,a)
XT(ATB+BA)X - 2xT(Bb-k)~(a)
- T~2(a) - 2ay~(a)a,
where
This quantity
21
T
SA c + ayc,
of
Section 5.2.
Now
with
Vex,a)
I Ixl I +
lal.
V(x,a)
is negative
w E ~,
88
II.
Re[(2~y+iwS) (cT(iwE-A)-lb +
+-)
~w
-1_
Remark.
Q.E.D.
x = f(t,x),
and
cr.
But it can be
~(cr)cr
>
when
function explicitly.
cr
6.
6.
6.1.
89
functions.
~l
V.
(t,x).
and
As for the
Theorem.
V: I x n
+ ~
V(t,x)
D+V(t,x)
and such
(t,x) E I x n:
a(llxll); V(t,O) = 0;
~
0;
Theorem.
V: I x
+ ~
and such
(t,x) E I x n:
90
II.
Choosing
t
a > 0
SIMPLE TOPICS IN
S~ABILITY
THEORY
such that
E I
{x E
n:
Then
(a)
for any
uniformly in
(b)
6.4.
to'x o
to EI
when
and any
t
l
Xo E v-to,a
x(t;to'x o )
->
+~OO;
Corollary.
n=
6.5.
~n
and
a(r)
->
00
as
->
00.
In this section
Consider
transistors
Figure 2.2.
Transistor network
6.
sources.
91
iI
E o----+--'
VV\r-+--~c
C,{v,)
B
Figure 2.3.
(B), emitter
Plfl(v l )
Tl
and
r l f 2 (v 2 ),
Cl (v l ),C 2 (v 2 )
(E)
or collector
The corresponding
92
II.
(i)
the constants
(E)
the functions
continuous
(iii)
the
Ci :
> o~
functions~
are
E > 0, Ci(v)
E > 0
for any
v.
i = (i l ,i 2 , ,i 2n ), v = (v l ,v 2 , ,v 2n ), C(v) =
diag[Cl(vl),C2(v2)''C2n(v2n)]'
then read
i = C(v)v + TF(v)
(6.1)
i = -Gv + b,
where
constant 2n-vector.
(6.2)
2n
and
is a
equation
C(v)v
-TF(v) - Gv + b.
(6.3)
(6.4)
we shall use the auxiliary functions
6.
v.
If ~ c.
V
If
vI
iO
(v. ) dv.
~
I,
93
Observing that at
vI
= v lO '
VI
equals
Therefore,
for any
and further
odd or even.
di
>
O.
and
L d.V. (v.)
1;:i;:2n ~ ~ ~
L d.lv.-vol
1<i<2n ~ ~ ~
v,
II.
94
l~i~2n
D+V(V)
to be
(a ij )
of order
dominant if
a ii -
l<j<n
la .. I > 0
Jl.
1 < i
<
n.
J~I
is negative definite if
D(T+G), where
= Vo
D(T+G)
Exercise.
v = 0
f 2i _ l (v)
i: Pi > r i
= f 2i (v),
and
(b = 0)
f 2i (0) = O.
qi > rio
Prove
function
diag(d i )
Hint:
use as Liapunov
7.
Bibliographical note
7.
95
Bibliographical Note
V(t,x)
O.
last reference.
Theorem 2.5 is substantially due to V.M. Matrosov [1962],
who gave also several variants of the same proposition, along
with some instability results.
type, but where
C. Corduneanu applied it
~opology
g(t,x)
in Definition 4.3
of uniform convergence.
Various
For instance,
96
II.
diagldi)G
dominant.
and
(diag di)T
diag(d i )
CHAPTER III
STABILITY OF A MECHANICAL EQUILIBRIUM
1.
Introduction
This chapter is devoted to stability questions concerning mechanical equilibria, or in other words to stability
of critical points for differential equations having the
Lagrangian or Hamiltonian form, with or without friction
forces.
general proof which yielded the model for the entire direct
method of Liapunov.
In this chapter, we first study Lagrange-Dirich1et's
theorem along with some of its variants:
it concerns stability
98
III.
Next, we consider
what additional
proposed, first using an auxiliary function and then by considering the first approximation.
The last
2.
2.1.
q.
In this case,
q,
f(t,x).
That is why,
=q
= O.
However, it is possible to prove, by a direct line of reasoning from the integral of energy, that if the potential function
IT(q)
= 0,
2.
99
and
q.
In this last
and
p.
Con-
system described in
H~iltonian
ilH
ilp (q,p),
ilH
P = - ilq (q,p)
(2.1)
where
H(q,p) = T(q,p) + IT(q).
The general hypotheses considered in the Appendix'will remain
in force up to Section 5 included.
2.3.
where
General Hypotheses.
II(O)
2.4.
=~
Sfl , and
IT (q)
and
Theorem.
is stable.
is symmetric and
B (q)
definite.
.ill
ilq
If
B (0)
is
1 p TB(q)p
T(q,p) = 2
is positive
(0) = O.
II(q) > 0
for
0, the origin
q = p
100
III.
the
Theorem.
q E
>
such that
o~:
B C 11,
with
C B
n
is
q = p = 0
stable.
Proof.
>
IT(O)
a E
such that
Let then
e > 0
such that
11
= o.
be given arbitrarily
IT
is con~
C B
n
>
such that
~ <
inf{IT (q): q E
a~}
Finally, choose
~ > 0
<
a(e)/2.
qo' I Iqol
<
2.
101
Then, (qo'PO)
firstly that
IT(q(t
a(llp(t)ll)
H(q(t),p(t
2.7.
I Ip(t) I I < e
for every
to' because
for every
t ~ to' because
Exercise.
II q (t) II < e
IS
and
for every
II p (t) II < e
= H(qO'PO) < ~,
= H(qO'PO)
T(q(t),p(t
t > to")
and
2.9.
ncO)
= O.
t-
=p =0
is stable.
degree of freedom
(n
= 1),
n > 0, with
n(q) < 0
q E [O,n]
or for any
q E [-n,O].
Theorem.
(i)
(ii)
(iii)
Suppose that
q E 9/;
B(O) > 0;
(3n > 0,
n (q) < 0;
102
III.
Proof.
Suppose
is unstable.
and every
q E
q(O)
O.
2.11.
to
Po >
O~PO
(2.2)
q(t)
for
that as long as
and
q(t)
Then
+ TI(q(t
Therefore, q(t)
0, qo
a < B(q).
B(q(tP(~)
Observe that
to
n:
q{t)
B(O)
> B(q(t
PO'
= B(q(tp(t),
that
q(t) ~ apO'
Q.E.D.
~n
for
condition that
TI(q) < 0
Exercise.
TI(q)
T(q,p)
For
(ql,q2)
if and only if
q2
E~, suppose
= O.
TI(q) > 0
Find conditions on
try a solution
q(t) = (ql(t),O).
2.13.
2.
the equations
n > 2.
103
Indeed, consider
ql
PI'
PI
an (q) ,
- aql
(2.3)
q2
P2'
P2
an (q) ,
- aq2
(2.4)
where
n (q)
for
0, and
where
= q2
ql
ncO)
O.
= O.
One has
n(q) < 0
at every point
is a
~oo
function.
It will be found
thus, it
em ('9'
Let
or
AO
n(q) < O.
Ilqll ~ n}
(2.5)
is closed
'I'
Then
AO
be such that
= {q:
is an open subset of
A\AO'
III.
104
~et
IIpil
<
o}.
T(q,p) +IT(q)::
n,
(2.6)
the condition
I Iql I + I Ipi
If (2.5) is verified, it is
n.
<
(0,0)
(q,p)
t, a cluster
point for
G(t)
Therefore, G
V.2.3.
I Iq I I + I I p I I = n.
Owing to the existence of the counterexample 2.13, the
absolute sector
This is
2.15.
q E!if and
h
were
= -q 8
TIC q )
p,
or
2 1
s~n
Notice that
Conjecture.
necessary if
2.17.
TI{q)
TI
(lIT
- (lq (q),
q
and
TI(O)
= 0,
the origin
is a
)(2
function
= 1,
In the next
3.
105
Exercise.
qi
Pi'
Pi
where
(i)
~2
1I (0)
< n
Ben
n
(ii)
-i
1 <
aqi (q)
is a
1I
all
and
-0
lI(q) <
and a1l
for some
with
> 0
q E B
n'
r = 2"
l~i~n
qi'
3.
3.1.
of freedom.
degrees
Ben)
g
(i)
(ii)
(iii)
If there exists
such that
=
0 E
{q EB g : lI(q) < O}
q,~
a6~
alII q)
(aq
< 0
for every
q E
6~
> 0
106
III.
Proof.
is unstable.
'I! = {(q,p): q E 9,
Clearly
Ilpll <
a'l!.
(0,0) E
H(q,p) < 0,
The function
(q,p)
(a)
0 < V(q,p):
(b)
-(qlp)H
is such
'I!
aH + (ap
aHI p)]H.
-[-(q I aq)
= -[2T
(aTI
aq q) -
(lKl
aq q)]H
, we choose
= 2T
S(q,p)
Such an
to
and
V(q,p) > 0
(aTI q) > 0
aq
exists since
S(O,p)
S(q,p)
= pTB(O)p
for every
when
(q,p) E
I Iql
and
is positive definite.
w.
p i
O.
<
Q.E.D.
Prove the following
on
into
(i)
(ii)
~n
~1
f(q)
such that:
f(O) = 0;
the matrix
is
positive definite:
(iii)
function
(11I1
aq
f) < 0
for every
q E 9:
3.
3.4.
q = p
107
is unstable.
= -(f,p)H.
Lagrange-Dirichlet theorem.
n(q) > 0:
compare with
Theorem 2.10.
3.5.
(~nl
aq q) ~ 0
(iii-a)
Hint:
3.6.
for every
E e.
is analytic, n(q)
2<i<oo
n. (q)
~
where
n~ (q)
~
k > 2
(.-.-1
aq
q)
=
+
an.
(-~ 1 q)
2<i<oo aq
k+1::i<oo
kn -
2<i<k-1
(i-k)n.
(k-i ) n.
~
< 0
for
q E
In Theorem 3.2,
e.
Q.E.D.
108
III.
(iii-c)
TI(q)
ST~BILITY
= ITm(q)
+ R(q)
OF A HECHANICAL EQUILIBRIUM
where
TIm(q)
is a negative
and
is such that
11~~II/llqllm-1
->-
as
q ... 0.
Exercise.
a plane.
Let
Oxy
(1,0), b
is connected
(0,1), c
(-1,0),
and whose natura1.1ength (i.e., their length in the unstretched state) is equal to
is an equilibrium.
ing to whether
1 < 2
or
1
1 > 2.
4.
prevails as long as
square
1 > 0.
is larger.
4.1.
B(O)
IT 2 (q)
is positive definite.
4.2.
+ R(q), where
TI 2 {q)
I Iql I
->-
as
->-
0.
Suppose
TI 2 {q)
IT{q)
I laR/aql I /
Let
IT 2 (q)
= 21
q Cq
with
symmetric.
Then
4.
B(O)p + gl(q,P), p
109
-Cq + g2(q,P),
where
(B(q) - B(O))p
gl (q,p)
and
g2(q,P)
- aq [R(q) +
21
p B(q)p]
II
II
... 0
as
II (q,p) II ... o.
det [
-;I.E
B (0)
-C
o.
-;I.E
det
r"
-e 1 [ AE
-;I.E
B (0)
det
det(A 2E + CB(O)).
B(O)
A-:.j
-A-1e]
-E
(4.1 )
III.
110
Since
B(O)
regular matrix
Q such that
= QTQ.
B(O)
= det(A 2E+CB(0
Putting
= QT-q,
II2
= '21
-T
T-
As
q QCQ q.
case
TI2
Q.E.D.
m = 2; in this
is negative definite.
IT(q)
Lemma.
when
Suppose
II (q)
is analytic and
!....!!.
aq2
(0)
is a
where
and
S(ql)
are analytic,
B(O,O)
m > 3.
Proof.
appropriate coordinates
II (q)
where
BO
= 2"1
-T
O(llqll ).
For each
ql' IT
is minimum for
such that
(4.3)
4.
o.
III
(4.4)
Since
q = y(ql)
yeO)
y' (0)
O.
(O, 0)
Further
so that
(4.5)
IT
can be written
0<6<1.
y(r l ), we obtain
= 2'I-T
r {BO
a f
+ --2
- (l).,y(r l ) + 6r)) r
aq
IT
if we set
112
III.
If there exists
E > 0
such that
(i)
(H)
E as;
(iii)
is analytic and
l;
.L1!.
(0)
aq2
is a positive semi-
is unstable.
(E1!.1
(lq q) <
for every
q E
e.
Since
origin and
B (ql'Q)
an I q)
o
as in
n(q)
o.
- +.!.
= -T
q [B(ql,q)
2
2n
+ m-2
-2-
Further
~
L
l<i<n
aB
~q
0
"(
m + .!.
.., ql ) ql
2 -'l'q [
-(ql,q)q;]q
l<i<n
(lB-a
qi
(ql,q
-) qi ]q
5.
But for
_1_
m- 2
q E
-'I'q (
and
aB
L
-"l~i~n aqi
113
small enough
(ql ' -)
)q qi q
<
and
Hence
(~~ I q)
5.
5.1.
for
q E
e.
Q.E.D.
Roughly
II
II
has no minimum.
This is expressed
~l
on
II
has a minimum at
n
If
q = 0;
!JIn
114
III.
(ii)
the equilibrium at
(iii)
=0
is
isolated~
(Q I q)
a E Je:
function
q
-a ( II q II)
is asymptotically stable.
TI
has no minimum at
=q=
q = 0;
is unstable.
It reads
= T(q,q)
V(q,q)
+ TI(q).
(Qlq)
if and only if
V(q,q)
o.
With
= {(q,q) E
equilibrium
Bp: q
= O}
V(q,q)
is a static solution
is positive definite.
q.
=0
where
TI(q) > O.
where
a minimum of
TI
TI
0, a point
violated.
If, on the other hand, IT
has no minimum at
IT (qO) < O.
0, a point
= 0,
qo
Therefore,
6.
115
Bp
Q.E.D.
Remark.
sufficient condition:
isolated equilibrium
has a minimum at
=q=
O.
IT
Exercise.
IT(q)
along
consider, for
Exercise.
Hypothesis (ii) of
Theore~
e; >
0,
Be;
c n,
qE9t':
3 3
= qlq2'
6.
6.1.
O.
5(2
IT(q)
A(O)
is positive definite.
5(2
The potential
116
III.
an
o.
aq (0)
n(O)
read
(6.1)
One knows that, if
at
has no minimum at
may be unstable.
q = 0, the equilibrium
Except
Q(q,q)
(6.2)
II
(q,g)
II
I I (q,q) I I
as
n(q)
O.
is a function of class
5f3
21 q TCq + R(q}
n(q)
where
matrix.
ij/qiT ~
~
as
~
~
0 , and
is a constant symmetric
Section 6.8.
6.
117
(6.3)
F(q,S!>
II(q,q)11
-+
as
such that
II (q,q) II
-+
o.
Equation (6.3) is the normal form for the differential equation of second order
A(O)q + Gq + Cq + F(q,q)
= O.
~(A)
= det(A 2 A(0)+AG+C).
(6.4)
Theorem.
has
Since
as
00.
~(O)
Therefore,
< O.
~(A)
But
(6.3).
~(A)
tends
Q.E.D.
III.
118
of an antisymmetric matrix
[1955]
6.4.
Exercise.
Let
A(O)
=E
and
be diagonal with an
Suppose, with-
minor of order 2s of
(6.3).
is
For an antisymmetric
det(;>..2A(0) + C).
pTA(O)P = E, while
pTCP
is diagonal.
Of course,
det(;>..2 E+ p TCP )
O.
C.
of the system.
C
=q=
cannot be
if
6.
119
successively
= det(A 2A(O)
= det(A 2A{O)
6{A)
+ AG + C)
- AG + C)
6 (-A)
a(A)
stabilization.
6.7.
Theorem.
2s > 0
6(A)
is
Let
pTA(O)P =
and
C*
= 'pTCp
is diagonal.
6 (A)
are
also those of
c*
G*.
Further, the
C and
G*
in the
2s
120
III.
*
g2i,2i-l
1 < i < s, and all the other elements of
following way:
choose
for
G*
equal to zero.
Then
f:,. * (X)
2 *2
+ X g2k,2k-l]
g;k,2k-l
k, 1 ~ k ~ s, then
imaginary roots.
IT
2s+l<i<n
f:,.*(X)
2 *
(X +C.).
1.
Q.E.D.
6.B.
matrix
It fol-
Now a linear
st~ble
The
in (6.3) depend on
only, it
6.
121
L4
LS )'
q +
where
at
(6.5)
IT(q), whereas
!R
- Cq contains but terms of order at least 2.
Clq
IT(q), through the change of variables
y
= q2
t 13,
where
= ql
F(q)
The function
+ 2 - p,
becomes
IT (x,y)
The matrix
313
- 4'
- -2-
313 1
- -2- (2 - p)
(2 -
p)
4'
<
p(l-p)
<
(6.6)
27 '
has been
122
III.
replaced by zero.
[1962] have shown that stability still prevails for (6.5) and
p
Later A. Deprit
and
Theorem 6.7.
be as above, C
Let
A(O)q + Gq + Cq =
jj/qjr
~~
as
R(q), with
q"" 0,
= O.
(6.7)
be given, C
let
A,C
such
remains open.
Notice finally that it is easy to exhibit some examples
where a nonlinear function
depending on
destroys the
o.
6.
6.11.
123
q.
det C t 0
=-
alI
aq - G(q)q
(6.8)
where
Clearly, if
origin
=q =0
II
lI(q)
admits at
q = 0
0, the
H
=T
+ IT
function
!if2
G(q)q
By the way, this is always the case for a constant
suffices to choose
uP
=- 2
G, for it
q Gq.
is of the form
La.
l<i<n
where the
ai
are
!if 2
(q)
q. ,
functions.
At last, since
5t" is
124
III.
for
ai(O)
i, in such
every
a way that
~(q,q) = T +
is statiOnary at
= q = 0.
Y- IT
The following theorem, yielding
(with
(i)
(ii)
Ben)
e:
such that
{q E B , IT(q) < O}
e:
$;
the set
'I' = {(q,q): q E
is
(iii)
If there exists an
$, and
the function
e,
q E B , H <
e:
and
(q!
iL~
O}
3q
(0,0) E 3'1';
2T+Y+ (q!
il~)
is strictly
3q
positive on'!';
then the origin is unstable.
Proof.
Clearly
(0,0) E 3'1'.
The function
_(q!
il~)H
ilq
(q,q)E'I':
< V(q,q)
il~
-H(2T + y+ (q ! aq-
> 0.
Corollary.
Q.E.D.
In Theorem 6.13, Hypothesis (iii) can be
replaced by
(iv)
~(2)
(q,q)
>
on'!',
6.
9P(2)
where
125
hessian matrix of
at
g=
O.
Proof.
6.15.
Exercise.
.
q.
depend on
Suppose that
F,
and
6.16.
C*
Remark.
potential function
with
and
T2
d
'
= 2l q' T
A(q)q,
E~.
T = T2 , IT
= IT
in 6.11.
= bT
(q)q
and
T = T2
+ Tl + TO'
TO = d(q), b E ~n
and
G(q)
T
rab
~q
- (abT)TJ
aq- _.
As observed
bT(q)dq
= O.
R2 ,R1
and
RO'
That is
126
III.
7.
Bibliographical Note
Good historical surveys of the inversions of LagrangeDirichlet's theorem will be found in L. Salvadori [1968] and
P. Hagedorn [1971].
in case
and
IT
IT
are
~2
has a strict
!2
bTA-lb + (IT-d)
if the
=q=
is unstable.
7.
Bibliographical note
127
Matrosov con-
first the
CHAPTER IV
STABILITY IN THE PRESENCE OF FIRST INTEGRALS
1.
Introduction
Both points
Section 6
the orbiting
2.
General hypotheses
129
General Hypotheses
be somewhat weakened.
cost in the proofs.
an integer
> 2, I
= ]T,OO[
for some
TE
~, consider a con-
tinuous function
f: I
-+
~n,
(t,x)
-+
f(t,x),
(2.1)
(2.2)
for some point
(to'x O) E I
n.
be written
x:
J -+ ~n,
-+
x(t)
where
write
J = ]Il,W[
and
J+ =
We shall often
[to'w[.
of
~n
belongs to
n
O.
130
IV.
2.2.
A function
W: I
~,
(t,x)
(t,x) E I
W(t,x), locally
n+W(t,x)
for
x Q.
of (2.1),
(2.2), W(t,x(t
is
therefore it is
constant.
3.
3.1.
first integrals
W(t,x)
Wi(t,x), 1
m < n,
(Wl(t,x), .. ,Wm(t,x.
W(t,O)
=0
Wi
Suppose now
for
into
continuous function
<p:
~m
+ gf
111
such that
<p
I IW(t,x) I I
is any norm in
= 0,
Moreover, <P(W(t,x
<p
(W(t,x
is
is positive
gfm.
<P(O)
There exists a
To prove its
is continuous and
E ~ with
<P(W) ~ b(1
Iwl I).
3.
function
a E .5t'such that
a(llxll) ~
<p
(W (t,x
b- l (a (j Ixll, where
3.3.
<p
l3l
and
b-loa E.5t'.
Thus,
IIW{t,x) II >
Q.E.D.
~i
Wi
will be true of
IIW(t,x) II.
x, the same
And, therefore,
is
IIW(t,x) II
a supplementary function
tion
<P{V(t,x),W(t,x
V(t,x)
<p
would be
max(V(t,x),W(W(t,x),
!JRm
W a continuous function on
!JR, or equivalently
into
Theorem.
Let
V(t,x),W(t,x)
into
(ii)
(iii)
I x n
and continuous, W
o for
V(t,O)'" 0, W(t,O)
max(V(t,x),W(t,x
D+V(t,x) < 0
be two functions on
>
t E I1
a(llxll)
for every
for
(t,x) E I x n1
(t,x) E I x n
such that
max(V(t,x),W(t,x
b(llxll)
for
(t,x) E I x
n,
IV.
132
Proof.
Exercise.
functions on
1
Let
I x rl
n, with
I,
(t,x) E I x rl.
for
Therefore,
Q.E.D.
V(t,x)
~
into
V(t,O)
and
W(t,x)
~m
and
and
W(t,O)
be two continuous
respectively,
O.
There exists
a continuous function
~: ~m
max(V(t,xl,~(W(t,x)
max(V(t,x),1 IW(t,x) I I)
Exercise.
V and
and
111 I
W do not depend on
W(x).
~ such that
~m.
is any norm in
3.7.
t.
V(x)
(b)
the origin
is for
V(x)
Remark.
