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Mathematics · 术语表

什么是 stability (Lyapunov)?

Definition 19.10 University Mathematics — Year 3 · 第 19 章 — Ordinary Differential Equations

An equilibrium is a point xˉ\bar x with F(xˉ)=0F(\bar x) = 0 (so φt(xˉ)=xˉ\varphi_t(\bar x) = \bar x). It is stable if for every ε>0\varepsilon > 0 there is δ>0\delta > 0 such that ∥x0−xˉ∥<δ\norm{x_0 - \bar x} < \delta implies that the solution exists for all t≥0t \geq 0 with ∥φt(x0)−xˉ∥<ε\norm{\varphi_t(x_0) - \bar x} < \varepsilon; asymptotically stable if moreover φt(x0)→xˉ\varphi_t(x_0) \to \bar x for all x0x_0 near xˉ\bar x.

示例

Example 19.9 (The plane, classified)

For x′=Axx' = Ax with A∈M2(R)A \in M_2(\R) invertible, the phase portrait near 00 is decided by τ=tr⁡A\tau = \operatorname{tr}A and δ=det⁡A\delta = \det A, through the eigenvalues λ±=τ±τ2−4δ2\lambda_\pm = \frac{\tau \pm \sqrt{\tau^2 - 4\delta}}2:

  • δ<0\delta < 0: real eigenvalues of opposite signs — a saddle; two trajectories enter, two leave, all others fly by. Always unstable.
  • δ>0\delta > 0, τ2≥4δ\tau^2 \geq 4\delta: real eigenvalues of the same sign (=sign⁡τ= \operatorname{sign}\tau) — a node, stable iff τ<0\tau < 0; trajectories are tangent to the slow eigendirection.
  • δ>0\delta > 0, τ2<4δ\tau^2 < 4\delta, τ≠0\tau \neq 0: complex conjugate eigenvalues τ2±iω\frac\tau2 \pm \iu\omega — a spiral (focus), stable iff τ<0\tau < 0; the solutions are eτt/2×\eu^{\tau t/2}\times rotations of period 2πω\frac{2\pi}\omega.
  • τ=0\tau = 0, δ>0\delta > 0: purely imaginary eigenvalues — a center: closed orbits (ellipses), stability without asymptotic stability, exactly the borderline that Theorem 19.12 cannot decide for nonlinear systems (the pendulum’s bottom equilibrium, Problem 19.1, sits here).

The boundary parabola τ2=4δ\tau^2 = 4\delta carries the degenerate nodes (Jordan blocks: trajectories with a single tangent direction). Everything is read off two numbers — which is why the first reflex before any planar phase portrait is to compute tr⁡\operatorname{tr} and det⁡\det; e.g. A=(01−1−c)A = \bigl(\begin{smallmatrix}0 & 1\\ -1 & -c\end{smallmatrix}\bigr) (damped oscillator): δ=1>0\delta = 1 > 0, τ=−c\tau = -c: stable spiral for 0<c<20 < c < 2, stable node for c≥2c \geq 2 — underdamping versus overdamping, in one glance.

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