W(t,x) : W*(x) : 0
G
= {x E
W(x)
= O.
put
x E N\{O}:
is difficult to check.
that
of the
a strict minimum
rl: W*(x)
neighborhood of
G\{O}.
W* (x)
for every
O}
and let
on
rl
into
(t,x) E I x rl.
N C rl\{O}
!JR such
Let us
be an open
on
a* E Je such that
I x N:
3.
133
(b)
into
and
such that
v*(x) > 0
on
V(t,x)
>
Bp
for some
p >
on
on
I x N
G\{O}.
n can be restricted
v*(x)
V*(x)
(t,x) E I x (Bp\N)
a ( II x II) = min (a * ( II x II ) , a* ( II x II
of
G\{O}, with
(t,x) E I x M,
n+V(t,x)
M sUbstituted to
N.
V(t,x).
W*
and
into
Theorem.
~,
Let
V(t,x),W(t,x)
is continuous.
(i)
be two functions on
W(t,O)
= 0,
and continuous, W
If
for every
I x n
G\{Oh
N C n \ {O}
a E Je and
is an open nel.ghborhood
134
IV.
(ii)
n+V(t,x} < 0
for every
(t,x) E I x N
such that
c(llxll);:W(t,x)
forevery
(t,x)EIxn;
~m
~
is a first integral.
W(t,x)
Suppose
on
V(t,x)
I x n
on
I x n
into
into
W(t,x)
such that
= 0:
W(t,x)
(i)
Vet,x)
(ii)
(t,x) E I x n
0;
~ O.
Prove that the origin is stable with respect to the perturbations satisfying the equation
('Ito E I) ('Ie: > O) (30 > 0)
Ilx(t;to'x o ) II < e:
3.11.
with
Exercise.
and
(\fXO
W(t,x}
=0
i.e.
(conditional stability).
Use the following differential equation
in
it
sin (ty) - x,
~,
4.
4.1.
4.
m, 1
135
equat~ons
to deal with.
g(t,y,z),
.
z
where
x
y, g E gen-m
(y,z).
where
(4.1)
h(t,y,z),
z, h E
and
gem.
We shall write
S E
gem
W(t,y,z)
= z(t,y,S),
such that
= O.
z(t,O,O)
where
For
gO(t,y) + r(t,y,S),
0,
g(t,y,z(t,y,O
goCt,y)
gO(t,y).
and
(4.2)
r(t,y,S) = g(t,y,z(t,y,S -
y=
(4.3)
gO(t,y).
theorem~
Sufficient conditions
Theorem.
Let
n = Bp
for some
a E.5t'
p > 0
(t,y,S) E I x B p
(i)
(ii)
and suppose
136
IV.
(iii)
= 0,
=0
that:
('Ie: > 0) (311 > 0) [llyll
<
('111
0) (302
>
0) ('Ito E I) (301
>
11
and
>
IIBII
But
W(t,x)
<
03
<
11) II BII
is continuous and
n1 => [llzll
<
e:1;
and
('102 > 0) (303' 0
<
<
<
n1;
31 => Ilr(t,y,B) II
<
21.
W(t,O)
= O.
Therefore,
We conclude that
('Ito EI)(Ve: > 0)(30 > 0) [IIxo " < and
Indeed, it will be sufficient to choose
4.3.
= min(01,04).
Q.E.D.
Theorem.
on
Il'
into
pet)
on
into
Il'
91
of
and
4.
(i)
(ii)
(iii)
137
a<llyll); V(t,O) = 0,
+
D(4.3)V(t,y)
= -c(V(t,y,
!ii, a function
cP
such that,
is defined,
p(t)q(t)
(y,S)
L.
=0
on
Ilr(t,y,S)11 ~ q(t)CP("S"),
every
get)
n'
c-l(Lcp(1
lsi I.
W(S)
W verify
V(t,y)
(4.2), namely
- V(t,y)
138
IV.
+
+
D V(t,y,S) ::. D(4.3)V(t,y) + pet) Ilr(t,y,S) II.
But using (iii), (iv) and (v):
D+V(t,y,S) ::. -c(V(t,y
+ LCP<llsll).
V(t,y) >
Q.E.D.
(y,S)
=0
for (4.2).
Exercise.
~n,
CP(t,y)
CP(t,O)
~~ (t,y)
=0
for every
be everywhere regular.
y, i f
cp -1
wi th respect to
5.
5.1.
is continuous in
at
x = 0, uniformly
tEl.
5.
139
realized.
That
=q
= x,
0, c
0, q
of
does not
y,
.
S
Y{t,x,y,S) ,
(S.l)
0.
(x,y,S)
(O,O,O).
It will be
in
where
in
~2
y.
= ~2{t,x,y)
and
~l
y.
a~1
(
- y)
Cly
W{t,x, S) = n -
~O
~ {=
+ Yt'(t, 0, 0, 0)
H(t,x,y,S)
= - a
at
~ ( t,
,.;;
(=
-
W(t,O,O)
,,
~2 + W
= for
all
t.
(Q
Iy)
IV.
140
if
is independent of
t.
The
V with
Theorem.
Hand
N C n\{o}
of
for every
(t,x,y,S) E
b' E
I I~I I.
W with
E n:
{{x,y,~)
I
= 0,
(x,y)
such that
O}
a,b,a',
Ye:
(i)
(H)
Ciii)
)"
- a
at/ v(=
- =/HJ( t,O,O,O
(Q y)
II sll);
wherever
< 0
then
(a)
the equilibrium
(x,y,S) = (0,0,0)
of (5.1) is
continuous in
(q,g,i)
(q,q);
aT
or
(t,q,q,r)
is
t, this
(q,q,S)
(c)
if
r(t,q,g,c+S)
(0,0,0)
is continuous in
q,g,S
at
t, stability
q,q,r.
o.
We allow
IT
and
be dissipative:
Q to be time-dependent.
The
5.
Further
that
is positive definite in
~2
S.
141
Theorem.
N C n\{O}
N and some
of the set
(t,x,y, S) E
E Y.r:
(i)
W(t,x,S} '::,W*(x,S);
(ii)
W*(x,O).:: a(llxll);
and for
W*(x,S)
et,x,y,S) E I x n
(iii)
oat
q,q,r.
If
b E .5t':
Example:
(v.v.
Rumiantsev [1971).
on this axis.
We assume
reference
OXYZ
with
OZ
Oxyz
with
Oz
>
0.
(O,O,zO)'
OXYZ
will be written
$,8,$:
we use
If
142
IV.
inertia and
function reads
L
=T -
1 2
2 2
1
The variables
and
cos a)
- rrgzo cos a.
lj!
integrals
C(~ + ~ cos a)
cl '
--~--~~~2~----
2 A sin a
- mgz o cos
AS +1\
(c 2 - c l cos a)
sin a
(c 2 - c l cos a)2cos a
A sin 3a
- mgz o sin a
0,
o.
They admit the static solution
a
'IT
aOElO, 2[,a
0,
-2
c l = c l ' c l ::: 4,Amg Z o cos ao'
5.
cl
0, cP
d,
0/
143
I cf - 4Amgz O cos
2A cos
c l cos
e0
+ A~0/
eO
eo
(5.2)
. 2e 0
s~n
Noticing that
(Exercise:
for
a,
and
~.
6.
6.1.
e,
Figure 4.1.
144
IV.
(hr,he,h z )
....
(r,e,z), and we
on
Oz
he'
Further,
z = 0, one has
....
rot B = O.
Indeed, let
E= -
rot
as
C at
(6.1)
....
rot B
where
....
i
is negligible.
Strictly speaking,
Therefore,
(6.2)
aBr
azwhere
r
aB
1 -1
(t,r,O) - ar (t,r,O) = - ~
c'" r
fr
Bz '
a2B (t,s,O)ds
s ---2
0
at
to be considered,
1
a2B
frs ---2
0
at
(t, s, 0) ds
(6.3)
6.
145
2
llc
It is easily
amounts to obtain
rot B
=0
for
= 0,
as was announced
above.
Let us now assume that the dependence of
on
(i)
every
= 0,
and
get)
is proportional, for
electro-magnet.
The following realistic hypotheses will be used:
(ii)
(iii)
6.2.
<
<
get)
s;
<
is a :2
>
>
and every
0 ~ get), get) 1 0;
function, and
Equations of motion.
for every
a, S
As
B(r,z) >
B = 0,
div
o.
0,
-I:s ~:
rBr(r,z)
(s,z)ds
(6.4)
aB
az
(r,O) = O.
(6.5)
and charge
IV.
146
where
"R [1
m.
,,",ving particle is
~r1/2
v 2 ,2 + r2!2 + ,2.
with
=.r,
dz
dt
= z,
mre 2 + ~ erg(t)B(r,z),
c
mr 2 e +
w(t,r,z,e)
d
dt (mz)
where
w(t,r,z,8)
~
c
~
c
=~
k,
a constant
d
dt (mH)e
= -m-c
9g(t)
Ir s
0
(6.6)
B(s,z)ds
= r o'
ret) = 0,
z{t)
= 0,
z{t)
= 0,
= So{t).
(6.7)
6.
147
eO
Sub-
= m [1 _
r~8~(t)l-1/2
c2
'
we get
e
c
(6.8)
get)
Assuming
r~B(ro'O) =
rO
Io
(6.9)
s B(s,O)ds,
B(r,O)
r l , on
[rl,r O].
n
(6.10 )
B(rO'O).
rO
B(r,O)
If (6.9) is satisfied,
80
= B(rO'O) [:oJn
The
defined by
r,
for
is given by (6.8):
near
rOo
IV.
148
(6.11)
6.4.
The transformation
of variables
= r,
r = get)
m
= z,
e = 2l!L
t, z = 2l!L
i
m
m
~,
get).
g(t)w(r,z,~)
= r 2~
w(r,z,~)
+ -e
r
s B(s,z)ds.
0
(6.12)
and therefore
e60 < O.
(6.13)
= r O'
= 0, r = 0,
..
= 0, 6 = 60
(6.14)
=H
where
ew
and
with
H =
~2
1 2~2
21 (-r2 + r 22
~ + z ) - 2 r 090
Hl
6.
149
6.5.
Lemma.
H1 <
sphere of radius
proof.
g (t)w
if
ew < 0:
if
ew > 0:
H1
cited above.
If
<
<
1, H1
w == 0.
2
where
~(r,z)
in the sphere
Q.E.D.
~.
Proof.
6.6.
in a
(r2
!
':"2
+ z ) +
a~
az
a2~
(r 0,0)
ar2
0:
2..!J!. (r 0' 0)
ar
2
2
2
e 2 [~ (r,z) - ~ (ro'O)]
Irs B(s,z)ds.
(r 0' 0)
iL
ar<lz
0,
(ro'o)
aB
1
ar (r 0' 0) + -r O B(rO'O).
(rO'O) >
if and only if
n < 1.
given (6.4)
n
az
2 (rO'O)
rot
in the plane
z =
and
there-
150
IV.
aB r
az-
(r,O) -
ClB
ar
(r,O)
= O.
i12
(lz
Thus, if
- B(rO'O).
rO
greater than
6.7.
(ro'O)
Theorem.
Q.E.D.
is such that
Ig(t)wl
H1
V(t,x).
W(t,x)
and
Remark.
Q.E.D.
z = 0
Oz
as a plane
7.1.
being an
such that
I IW(t,x) I I
~(W(t,x
is positive
is positive definite.
7.
W(t,x)
151
= 0.
W(t,O)
W(t,x)
be
W = W(x)
I Iwi I, in case
is
time independent.
(a)
W(x)
is positive definite if
W is
I Iw(x) I I
aw
ax
to be
(0)
be of
m.
W, one sees that
x 1
Of course, if .x = (y,z)
for some
= = Wp(X)
with
= Y(z)
then
+ W!(Y(Z),Z)
7.3.
and
p,
y E g/P
Exercise.
Wp+l(Y(z),z) +
152
IV.
Wl
(i)
x
where
W1
such that:
Wl
(ii)
equations
W2 (x) =
= Wm(x) =
O.
Iw(x) 1 I.
W is twice
such that
(W(x
be positive
The remainder of
one gets
In fact, by putting
In
7.
where
as
equations
= 0,
vi(x)
x .,.
o.
But, as
= l, ,m,
O.
153
m < n, the
define a subspace of
~n
Theorem.
with
CP(W(x
There exists a
5f2
function
cp: ~m .,. ~,
(ii)
l<i<m
Al, ,A m
such that
AiV i (x) :: 0;
l~i~m
(7.1)
and
%'i (x)
Then
Considering the
154
IV.
o<llxI12)
IIxl12
where
L OIi
for some
%'i (x) +
and
k > 0
L [..-!
l::i::m K
cp (W (x
As
Yfn
L ~kv.
(x)vk(x)
~
~
2
= L xi'
i
Therefore,
O.
is positive
> kllxl12
i,k
IIxl12
K>
for some
vf)
O.
-+
Further, in
- O.
as
-+
L OI i v i (x)
definite,
K(I
L B,kv'V
k
~
~
But
i,k
k
%'i (x) + v~~ (x)] > K IIxl12
Ai
= OI i /K.
Ai
<
(7.2)
Q.E.D.
is made easier by
Corollary.
(ii)
l::i::m
vi(x) = 0
Proof.
for
for every
such that
i = l, ,m.
Ai
= OI i /K.
Bo C n
and let
= {x
L Ai %'i(x)
a > 0
xt-O
and
> 0
over
B > 0
N.
Sufficiency is also
Indeed, let
En: vi(x)
N of
be
> 0
= 0,
aBo
such that
l, ,m}.
such that
and
7.
155
~
ex
Ii
(lBo.\N.
A.
%'.
(x)
Ii
x E aBo
vf (x) > 0,
~(W(x
O.
=
~ I AiWi(x)
i
Wf(X)
Q.E.D.
Ii
A. %'.(x)
l.
l.
solving
n - p
variables only.
7.7.
is positive
N, say
WI' admits a
W2 (x) =
W of order not
Theorem.
such that
vl(x) +
2<i<m
A.V. (x) - O.
~ l.
Then
(a)
there exists a
l.I
A2 , ,A m
IV.
156
cj>(W(x
= Wl(x) +
2<i<m
[A.W.(X) + ].lWf(X)]
~ ~
~(W(x,
(b)
~l(x) +
2<i<m
such that
Proof.
Ai ~i(x) > 0
vi(x)
0, i
x 1 0
for every
= 2, ,m.
CP(W(x
%:1 (x) +
L [A.~.(X) +].lV~(x)]
2:;:i:;:m
+o(llxI1 2 )
whereas, by hypothesis
~l (x) +
L [A.~.
2<i<m
x 1
for
o.
A.~. (xl> 0
2<i<m
for x 1 0, V4 (x)
= 0,
= 2, ,m,
then
~l (xl +
7.9.
2:::i~
Corollary.
(a)'
W1 (xl
Q.E.D.
=0
o.
= =
Wm(x)
Wi (x)
their arguments.
=0
[awl
Clx 0
is of
o.
7.
Construction of
rank
~ositive
p, 1
for some
P < m, and
a{w1 , ,Wp )
a(x 1 ,,x)
Then, if we write
(x p +1 , ,x n ), the equations
(7.3)
0
is regular.
157
definite functions
= ... = Wp(x)
W1 {x)
=
=0
(x 1 , ... ,x p )' Z
can
Theorem.
(ClW/Clx)0
there exists a
1/1(0)
= Y(z).
)f2
and
definite in
1/1: ~m-p....
function
Then
~, such that
is positive
numbers
ptl~k~
AkWk(Y(z),z)
p + 1, ,m
every
such that
Wk(x)
where
x .... O.
around
qk(x)
= qk(x)
O.
Indeed, if
0, i
Wi(x)
2
+ oellxll )
is quadratic in
vi(X)
where
Wi(x)
= 0,
= -%'i(x)
= Wk(Y(z),z),
Wk(z)
= 1, ,p,
k
and
one has
p + 1, . ,m,
(7.4)
0(ll x I1 2 ) .... 0
IIxl1 2
as
+ i(ll x I1 2 )
as
one has
x .... O.
(7.5)
The hypothesis
IV.
158
k=p+1, ,m
for some appropriate quantities
Yki.
Therefore,
obviously sufficient.
Suppose
~(Wp+1(Z), ,Wm(z
function.
Let
~(~P+1'
'~m)
is
where
0 (
II z I 12) / I I z 112
for some
h > O.
p+1~k~m
-+-
<Xk %-k (z ) +
as
0, and
-+-
qk(Y(z),z).
(I I z I I 2 )
~k (z)
is the
By hypothesis,
Q.E.D.
Exercise.
W1 (x 1 ,x 2 ),
2
W1 (x 1 ,x 2 ) + W2 (x 1 ,x 2 )
7.
Hint:
159
hessian matrix of
WI
and
Let
Let us formulate
We consider a rigid
Oxyz
be a system of ortho-
0, and let
A, B = A and
Let
be the moments of
=y =0
and
z > 0
body.
Let
p,q,r
be the components, in
Oxyz, of the
At last, let
y, y', y"
be
Oxyz.
0, q
0, r
= r O'
0, y'
0, y"
= 1,
~,
n,
a, y'
~,n,s,a,S,y,
= a,
y"
=1
with
+ 5.
160
IV.
W2
W3
W4
+ S2 + 0 2 + 20.
1;.
Iwi 12 =
L w~,
1~i~4 ~
Iwl 1
Theorem 7.5 probably yields a better clue, for here only the
quadratic terms would have to be examined.
w~
appearing in (7.1).
A1 , ,A 4
be positive definite.
to Chetaev's book.
and
such that
W3
=0
and
Wi
W4
0, 0
Substituting in
W1
and
The
W2 ' we get
I;
and
The
0,
7.
W
l
A(~2 + n 2 )
mgz(ex
W
2
A(~ex
+ nS)
- crO ex
+ S2) +
+ S2
2
161
W
l +
AW2 =
A~
AA~ex
CrO 2
(mgz + A -2-) ex
cro
+
and
(~,ex)
(n,S)
c2r~
>
criterion
AA
AA
2"
2"
croA
-(mgz + -2-)
> 0
or
A
2
cro
A + --2- A + mgz < o.
if and only if
Consider a rigid
Let
and let
Oxyz
Let
A, B
=A
and
162
IV.
inertia.
around
G, which then
0, with
radi~s
and angular
Oz.
Here
a,B,Y
OG
G~ll1;,
and
with respect to
G~ll1;
-+
-+
w = pel + qe 2 + re 3
0")-
Gz'
Gx'
directed as
parallel to
Oz.
Let
OG,
Gx'y'z'.
Following
y
Figure 4.2.
Orbiting satellite
163
7.
G~
y,
y',y"
q = 0,
of
G~
the value of
with respect to
Gx'y'z'
r, which is a constant.
and, since
families of motions:
0,
= -4w o
r = r
/l
C-A y", Y =
A
y" =
with
-00
/l - y,,2
y" with -1
y"
r
y'
- y,,2,
y'
y" with -1
< r <
00,
= y'
<
y"
(I)
< 1,
= 0,
< :V" <
(II)
1,
0, y" =
1,
(III)
WI
(7.6)
2
2
2
2
W2 = A(p2+l) + cr2 - wO(C-A)y" + 3w O(C-A)y ,
(7.7)
y 2 + y,2 + y,,2
(7.8)
W3
l.
y,
Le t us
y" -
cons~'d
y"
er th e
'
var~a t '~ons
p, q,
t"
~
=r
-c-
+ Wo C-A -y"
The integral
Wl
reads
WI
= f;
+ wOo.
'
IV.
164
WI
for
and substituting in
W2 , one gets
C > A.
p,q,r,y
This
and
y", whereas
is a direct consequence of
y'
Equation (7.8).
For the unperturbed motion (II), the new variables
will be
y
=r
+ 4wO C-A
c:-
y ,
h - -,,2
Solving
WI
y"
'
- y,
=y
WI
- y",
y"
and
W3
where
become
+ woz,
WI
W3
= W3 =
for
and
and substituting in
W2 ,
A > C.
r - rand
After computation,
= A(p 2 +q 2 )
222
2
2
2
2
) + wO(C-A) (y +y' ) + 3w O (C-A)y
crwO(y +y'
-r
+ 1.
y"
> -w O
C-A
c:-
or
A > C, and i f
accordingly as
r > +4w O
y"
A-C
c:-
-I, when
C > A
or
y"
= +1,
accordingly as
r <
A > C.
C-A
Wo c:-
or
when
C > A
or
8.
165
Bibliographical note
p,q,r,y,y'
and
y", if the
-r
7.15.
Exercise.
Wl
W3
0, and then
W2 ?
to substitute in
8.
Bibliographical Note
= S,
IT (x)
and
IT (x) - .9i!'O(x,l3)
Q =
O.
.9i!'2
=y =0
x
and
= 0,
S
= S.
W(t,x):
x = f(t,x)
IV.
166
On this ex-
non-ignorable coordinates.
IT (x) -
The type of
it makes use of
families of Liapunov functions with one parameter, an ingenious technical trick to be dealt with at length in
Chapter VIII.
At the end, it
This theorem
Its
8.
Bibliographical note
167
c.
can be time-dependent
c.
c.
Risito [1971].
c.
Risito [1974].
emphasize the usefulness of those criteria where positivedefiniteness can be recognized at the derivatives of second
order, thus enabling one to apply Sylvester's criterion.
They come essentially from C. Risito [1975].
Interesting
CHAPTER V
INSTABILITY
1.
1.1.
Introduction
ility as such, we shall deal at some length with new concepts such as sectors, expellers, etc., and this deserves
some preliminary comments.
Let us go back to Chetaev's Theorem I.s.l, where the
role played by the function
V(t,x)
is twofold:
it is used
crosses
remain in
as
a~
approaches infinity.
Roughly speaking,
peller.
being an ex-
One should
1.
Introduction
169
it is pos-
sible to prove separately, i.e. by using two distinct auxiliary functions, that
ler.
with
tion
V:
on
Be
91 and a function
e > 0,
func-
b E Jte
':
(i)
(ii)
V (x) > 0;
V(x)
~ b (V (x) ) ;
(iv)
W:
+91
of
a~
such that
W(x}
W(x} > 0
if, at last, 0 E
and
W(x) > 0
on
'
N n Be;
can approach
a'.
1.2.
Exercise.
1.3.
This Chapter will show how the ideas of sector and ex-
ural continuation of Chetaev's results and, even more directly, of K. P. Persidski's theory of sectors.
It is worth
V.
170
INSTABILITY
2.
2.1.
n,
:it
f(t,x)
(2.1)
= xo
(2.2)
x(t O)
has a unique sOlution.
x(t;to'x O)'
J+)
x(t;to'x o ) fl Be'
All the following theorems have the form of sufficient conditions and they should, in a complete version, begin as
Chetaev's Theorem, by:
e > 0
with
2.
BC
n
e:
and a
sume that
e:
Let
171
and
Ce:
to
=I
x Be:'
G C Ce:
For any
and
t E l , we de-
fine
G(t)
We call
= ix:
G*
{(t,x) E aG
the side-boundary of
the origin of
2.2.
(t,x)E G},
A set
n c e: :
G.
x 'I- O}.
G(t o )'
0 > 0, one
(ii)
2.3.
(h O
E G* (to)
(3x O E
A set
Eo)
n Eo)
(Vt E J+)
(t,x (t1to'xO
X(t1 t o 'X O)
(3t E J+)
e:
E G1
Be:'
(Vt E J+)
(t,X(t1t o 'X O E G1
(ii)
(3t E J+)
x(t1to'xO)
Clearly
Ce:
sector is a sector.
e:
Be:'
G.
proofs below.
2.4.
A set
is called an expeller if
172
V.
2.5.
INSTABILITY
3.
Fundamental Proposition
the origin is
(b)
(c)
(d)
unstab1e~
eXEe11er~
eXEe11er.
Proof.
Obviously (b)
and (c).
(a)
(a), (c)
(d).
(b)
ti > to
x(ti~tO,xOi) ~
such that
= 1,2, .
CE
sequence of points
The set
xOi
for
x(t;to'x Oi )
is an
Q.E.D.
Conditions ensuring instability will therefore be obtained by combining, in various obvious ways, sufficient conditions for the existence of a sector, an absolute sector, an
expeller or an absolute expeller.
4.
Sectors
173
4.
4.1.
Sectors
and
(s,a) E L
an ingress point of
('it E ]s,s + T])
an egress point of
(\it E ] s, s + T])
(3T> 0, s + T E J+(s,a
o
(t,x{t;s,a E G;
G
if
if
{3T > 0,
(t,x{t;s,a
a consequent point of
(\it E [s - T,s[)
will be called
+ T E J + (s,a
G;
if
v.
174
tion 6.
INSTABILITY
We deal
Theorem.
to be an absolute sector:
G is closed in
Ce
and no point of
is an
egress point;
(ii)
is a consequent
point;
(iii)
is open,
oG
oG
and no point of
is an
egress point;
(iv)
Proof.
Ce
for some
H positively invariant.
(i) and (ii) are obvious; (iii) follows from (ii) and
4.3
from Lemma
4.3.
=Hn
Lemma.
If
is open,
oG
Suppose a point
oG
L
Q.E.D.
and no point of
is
is a consequent point.
(s,a) E L
is a consequent
oG
oG,
Let
N be a neighborhood of
G.
which, be-
The continuity
N'
of
G.
excluded.
4.4.
Exercise.
If
is a
4.
Sectors
175
is an egress point.
As appears from the theorems to follow, sufficient conditions to get a sector are more involved.
4.5.
Theorem.
Assume
6(t)
G closed in
Ce:
to:
is connected;
G(t);
0
aBe:
no point of
G(t);
is an ingress point;
G is a sector.
Proof.
G is not a sector.
Let us put
above, G(t)
that
H(t)
H (t) C Be:
where
t
'I~.
/..;&n.
to'
G(t)
o
aH(t) 'I
(4.1)
implies
(4.2)
176
V.
G(t}
a(t) ()
H (t)
and
INSTABILITY
&(t) ()C'H(t),
(b)
t' > ~
such that
t E [t,t'].
For every
t(x O}'
mum of these
(t,x(t
ELand
T(X O}
x o ' let
(t,x(t}) ~ G
be the infini-
T(X O)
t(x o }
is upper semi-
Xo
as
00
lim T(X O}
and
o
T(X )
< T -
=T
and every
Then,
large
and
is closed in
C.
e:
Be:
L
4.
177
Sectors
(Vt ~ T) aCt)
aH(t)
= ~,
G(t).
Q.E.D.
This theorem leads naturally to the following one, concerning the case of a set
Theorem.
and for
t > to:
every
(i)
(ii )
(iii)
aCt)
is connected;
contains
e:
G (t) ;
G(t);
(iv)
then
Proof.
every point of
is an egress pOint;
js a sector.
All the hypotheses of Theorem 4.5 are satisfied if
one substitutes to
given
the set
= G nee:'
such that
theorem.
In Theorems 4.5 and 4.6, the points of
Q.E.D.
are con-
178
V.
INSTABILITY
in one case, no
Such a restriction is
is called a retract of
ping on
B into
Theorem.
(i)
A.
into
This kind
A).
G, assume that
A C B C X, A
0 E ]O,E[
a set
zoC
writing
z6
retract of
then
every
but not of
z'0'.
oE
such that
(t,x (t~to'xO
EG
for every
(to'x O)
meets
dG
de
E
(30
>
>
to)
and
(4.3)
The
4.
Sectors
179
points of
4.5, that
T(X O)
is upper semi-continuous.
Owing to (4.3),
then
7r
7rl
, Z' ....
"1'
is continuous.
Thus,
. ()
If
7r
is a retraction mapping
is a retraction of
Z6
on
Z6
ns,
on
and this
cannot exist.
4.8.
Z6 n s,
Q.E.D.
=3
and the
t-axis
Fig. 5.1.
is not represented.
One assumes that
The set
G(t)
= G(t O)
G(t O)
for
to
S(t)
the faces
OAD
S(t o)'
and
OBC
Assume that
S(t O)
Then
is the union of
V.
18U
c1uded).
For some
G(t O)
Zo
represent the
n aBo
with the
Oxy
plane.
~, then
Zo n
intersection of
identifies
INSTABILITY
If one
4.9.
Remark.
4.7.
Suppose
to (iii) of 4.6.
of 4.7:
= S.
to
and if
tersection with
G(t O)
BE
G(t) = G(t O)
is a cone (i.e. if
G(t O)
for
is the in-
Remark.
is not a retract of
Z6
s.
5.
5.1.
Expellers
5.
Expellers
181
that a function
V(t,x(t
x(t)
5.2.
Theorem.
into
~,
locally lipschitzian in
continuous functions
function
b E K
(i)
(ii)
aCt), c(t)
V(t,x)
defined on
(Vx O EG*(t o
V(to'x O) > 0:
c (t) > 0
c(s)ds
....
[to'oo[
and a
G C c:
and
on
00
as
t ....
00.
I
to
(iii)
(V(t,x) E G*
such that
V(t,x) .: aCt),
(5.1)
o+V(t,x) ~ 0,
(5.2)
o+V(t,x) ~ c(t)b(V(t,x
then
Proof.
every
(5.3)
+ o+a(t):
is an absolute expeller.
If this were wrong, there would exist an
such that
J+
V(t,x) > 0)
(t,x(t:to'x O
E G for every
t >t
0
t E J+.
Therefore
~ V(to'x O) > 0
for
182
V.
Exercise.
INSTABILITY
t.
Q.E.D.
h(t)
be a continuous function on
for every
every
5.4.
t
~
to
h(t O) > 0
D+h(t) > 0
h(t) > 0
Then
for
into
to'
Corollary.
G(t o )
such that
[to'oo[
{x: V(to'x)
is an expeller.
nor
depend on
Suppose
corollar~.
G(t) = G(t O)
5ffl
function
then
with
into
e'
Be' C
~,
t ~ to'
n,
there
such that
and that:
(Vx E G* (to
Vex) >
(ii)
(Vx E~*(tO)'
vex) > 0)
o~
Vex) > O~
is an absolute expeller.
Let
n'
= max
on
(i)
Proof.
vex)
e' > e:
for every
If
h: x E G(t ), Vex)
A (n)
0
is the infimum of
For every
> n}
is non empty
Vex)
on this set,
A (n) > o.
n, with
One
b(V(x.
bE.5t'
By choosing
with
aCt) = n'
and
Of course
c(t) = 1, one
5.
Expellers
183
Q.E.D.
It can be
In this
5.6.
for some
'I'
[to'oo[ x
real function
Vex)
in
'I'
Be:.
Be:.
for some
(i)
(Vx E '1'*)
(H)
vex) > 0;
(iii)
(Vn >
0)
n,D+V(x) = O}
0;
the set
0)
D+V
F
non-empty subset;
then
is an absolute expeller.
Proof.
A+
x E '1'*
such
A+
C V.
on
A+.
But
~
Vo
Vex)
as
But as
t
A+
is bounded on
iji
Vo'
and thus
Of course
is invariant, D+V(X) = 0
(iii) is violated.
(*)on this notion, cf. Appendix III.
is
on
vex)
A+, and
Q.E.D.
V.
184
INSTABILITY
As is apparent, this theorem is akin to LaSalle's invariance principle VII.3 as well as to Theorem II.l.3 of N. N.
Krasovski.
=0
o+V(x)
and, in particu-
this
second derivative of
5.7.
Theorem.
defined on
V.
V(t,x)
(Vx O E G*(t O
(ii)
(V(t,x) E G*)
and
then
function
locally liEschitzian in
V(t,x)
x
and
G C C:
5fl
V(to'x O) > 01
if
V(t,x) < 0
o+V(t,x) ~ 01
is an absolute expeller.
Remark.
6
6.1.
Let
to be an expeller.
Examp 1 e
0f
an
Equat~on
0f
Nth Or d er
6.
interval
Ja,a[, where
185
f(O)
= o.
xl = x 2 '
x2
= x3 '
(6.1)
is an isolated root of
n > 3
and
for (6.1).
Of course, if
open interval
Ja',S' [, with
Ja',S'[
fez)
Without
Ja',S'[ = Ja,S[.
zf(z) > 0
on
]a,o[
or on
b)
zf(z) < 0
on
]a,O[
and on
bl )
b2)
n = 2m
with
m even;
b3)
n = 2m
with
m odd.
]O,S[;
]O,S[,
and
is odd;
Lemma.
G C C
PEL,
and a real
186
V.
function
x
W(t,x)
defined on
N nG, and
W(t,x)
Exercise.
is not a conse-
used in Section 8:
on
P, then
at
G.
quent point of
6.3.
=0
G, locally 1ipschitzian in
on
and
W(t,x)
6.4.
INSTABILITY
_00
when
(t,x)
o+W(t,x) > 0
P.
zf(z) > 0
Choose an arbitrary
{(t,x): t
point
for
ishes.
of
W= x
is an absolute sector.
is such that
i = 1, ... ,n}.
for
]0,8[.
on
Any
xi
x., van-
xi' say
v = xl
- E.
b1 )
E < min
(I ex I ,8)
and
= !if x,!"
= 2.
n
'I'
-xlx n + x 2 x n _ l - x 3 x n _ 2
+ .. + (-l)mx x
+ (_l)m+l
m m+2
calculates that
for
m = (n - 1)/2.
for
xl
O.
Then
One
G
But
6.
Example of an equation of n
th
order
xl (t)
VI
In particular,
0, and thus
Let
e:
x 2 (t)
187
satisfies the hy-
VI (x)
x1 = 0
Indeed
= 0
if and
contains no inimplies
xl (t) - 0
0, etc.
be as above and
= t}l x
'P, 'P
= {x
E Be:'
2
V2 (x) = xm+l - xlf(x l )
for
xl
O.
Then, as
because
"2
only if
= 0,
xl
xl
=0
W=
= {x
= a},
E B , W(x)
e:
Theorem 4.2 (iv), G
it is an expeller.
there are pOints
( )
V3 x
=1
O.
e:
[to'co[
l f(z)dz
x '1',
is defined as above.
is an absolute sector.
with
By
where
W(x)
=0
and
(_ 2i - I
,
)
2
x2'x
2'1+ 1 + 1x2'1+1 x n-2i
1
n-2-
,'m-l
~1~
Choose e.g. x 2
to
and
Let
-r
0, x n _ l
m+l
x E 'P
21 IXI
0
f(z)dz > o.
x,'s equal
1
188
V.
xm+l
=0
INSTABILITY
7.
7.1.
betatron has been studied in Section IV.6, to which we constantly refer hereafter.
Lemma.
If
w(u)
Ju+ro
o
Proof.
defined on
sB(s,O)ds
u + r
W(u)
O.
~(O)
du
o.
Further,
Lemma.
If
Q.E.D.
~(u)
]-rO'oo[
7.
there exists an
7.4.
z
<P
(u)
189
122
'2
> 0
[1jJ
(u)
1jJ (0)],
such that
u d<p < 0
on
du
r, r,
and
by the equations
m
g (t)
e = gm(t) e - eO
z
where
mo
60
remaining unchanged.
.. .
(r,r,e,z,z)
space
r,
e
K of the orbit of
E'
let
(7.1)
0'
.
(r,r,6,z,z)
(t)
m
gm- Z,
z
the variable
r O'
K in the
mover
= min
(E' ,EO)'
Further,
K.
It is readily verified that the jacobian of the transformation (7.1) vanishes nowhere.
Let
(8)
be the system of
(cf.
(s)
m(t,r;r,e,z)
m(r,r,e,z).
origin for
(8)
(S).
Indeed,one.has
190
.
6
V.
.z
e-
and
eO on the other.
.z
and
INSTABILITY
(5).
eJr+ro
W(t,r,6,z) = get) [(r + rO) (6 + 6 0 ) + C 0
sB(s,z)ds],
and, using IV. (6.11) and IV. (6.9), one verifies that
if(t,O,O,O)
O.
=Hn
CE
(s,z)ds,
H = {(t,r,~,~,z,i): t E l ,
is positively invariant.
aB
az
W=
0, z = i
O}
is an absolute sector.
V = g(t)r r
nG(t O)
where
in
In
V> O.
dt mr = mre 2 + ec 6rg(t)B(r,z),
that on
. 6ll [_
V=
e2 -
M. (-)
.!-2]
r + r
c 2 r du
8.
that on
G:
V >
-k
Finally,
x
for
e2
c2
[-
r = V/g(t)r
..
.
(r, r, "!1 , z , i) ,
d4> (F)
du
for
as
191
.:.2
+ r ].
(t,x) E G*
such that
V > 0:
V >
-~
ke:
8.
8.1.
Let
Sl
91, where
for some
]T,oo[
g(t,x)
E fJI.
on
x Sl
Assume that
into
9
is
~ d 2y
d 3y
--3 = g(t,y, ,
2)'
dt
dt dt
which is equivalent to the system
(8.1)
g(t,O) = 0
for every
tEl.
Suppose
2
3
g(t,xl,axl,a xl) > a xl:
is, as we shall
192
V.
INSTABILITY
Lemma.
G C C
W(t,x)
on
e:
of
PEL,
and a func-
then
(i)
(V(t,x) E N
G)
W(t,x) > 0
and
D+W(t,x) < 0;
(ii)
("(t,x) E N
L)
W(t,x)
and
D+W(t,x) 'i' 0;
point.
such that
Proof.
and suppose
(t 1 ,x(t 1 ;s,a
there is no
(t,x(t
(s,a)
G.
(t2,x(t21s,a
G.
t1
Therefore, there is a
G,
is not an egress
G.
such that
is not a consequent
G C Ce:
into
of
PEL, if there
and a function
W(t,x)
and continuous,
such that:
(i)
W(t,x) > 0
and
D W(t,x) < 01
8.
W(t,x) = 0
at
P;
then
8.3.
Lemma.
193
GC
G.
Q.E.D.
and any point
m> 1
J(m
and a
function
N of
W(t,x)
on
P,
N
(Y(t,x) EN
wei) (s,a)
(ii)
w(m)
(iii)
W(t,x)
n~)
for
o < i
0;
m;
(s,a) < 0;
then
8.4.
(8.1)
whatever
and
> 0
with
Notice that
xl < 0
To
Gl
GI
is an egress point.
of
(t,x l ,x2 ,X 3 )
L,
one has
either
(8.2)
or
(8.3)
or
(8.4)
Every point
is an
= x2
- axl.
194
V.
P EL
INSTABILITY
is a consequent point.
x3
>
0, then
W3
for which
veri-
=W
1 (P) =
WI (P)
whereas
P
For any
P1
to
belonging
2 = (to,x12,x22,x32)
and verifying (8.2) and (8.3) respectively. Consider
Co
1T(P)
P1
if
Z' = { (t,x) : t
0
consequent points of
by
and
(to,x11,x21,x31)
to' xi
= (1
A)X i l +
1T: S ...
z'0
G1
The mapping
{P 2 }
is not a retract of
1T(P)
the set of
nS
= P2
defined
if
Z8'
G1
is a sector.
G1
xl'
9.
Exercises
195
9.
9.1.
Exercises
Xl
(9.1)
and
Show that the matrix of the system (9.1) has two eigenvalues
with the same time-independent strictly negative real part,
and, however, the origin is unstable.
Hint:
{(t,x,y): t
xl cos bt
E~, x 2 sin bt -
(a - b)V.
= x2
196
V.
Hint:
G = ~ x 1/1, where
INSTABILITY
1/1 =
3x l - x 2 ' one can see that all the hypotheses of Theorem 4.6 are satisfied.
the function
9.3.
j!5 V 3
Then, by means of
= Xl
V ->
In fact, on
+ b l xl x 2 +
(9.2)
+ b 2 xl x 2 +
suppose the trinomials
have real roots
and
G,
gl(A)
(then, as
g.~ (A)
Ail' Ai2'
2 (i
a.~ + b.A
+ C.A
~
~
1,2)
a2 < 0
has a root
g2(0) < 0, g2(A)
has a root
Then, each
cl > 0
and
gl (A)
(ii)
cl > 0
and
< A
11;
A2l < A12
(iii)
cl < 0
and
A12 < O.
= AllX l
and
- x2
and, for
x2
G
Xl
W2
= x2 '
1/1 =
is a sector.
A12 ~ All;
In fact, for
x 2 = Allx l ,
0:
WI
-x l g 2 (A ll ) < 0,
W
2
2
a 2x l
0,
(9.3)
9.
197
Exercises
Moreover, G
is an absolute expeller.
Indeed,
a)
Vl
-> 0,
Vl
and
if and only if
= AIIx1 .
x 2 = Allx l ,
x2
Moreover,
xl
0,
defined as follows:
A2l x l , Vex)
vex)
= x2
if
A2l x l
-a d 2 y
dt 2
where
and
_ b
- k (y) ,
O.
(9.4)
dt
key)
We suppose
is defined on
k(O)
=0
and
We write
heAl
for
A(A 2 + aA + b).
Equation (9.4)
Suppose
xl
x2'
x2
x3 '
x3
-ax 3 - bX 2 - k(x l )
a < 0, a
4b
and, for
y < 0:
v.
198
~2
INSTABILITY
(9.5)
- 3b).
Then, taking
and
Al
= A2 ,
[3
Ben)
E
if there exists an
>
(with
such that:
(i)
(ii)
(iii)
is unstable.
I Ipl I
< E, H(q,p)
= ~x W,
= a},
with
W=
G is an expeller.
10.
Bibliographical Note
As already noticed in Chapter I, the classical instability theorem of N. G. Chetaev [1934] generalized two
previous results of A. M. Liapunov [1892].
It already used,
In.
Bibliographical note
[1970].
199
concerning the definition of a sector and the proof of sufficient conditions for a set to be a sector.
discussed by A. D. Myshkis (1947), using arguments of topological algebra, as well as by J. L. Massera [1956] and M. Laloy
[1973]1'
G(t).
t.
T.
It would have
G(t)
of ~n,
[1970].
On the other hand, the conditions for a set to be an
expeller, as they appear in the original theorems, have been
improved in various ways.
200
V.
INSTABILITY
It is shewn in N.
functiens can
t.
The same
= 2m
fer
is weakened and
t
and en all
ceerdinates.
The instability .of the betatren is established in M.
Laley [1974]2'
J. D. Schuur [1967].
CHAPTER VI
A SURVEY OF QUALITATIVE CONCEPTS
1.
1.1.
Introduction
~n
for a differ-
ential equation
x=
f(t,x)
(1.1)
~n
(the symbols
and
n with
I x
this is properly
VI.
2U2
to
The num-
ones shouldn't.
An important feature is
1.
203
Introduction
n,
Q:
but of
n.
Several examples in Chapter VII will show why and how this is
relevant to many a practical application.
on this point
n,
the expression
As usual,
x(t).
The following notations will remain in force throughout the chapter:
any
0 > 0,
B (M, 0)
Remember that
{x E iJln:
Mo
{x E n:
Mo \ M.
d(x,M)
to
M.
Q.
For
204
VI.
2.
2.1.
Definition
Sl
M is
S2
Table 6.1.
In this table, S
pendent of
a)
to'
means stable, US
uniformly stable.
Definitions
If
The
and
S2
U S
Stability concepts.
Mo
instead of ~.
M is uniformly stable, M
e:
is uniformly stable.
is stable.
M
Conver-
is stable, then
ond members.
2.2.
toUA:
is an attractor,
M
is a
to-uniform attractor,
EA:
M is an equi-attractor.
UA:
is a uniform attractor.
and
(J
independent of
x o ' and
A6
AS
A4
A3
A2
Al
"
"
"
"
"
(35 >0)
Table 6.2.
Attractivity concepts.
"
"
"
"
("tOEl) (35)0)
"
"
"
(35)0)
"
"
"
(VtOEl) (35)0)
Definition
is
UA
EA
to UA
V1
'<
rt
.....
<:
.....
rt
()
rt
"i
III
rt
III
P-
III
::s
'<
J-"
rt
f-'
J-"
cr
III
CJl
rt
206
VI.
o and
concept:
cr
both independent of
to
and
We
If
Al
to
A6
Mo
to .91.
d)
is
obvious.
Fig. 6.1.
t6
is
A3
.A2 _ Al
t4
2.
The extension of this property to periodic equations is considered in Sections 4.11 to 4.14:
e)
it is no trivial matter.
(tIo > 0)
to
Ai' there
corres-
(3 0 > 0).
Men
If
is compact and
Al
to
g)
A6
If
Men
Sl' S2
to.
n = ~) and
B(M,} C
n,
exists
3.
for all
2.4.
x E
Al
to
0
Along with I.2.12 and I.2.13, the following exercises
show that
even if
> t
2.5.
and
not.
Exercise.
x E!if
A6
M is compact.
Exercise.
~
207
and for
x = (1
{-U
{+U, A3
A3
+ x)2(1 - x)
is verified but
with
A4
is
Example I.2.7 if
2.6.
Exercise.
with
x E!if
2.7.
Exercise.
and
M is the origin.
For the equation
t > 0, the set
Let
x = f(t,x)
t > 0
(2)
f(t,x)
(3)
f(t,x)
1 - x
3.
3.1.
verifies
be a scalar differential
M = {a} lJ {1}
(1 + x)2(1 - x)/(l + t)
M = {-I} U {+I}
(1)
Then
for
<
0,
0 < x < 1,
1 < x.
verifies
Al
but not
A2
nor
A4 .
SIll C
VI.
208
ing from .s remain in
!j
!j
after
!j
after having
The result
we follow
mathematical symbolism, but it will be realized that the conciseness thus obtained more than compensates for the disadvantage.
3.2.
A set
{d,e,s,r,TO'SO,D,E,
3.
209
tial perturbation
Estimate of the perturbation at time
Delay of sample
Associated
letters
Variable
interval
Upper bound of
sample interval
Initial time
to
Initial position
Xo
I
I
Table 6.3.
30 > 0
Yo > 0
3E > 0
"IE > 0
3a > 0
Ya
3p > a
yp > a
'0
3t o E I
TO
"Ito E I
~O
3xOE N
=0
YXOEN
~= Mo \
M.
straints:
(i)
->
The word
Meaning of
these letters
no letter is repeated in
w;
210
VI.
for instance, s
appear before
or
or
has to
R.
M) ('flo> 0).
It
will be written
TOEd3 0 S.
Let us now proceed with the explanation of the symbols
appearing in (3.1).
and
ent or not in
W, and according as
(existential) or
(universal).
and
y,
pare pres-
appears under
if
or
The asterisk
() J)
and of course
T, where
T
stands for
for
('f;ft
(3t E [to + a, to + p]
E [to + a, to + p] ()
II
II
W,
"&"
The letter
appears in
ing
(X) [
if
if it does not.
logical conjunction
(4)
"to + a E J"
stands for
"to E J"
(3)
"~"
O.
W, cr
J).
in the
Similarly, if
3.
(5)
means
The letter
The symbol
S+
stands for
= Me:"
"x (t) E ~
211
S-
and
S-, where
or
means
=n \
Me:".
to instability.
Remark.
To every concept
AV(M)
constructed as above,
C'
derived from
an open neighborhood of
M.
M)
(.A"(M) \
by
n,
(J
is verified, so is
Clearly, if
C'.
It can be
dary and if
Xo
is quantified universally, C
equivalent.
and
C'
are
Remark.
ses:
("to E I) (38 > 0) ("x o EN) (:Ie: > 0) ...
Normally, 8
varies with
to
and
e:
with
to
and
to'
xo.
e:
It
would
Avramescu [1973].
3.5.
212
VI.
Symbols
Particular
symbols
Conditions
Meaning
to E J
&
't
i f r or R appears in
otherwise
T
3t E [to'<X>[ nJ
x(t)E!j= Me:
Table 6.4.
x(t)E!j= rl \ Me:
Meaning of
Symbols
'ft E [to'<X>[ nJ
B+
Particular
symbols
W.
Conditions
Meaning
to + a EJ
*
A
if s appears in W
&
if S appears in W
i f r or R appears inW
't
otherwise
T
ifr or R appears in
otherwise
B+
Meaning of
3t E [to+a ,to+pj nJ
3tE[t O+a,00[ (\ J
x (t) E !j = M
e:
x (t) E ~ = rl \ M
e:
B
Table 6.5.
3t E [to,tO+pj n J
* (A,B) if s or S appears in W.
3.
213
Exercise.
If a concept
C1
C2
214
VI.
Terminology
Formula
Simplified formula
1. M is uniformly
stable
2. Solutions uniformly
bounded with respect
DeSRToBO,y*(T,S+)
to M
3. Solutions uniformly
locally bounded with edSRToBo,Y*(T,S+)
respect to M
4. M is a uniform
attractor
5. M is a uniform global attractor
6. Solutions uniformly
ultimately bounded
with respect to M
7. M is a uniform weak
attractor
8. M is a uniform global weak attractor
~.
M is unstable
Table 6.6.
4.
Equivalence theorems
4.
4.1.
215
But it happens
also that two concepts are equivalent if some further assumption is made concerning the differential equation (for
example that it is autonomous, or periodic, or that its solu-
00)
or the set
(for example
The present
Theorem.
If
WI
and
W2
obtained from each other by permutation of two adjacent lowercase (upper-case) letters, the corresponding concepts are
equivalent, Le.
[WI' y
4.3.
Theorem.
(a)
If
If
(A,a))
[W 2 , Y
(A,a)).
WI s W2
WI s W2' y
WI SR W2
(T, a)
0=>
wl w2 T a.
W2
contains only
WI SR W2 'Y
WI Sr W2 'Y
(d)
WI SR
(e)
WI sR
*
*
w2 'Y *
w2 ,y *
(T, a)
WI W2T13;
(T,13)
WI W2 T13;
,13)
W1W2T13;
(T,13)
WI s
(T
w2 ,y *
(T, 13)
VI.
216
4.4.
Exercise.
where
W2
M having a
clearly the type of proofs which are relevant in this context, Theorems 4.10 and 4.11 are demonstrated in detail.
4.5.
Theorem.
+ 00
and if
W is a well-formed
word, then
[W, y
4.6.
Theorem.
If
(A, S)
~
<==*>
[W, A, S J
to
0)
(4. 1)
i f and only i f
Proof.
(4. 2)
From the
4.
Equivalence theorems
217
(4.4)
Combining (4.3) and (4.4), one gets
(4.5)
Indeed, let us in
WI
and
value
arbitrarily.
Choose then
n
in (4.4) a
Further, we choose in
W2
the
x(O:to'x o ) E Mn'
Xo E
M~,
(4.3) yields
W3 ,y
Xo =
(A,x(t;O,xO)E
x(t:O,x O) =
Q.E.D.
Remark.
TO
located anywhere in
Theorem.
where
WI
or
WlTOW2
W2
is well-formed, then
can be empty.
t' E I
t' E J(to'x O)
J(to'x O) ;
that
is equivalent to:
t' + t
o-
t' E
0
VI.
218
Corollary.
4.8.
and i f
If (1.1) is
w # 0, obtaining re-
M, W1
or
W2 .
4.9.
Lemma.
with
w > 0, if
exists a
Y
to
(A,S)
to'
w-periodic
is verified, so is
Wl <Vto E [to,tO+wJlW2'
WI T OW2 ,y
(A,S).
m, if
t' E J(to'x O)
to E I
to = to + mw E I, then:
is equivalent to
t' + t
- t' E
0
J(to'x O);
Sl' S2
and
Al
to
A6
Theorem.
If
Men
x(t;to'x O)
with
Xo E aM
4.
Equivalence theorems
219
Choose any
to E I
a value of
E > O.
and an arbitrary
suiting
81
where
to
x(t;to'x o )
Let then
is replaced by
<5
to + w.
01 > 0,
B(M,OO)'
81
for every
to + w.
is verified, x(t;to'x o ) E ME
82
verified.
4.11.
and
Consider an arbitrary
Proof.
is also
Q.E.D.
Theorem.
A4
to E I
value of
suiting A4 for to
in the proof of 4.10, a 1 with
AS
A6
a
0 be
One may find, as
and let
to + w.
B (M, (51)
en
such that
E > 0
(J+ w).
A
(in A6 , we shall adopt the value
4
To the possible values (4.1) of to and x O' there corres(J
suiting
is verified with
[to,t o + w))
4.12.
be
8 2,
implies
81
x(t o + w;to'x O)
("to E I)
suiting
replaced by
Exercise.
A4
Hence
nftO E
Q.E.D.
VI.
220
4.13.
A3
Consider an
in Fig. 6.2.
Fig. 6.2.
this system
R(t,8)
(4.6)
1/I(r,8)
with
and
1/1 2n-periodic in
8.
A1 .
(4.6) into a
The transformation
= r, a =
The origin
1.
8 + t, changes
It corres-
A2
are
4.
Equivalence theorems
221
and
is not.
ro ~ 0
Exercise.
4.14.
A3
(ro,60 )
E Bo
with
00.
4.15.
A3
proved in the rest of this chapter, there appears the hypothesis that every solution of (l.l) may be continued up to
00.
4.16.
(i)
(ii)
(iii)
W;
is a universal variable, or
WlS;
13+ ;
B{M,E)
00.
* (A,B)
has to
where
(2)
(t 0
+ a E
J)
&
[('It E
[t 0 +
a, 00 [
fl J)
x (t)
E ME]
can vanish, or
(to + a E J)
=;>
or
(3)
(to + a E
J) ~
is
[(3t E [t o+ a,oo[ fl
J)
x{t) EM E ].
222
VI.
in
if
B(M,E)
t > to + a, t E J,
remains, for
M is compact or in
B(M,E) \ M otherwise.
an.
x(t)
implies that
B(M,E) \ M)
x(t)
x(t) ~ ME'
is defined on
for some
ultimately leaves
to + cr E J
such that
[to,t*[
t* E~.
B(M,E)
(or
So there exists a
This
>
to + a, t E J:
Q.E.D.
5.
and
~,
While retain-
we generate, by
mere sUbstitutions and germutations, 46.080 formally different concepts, all well-formed!
out all uninteresting items.
sonab1e restrictions:
(1)
to
fier:
and
Xo
and
M, or of only one;
a:
Indeed, for
0, E, x O' a
5.
II
III
X
0
IV
Xo
Xo
Xo
Xo
Xo
Xo
223
to
possibilities.
= 42
(to'x O)' 0, E, a, p
8+
0, E, xo,a,p.
and
in stability-like
ties concerning all
M.
(8+)
or instability-like
(T O,3 0 )
or one
(LO'~O)
(8-)
proper-
solutions near
VI.
224
1. Stability-like concepts
TO~OS+
2. Instability-like concepts
TO/;OS
TO!:!OS
TO/;OS
Table 6.S.
and
in
W:
in this case,
they do not differ by more than some spatial or time uniformity conditions.
a concept will be
TO
and
=0
The
are equivalent:
5.
Formula
1.
2.
3.
4.
5.
6.
7.
e D
d E
D e
E d
d e
e d
8.
9.
10.
11.
12.
13.
14.
e D
d E
D e
E d
d e
e d
15.
16.
17.
18.
19.
20.
21.
e D
d E
D e
E d
d e
e d
22.
23.
24.
25.
26.
27.
28.
e D
d E
D e
E d
d e
e d
29.
30.
31.
32.
33.
34.
35.
e D
d E
D e
E d
d e
e d
36.
37.
38.
39.
40.
41.
42.
e D
d E
D e
E d
d e
e d
E D S R
"
"
"
"
"
"
E D s R
."
"..
E D s r
"
"
"
.."
E D s R
."
..
.
.
"
"
"
"
.
.
.
."
."
"
"
"
"
TO ='0' Y
."
"
"
.
..
.
"
..
.
Table 6.9.
"
"
"
"
"
"
."
meaningless
."
.
"
"
.
."
"
"
"
.
.
"
"
"
(T, S+)
.
.
.
..
E D s r
"
"
.
.
E D S r
Terminology
TO ='0' Y
"
."
225
* (T,
.. s+)
"
"
".
"
"
"
"
"
"
T
."
.
.
"
"
."
"
226
(2)
VI.
and
and
e
D can be interchanged.
because
and
TO' or
d.
Formula
Terminology
-)
l.
s r
2.
"
"
"
"
3.
"
"
"
"
4.
"
"
"
(unbounded)
5.
"
"
"
M is unstable
6.
"
"
"
7.
"
"
"
B.
S r
"
"
9.
"
"
"
10.
"
"
"
Table 6.10.
'0 ~O' y
(" S
trivial
6.
Attractivity, boundedness
6.
6.1.
227
Stability and
The variable
Weak attractivi-
WA 2
WA3
WAS
WA6
WA l
WA 4
TO
TO
TO
TO
=0
<,8+
=0
<,8+
=0
TO
=0
<,8+
=0
<,8+
=0
Table 6.11.
a weak attractor
<,8+
TO
is
<,8+
an equi-weak attractor
a uniform weak
attractor
Weak attractivity.
Fig. 6.3.
VI.
228
6.2.
Theorem.
If
MU
n is a neighborhood of
M and if
weak attractivity
tivity
(b)
Proof.
WA 2
(WA1 )
equi-weak attrac-
(WA 4 ) :
WAS'
the reasoning
Only the
Suppose
WA l
is satisfied and
WA 4
is not, i.e.
(6.1)
Choose a
to
Mo C n U
moreover that
in (6.1) and an
e*
M.
Choose some
x Oi E Mo * \ Me *.
sequence
hOi}
+
J (to'x O)
Pi +
such that
0* < 0
in
WA1
00
Mo * \ Me *
Since
as for
WA 1 , such
to be used
and a sequence of
is bounded, the
e* C Mo
Then there exists a tE
x (t) E Me *.
Then
Xo E Mo * \
\ M.
i, x(t;tO'x Oi )
Me *, then also
Me *, which is a contradiction.
Q.E.D.
6.
229
Attractivity, boundedness
6.3,
Exercise.
If
is a neighborhood of
M un
.....
is w-periodic, WA 2
M and
WA 3
If
is w-periodic, WA2 ~ WA 6 I f Men has a compact boundary and is positively invariant and if, for Xo E ClM,
and if
is defined at least on
x(t;to'x o )
WA1
WA2
If
[t o ,t O+w1, then
and if
M satis-
Remark.
WEr
and
WES
if
M is nega-
Theorem.
Each
Ai
A.
J.
.::::::;.
WAi ,
1 < i < 6.
w1 sW2 , [to + o E J]
and
n J ,13 + ],
where
Q.E.D.
VI.
230
6.6.
They are studied here for their own interest and further
because they lead naturally to the important notion of a dissipative system (cf. 6.18 and Chapter VIII).
Formula
Bl
TO
B2
B3
B4
TO
D ::0
D ::0
T ,13+
bounded
T,13+
bounded uniformly in to
::0
T,13+
equi-bounded
::0
T,13+
uniformly bounded
TO
TO
Table 6.12.
Boundedness.
...
Formula
-0
(T,13+)
,y
*
*
TO'y
(T, 13 +)
s ::0
,y
(T,13+)
,y
UB 2
e D TO ::0 s
PB3
e D
::0 s
UBI TO e D
UBS
e D TO
s ::0
,y
*
*
UB 6
e D
s ::0 TO'y
PB 4 TO e D
...
Table 6.13.
Ultimate boundedness.
6.
Attractivity, boundedness
231
Formula
WUB l
WUB 2
WUB 3
WUBS
WUB 6
TO
WUB 4
TO
Table 6.14.
TO
~O
T,a+
~O
T,a+
~O
TO
TO
~O
EO
=0
T, 13+
T,a+
TO
T,a+
+
T,a
nor
In the same way, and due to Theorem 4.3 (e) and (a) res-
a.
If (1.1)
or
j"
UB 3 - -.....~ UB 2
Fig. 6.4.
OJ"
--_a UBI
6.7.
Exercise.
and
For
y2(1 - xy),
0,
B3
232
VI.
~2, M =
{a}
Bl
6.8.
Exercise.
Hint:
For
w-periodic,
B2
and
Exercise.
= x,
=Y
Bi , i
= 1,
+ cos t.
M with com-
2, 3, 4, are trivially
verified.
6.10.
and
= {a} en =
If
is
w-periodic
to uniform boundedness (B 4 ).
The following theorem exhibits some relations between
boundedness and ultimate boundedness concepts.
Proposition
Theorem.
If
UB 4
(b)
ultimate boundedness
Proof.
(a)
(B 4 )
Let
to
E [to,t o + sl]}' sl
(1'2)'
in
(b)
= 2
UB
Let
be chosen in
where
(UB 2 )
I.
0 > 0, B3
If
UB 4
sup {llx(t;to'x o )
is verified
is satisfied with
II:
Xo
EN,
corresponding
correspond to
UB 2 , for every
that
(B 3 );
l'
= max
0
equi-boundedness
to
= {a} e n = ~n:
(a)
ness
for
(to'x O)
x(t o + sl;tO'x O)
be chosen as for
0
= l
E
E M.
1
in
B4
UB 2
Then, in virtue of
, there exists an
Let
Nl
and let
sl > 0
such
be a neighborhood
6.
Attractivity, boundedness
of
X(t o + sl;tO'x O)
neighborhood
N*
such that
of
Xo E N*, and, by
233
Nl C Me:
1
for every
Let us write
B(M,S)
say
sl = sl(N*)
and choose
arbitrary.
Then
N~,
~
s = max
If
~m).
s(N~),
~
that
(3e:
M = {OJ
(b)
implies uniform
ultimate boundedness
(UB 6 )
(B 4 ) ;
to prove that
sin x
with
n =!
UB 1
Suppose
e: 2 , where
0
< 6.
Then, due to
to
w-periodic,
(UB 2 )
Theorem.
Proof.
is
ultimate boundedness
M = {oJ
1 < i
implies uniform
Exercise.
6.14.
If
(UB 2 )
ultimate boundedness
boundedness
e:
Q.E.D.
en = ~n, then
(a)
6.13.
EB(M,O
UB S '
6.12.
and
s~O)("1xo
e: l
WUB.
B4 , UB.
~
e: 2
is satisfied for
e: = e: l
is, in
B4 , the value of
and
0" = P1
e:
p = P
1
and
corresponding
Q.E.D.
VI.
234
6.15.
and
{o}
c n
n=
is
w-periodic
~n
(WUB 2 )
(UB 2 ).
M = {o} C
If
If
is
w-periodic,
WUB l
implies
UB 6 .
implies
to
WUB l
be fixed in
to + w
01 > 0
in
WUB 2
===#>
WUB 1 .
and let
e:
UB 2
= e: l
=*'
Let
UB 6
correspond to
0 > 0, there
such that
==9
replaced by
with
x(t) E Me:
- [to,t o +
w].
and
Therefore,
6.17.
Exercise.
and every
If
is
Q.E.D.
w-periodic, M
WUB 2
{o} C n
~n
ultimate boundedness and of class 30 (in Table 6.9) are verified for the equation.
In N. Levinson [1944],
(1.1) was
7.
Asymptotic stability
235
UB 2
Exercise.
[O,OO[
If
is
w-periodic, M
{oJ
en = ~n,
+ 00, the
Hint:
("to
7.
7.1.
A set
by
E~)
(for
to = 0).
Asymptotic Stability
concepts listed in Tables 6.1 and 6.2 that there are, formally,
12 types of asymptotic stability.
ent however.
A set
(i)
M is said to be
asymptotically stable
and attractive
(ii)
(51)
if it is stable
(EAS)
and equi-attractive
(51)
(Al );
equi-asymptotically stable
stable
(iii)
(AS)
(52)
if it is
(A 4 );
(UAS)
if it is
VI.
236
For in-
stance, M is said to be
(iv)
(v)
(51)
(GA5)
if it is
(GAl):
(52)
(GA6 ).
Theorem.
If
then
52 + WA.
J.
Proof.
A., (1
J.
choice
suiting
'.
6).
plications at a time.
and
= 01
in
A6
as in
A6
WA6
We first choose a
WA6
Let
02 < 01
in
correspond to
'
in
01'
52'
= 02
5electing
and some
(7.1)
x(t ) E Mo .
a
2
ta
= 01
A6 , an arbitrary
Clearly
52
x(t a )
M and so
7.
Asymptotic stability
x (t ) E Mo \
a
2
= ',
01
237
M.
0 = O2 , to = t a , Xo
and = '
= x(t a ,
52
(with
\ M) ('It E [t ,""[)
a
Finally, since
and
cr = p
ta
that
(lito E I) (lIx o E Mo
7.3.
0 = 01 , = '
Exercise.
M) ('It E [t
i = 1
+ cr,""[)
x(t) E M.
Q.E.D.
or
2, the unique
MC
either is compact, or
ing.
7.4.
Theorem.
attractivity
If
(A4 )
MC
implies stability
(51).
Exercise.
Suppose
is
w-periodic and
MC
either
is compact and positively invariant, or is closed with a compact boundary and invariant.
tion
x(t7to'xO)
with
Xo E aM
is defined at least on
238
VI.
[to,t o + w).
imply
A6 .
A4"
is not periodic, 52
....
Exercise.
= {o}
52'
along with
(The case
7.6.
51
A4
implication "52
ply
and
Al
8.
imply
= {o}
and
GAl
im-
Bibliographical Note
x*(t)
if the norm
I Ix(t o ) - x*(t o) I I
- h(x*(t
II
hex)
=x
hex),
and
x*(t)
But he studied
= o.
the uniformity in
[1957]
xO'
8.
Bibliographical note
239
T. Yoshizawa [1966].
considered by T. Yoshizawa, and later, in an effort to encompass partial stability, P. Habets and K. Peiffer [1973] mentioned the stability of a set with respect to another set.
An early work in the same direction is A.
N. Michel [1969].
Rather exten-
24U
VI.
The same
CHAPTER VII
ATTRACTIVITY FOR AUTONOMOUS EQUATIONS
1.
Introduction
Q.
the at-
Further, an important
VII.
242
2.
Let
General Hypotheses
n +~,
Xo
n.
a point of
O.
x + f(x)
The initial
x=f(x)
Xo
x(O) =
(2.2)
[0,00[.
The posi-
will be designated by
A+(x).
3.
3.1.
point of view:
3.
3.2.
243
V: n ... ge
D+V(x)
Proof.
x(J+).
If
Ilx (t) II
...
""
{x
En:
as
rt.
an
an.
D+V(x)
...
Then A+ () n C M
V(t.) ... c
~
x(t i ) ... x *
as
as
i ... "".
x* E A+()
A+ ()
n.
But
such that
{V(t i )}
is bounded
c E ge,
V(t) ... c
as
t ... w.
on
A+ ()
is serni-invariant, D+V(x) = 0
on
A+ ()
n.
is continuous, V(x*) = c.
{til C J+
and the
point
A+ = q,
ti ... wand
= oJ.
"", then
But
be a solution
which is a subset of
A+ C
0 on
<
Let
n.
n
(on
Therefore
semi-invariance of
A+ ()
n.
Q.E.D.
More precise and practically important conclusions concerning the asymptotic behavior of
x(t)
following corollary.
3.3.
Corollary.
t ... w, then
If
(J+)
If
x(t)
x(t) ... M U
an
an
when
t ... w.
t ... "".
"x(t)
tends to
244
VII.
M U an
set
K, i f
JK
x (t) .... M U an
3.4.
ATTRACTIVITY
is defined as
for values of
contained in
J K
M.
E.
proEosition.
neighborhood of
W(x) ':J 0
on
P.
Let
pen
and
W: P'
Then, i f
be compact, p' C n
.... 91 a .sfl
x(t)
an open
M is a critical point.
think
Of
is removed.
one would have liked to draw some useful conclusions from the
very simple assumption that
o.
W(x) ':J
4.4. )
3.6.
n, let
Proposition.
{Pi}
nand
{Q,}
J
and
(u P,) . U (U Q,)
~
with
PCP * C
P*
::) P.
3.
Let us write
P*
in
Q!
closure of
= Pj n
p~
(in
245
and
Q'j n ap = cp.
.lfl
quences of
are pairwise
J
If there exist two se-
functions
Wi: Pi
+ ~
Q~
W~:
Q.
ct.
and
+.9R
such that
(i)
on
p' Wi (x) =
(ii)
on
Q'
ct.
> 0;
0, Wi (x) 'I 0;
..
W~(x)
is bounded,
x(t)
such that
x(O)
for some
E P:
x (J+) rt P.
Proof.
(a)
such that
xeD) E Pi
If
E Pi
x(t)
for every
W. (x(D
i, there is no
for some
t
t, that
E [O,T[.
Otherwise, one
Wi(x(t
0, and there-
T > 0
p'
is
i
leaves P
But
P: as a consequence, x(t)
immediately.
for every
for every
xeD) E
If
(b)
comes out of
E [O,OO[
Q!.
x(t)
is bounded:
and
x(t)
of
Q~
upon which
Q!
J
P~
remains in
remains in
Q~
x(t)
remains in some
ct.,
whereas
J
J
In the latter case,
Iw~(x) I >
this is a contradiction.
comes out of
x(t)
w = "", !.
connected component
W.*
for some
Q~
while remaining in
P.
Therefore it
p*
Q.E.D.
P*
VII.
246
that
taining
.*
w. (x)
on
this set.
4.
4.1.
x(J+)
then x(t)
a~,
x(J+)
M
as
is bounded, and
t
function
fix).
Theorem.
M
= as n
zian functiort
pose that
Let
S C
able orbit.
and
a~.
V: ~
~ such that
D+V(X) ~ 0
= O}
{x E~: D+V(X)
~(x)
ing a bound on
put
The
4.2.
On the
00.
on
~.
Sup-
contains no non-continu-
A, B, C, D
>
~:
~ +~
p > 0,
xES'
B (M,P):
(i)
(ii)
(iii)
(11xll > B)
V(x)
Proof.
[~(x)D
Vex)
-C];
-D;
===;.
x(t)
such that
x(J+) C S
tends to
w.
4.
{til C J+
p >
and a
d (x (t i ) ,M) > 2p
i.
as
x(t i )
But
A+
t .... w
such that
for every
247
... co
outside
every
Ti E ]ti,ti + l [
t E [ti,T i [
fore, for
V(X(T 1.
At last, since
t ...
4.3.
co,
<
V(x(t
Further, for
such that
d(x(t),M)
and
Ti
p.
(a)
There-
IT.
1
ds
- t o ~(x(s
D V(x(sds < -C
ti
is decreasing, V(x(t
...
-co
and
for otherwise,
Ilx(T i ) - x(t i ) I I
large enough, one has
- V(x(t.
'"
for every
...
M, which is ex-
noted
there is a
as
Q.E.D.
contains no
prove helpful.
(b)
an.
IT but of
fIx)
w may be finite.
x(t) ... M as
t ...
00,
and
V(x(t
... -
co,
whereas on some
248
VII.
= ""
and that
multiplied by
t.
V(x(t
towards
This
- <0, the
x(t) + "".
is a useful concept.
(namely that
w(x)
weakly to a set
{til C ]a,w[
4.6.
M as
Let
Let us put
ti + wand
SeQ
(i)
(E)
M = as
i + ""
an.
V: n
+~
and a 5(1
function
where
x(t)
M as
= ix
such that
E S: D+V(X) = O};
x(J+) C s, x(t)
t + "".
such that
nand
such that:
Proof.
x(t i ) + M as
tends
such that
Theorem.
bounded.
W: n
x: ]a,w[ +~n
x(J+) C S
and a T E J+
such that
x(t)
M.
5.
Attraction of a particle
x(t) E S \ B(M,E)
00.
249
for every
is compact, that
A+
since
~ 0
W(x(t.
l.
00:
t ~
when
{x E S \ B(M,E): W(x)
t ~
as
and further,
On the
00.
such that
{to }
l.
indeed, W(x)
S \ B(M,E), IW(x)1
i ~
as
A+ C E
t.
l.
00
being bounded
cannot be bounded
00.
O}
A+
and
Q.E. D.
5.
5.1.
Let
an attraction towards
friction.
Let
and
vectors.
and
dP>O
dr
along
f or every
~
of phase space, we
r > 0
po-
a function
k(v) > 0
(,~)
(r 2 + v 2 )1/2.
For simplicity, we
is subject
k(v)
defined for
0, with
k(O)
0,
I: ifvr
dv.
va
for some
k(v)
is pro-
VII.
250.
~,
(5.1)
dP ~ _ k (v) v
dr r
v
V(r,v)
where
T(v)
V 2 /2
T(v) + per),
One computes
readily
= -k(v)v
O.
ret)
t
~
E [to'w[
IVo
ro +
v
dv,
k(v)
~(t)
[ Vo
tl > to
Let us write
k~V) dv,
such that
r(t l )
rl >
is positive,
5.
Attraction of a particle
</J{r{t),v{t
251
-v +
t'
t" < tl
V{r{t'),v{t'
with
t'
and
= ret"),
ret')
vet')
</J(r(t"),v{t".
to
z(t), to
</J{rl,v l )
to
future.
vet")
and
and
tl
to
to
y,
b.
There-
(5.2).
Every hypothesis of
such that
V{r{t"),v{t", whence
at last </J(r(t'),v(t'
til
v.
<
ret)
is bounded in the
functions.
5.4.
00
as
o.
o.
Per)
P(O)
Since
per)
With a view
(,~)
\ {O}
Every solution
for
is decreasing and
ret).
As for
vet), since
The set
E
v
and therefore
is
are bounded in
=0
and
O.
At every point of
= 1,
2 or 3)
(r,O),
an open neighborhood
N(r,O)
, say
where
W(r,O)
r.
(for
r.
]
(,~)
= vj
But, owing to
252
VII.
N (r, 0) Ii E
N (r, 0)
for
~(x)
identically equal to
and a set
large
the origin of
to
00
when
P(r)
W be as above.
=a
and
with
M of Theorem 4.2
~6 \ M.
Let
At last, let
1
cp (!.,~)
(1 + v) (1 + k (v
rl > 0
B[M,r l ]
such that
(!.(t)
(!.(t),~(t,
,~(t
E B[M,rll.
S
in 4.2.
there exists
The set
Then all the
Choosing
5.
Attraction of a particle
253
is smaller than some strictly negative constant in the appropriate region of phase space.
Lemma.
Let
yet)
and
z(t)
be two real)fl
[a,b]
functions
As-
C~O'
sume that
yea) <
(i)
(ii)
for every
z'
zeal
I*
= {t *
such that
z (t II )
E [a,b]:
*
*
(Vt E [a,t])
yet) < y(t)}.
{t~} C I*
Indeed, let
and let
3.
be a sequence
be fixed in
[a,t*[.
For
*
large enough, yet) < y(t.)
Therefore
and,
such that
z(b).
Let
every
E [a,b]
(t) ~ 0 ~
and
Proof.
(iii)
then
y(b)~
E I
*.
3.
owing to (ii),
f*
z'
The set
I**
[a,b]
\ I*
('r)dT
(5.3)
O.
may equal
1 < i < P
Next
~.
]ai,b i [
y(a i )
3.
3.
= y(b i )
for every
and let
3.
y(a i ) + y(b.)
3.
}.
i.
VII.
254
bi
a~
J.
E ]a. ,b. [
J.
J.
wouldn't belong to
J.
f1**
z (b .) -
and
a' E I *
z (a.)
J.
> 0,
(5.4)
J[a,b]
6.
6.1.
z (a)
> O.
Q.E.D.
In this
00.
More pre-
i E ~r
rand
v E ~s.
6.
The components of
components of
255
The mixed
of the form
is a real
s x r
or to
-1, but
5(1
~s
functions, defined on
and
~r
and
are two
respectively.
where
order
sand
and
~t =
U~
di
:lP
(6.1)
L dt
:Iv'
r, usually functions of
and
i.
A descrip-
The
Theorem.
(i)
.Assume that
is a function of
definite for
(ii)
E ~s~
is a function of
definite for
(iii)
for some
E ~r~
E ~r
(iv)
!.2
iTRi + aTi'
G(v) + IlxTvl1
'
-+-
00
as
-+ 00;
of order
r:
VII.
256
(v)
x E qeS, any
for any
and some
E ]0,1[:
where
(vi)
00.
Proof.
Since
(6.2)
dv
dt
=-
Xi _
3G
3v '
and
= 3p
3v = - Xi -
g =
3p
- ar=
xTv
3v
- Ri - a.
(6.3)
= g TR-1 g
- P,
(6.4)
6.
257
But
~ =
dt
I
XTC-I f - RL- g,
and therefore
f = g = O.
Since
C and
are
CI / 2
LI/2
Therefore we
and
may write
or
with
_ ~~ =
+
But Hypothesis (i) and (ii) imply that
only when
ishes.
vanishes, and
Therefore
dV < 0
dt
ellxll 2
van-
librium points.
Let us show at last that
00
00
when
Ilill + Ilvll
P
as a function
VII.
258
of
and
g.
We sUbstitute to
where
U(v)
T
T -1 T
[v X - a lR [X v - al + G(v).
Therefore, by
(6.4) ,
v
But
1 T-1
'2
g R g +
U (v)
-1
But
00.
II g II ~
II i II ~
if
00
V ~
v f
and
00
I Igl I +
when
00
as
00,
is regular.
II i II + II v II
= M = the
V
as
00.
Q.E.D.
6.4.
Fig. 7.1, where the rectangle represents a nonlinear resistor, and where the capacitance
resistance
are constant.
1.
One obtains
C, the inductance
and the
is of order
and is
6.
f( V)
Fig. 7.1.
_ vi -
259
JV
RLC circuit.
f(v)dv + '2
1 R,2
1 ,
di
dt
- i - f(v),
v -
Rio
is such that
Ivl
tends to
00
with
Ivl.
IV
o
f(v)dv
approach an equilibrium if
1/2 -1 -1/2
L
R C
< 1,
or in other words, if
2
L < R C.
VII.
260
7.
7.1.
commonly
found in these catches varied with the same period, but somewhat out of phase.
It
seemed as though the large fish ate the small ones, grew, and
multiplied until the population of small ones diminished to
such a level that there were insufficient numbers for the survival of the large ones.
Let us call
Nl
N2
(dNl/dt)/N l
lation, the death rate amongst predators is a negative constant, which we write
-a 2
7.
Interacting populations
261
ity of encounter between fish of the first population and predators varies like the product
Nl N2
Introducing a symmetric
correction for the death rate of predators, one gets the following pair of equations:
Nl(ll l - Al N2 ) ,
(7.1)
N2 (-a 2 + A2Nl )
where
for
Il
1l 2 ,
l'
Al
or
Nl > 0
and
N2 > 0
are
A2
>
o.
Nl
and
N2
('1"2)
(,, "2)
(N l ,N 2 )-
or~g~n
~~, ~~
(n, ,n2 )
Nl , for
N2
identically equal to
(n l ,n 2 ).
around
262
VII.
7.3.
the case of
dN i
dt
Here
ki
= Ni(k i + S-l
I
i 1 < j < n aijN j },
1 < i < n.
(7.2)
When a parameter
a ij
is
The
are
The parameters
ce, to generate one predator, usually more than one prey has
to disappear.
Ni
0, 1 < i < n.
Ni
The origin of
1 < j
< n
aijN j } = O.
ki
is
> O.
Let
Ni = n i
be any equi-
n.1. > 0
for
i = k + l, ,n, where
, or
n.
and
Then of course
S.k. +
1. 1.
i = l, ,k
1 < j < k
n.1.
aiJn J. = 0
1 < i < k,
k + 1 < i < n.
= 0
for
1, 2,
7.
Interacting populations
263
7.5.
=I
<
L<
N~
~.
B.n. n~ - In n
i
~ ~
i
k+l
BiNi'
I < i < k
I
< j
a iJ (N i - nil (N j - n J.)
< n
k+l
<
li
<
k+l
<
<
(kB +
~ ~
< j
<
L<
< j
~J
a ij
ni
>
tegral.
for every
(nl, ,nn'.
positive definite.
There is a
(nl, ,nn'.
0, and
to its value at
aiJnJ.)N i
a .. n . ) N .
Now if
is a first in-
V a constant equal
is stable.
Consider next an equilibrium for which
belonging to the frontier of
W.
<
n, i.e.
V is
Of course,
VII.
264
1 < j < k
~n.
On the
k i 8i +
The function
~, not in
a .. n. < 0,
1J J -
(7.3)
d~,
yields
V.
Proposition.
which
Anyequilibrium
(nl, . ,nn)
of
(a)
ni > 0, 1 ~ i
(n l , ,nn)
k, n.1 = 0, k+l
of (7.2) for
i ~ n, k < n,
(7.3)
Exercise.
its as subscripts.
(k l + 8 -1
1 a 13 N3 )N l ,
N2
(k
N3
-1
(k 3 - 8 3 (a i3 Nl + a 23 N2 ) )N 3 ,
-1
+ 8 2 a 23 N3 )N 2 ,
The
7.
Interacting populations
where
i
= 1,
265
k l Sl /a 1 3
and
Si > 0,
k 2 S2 /a 23 .
If
= N3 = 0;
(PI)
Nl
N2
(P 2 )
Nl
0, N2
(p 3)
NI
We know that
= ak3l3 3
(PI)
k3 B3
23
- > 0, N3
a
> 0, NZ
is unstable.
= 0,
N
3
As for
k 26 2
a Z3
- - > 0;
klBl
-a 13- >
O.
(P 2 ), the criterion
(7.3) yields
(7. 4)
with
hypothesis.
Nl .
ity
(P 2 )
is unstable.
> O.
Nl
n B(P Z')
=0
is
is a secis chosen
= k262/a23'
If
k l Sl /a 13
266
VII.
equilibriums.
ATTRACTIVITY
Exercise.
{(N 1 ,N 2 ,N 3 ): Ni > 0,
model is that the birth rate of the species preyed upon left
alone is a strictly positive constant, in such a way that the
corresponding population increases beyond any bound.
Of
= k(6
~~ ~
- N)/6, where
ki
1
(6, - - (1 + sign k,)N,) +
= N,~ [--6i
-1
S~
1 < j < n
Let
Ni
= ni ,
=0
for
<
n, > 0
= k+l, ,n.
ai),N),].
members
n, be such an equilibrium,
for
i = 1, ,k, and
Then of course
7.
Interacting populations
signk.)n.
6.
267
1 < j < k
a .. n. = 0,
~J J
1, ,k
i = k+l, ,n.
The derivative of the function
V
1 <
L
i <
8i ki
+
(1 + sign k i )
(N i
26 i
k+l <
?<
~
(8 i k i +
ni ) 2
L
1 < j < n
a .. n. )N .
~J
for
is no
Further,
the same type of stability conclusions hold as for the simplest model, the one without saturation effect, and the stability conditions remain unchanged.
that in the present case, the stability is necessarily asymptotic with respect to those variables for which
i < k
and
k i > O.
7.11.
n.~ > 0
for a1l
(Le.k=n).
Applying Theorem
E \
Ni
k. > 0
if
1, . ,1,
k. < 0
if
1+1, ,n.
VII.
268
(nl, .. ,n l ,
is of the form
W = (SlNl"",SlN l )
E \ {(nl, ,nn)}'
has a
One computes
E,
6.l. -
1+1 ~ j < n
a .. ni(N. - n.).
l.]
(i=l, ,l)
equals
if
n - 1.
1 < n/2.
7.12.
The corresponding
e2 -
N2
-1
- S2 a 42 N4N2 ,
N2
k2N2
N3
k3 N3 + S3 (a 3lNl - a 43 N4 )N 3 ,
62
-1
8.
Bibliographical note
a ij > O.
librium
269
for
= 1, ,4.
On the set
doesn't vanish.
Indeed
8.
Bibliographical Note
The invariance principle for bounded solutions of autonomous equations is due to J. P. LaSalle [1960].
Antecedent
sets was proved in N. Rouche [1968] and subsequently generalized by M. Laloy (1974) and N. Rouche [1974].
The attracti-
CHAPTER VIII
ATTRACTIVITY FOR NON AUTONOMOUS EQUATIONS
1.
The situation is
Sec-
2.
271
some kind of
V(t,x).
non autonomous equations for which the limit sets admit some
kind of invariance property:
to dissipative systems.
Our general hypotheses are again here those of Chapter
IV.
lem on hand:
x = f(t,x),
x(t O) = xO'
2.
2.1.
(1.1)
(1.2)
of the quantity
272
VIII.
two functions on
constants
into !Jf.
be a set and
===i>
f,
fez) ~ 0,
z E S
g(z) ~ Sl'
[g (z) < -S3 1 ;
Let
~,
1 > 0
z E S:
fez) +
Proof.
~g(z)
<-1.
~
such that
0 <
< S2/Sl
Q.E.D.
2.3.
If
and if
cn,
E CN
function
pect to
V: I x N~!Jf
E
on
if
[d(x,E) < n1 ~
2.4.
Exercise.
with respect to
neighborhood
Show that
E
on
JY of
E \ {oJ
V(t,x)
is non-vanishing definite
a E.5t'
such that
IV(t,x) I ~ a(llxll);
[\V(t,x) I > Sl
a EYe
such that
2.
2.5.
273
x: ]a,w[ ~ ~n
A solution
~~.
w, if there
{t.}
exists a sequence
as
of (1.1)
As it is rather difficult, we
Theorem.
and
M, a,
functions
I x Q
V(t,x)
and
V* (x)
W(t,x)
on
fl
on
into 91
and a
(t,x) E I x N:
(i)
(ii)
(iii)
Ilf(t,x) II ~ M:
-a~V(t,x):
(iv)
IW(t,x) I < b:
. (v)
if moreover
respect to
Ware )(1.
N,
such that
x(J+) C N
tends weakly to
~ roo
The solution
x: J+
[to'~[
To prove
the
theorem, one only has to show that there exists, for every
E
> 0, a T > 0
such that
I Ix(t)1
and
T.
cannot remain> E
on
B(E,n)
and every
(N \
BE)'
274
VIII.
one gets
IW(t,x)1 >~.
H(E)
H(E)
by
(N \ BE) \ B(E,n/2),
and
(2.1)
W to construct a function
G(E)
namely
G(l) (E) = {x c G(E):
G(2) (E)
{x E G(E):
Let
be a
(Yt E I)
(Yt E I)
W(t,x) > O.
"E)
= 1
for
E [0,n/2],
"E(T)
=0
for
<
n.
For
1, 2, let us
define
a (i) (x) = " (d (x,E
for
x E G(i) (E),
a(i) (x)
for
x ~ G(i) (E).
is
the derivative of
for
d(x,E)
Define next
h:
E
2.
I x (N \ B) ~~
275
by the equation
W(t,x).
V(t,x)
D+h(t,x)
and
=I
(N , B),
and
of Lemma 2.2.
In-
(1)
(2)
- Da~2) (x
the sign of
W.
every
functions~
At last, D+h(t,x)
x It: H(),
for
a~i),
Da(l)
and
Da (2)
t E I
vanish when
-e
for
and
d(x,E) <
(t,x) E I x
H().
Since the hypotheses of Lemma 2.2 are verified, there
exist two quantities
for
V >
(t,x) E I x (N \ B).
from below by
T(t O)
-a - Vb.
= sup
1 > 0
such that, if
is bounded
Let us put
{v(to'x o ) + a + Vb
1
and
N \ B
276
VIII.
which is absurd.
2.7.
Q.E.D.
E, G(E)
G(E)
and
H(E)
Indeed, IW(t,x) I
and
~ ~
being
on
t+T
= ft
2b
which is absurd.
Let us put
= min
{BT,Bn/2M} > 0, k
= min
T(t O)
and
[to,tO+T].
sub-intervals of length
(1)
to (2.1),
kT.
As-
N \ BE
i
Then, for each
{i EN:
l, . ,k.
i:
either
x(t) E H(E)
for every
t E I, and owing
2.
(2)
or
x(t) E G(e)
t E Ii
t.
l.
l.
and
It~l. - t.l. I
the case,
>
for which
t.* E I.
and
t' E Ii.
for some
277
l.
x(t)
In this case,
G(e), and
l.
= n/2,
d(x(t~),E)
l.
= n,
for every
n/2M.
I f this is
Indeed,
< Mit ~ -
Since
l.
tl.'
I.
-6
on
H{d,
and therefore
at last
2.8.
~-V{to)
- a, whence
Q.E.D.
ing to notice.
he
to
pelled from
N \ Be.
to
Be.
Observe
f(t,x), in
both demonstrations.
on the derivative of
h.
e
278
Wf
VIII.
would be enough.
H() n G(),
V.
gives a suf-
they are used to show that the solutions are expelled from
G(), a result which can be obtained in various ways.
2.9.
Corollary.
Proof.
(V(t,x) E I
N)
IDa(i) (x)1 =
2,
II~I
Dd(x(t),E)I'::'cllx(t)11
T
d(x(t),E)
=
where
= 1,
cllf(t,x(t II
In these
V.
conditions
D+h(t,x) < 2cllf(t,x)W(t,x) II.
2.10.
Corollary.
to
Q.E.D.
provided that
may be determined
00.
Notice that
tend
to' when
2.
279
Further, if Corollary
This
Theorem.
c > 0, two ~l
V(t,x)
and
bEJe
and
V* (x)
W(t,x)
(H)
(iii)
(iv)
(v)
I x 0
on
on
M and
(t,x) E I x 0:
II f (t,x)W(t,x) II ~ M~
a(llxll) ~ V(t,x) ~b(llxll)~
= {x EO: V*(x)
O}~
Iw(t,x)1 ~ c~
if moreover
respect to
N,
on
I x 0, en-
280
VIII.
with
function
W.
families of auxiliary functions led us therefore to an origina1 characterization of uniform asymptotic stability of the
origin.
3.
3.1.
f(t,x).
Lemma.
{Mi : 1 < i
subsets of
Let
K be a compact subset of
n 1 }, {N j : 1 ~ j ~ n 2 }
such that
M =
fJM.) U (U
n and let
N.)
J
K.
Assume the
N.
lf1
functions
such that
3.
(i)
(Vi: 1
x
uniformly in
as
Mi ~
K, x E
n l ) Ui(t,x)
281
(ii)
(:J~
(iii)
>
O){(V~: 1
~nl) (V(t,x)
< i
~~
time-interval of duration
Proof.
of an
and
on a
T.
= M.1.
N.
J
M.*
K.
M*
Choose now
13 2
a > 0
and
l.
N*
j
still constitutes an
Let us write
* U (U
(U M.)
i
l.
N~).
J
such that
o
and
II f (t,x) II < A~
such that
< 13 2 <
~r
~
a < d(K,8M*)
(3.1)
and further that, owing
to (i),
(V(t,x) EI x (M i n D
where
D = {x: d(x,K)
a}.
IUi(t,x)1 ~ 13 2 ,
1 < i ~ n l , (3.2)
282
VIII.
P.
Qj
Let us
= M.1 n
= N.J n
P*
i
Qj*
0,
0,
Mi*
n
Nj* n
P.1
or
= 2a/f;,
Qj's).
Qj
0,
1 < i
0,
~ n2
x(t)
where
= max
x(t O) E Pi
If
~ j
nl ,
x(t)
{a l ,a 2 l.
Let then
remains in
Pi
from
to
up to
2a ~ 2a 2 ~ IUi(tl,x(t l
which is absurd.
Assume now that
x(t)
leaves
"barrier"
without leaving
P.
P.1 \ Pi*
least equal to
stants where
r.
x (t)
for some
be in
If
i.
and
tl
t2
that
be in
leaving
j.
without
and there-
t2
x(t)
remains in
t2
of
again.
x(t)
x(t l )
*
Pi.
x(t O)
r.
If
tl
enters and
belongs to some
Pi
~
between
x(t)
tl
and
comes out
Q.E.D.
3.
3.3.
Exercise.
Let
function
283
n and let,
K be a compact subset of
and a neighborhood
k > 0
W: N
~k
of
K, N C
n,
and that
(i)
('Ix E
(ii)
t-
W(x)
K)
O~
k - I
at least
components
identically on
Wi
of
W vanish
K~
then, except for (iv), all the hypotheses of Lemma 3.2 are
verified.
Hint:
k - m
nents of
{M i
and
W vanish on
K and
m= 0
m= I
to
containing respec-
{N. }
J
m elements, where
and
if all compo-
if one component of
K.
W.
plicitly as follows.
3.4.
a Sf0
Theorem.
function
a constant
(i)
(ii)
(iii)
function
A > 0
and
< v < E
n +~,
bE.5t'
(t,x) E I x
and
n:
.
V(t,x)
V* (x)
II f (t,x) II
2.
~ O~
put
{x
with
BE C
n,
V * (x)
E n:
A~
V: I
the set
and
E,
284
VIII.
3.3); choosing
every
a > 0
such that
Ba C
n,
t E I,
-1
V
{x En: V(t,x)
t,a
< a(a)}.
Then
(a)
for any
x(t;to'x O) .... 0
(b)
-1
Xo E Vt
:
O,a
( to' x 0)' when t .... 00;
and any
to E I
uniformly in
Consider a
n,
T(q,q) which is
a potential function
t, p, q
as
on some
also lf1
n (q)
~1
n,
on
Q(t,p,q).
such a system are Hamiltonian equations modified by the adjunction of generalized forces.
Assume that
They read
aH
aq (p,q) + Q(t,p,q),
n(q)
aH
ap (p,q).
and
that
T
aH
H(t,p,q) =Q (t,p,q) (p,q) ~-a(llpll)
ap
a EYe.
when
Q(t,p,q)
p"" O.
apThe
{(p,q): p =
a}.
The
Pi
vanishes on
E.
As for
Ui
Of course every
p,
observe first
4.
285
every
and
q
and
Therefore, on
p=
aB
aq
E,
an
(O,q) =
aq'
Pi
for
q = 0
only.
=q =0
of the
This extends
the auxiliary functions used in connection with this mechanical problem are the total energy and the vector of conjugate
momenta, two functions which are obviously meaningful to the
physicist.
4.
4.1.
4.2.
to belong to
A+ n n was a subset of
invariant set of
M, where
E = {x E
n:
D+V(X)
= OJ.
In the absence of
A+ n n
is a subset of
E.
But how
VIII.
286
shall we define
tion of
but also of
t?
V* (x)
is a func-
n+v
and defined
V*(x)
as
such that
and
x(t)
t
n+V(t,x)
is
n+V(t,x)
= OJ.
{x: v*(x)
and
itself.
Further,
tends to zero.
x(t)
to some set.
they form
A final remark:
a majority of the
4.3.
~:
Fundamental Lemma.
la,co[ ...
(i)
(ii)
(iv)
then
~(t)
Proof.
If
<P
('It E la, co [)
00
(t)
0;
~(t)
?. d
as
(or
n+~(t) ~ -A);
t ... co.
does not approach
a ESlf, let
For some
{t}
n
0, there exist an
E > 0
n: tn+l - tn ~ E/A
and
~(tn)
>
2E.
4.
on
[t ,t +
n n
287
Xl or on [t n
+ X) - 4>(t ) <
n
in
00,
case where
00
f(t,x).
member.
4.5.
and let
and
every
I x n
and continuous.
and a function
into
~,
If there exist
a EYe
w(t,x)
(ii)
(iii)
D+W(t,X) > -B
W(t,x(t
> 0;
(iv)
which
be a subset of
(t,x) E I x S:
(i)
then
A, B > 0
numbers
W be two functions on
Let
00
.... 0
and
as
(or
t ....
00
D+W(t,x) ~ B);
for every solution
x(t)
for
x(J+) C S.
The
00
as
t ....
00.
This
00).
Let
be
288
VIII.
n and let
a subset of
I
and
be two functions on
into
B > 0
and continuous.
a E
and a function
Je
such
E I x S:
(t,x)
~(t,x)
0:
(iv)
-B
D+ ~(t,x)
(or
B):
if moreover
(i') for every compact set
such that
then
W(t,x(t)}
V(t,x} > -A
as
00
Proof.
00,
I x (C
tends to
00
x(t)
{t n }
and a sequence
n: x(t n )
doesn't tend to
00
E C.
as
such that
Exercise.
tn
as
00
But since
00,
vet}
is
and in particular,
n n):
00
as
00
on
A > 0
x(J+} C S.
and
a compact set
n
C, there exists an
Q.E.D.
into
~ such that
schitzian in
A
and
be a subset of
n and
V(t,x)
a function on
(t,x)
E I x S:
4.
(i)
V(t,x) < 0:
(ii)
(iii)
then
V(t,x(t
w =
which
4.8.
289
For
00
as
00
x(t)
for
x(J+) C S.
and
independent of
lji
O+V(t,x) ~ B):
(or
Corollary.
n; let
pect to
1ipschitzian in
Let
n,
be a subset of
lji:
9f be a
B > 0
(t,x) E I x S:
(ii)
(iii)
O+lji(t,x) ~ -B
(iv)
(or
O+lji(t,x) ~ B);
if moreover
(i')
nne E
then
A+
x(t)
such that
Proof.
C, there exists an
V(t,x) > -A
on
I x
(C
A > 0
n) :
00
and
x(J+) C S.
00
as
00,
closed in
n \
fore
as
n.
is closed in
E, its distance to
lji(x(t
Since
00.
x*
of
n,
is
in
couldn't approach
as
00.
ThereQ.E.D.
290
VIII.
4.10.
A+ C E U (as II
an).
sen,
In particular, if
then
(~)
A+ C E, which is the
of LaSalle [1968].
The the-
Corollary.
xES: W(x)
a ESt'; then
x (t)
as
as
00
a (d (x,E))
00.
00
w is finite.
f(t,x)
Theorem.
pect to
~,
n:
and
be a subset of
(H)
(Hi)
(iv)
W be two functions on
x
I x
into
C:
(i)
n,
and a function
D > 0
x
locally lipschitzian in
compact set
let
Let
Ilf(t,x) II :. A:
w(t,x) > 0:
V(t,x) > -B:
D+V(t,x) ~ -a(W(t,x)):
(t ,x) E
4.
(v)
o+~(t,x) > -0
291
(or
then
~
as
Proof.
* (t)
x(t)
} +
1 + Ilx(t) II
.... w
1)
B(an,d]
as
w,
{t}
Vet)
x(J+) C S.
ns.
} + 0
such that
n
belongs to the compact set
x (t )
[B(O,~ -
Ilx (t) II
as
such that
min {d(x(t),an),
1 +
1::,
Now
only if
* (t)
x(t)
(t,x)
in the set:
~*
is obvious.
is bounded.
D+(d(x(t).,"))
1
+ Ilx (t) II
=d
~+[,
o+~*(t)
Therefore
The fundamental
Q.E.D.
independent of
and
292
VIII.
4.15.
Coro11ar;y:.
n:
respect to
let
closed with
I x
into
1jI
91, lo-
be a contin-
n,
be a subset of
V be a function on
cally 1ipschitzian in
uous function on
Let
A and
B > 0
(t,x) E I x C:
(i)
Ilf(t,x)11
(ii)
V(t,x)
nne
A+
such that
Proof.
-B;
D+V(t,x) ~ -1jI(x) ~ 0;
(iii)
then
~A;
E = {x E S: 1jI(x) =
oJ,
x(J+) C S.
a function
a(d(x,E.
If
1jI(t,x)
d(x,E)
x E C: 1jI (x)
satisfied.
is bounded on
I x C,
1jI (t,x).
Putting
as nan
follows that
sequence
A+
] .... 0
1 + Ilx (t) II
such that
x(J+) C S.
It
YES \ E
such
that
Q.E.D.
4.
293
4.16.
It + II l6 C E, that
It + C E U M, and if
C l6, that
It + C E.
f(t,x).
4.17.
Let
be two functions on
1/1
in
be any subset of
I
three numbers
for every
A, B, D
(t,x) E I
(i)
(ii)
(iii)
(iv)
(v)
>
and
l6
l6; let
and a fUnction
[S \ B(M,P)]:
Ilf(t,x) II ~ A;
1/1
(t,x) > 0;
(or
thEm
1/I*(t)
as
min {1/I(t,x(t,d(x(t),M)}
x(t)
such that
x(J+) C
s.
w.
4.18.
Exercise.
(t,x)
>
(t,x) E I
d(x,E*), then
x (t)
l6
E* U M
as
t + w.
E* C l6:
294
VIII.
4.19.
M
Exercise.
= as n an;
Let
let
lipschitzian in
V: I x
x
(H)
(Hi)
then
that
V(t,x)
and
(t,x)
E I
B >
x
and a
p > 0,
a EYe
function
[S \ B(M,p)]:
-B;
x(J ) C
5.
let us put
Ilf(t,x) II .::. A;
x(t) .... M as
n;
(i)
be any subset of
x(t)
such
s.
5.1.
of an
autonomous differential equation approaches the largest invariant set contained in the set
V(x)
No such property
In
E.
A good way to establish these pseudo-invariance re-
5.
295
On the fundamental
General Hypotheses.
Let
IjI
of functions
f (t,x)
on
IjI
into
(i)
is Lebesgue measurable in
(ii)
is continuous in
(iii)
= inf
{t: (t ,x) E K}
for fixed
for fixed
K of
and
1jI,
[a,b]
such that
mK(t)
t;
i f we put
= sup
{t: (t,x)
~(t)
[a,b], or,
for some
p E ]1,"'[, mK(t)p
ble over
on
K: Ilf(t,x) II
x;
is Lebesgue integra(t,x) E
mK(t).
every fixed
appropriate set of
ogy on
.?
Suppose
values.
f
is a compact subset of
ous functions
z(t)
and
1jI.
g
If
z CiJI
K, we define
on some interval
and
into iJln
and
296
VIII.
dK(f,g)
[f
sup
E ZK
As is apparent, d K
Ilf(T,z(T - g(T,z(TIIPdT]l/P.
JZ
Let
Obviously, if
"f i .... g
as
and
is a family of semi-distances on
d(f,g)
{f i }
be a distance
CY
is some se-
of
as
COli
(to'x O)
and
x=
f(t,x),
(5.1 )
x.
(5.2)
= f. (t,x.)
~
(to'x O)
(tOi'x Oi
'
(5.2.
=J
x B, where
"x - Xo II < r}
the only function
of
- 1, to + 1] and
0
for some quantities 1 > 0
J
[t
mK (t)
~,
defined as
and
{x E.~n:
r > O.
met).
As
f,
5.
5.3.
Lemma.
297
as
00
and if
(tOi'x Oi )
{x.: J
~
B}
is a se-
and a function
k
00,
x: J
uniformly for
xi(k) (t)
x(t)
as
t E J:
(b)
x(t)
(c)
(5.1), x. (t)
Proof.
The
(a)
x(t)
tinuous.
If
as
xi
trajectories are in
t E J.
uniformly for
00,
t I , t2
i, p > 1
every
such that
{xi(k): k = 1, 2, }
and
equality
II xi (t 2 ) - Xi(t l )II ~ I
Jtl2
[dT(fi,f) + [fJm(T)PdT]l/P]lt2-tlll/q.
If
P = 1
and
M is a bound on
that
f.
p = 1.
xi
subfamily of the
xi
corresponding to every
n.
greater than
We write henceforth
{xi}
{xl' ,xn }.
instead of
{xi(k)}
VIII.
298
One
+ It
t
But, for
[f. (T ,x. (T
- f (T ,x. (T ]dT.
(5.3)
1 1 1
Oi
p > 1,
as
+~.
Further
l i t [fi(T,xi(T - f(T,xi(TdTII
tOi
~dT(fi'f)lt-tOill/q,
Passing to the
x(t)
p = 1
The case
Q.E.D.
Lemma.
with
~l C '1'2 C ~2 C '1'.
and
r > 0
Let
'1'1' '1'2
(to'x o ) E'I'l'
'1',
1 > 0
5.
(a)
center
21, radius
if
f. ... f
with
{{toi'x Oi )} C 0/ 1
and
as
0/ 2;
is contained in
(to'x O)
(b)
for
299
...
(tOi'x Oi )
as
(to'x O)
00, and
[to - 1,t O + 1]
and have their trajectories contained in the cylinder mentioned under (a).
Proof.
norm:
Suppose we use on
I I (t,x)1 I
It I +
0/
I Ixl
One chooses
r > 0
smaller
0/ 1
to the frontier of
0/2' and
such that
f
where
I.
m{t)
+1'
0
m{T)dT <
to-l'
(to'x O) E 0/ 1
is contained in
(tOi'x Oi )
<
0/ 2
of
xi
{r,l'}
Supposing
(b) is obvious
p > 1, con-
E.
N,
fi (t,xi),x i (to)
i ~ N, a
x Oi ' doesn't
But whenever
0/ 2
(to'XO)E
4 (2l)1/q
and
= min
Any
~2
solution
and
and
f{t,x)
r, length 1
f(T,Xi(TdT.
Oi
300
VIII.
'1'2
and hence
=1
is left to
the reader.
5.5.
as
Q.E.D.
Theorem.
i
x.: ]()(.
~
,w. [
{(tOi'x Oi )} C '1'
let
00;
(toi'x Oi )
(to'x O) E'1'
!fin
fi (t,x), x(t Oi )
solution
()(i(k)
[t l
tl
<
i + "".
For
i = 1, 2,
... ,
x
let
= 1,
{i(k): k
with
<
= xOi'
x: ]a.,w[ +!fIn
subsequence
t l , t2
as
f.~
()(
<
tl
t2
<
wiCk)
<
t2
2, }
<
and
xi(k) (t)
x(t)
large, that
uniformly on
,t 2 ]
Proof.
a less
setting.
Let
'1'1' '1'2""
Wi C '1'i+l
every
be a
for
and
'1'
U
1 < i <
00
(to'x O) E '1'1
and
5.
let
211
with
301
~l
(to'x O).
Let
(tOi'x Oi )
in
tend to
xi(k) (t), k
= 1,2, . ,
xi(k) (t)
[to,t o + 11]'
~l'
tends to some
(to + 11,x(t O + 1 1
Either
or it does not.
x(t)
this point as a new initial point to prove, by the same argument, the existence of a new subsequence, again written
xi{k) (t). with the same convergence property, but this time
on
[to,t o + 21 1 ].
existence of a subsequence
over
[to'~[
xi{k) (t)
for some
done in
~1'
x(t)
converging to
~1'
what we have
1r
The rest
Q.E.D.
The differential
x = f{t,x)
will have its second member
where
= ]T,~[
for some
TE
(5.4)
defined on a set
~
or
=-
~,
and
=I
n is an
The
of the pre-
f.
Further, f
302
VIII.
x: ]a,w[ +~n
is a non conx*
of
i ....
as
t. +
J.
A+(X).
and
and is repre-
is
00.
sented by
if there exists a
x*
of
w=
In this context,
if
A+(x)
is
~.
by a given amount
a > 0
cessively below.
f* E ~
(A)
There exists an
(B)
there is a subsequence
f* E ~ such that
such that
+ f*
S(f,B)
a
t.
J.
+ f*
+
{ti(k): k = 1, 2, }
ti(k)
Let us designate by
such that
as
a +
~.
as
00,
and a function
k + ~.
as
= f * (t,x)
f*
f*
will be cal-
a limit equation.
(2)
~being
$T.
possessing property
(A)
is a linear subspace
5.
303
(3)
(4)
If
a' > 0, f
f*
as
f*
a ...
but also
co,
equation is autonomous.
f a + a , ... f*a'
as
...
a+a'
Therefore
co
...
(5)
lates of
(6)
If
t i ...
co
i ...
co,
the family
is relatively compact in
{f t
} of transi
as
and
h(t,x)
f(t,x)
f(t,x)
x, g
h(t,x) ... 0
is almost
as
co.
t ...
without
A set Fen
for every
A set
Fen
f* (t,x)
t
with
x * (to)
= xo '
of
such that
E )a,w[.
(to'x O) E I x F, there
VIII.
304
exists a function
E S(f,B)
f*
x*
able solution
x (t) E F
such that
x = f * (t,x)
of
for every
with
E )Il,w[.
n~
is semi-invariant.
If uniqueness
Theorem.
of Equation (5.4)
n ~
is
semi-invariant.
Let
Proof.
{t. }
*
Xo E A+ (x)
be such that
x (t i )
xOi
If
E I
t.
to
ti - to
to belong to
deft
the
i -
= Xo*
x(t i )
as
00
Let
Put
00
f, then
,f * )
as
00
is a solution of
of the equation
x = f * (t,x).
*
Xo
x=
ti
_ t
(t,x),
x(t + ti - to)
x * (to)
and
00
*
f (t ,x)
for any
As observed above,
(J ~.
x * (t), with
But the limit of
A+(x) n~.
Hence the
Q.E.D.
6.
305
5.8.
Theorem.
is quasi-
invariant.
The proof is a kind of obvious paraphrase of the preceding one.
5.9.
Suppose now
As-
fore that
x(t)
A+
as
A+
~, and that
C~,
f(t,x)
satisfies
x(t)
E.
A similar con-
6.
6.1.
x=
(6.1)
f(t,x),
x(O) = x o '
where
f(t,x)
(6.2)
solutions, and
w> 0
6.2.
and any
= f(t,x)
',n
for some
+~.
306
VIII.
o.
<7.. ./Y.
.A x
../
(k , xo ) ... Tk xo '
...".n,
!:K
TOXo = xO:
Tk(TlxO) = Tk+lxO
TkxO
k
for any
and
in J.V+:
in ~+.
Xo E n
as
k
k ... T x o'
x},
and the corresponding positive limit set
...
6.3.
every
and
A set
Xo E S
S c!}ln
and
ki
T xo'" x
as
i ... oo}.
and every
x(n'w:O,x O) E S
negative integers).
00
n' E
(~
tJ:
x (n 'w:O,x O)
is defined
If
y-+ (xl
- n n
empty and compact, -+
A (xl
is bounded, -+
A (xl
is invariant and
is non-
6.
6.4.
Let
a solution through
S
307
be a compact subset of ~n
Xo
such that
y+(x) C S.
and
Suppose
+ ~
x
V:
k > 0:
If
of
{x E S: Tx E Sand
E
then
x(k)
M as
V(Tx) = V(x)},
~.
We are
V:
~ \
+5/1
such that:
$: [R,~[ +9/
(ii)
for any
such that
e BR
and
a continu-
$(r)
Tx
+ ~
as
BR:
t > 0
such that
x (t; O,x O) E BR
t > 0: x(t;O,x ) E
-
~n
x E ~n, there
If this were
VIII.
308
of the flow
Xo
through
jr
is such that
y+(x) C S = {x E ~n \ BR: vex) < vex )}
0
and
is compact.
E=
is empty.
{x E S: Tx E S
and
V(Tx)
= Vex)}
Q.E.D.
Notice that V. A. pliss [1964] proves that the conditions of Theorem 6.5 are also necessary.
A condition such
Exercise.
V(x)~
that either
6.7.
V:
such that
for any
Tkx E BR
or
Theorem.
function
BR
and
Tx
k > 0
and
Vet +
IIl,X)
= V(t,x)
V(t,x) ~ <p(llxll)
with
p: [R,oo[
!JI a continup(r)
00
as
r . .,. 00;
(iii)
for each
R' > 0
such that
x(t~O,xO)
E BR,.
E ~n
there is a
> 0
6.
309
R'
Let us
such that
E [O,w], Ilxll = RL
E BR and
x
Tx
BR"
then
~ OJ
x(tjO,x O)
x(tjO,x) E BR
V(O,Tx)
E BR,.
Hence if
for every
= V(w,Tx)
6.8.
w(x)
/Z'J
W(x)
= 0,
into
/Ul
~j
Q.E.D.
in
such that
for each
(iii-2)
for each
(t,x)
as
D+W(t,x) ~ O.
Exercise.
(iii')
V(O,x)
All
0, where
BR
6.9.
(t ,x)
for each
n , -
BR ,
Exercise.
(iii-I)
E [O,w].
< V(O,x).
As a simple illus-
= f,
L di
= g,
dt
with
and
Suppose, using
310
(a)
VIII.
R, Land
matrices:
(8)
= aCt)
is
Theorem.
v T dG > 0
dV
w > o.
I Ivl I,
every
BR
R > 0
and
x(t;O,xo)E
whose derivative
is negative for
I I (v,i) I I
large enough.
plies.
Q.E.D.
7.
Bibliographical Note
Theorem 2.5 on weak attractivity which has been chosen to illustrate this method is adapted from a theorem of V. M.
Matrosov [1962]1 (cf. Section 11.2 of the present book) on
asymptotic stability.
7.
Bibliographical note
311
The
V(t,x)
n.
and for
312
VIII.
author.
CHAPTER IX
THE COMPARISON METHOD
1.
Introduction
Following V. M.
Matrosov [1973], this can be viewed as an interesting extension of the notion of a mathematical model.
In the usual
One might
Further, it
314
IX.
equation.
ities, we generalize here this theory to the case of vectorial equations and apply it thereafter to two practical
problems:
2.
2.1.
Let
Differential Inequalities
r~m
be an open subset of
m,
F(t,u)
F: I
~m
We shall need on
(2.1)
x
~ +~m,
u > v
larly, u > v
function
if
u. > v.
~
i
v.
2.2.
for u
for every
u. > v.
~
and
1, ... ,m.
for
i = 1, ..
in .c:;f'm,
Simi-
,m.
The
= l, ,m,
and
(t,u) + F(t,u).
(t,u)
one gets
and
Fi (t,u)
(t,v)
~
in
I x
Fi(t,V)
and
whenever
u > v.
if
is continu-
ous and quasi-monotone increasing, all solutions of (2.1) issuing from an initial point
by two particular solutions:
(t ,u ) E I x ~ are bracketed
o 0
a maximum and a minimum solu-
2.
Differential inequalities
tion.
solution
u+: [to'w[
315
~m
(to'u O)
such that
Similarly, a solution
tial conditions
u (t)
(to'u O)
defined on
for every
t E [to'W[ n [to'W[.
for every
u(t)
issuing from
u-(t)
n [to'W[.
[to ,u O[
~
u(t)
2.3.
G: I x ~
Let
gem
v=
(i)
w(t O)
vetO)
(iii)
for
t E 1to,to +
t E 1t o 'w[,
D+wi(t O)
<
[.
small enough,
i, w. (t ) = v. (to).
~
If
t E 1to'w[.
for every
son of continuity, if
some
for
G(t,v).
Proof.
ii)
then
One has
Gi(tO,w(t O
Gi (to,v(t o
dv.
-2:.(t o)
dt
Hence
D+ (w.
v.)(t O) < 0
~
t E 1t o ,t o + [,
316
IX.
t.
w(t)
such that
these
gets
and let
be the infimum of
is not equivalent to
for
v(t)
t E ] to +
E ]to,T[
and
>!
W(T)
wi(T) = vi(T).
Then
V(T).
at least, one
Therefore, as above
n > 0
E [T - n,T[:
2.4.
Lemma.
T.
Q.E.D.
of Lemma 2.3 by
(i)
(ii)
(iii)
then
w(t O)
v(t O);
for
for
E ]to'w[;
E ]to'W[.
We are
now ready to prove an existence theorem for maximum and minimum solutions.
2.5.
Theorem.
If
(to'u O) E I x
2.
Differential inequalities
where
and
(i)
(ii)
T C I
b
= Ma
I t is known that
317
M>
where
M
sup
IIF(t,u) II.
(t,u) ET
1, ... ,m
fined on
and
[to,t o + al
(v-I)
v~
for
of (2.1) through
1
v-I
= F. (t,v (v-I) )
v
and
(to'u O)
[to,t o + a)
[to,t o + a) + B[UO,b).
v(V):
>
2.
v-
1)
is de-
u+(t).
the functions
v(v)
val
u
[to,t o + a)
v(V) (t)
converges pointwise
Further,
= Uo
t
t
[F(cr,V(V) (cr
+~)dcr.
By a stand-
318
IX.
The existence of
Q.E.D.
Comparison Lemma.
.
tone increas~ng
Let
.
funct~on and
w~
[to'w[ ~ !iRm,
(t, v (t
uo ;
(ii)
Dv(t)
2.
F(t,v(t
t
a)
for
is any derivative of
in
Assume
v:
and
Dv(t)
~.
the maximum
vetO)
for any
t E ]to'W[,
vet).
Then
vet)
<
u+(t)
[to'w[.
vet) - ft F(T,v(TdT.
to
(to' u O) E I x
(i)
where
Proof.
be a continuous, quasi-mono-
+ [to'w [/1}Jm
u:
~ ~
is a decreasing function on
and, by continuity, on
[to'W[.
Hence
be a solution
2.
Differential inequalities
319
of
v(V)
f or
v +
b)
t E [to'w[.
all
tE]to+a,w[
such that
be the infimum of
v(t>.::.,u+(t).
a'
Bycontinuity
replacing
to
t E ]T,T + a' [:
T.
Q.E.D.
Lemma.
Let
F
u
w~
gfm
(to'u o ) EI x V.
~m
v: [to'w[
(t,v(t
+ ~
E I x V
and
(i)
(ii)
v(t O):::'
uO~
Dv(t):::. F(t,v(t
where
Dv(t)
u-(t)
for any
for
t E ltO'w[,
vet).
Then
vet) >
320
IX.
3.
3.1.
comparison method as introduced in 11.3 to the use of a vector comparison equation like (2.1).
the equation
x=
(3.1)
f(t,x)
along with the general hypotheses of Section 1.2.2 and a vector comparison equation
(3.2)
F(t,u)
F: I x ~
that
creasing.
~m
u+ : K
[to'w[
Let
u-(t)
Assume further
shall write
= O.
(to'u O) E I x
~m, t + u+(t)
be the vector
we
(to'u o )
e E ~m
~,
e = (1, 1, , 1)
(to'u o ).
and suppose
3.2.
u(t)
O.
of
There-
fore the relevant stability concepts for (3.2) are the following straightforward modifications of our previous ones.
origin
u = 0
The
Uo
u+(t)< e e,
and uniformly stable if
Uo
3.
Provided
321
[to'oo[.
and
(~t ~ to + o,t
K) u+(t)
<
(J
E K
Ee.
Wl
(~E
> 0)
and
(~to
(~to
E I).
be either
W2
the concepts
p: Wl (:10 > 0) (~uo: 0 ~
(~t ~ to + o,t E K)
o ~ ee) W2 (to + 0 E K)
and
are equivalent.
Proof.
Obviously
q.
Suppose now
K(to,ee)
responding to
and for any
o = ee
u O: 0
[to'oo[.
in
Uo <
q.
is true.
0 < 1,
Let us choose
There
1, in
in
cor-
e, one has
322
IX.
K(tO'u O)
[to'oo[
and pro-
p.
Q.E.D.
>0) (VE> 0)
(~o
(~cr
> 0) (Vu O: 0
~ Uo <
oe) to + cr E K
and
(Vt
The proposition above implies that it is equivalent to attractivity for Equation (3.2).
The instability concept relevant for Equation (3.2) is:
3.4.
(~E
3.5.
a function
V: I
~m
(ii)
fEe.
(t)
and every
and such
(t,x) E I
n:
then
stability of
(b)
equi-attractivity of
tivity of
(a)
implies stability of
u
b EJe
n
(iii)
=0
0;
implies equi-attrac-
x = 0;
and every
(t,x) E I
3.
323
then
(c)
bility of
(d)
x = 0:
uniform attractivity of
u = 0
implies uniform
x = O.
attractivity of
Proof.
u = 0
uniform stability of
(to'x o ) E I x Q
+
u (t:to,V(to'x O
and any
to' t E
is defined, that
(3.3)
o* (to,e)
t
> 0
u+ (t:to'u O)
V(to'x o )
such that
~
0 *e.
uo
0 *e
[to'oo[.
By continuity, there
I IXOI I < 0
implies
Uo
Ilx(t:to'x O) II < e
Thus
for any
x = 0
is stable,
The same
Example.
x
Q.E.D.
= e-tx
system of equations,
+ y sin t - (x 3 + xy2)sin 2 t,
y = x sin t + e-ty -
(x 2y + y3)sin 2 t,
and
is defined over
exists a
u O: 0
2
+ 2Bxy + Cy ,
(A > 0, B2 - AC < 0)
One computes
324
IX.
E {krr,
an inte-
x + y)
, (x -
y)
2 T
)
V < 2
-t
+ sin t
-t
- sin t
Jv.
= 2(e-t
sin t)u,
-t
0 - e- t cos to
< IU o Ie
3.7.
Exercise
continuous function
(E)
(iii)
= o.
as described in 3.1, a
and every
k: I ~~
(t,x) E I x
V(t,O)
such
n:
0:
...
then stability of
of
).
V: I x
-to
t]}
schitzian in
exp (2e
+cos
=0
'"
as
-)0.
00;
3.
325
0;
(ii ')
Exercise.
'l':)
{u: u
u = 0, i.e.
('fI5 > 0) (Ve: > 0) (30 > 0) (Vt o E I) CVu o : 0 ::. u o < 5e) to+O E K
and
('fit ~ to + o,t E
K)
Theorem.
is locally lipschitzian in
a E.5t'
(i)
(ii)
as des-
V: I x Q +!7tm which
(t,x) EI x Q:
and every
such that
xo E B(0,5 0 )
(iii)
= O.
tion
o+V(t,x) ~ F(t,V(t,x;
then instability of
u = 0
implies instability of
x = o.
Proof.
e: * > 0
and
to E I
such that
e:*e.
e:
be such that
a(e:) < e: *
326
IX.
0* > 0
For a given
and
such that
u-(t)
u O:
E*e.
If
B(O,E).
If
cease to exist
Hence
I Ix(t) I I > E.
Q.E.D.
Let us
Theorem
exist a function
function
V: I x
n +~m,
(i)
(ii)
Suppose there
M and every
(t,x)
VI (t,x) < M;
D+V(t,X) ~ F(t,V(t,x;
= O.
> M
E I
x
x
4.
3.11.
327
exists a 5C'2
V: I x n .... !iR
function
Suppose there
(t,x) E I x n:
(i)
(ii)
(iii)
V(t,x)
a ~ 0, and
b > 0
if
a = 0;
t E I, the function
x = 0
is unstable.
One way to
one considers
the system as constituted by the interconnection into a complex whole of several smaller subsystems, each of which is
simpler to study.
posite.
4.2.
x.
fi (t,x i ) + DiU i ,
y. = H.x.,
~
l, ...
,m,
0;
328
IX.
n.
x. E~ ~
where
p.
is the state vector, u i E ~ ~
is the input
~ni
and Yi E ~qi the output. We assume that the f.~ : I x
-+ ~ni
satisfy the general hypotheses I. 2. 2 and that the ma-
trices
Di
and
An example of such
and
Xi
The
u.
lowing equations:
u.
1 < j
< m
B . y.,
~J
1, 1m,
where the
Then the
4.3.
i
1 ~ j <
~ ~J J
= l, ,m
in System (4.1).
1
Suppose
Suppose for
n.
Vi: I x ~ ~
and
constants
(4.1)
-+
Bii = 0
for
= l, ,m,
and positive
such that:
(i)
(H)
(Hi)
av.
av.
avo
A whose
4.
= c 24;
a ..
~J
I ID.BkHkl I
1 < k < m
329
i ~ j,
/ 2c 3i c IJ"
parts~
x = 0
u = Au
(4.2)
the only thing one has to verify, owing to Theorem 3.5 and
Exercise 3.8 is that
<
v.
aVo
~
::;--t
0
< -c 3 .
~
(lv.~
avo~
+-~-(t,x.)f.(t,x.)
oX i
1/ x.~ 1/ 2
c 3i
+ c4 . (
~ 1
< - -llx.11
2
~
oXi
L<
< j
+-~-(t,x.)
1 < j
I I D. B" H. II
~
~J
< m
"I
I I x . I I ) I I X.
IID.B.
~
~k
112
1 < J <
j
< m
a"V .
~J
~J
J J
/I
<
1 < j
c 24'
2
+.,...2:.-(
'i'
IID.B .. H.llllx.ll)
,,:c3i 1 ~ j < m
~ ~J J
J
i
<
D.B"H.x.
"I
I/x.1I 2
J
Q.E.D.
IX.
330
4.4.
Exercise.
4.5.
A by
In that case, p
Bij
= qi-l
and
is
Y2
1 - - - .-----
Ym
~ .. -------.
Sm
Fig. 9.1.
0
0
5j
Uj
Ip
Yl
r'
where
4.6.
Lenuna.
The solution
of the differential
4.
331
system
- a 1 u 1 + blum'
i
- aiu i + b i u i-1'
with
a. > 0
~
and
(4.3)
2, . , m,
b. > 0
~
if
ai
b.
(4.4)
II - > 1.
~
Proof.
1 < i < m
But for
II
II
~
i < m
O.
b.
Re A ~ 0,
1 < i < m
(A + ail
bi = I
II
1 < i < m
Theorem.
4.5.
(A + a.)
I
~
II
1 < i < m
II
1 < i < m
II
1 < i < m
Re A < O.
Hence
m functions
V.
defined as in
and
and
ai'
Q.E.D.
tive constants
IA + ail
4m
posi-
satisfying assump-
mates
n~
= cc 4i
3i
[ c2i
c 1i
]1/2
110.11
~
IIHII
~
n.2
< 1,
then the zero solution of the composite system (4.1) is uniform1y globally asymptotically stable.
332
IX.
Proof.
with
a.
c3 . / 2c2 . ,
~
1, ... , m,
is globally asymptotically
b,'"~
TI
1 < i < m
where
TI
1 < i
2
1
c 3 i c li
1
>
TI
- r >1,
2
<
<
m
1
i
m c 4i c 2 i 1 IDiHi_ll 12
ni
H .
m
Q.E.D.
5.
tion of the price, whereas the opposite occurs for the demand (see e.g. J. R. Hicks [1939) or P. A. Samuelson [1947).
The model discussed below comes, after simplification, from
D. D. Siljak [1973).
Suppose we divide the market into
modi ties, the
groups of comk.
items.
The
5.
subscripts
333
j, running from
and
running from
to
to
n, will designate
k.
l.
will label
For instance
will be the
price of the
and
Pi's.
D - S
demand.
The equations for the prices in the Walrasian approach
are
Pil = hil [t, (DU (t,p) - Su (t,p)) 1
where
hil(t,O)
and
Clh il
- - (t,x) > 0,
Clx
ClD'l._
l < 0,
__
ClPil -
Anyhow, the
(5.1)
It is natural to ask under what conditions all solutions of (5.1) approach some particular solution
ing
=P
Writ-
with
PO'
f(t,O)
g(t,p) - g(t,PO(t))
0,
Clf il
ClP il
(t,P)
= f(t,P)
Clg il
~Pl.'l
(5.2)
(t,po + P) < O.
IX.
334
hypotheses.
that, for
= 1,
i, j
~ ail (t,Pi)P il
(v)
~ Pilb il (t,P)
IIp,ll =
~
ai
and
Sij
such
... , n,
= ail (t,P i )
fil (t,P)
(iv)
where
(iii)
+ bil (t,P) ;
T
Pia i <
T
Pib i <
T
a ,P ,p, ;
~
s .. llp,11
~J
1 < j < n
IIpjll
~l'
l~'
Equation (iii) can be viewed as a way to consider separately the evolution of prices in one group and the interactions between groups, including readjustments in one group
due to variations in the others; (iv) refers to the adjustments of prices in one group and (v) is a bound on the reactions between groups.
Indeed
L P'lb'l
~
~
Ip'll !b'l!
~
<
I IPil I Ib'll.
~
Vi
I !P i ! I.
5.
An
335
, ... ,
(P T
P )
1.1.
1/2 ,
(pTp )1/2)
nn
(5.3)
C, whose elements
Cij
are given by
(i
"I j),
> O, ,(-l)j
(vi)
the
> 0,
1 .::. j .::. n.
An
Vi
lip1. II
h7P.,
1. 1.
we compute, i f
V.1. "I 0,
Indeed,
336
IX.
-1 T
V. P [a.(t,P.) + b.(t,P)]
-1 T
V. P.P.
~
Ij
Vi (t)
= 0,
SijV j
h > 0
Vi (t + h) - Vi (tl < h
E [~~i + h]
t-
V. (Tl
~
E [t,t + h]
Vi (Tl
t-
-1
s~J
.. IIp.II
]
V.
lip II
i
(T)
sup
< h
Since the
aiv i +
< -
If
[-a.V.
~
(T)
s~],vJ' (T)].
j.
hand
Ij s~J
.. v.J (tl.
6.
6.1.
perty relating to some supposedly simple differential equation entails a similar property for another, usually more complex, equation.
6.
337
In other
+~.
6.2.
tative concept
c:
W,y * (A,B)
(2)
E.9I' to
0
K(tO'U O)
to
Xo E .91' ~
J(to'xo)~ notice that, owing to our con-
proposition
o _
= [u(t~to'uo) E 91]
to
[to'~[
B.
W,y
changed.
wO
missible.
or
cO
(A,B)
remain un-
~O
(i)
if
(H)
if
338
IX.
(iii)
if
(iv)
if
Xo
V(to'X O)':: u O;
(Vt E I) (Vu E
~O
to
~.
x E
~O
nor
Lemma.
n .... ~m
(t,x) E I
a concept
a E 5If:
n:
C
with
= B(O,o) n n
Xo
= O.
and
B(O,e:)
V:
and every
Consider
to'
n n.
Then a comparison
sup
V~
~O
{u: u > 0,
U.
<
~-xEJaf
(to'x)},
Proof.
As
choose
Uo
x E
Xo
= V(to'x O)'
such that
V(t,x) .::. u,
to' we can
tEl, u E ~
and
6.
339
Q.E.D.
x E B(O,E)
Hence
fl.
Similarly, if
Xo
is defined before
6.4.
V: I x fl
b E.5te
and
~m
and every
x fl:
Consider a
concept
.s= B(O,O)
with
fl
Sj = B(O,e:)
Then a comparison
fl.
SjO
~O
and
Lemma.
Let
cO
(i)
if
is defined before
b ' E.5te
tion
(t,x) E I
x fl
(ii)
if
is existential: a(r)
C*
00
obtained from
as
r
cO
00;
by substi-
340
IX.
.-J*
{u E
oe},
~* = {u E =
~m, u < Ee } ,
to
..>#0
/,;10
~
and
Proof.
Let
0*,
be the values of
are parts of
and
W3
0, E
in
c*.
In what
tions:
~ u ~ o*e})w~,yO * (AO,SO)
(:io * > O:.s:t' {u: < u < *e})W
2
(Vu O E {u: < u ~ o*e})w~,yO * (AO,SO)
Wl (Vo > 0)
~W~(Vo
O)W~(Vuo
>
Given
{u:
<
0 >
such that
is satisfied.
One proves in the same way that
E
implies
..J 0
J
C ~
.-J*
6.
341
E* < ace).
function
function
V: I x
n+
~m
F(t,V(t,x.
EI
(t,x)
n:
C
D+V(t,X) <
will be satis-
cO
is
satisfied.
Proof.
Let
ation and
= W,
* (A,B)
* (AO,B O)
cO = WO, yO
parison concept.
cO
is true,
* (A,B)
is true.
following recurrence.
Wand
is
The first
I f i t is universal, we fix i t in
W, and, except
Notice that, if
to
E I: V(to'x O)
u O
wO
such that
cO
is satisfied.
Except for
For
uo
corresponding variable in
W.
1)
for
342
IX.
yO
in
(A,S)
=K =
is true.
[to'oo[.
First
The variable
W.
7.
x(t) E
~.
Q.E.D.
Bibliographical Note
The comparison method has already been used, in substantially the same form as here, by R. Conti [1956] in a
theorem on the continuability of solutions using a scalar
comparison equation.
V. M.
Matrosov [1962]2 and R. Bellman [1962] both extended the results of Corduneanu to the case of vectorial comparison equations.
[1950] on differential inequalities, an account of which appears in several books; for instance W. Walter [1964], J.
Szarski [1967] or V. Lakshmikantham and S. Leela [1969].
The
7.
Bibliographical note
343
V.
J.
functions can be
x.
results on instability.
Section 4 is based on a paper by F. N. Bailey [1965].
An
On interconnec-
Some generalizations
u, but also on
344
IX.
max V. (t,x)
i
APPENDIX I
DINI DERIVATIVES AND MONOTONIC FUNCTIONS
1.
1.1.
Let
a, b, a
function
f: la,b[
<
+ ~,
f(t)
and a point
to E la,b[.
and
lim sup
and
to +
>
to'
00
or
00.
after by !Ji.
=!Ji' U
{_oo} U {+oo}.
at
to
lim sup
t + t o+
lim inf
t + t o+
lim sup
+ t
o-
f (t) - f(t O)
t - to
f (t) - f(t O)
t - to
f (t) - f (to)
t _ t
0
346
APPENDIX I:
f(t) - f(t O)
D_f (to) = lim inf _ _ _ _--101t + t ot - to
They are called respectively the upper right, lower right,
upper left and lower left derivatives of
the function
D+f(t)
D+, D-
Remarks.
and
on
at
into ~
]a,b[
on the interval
to'
Further,
is called the
]a,b[, and
D.
larity assumptions on
or
b)
00
00.
some neighborhood of
on
ite.
c)
]a,b[
f
f
at some point
toE
has a derivative at
to'
The well known properties of lim sup and lim inf yield
For example, if
tions defined on
fl
and
f2
t E] a,b [
that
and
[(+
(0)
+ (-
(0)
is an
is !ifl , then
is continuous
Appendix I
347
i f for some
(1)
D+(fg) (t)
f(t)g' (t)
+ g(t)D+f(t)
(2)
i f for some
D+ (fg) (t)
f (t)g' (t)
+ g(t)D+f(t),
where
g' (t)
(fg) (t + h) -
h ~ 0+
lim sup[f(t + h)
g (t + h) -
h ~ 0+
g (t)
get + h) - get)
lim f (t + h)
h ~ 0+
(fg) (t)
f(t + h) - f(t)
+ get) - - - - = - h - - - - ]
f(t + h) - f(t)
+ lim sup g (t)--....,h,...----h ~ 0+
and lim inf which enable one to write the above equalities,
as well as on other rules of calculus for Dini derivatives,
we refer to E. J. McShane [1944].
2.
2.1.
Theorem.
is increasing on
every
la,b[
is continuous on
if and only if
D+f(t) ~ 0
Then
for
E la,b[.
la,b[.
la,!;>[
is called increasing
that it is sufficient.
Let us prove
348
a)
APPENDIX I:
D+f(t) > 0
two points
[a,B]
points.
B,
a, BE ]a,b[, a <
there exist a
t t
V with
Of course,
]a,b[.
with
Let
If there exist
such that
on
[a,B], and,
is an interior point of
f:
f{~)
V.
tEH,B[ :
f{t) - f{~) < 0
t
and
b)
D+f{t) ~ 0
on
]a,b[.
For any
D+ [f (t) + Et]
Hence
f{t) + Et
2.2.
is increasing on
E, f{t)
Remarks.
a)
is also increasing on
]a,b[.
Q.E.D.
D+f(t) ~ 0
the inequality
]a,b[.
by
placed by
D+f(t) > 0
the points
where
f{t) < V
f{t) > V.
where
c)
by
D.
2.3.
may be replaced
Theorem.
Suppose
is increasing on
derivatives of
]a,b[
f
is
is continuous on
]a,b[.
Then
on
]a,b[.
Appendix I
2.4.
349
Corollary.
function
is
> 0
on
other three.
2.5.
Remark.
(cf. E. J.
McShane [1944]).
Functions with a bounded Dini derivative.
2.6.
The follow-
f.
Theorem.
Let
f: [a,b] ...
t E l a,b [
be a continuous function
and some
A > 0:
(2.1)
Then
f(a) - f(b) < A.
b - a
Proof.
la,b[.
2.7.
Therefore
f(b) + Ab
is increasing
f(a) + Aa.
Q.E.D.
f, g, h
such that
Con-
and
h(t)
g.
Theorem.
Let
f, g, and
350
APPENDIX I:
tions on
If
[a,b)
D+h(t) < 0
into
D+get)
and
for
t E )a,b[.
for
Proof.
points
a', b'
with
b, that
max (f(b'),
g(b'
f(a')
or
feb') >
3.
3.1.
t
a
It mentions the
on an interval
[a,b),
f(T)dT
A subset
Ul i
~E
and
E~Ii
1 1 , 1 2 ,
< ,
where
> 0, a finite or
~Ii
is the length of
Ii.
E [a,b).
Appendix I
351
If a function
over
to
almost everywhere on
ble on
is Lebesgue integrable
g: [a,b] ... 91
f.
f: [a,b] ... 91
[a,b]
which is equal
[a,b]
on
[a,b]:
[a,b]
by
Theorem.
If
f: [a,b] ... 91
is an increaSing function,
f' (t)
almost everywhere on
[a,b]~
for any
t E [a,b],
f(t) = It f' (T)dT + h(t)
a
where
is an increasing function
almost everywhere on
and
h' (t)
vanishes
[a,b].
Corollary.
3.5.
Remarks.
a)
f Theorem 3.3,
(3.1)
f' (T)dT.
fa
is absolutely continuous on
tioned.
into
~,
on
[a,b]
continuous, whose
352
feb)
APPENDIX I:
>
f(a).
solutely continuous
f'(T)dT
O.
feb) - f(a),
D+
is increasing.
4.
by
D+, D
or
D_
Remem-
4.1.
For some
T,
_00
< T <
00
n C~,
V: ]T,oo[
x Q-+-!if
Further,
x = f(t,x).
t.
4.2.
V(t,x)
x: J -+- ~n,
x = f(t,x),
the function
= V(t,x(t
is decreasing.
The follow-
Appendix I
353
eses, let
ting
x: J
~n
*E
J.
Put-
+_ *
V(t* + h,x* + hf(t*,x*
D Vet ) = lim sup
h
h + 0+
Proof.
h.> 0
V(t* + h,x(t* + h
- V(t*,x*)
(4.1)
small,
- V(t*,x(t*
with
some neighborhood of
D+vet * )
hand
x*
is a Lipschitz constant on
Therefore
vet * + h,x(t * + h
lim sup
h
h + 0+
- V(t*,x*)
- Vet * ,x(t *
h > 0
- V(t*,x(t*
V (t * + h, x * + hf (t *, x*
small, that
>
- kh I I e (t *, x* , h) I I-v (t *, x* ),
whence
*
* *
Vet * + h,x * + hf(t * ,x
V(t,x)
D+V(t*) > lim sup -----------------------------------h + 0+
h
Q.E.D.
4.4.
Remarks.
a)
D+vet * ,x * )
to
354
APPENDIX I:
V(t,x)
b)
that i f
on
]T,OO[ X
n,
then
v(t,x)
is increas-
decreasing is obvious.
Dini derivative
d)
V(t,x)
The
D+, D-
and
D.
n,
gn
If,
one has
for some
e >
and every
(t ,x) E]T,OO[
a, b E J, a < b,
Veal
b
V(b) < e.
a
x: J
->-
APPENDIX II
THE EQUATIONS OF MECHANICAL SYSTEMS
Assuming some knowledge of analytical mechanics, we
gather here a few precise definitions concerning Lagrangian
and Hamiltonian systems and recall their most fundamental
properties.
1.
degrees
]T,OO[
With respect to
E~.
~n
q, T
and
is a
thus:
T{t,q,q)
where
d
is an
21 q.TA{t,q)q
n x n
T.
+ b{t,q) q + d{t,q)
will be supposed to be ~l
2.
is an
matrix, b
I
n.
n x 1
matrix and
Further, A, band
functions.
IT.
356
APPENDIX II:
IT
will be supposed to be a
x rl ....
5fl
function
We assume
4.
x rl x
to be continuous.
usual notations,
(4.1 )
where
=T
- IT.
x=
where
5.
A(t,q)
matrices
dent of
(t,q)
f(t,x).
q, and therefore
Band
t.
independent constraints.
det A(q) i
is indepen-
respect to
O.
and therefore
tive definite.
A(q)
det A(q)
Such a
(t,q,q)
if
if and only if
A(q)
is posi-
Appendix II
357
of
qo' N C Q
For
and a function
a E
A(qO)
is positive definite.
(Hint:
choose
compact, remember
is continuous
generalized forces:
Of course
the power supplied by the forces
Q.
is
a E Jt
such
are
As observed by A. I. Lur I e
Q (t,q,q)q = 0
identically.
q.
Proposition.
for every
If
Q(t,q,q)
is dissipative,
(t,q) E I x Q.
.,.
.,.
.,.
.,.
(t ,q ) E I x Q
358
APPENDIX II:
that
Qi (t * ,q * ,0) >
(the case
q= O. Let us,
*
(O,O, ,q., 0, ,0),
1
borhood of
.*
< 0
*.
Qi (t ,q ,q) > 0
in some neigh-
.*
q. > O.
1
ment:
Q.E.D.
8.
if
is quadratic in
and
is dissipative,
an/aq = O.
vanishes identically.
When
9.
write
is independent of
= 0,
A, band
t
d
Q" 0, E
easily that
tive of
It reads
.T aL
1.T.
q -- - L = -2 q A(q)q - d(q) + IT(q).
aq
T.
q, i.e. if
If further
Band
is
C vanish
of conjugate momenta.
ordinate
qk
identically,
When
Qk
vanishes
Appendix II
359
aL
aqk
(t,q,q)
Consider the
of degrees of freedom is
m, 1 < m < n
aT
aqi
(ql, . ,qn-m)
(rl, ,rm)
for the
q!
The coordinates
(1)
write it
rand
we shall
IT(t,q);
(2)
with
r:
n - m
r:
(Ql, .. ,Qn-m)
= Q(t,q,q).
*.
**.
**.
T2
is quadratic in
is quadratic in
in
r.
r, Tl*
q,
is bilinear in
is linear in
and
**
(lI,t), T2
**
Tl
is linear
T, IT
360
APPENDIX II:
and
dT
dt
dCt
dq
dT
dr
where
(11. 2)
this case, r
r,
(11.1)
= c
is a constant of integration.
-.
q, T2** (t,q,r)
some
(T - II) + Q
in some appropriate
q, yielding a function
= r(t,q,q,c).
In
in terms of
t,q,q,c
in
- II(t,q),
+ T1* + T01..
r=r(t,q,q,c)
R(t,q,q,C)
q, R
c.
R(t,q,q,C)
-II (t,q) ,
where
q.
and
R1
By the way
R2
R2
USing
(11.3)
Appendix II
361
d
aR
--dt aq
c=
aR
aq
= Q,
(11.4)
o.
the argument
disappears everywhere
Rl
and
12.
or
vanish
RO
do not vanish.
Stationary motions.
q = q, q = 0, c =
Consider an equilibrium
of Equations (11.4).
A generalized sta-
of
by Equation (11.2).
If the
Another adjective
~n
q.
n.
on
T(q,q)
is defined and
~l
on
n(q)
is
n (0) = o.
gin be a point of
n.
in such
APPENDIX II:
362
2 q A(q)q,
the equation
= -dT = A(q)q
dq
and
T(p,q)
where
B (q) = A
-1
(q).
q.
q
reads
1 T
- p B(q)p
2
Of course
T(q,q)
A(q)
and
The Hamiltonian
B(q)
are simul-
function
T(p,q) + n(q)
dH
dP
APPENDIX III
LIMIT SETS
1.
I =
Let
set of ~n.
for some
]T,~[
n an open
and
E~
f: I x n
where
= ]a,w[
x: J
equation.
of
that
~n
y Eli
W and
x (t n )
It is designated by
{t
+
n
y
of time-values, such
n
as
-+
00.
A+ (x)
is the set
Theorem.
The posi-
some
Let
A point
{tn } C J, t
(I)
Let us
corresponding to
For every
to E J: Y+ (x,t o ) = y+ (x,t O)
UA+{x).
Proof.
Since
y EY+{X,t o ).
There exists a
APPENDIX III:
364
{til C J, ti ~ to
sequence
t.
w as
y E A+(x).
00, then
an infinite subsequence
t' < w.
by some
i
-+
The
such that
x(t i )
If
l.
y.
{t~}
t~
LIMIT SETS
x (t! )
as
00.
{t'.'}
til < W.
approaching some
=y
as
y E Y+ (x,t O)'
fore
3.
Proof.
when
Theorem.
Let
i
Q.E.D.
A+(X)
is a closed set.
{Yi} C A+(x)
cular sequences
{t ij }.
given.
Let us choose
< 1/2.
Choose further
-+
00
and
j.
i,
and
d(x(t 33 ),
Of course
for every
be
d(x(t 22 )'Y2)
4, 5,
{t lj }
i-
tii .... w
On the
For every
E A+(x).
such that
j + 00.
when
Yi
t ij
N)
x(t ii ) .... Y
as
4.
Theorem.
If
is bounded, A+(x)
is non
Appendix III
365
y+ (x,t o)
Proof.
Since
+
Further, A (x)
t
compac t se.
.
1S
d(x(ti),A 2 ) ... 0
as
d(A I ,A 2 ) = 0
...
i"'~.
such that
But the
t 1 < t~ < t~
1
x(t i* )
and
would admit a
is bounded.
A+
by at
Theorem.
In
is connected.
and
Al
0 > O.
5.
"'+(x)
Le t us now prove t h at
disjoint sets
belong to
is not empty.
for some
compac t , "'+(x)
If
A+(x)
Q.E.D.
as
... W.
~.
i'" ~
and
d(x(t.) ,A+(x
a subsequence of the
point would belong to
larger than
6.
E,
to' t l ,
x(t i )
A+(x)
> E.
and be at a distance of
n.
for every
8.
Exercise.
to
that
Theorem.
If
which is impossible.
Exercise.
t i ...
Prove that
7.
such that
E >
=~
as soon as there
APPENDIX III:
366
A+(x)
Proof.
If
LIMIT SETS
y+(x,t O).
to E J
quence of Exercise 7.
Theorem 2 that
n
to E
y+ (x,t o ) = (
n
to E
y+ (x,t o ))
U A+ (x).
9.
Q.E.D.
To
(2)
f(x}
be the differential equation, with
defined on some open subset
solutions is not required.
interval
for every
x(t}
E J.
Uniqueness of the
E F
Fen
is
Further, Fen
Xo
a continuous function
of ~n.
= xo'
one has
x(t) E F
is said to be semi-invari-
Let
{x Oi } en
as
be a sequence of points
Let
x.:
~
Appendix III
lai,w i [
~n
367
x = f(x),
problem
uable solution
= x Oi '
x(O)
x: ]a,w[
= Xo
1,2, }
Xi (k) (t)
x(t)
~n
f (x) , x (0)
large, that
uniformly on
t l , t2
with
{Uk) : k
a < t
<
t2 < w,
and
Theorem.
mous, A+(x)
cise 6).
i
is semi-invariant.
Let
~.
as
nn
00.
00
Put
x(t. )
l.
= XOi
Then
f (x) , x (0)
x(t + t i )
= XOi
is a solution
It follows
x (t + t.)
Cauchy problem
x * (t)
of the
J*
for every
of definition of
t E J*.
x*.
Q.E.D.
LIST OF EXAMPLES
Page
Attraction of a particle by a fixed center (VII.5) .
249
Betatron
stability of (IV.6)
145
instability of (V.7)
188
58
70
254
30
260
332
17
33
(V.6)
184
84
38
30
161
141
16
21
instability of (1.5.6)
Third order equation
56
191
List of Examples
369
, ..................... .
90
54
159
BIBLIOGRAPHY
Amaldi, U., see Levi-Civita, T.
Amundson, N. R., see Warden, R. B.
Antosiewicz, H. A. [1958}, A survey of Liapunov's second
method, Contributions to the theory of non linear oscillations, vol. IV, ed. by S. Lefschetz, Princeton Univ. Press,
141-166.
Appell, P. [1932}, Traite de mecanique rationnelle, tome IV,
fascicule I, Gauthier-Villars, Paris, 235.
Appell, P. [1953}, Traite de mecanique rationnelle, tome II,
2d edition, Gauthier-Villars, Paris, 339.
Aris, R., see Warden, R. B.
Arnold, V. I. [1961}, The stability of the equilibrium position of a Hamiltonian system of ordinary differential
equations in the general elliptic case, Dokl. Akad. Nauk.
SSSR, 137, 255-257, Soviet Math. Dokl., ~, 247-249.
Avdonin, L. N. [1971}, A theorem on the instability of equilibrium, Prikl. Mat. Meh., 35, 1089-1090, J. Appl. Math.
Mech., ~, 1036-1038.
-Avramescu, C. [1973}, Quelques remarques sur les concepts
qualitatifs attaches a une equation differentielle, Proceedings of the conference on differential equations and
their applications, Iasi, Romania, October, 24-27.
Bailey, F. N. [1965}, The application of Liapunov's second
method to interconnected systems, SIAM J. Control, sere A,
l, 443-462.
Barbashin, E. A. [1967}, Introduction to the theory of stability, Wolters-Noordhoff, Groningen, The Netherlands,
1970~ translation of the Russian edition, Moskow, 1967.
Barbashin, E. A., and Krasovski, N. N. [1952}, On the stability of motion in the large (Russian), Dokl. Akad. Nauk.
SSSR, ~, 453-456.
Beletskii, V. V. [1966}, Motion of an artificial satellite
about its center of mass, Israel program for scientific
translations, Jerusalem.
Bellman, R. [1953}, Stability theory of differential equations,
McGraw-Hill, New York.
Bellman, R. [1962}, Vector Liapunov Functions, SIAM J. Control,
sere A, l, 32-34.
Bellman, R. [1970}, Introduction to matrix analysis, McGrawHill, New York.
Bibliography
371
372
BIBLIOGRAPHY
Bibliography
373
Duhem, P. [1902], .sur les conditions necessaires pour la stabilite de l'equilibre d'un systeme visqueux, C. R. Acad.
Sci. Paris, 135, 939-941.
Etkin, B. [1959], Dynamics of flight:
'I'Jiley, New York.
374
BIBLIOGRAPHY
Bibliography
375
376
BIBLIOGRAPHY
~,
141-164.
m~thode
l'equa-
Bibliography
377
378
BIBLIOGRAPHY
Malkin, I. G. [1944}, Stability in the case of constantly acting disturbances, Prikl. Mat. Meh., ~, 241-245.
Malkin, I. G. [1952}, Theorie der Stabilitat einer Bewegung,
translated by W. Hahn and R. Reissig from the Russian edition, 1952, R. Oldenburg, Munich, 1959.
Malkin, I. G. [1954}, On the reversibility of Liapunov's
theorem on asymptotic stability (Russian), Prik1. Mat.
Meh., 18, 129-138.
Manfredi, B. [1956}, Su11a stabilita del moto di sistemi a p~u
gradi di liberta in condizioni non lineari, Boll. Un. Mat.
Ital., sere III, 64-71.
Marachkov, M. [1940}, On a theorem on stability (Russian),
Bull. Soc. Phys.-Math., Kazan, 12, 171-174.
Markeev, A. P. [1969}, On the stability of the triangular
libration points in the circular bounded three-body problem, Prikl. Mat. Meh., 33, 112-116, J. Appl. Math. Mech.,
~, 105-110.
-Markus, L. [1956}, Asymptotically autonomous differential systems, Contr. Theor. Nonlinear Oscillations, ed. by S.
Lefschetz, vol. 3, Princeton Univ. Press, 17-29.
Markus, L., and Yamabe, H. [1960}, Global stability criteria
for differential equations, Osaka Math. J., 12, 305-317.
Massera, J. L. [1949}, On Liapounoff's conditions of stability,
Ann. of Math., 50, 705-721.
Massera, J. L. [1956-1958}, Contributions to stability theory,
Ann. of Math., 64, 1956, 182-206, Erratum Ann. of Math.,
~, 1958, 202. -Matrosov, V. M. [1962]1' On the stability of motion, Prik1.
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Prikl. Mat. Mech. 26, 992-1002, J. Appl. Math. Mech.,
26, 1506-1522.
Matrosov, V. M. [1963], On the stability of motion II (Russian), Trudy Kazan. Aviacion. Inst., 80, 22-33.
Matrosov, V. M. [1965], Development of the method of Liapunov
functions in stability theory, Proceedings second AllUnion Conference in theoretical and applied mechanics,
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scientific translation, Jerusalem, 1968.
Matrosov, V. M. [1968-1969], Comparison principle with vector
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the Hicks
380
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Bibliography
381
382
BIBLIOGRAPHY
Bibliography
383
Matemati~
384
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s.
(Lord Kelvin).
Vrko~,
Bibliography
385
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Russian edition, Leningrad, 1957.
AUTHOR INDEX
II.2.9, p. 70
N.R.~
loB, p.
4B~
III.7, p. 126
P.~
ARIS, R.
ARNOLD,
V.I.~
AVDONIN,
34~
II. 2.9, p. 70
III.6.9, p. 122
L.N.~
AVRAMESCU,
C.~
III.3.5, p. 107
VI.3.4,
32B~
IX.7, p. 343
V.V.~
R.~
IV.7.14, p. 162
III.6.5, p.
11B~
IX.7, p. 342
D.~
VI.3.1, p.
20B~
255~
VII.6.4, p.
259~
VI.B, p. 239
L.~
CHERNOUS'KO,
IV.4.5, p.
F.L.~
13B~
VI.B, p. 239
IV.7.14, p. 163
E.A.~
VIII.5.1, p. 295
Author Index
3B7
(i)
III.7,~.
126
388
AUTHOR INDEX
Author Index
389
~4
390
AUTHOR INDEX
MATROSOV, V.M.; 11.1.4, p. 53; 11.2.5, p. 62; 11.2.7, PP. 67, 69;
11.7, p. 95; 111.7, p. 127; V.10, p. 200; VI.8, p. 240;
VIII.2.3, p. 272; VIII.7, pp. 310, 312; IX.1, p. 313;
1X.3.5, p. 322; IX.3.10, p. 326; IX.3.11, p. 327;
IX.7, pp. 342, 343, 344
MAWHIN, J.; 1.3.4, p. 13; 1.5.8, p. 22: 1.6.15, p. 32: 1.6.17,
p. 33; I. 8, p. 48; I I. 2 6, p. 66: V. 5. 5, p. 182: IX. 2 . 5 ,
p. 318
METZLER, L.: IX.5, p. 335
MICHEL, A.N.: VI.8, p. 239; IX.7, p. 343
MILLER, R.K.; VIII.7, pp. 311, 312
MITCHELL, A.R.: IX.7, p. 343
MITCHELL, R.W.: IX.7, p. 343
MITRA, D.; 11.7, p. 96
MOAURO, V.; VIII.7, p. 310
MOSER, J.: VII.6.2, pp. 254, 255; VII.6.4, p. 259: VII.8, p. 269:
MULLER, D.W.: V.10, p. 200
MYSHKIS, A.D.; V.10, p. 199
NEMYTSKII, V.V.; VIII.7, p. 312
OPIAL, Z.; VIII.7, p. 311
OZIRANER, A.S.: 1.6.30, p. 42
PAINLEVE, P.: 111.2.5, p. 100; 111.7, p. 126
PAVEL, N.: VI.5, p. 226: VI.6.12, p. 233: VI.6.16, p. 234:
VIII. 7, p. 312
PEIFFER, K.: 1.6.33, p. 43; 111.2.1, p. 99: IV.8, p. 166:
VI.1.1, p. 203; VI.6.4, p. 229; VI.8, pp. 239, 240:
IX 7, pp 344
PERSIDSKI, K.P.; 1.2.3, p. 7; 1.4.3, p. 14: 1.7.2, p. 46;
V.9.2, p. 195: V.10, p. 198: VI.8, p. 238
PERSIDSKI, S.K.; V.10, pp. 198, 199
PIONTKOVSKII, A.A.: IX.7, p. 343
PLISS, V.A.; VI.6.15, p. 234: VIII.6.5, p. 308; VIII.6.10,
p. 309; VIII.7, p. 312
PLUCHINO, S.; IV.8, p. 167
Author Index
POISSON,
III.1, p. 97
S.D.~
PONTRYAGIN,
POPOV,
391
I.s.10, p. 24
L.S.~
II.s.1, p.
V.M.~
POZHARITSKII,
G.K.~
II.7, p. 96
84~
C.~
H.L.~
AI.3.3, p. 351
L.D.~
IX.7, p. 343
D.D.~
SANSONE,
SARNO,
SELL,
J.W.~
IX.7, p. 343
II.6.6, p.
94~
II.7, p. 96
V.10, p. 200
J.D.~
G.R.~
SKOWRONSKI,
SLEMROD,
332~
V.9.4, p. 198
G.~
R.~
SCHUUR,
IX.s, p.
L.~
SANDBERG,
IX.s, p. 332
P.A.~
M.~
V.IO, p. 200
VIII.7, p. 312
J.M.~
VIII.7, p. 312
VIII.7, p. 312
113~
392
AUTHOR INDEX
SUBJECT INDEX
asymptotically almost
periodic, 303
uniformly globally
attractive, 10, 206
asymptotically autonomous
equation, 303
asymptotically stable,
asymptotic stability, 10,
235
asymptotically stable
with respect to x,
43
equi-asymptotically
stable, 10, 235
globally asymptotically
stable, 10, 236
uniformly globally
asymptotically stable,
10, 236
partially asymptotically
stable, 43
uniformly asymptotically
stable, 10, 235
uniformly asymptotically
stable with respect
to x, 43
asymptotic stability by the
first approximation, 31
auxiliary function, 12
family of auxiliary
functions, 271
boundedness, 230
equi-boundedness, 220
equi-ultimate boundedness,
230
asymptotic stability of a
glider, 33
asymptotic stability of a
gyroscope, 67
attractive, attractivity, 8,
204
equi-attractive, 8, 204
globally attractive, 10,
206
uniformly attractive, 8,
204
.5e, 12
394
SUBJECT INDEX
concept, comparison
concept, 337
qualitative concept,
202, 208
consequent point, 173
decreasing, strictly
decreasing, viii
definite function, ix
positive definite
function, 13, ix
negative definite
function, ix
definite semi-positive,
ix
construction of
positive definite
function, 150
non-vanishing definite
function, 272
frequency method, 84
gyroscopic stabilization, 116
Hamilton equations, 362
Hamiltonian function, 362
ignorable coordinates, 359
increasing, strictly increasing,
viii
index of a magnetic field, 147
differential inequalities,
74, 314
Dini derivative
upper right (left)
derivative D+(D-), 346
dissipative equation,
dissipative system, 234
domain, 6
pseudo-invariance, 294
quasi-invariance, 303
~cess
demand, 353
expeller, 171
absolute expeller, 172
395
SUBJECT INDEX
Liapunov function, 12
semi-flow, 306
side-boundary, 171
stable at to' 3
stable under persistent
disturbances, total
stability, 81
stable with respect to some
function, 238
path, 20
stability of a glider, 17
stability of a rigid body, 16
quasi-monotonic function,
314
generalized stationary
motion, 361
Routh's theorem
(inversion of -), 125
sector, 171
unstable, 7, 226
unstable at to' 3
396
SUBJECT INDEX