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Chapter 2

Stability domain concepts


2.1 Introductory comments
In order to get complete information about the causality between initial states and systems motions, concepts of domains of various stability properties were introduced. In the framework of the Lyapunov stability the notion of attraction domain of the origin was de ned by Zubov 218] and Hahn 94], and notions of the stability domain and the asymptotic stability domain were de ned by Grujic 64], 65], 68]{ 70], 72], and used by Grujic et al. 88]{ 90]. The concept of practical stability domains was introduced by Grujic 70]. In the literature (e.g. LaSalle and Lefschetz 121] and Zubov 218]) the notion of \region of asymptotic stability" has been used in the sense of the attraction domain. In what follows the di erence between them will be clari ed.

2.2 Domains of Lyapunov stability properties


The term \domain" denotes a set that can be, but need not be, open or closed. Domains of Lyapunov stability properties will be called for short \Lyapunov stability domains" in a general sense incorporating domains of stability, of attraction and of asymptotic stability. In the closer sense the notion \Lyapunov stability domain" will be used for the domain of stability (for short, the stability domain). Lyapunov stability domains will be studied herein in the framework of timeinvariant continuous-time nonlinear systems governed by dX = f (X ) (2.1) dt with possibly certain speci c features that will be described when they are needed. In the literature (e.g. LaSalle and Lefschetz 121]) the notion \region" has been used for an open connected set. We do not wish a priori to impose such a restriction
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2.2.1 The notion of domain

on the largest set of initial states appropriate for a corresponding stability property. Therefore, we shall use the term \domain" in general rather than \region". In case a domain is open and connected then we can also call it a \region".

The de nitions of stability domains were introduced to comply with the de nitions of stability of a state and of a set 64], 65], 68], 69], 70], 72].

2.2.2 De nitions of stability domains

De nition 2.1 (a) The state X = 0 of the system (2.1) has the stability domain denoted by Ds if and only if both (i) for every " 2 < there is a neighbourhood Ds (") of X = 0 such that kX (t X )k < " for all t 2 < holds provided only that X 2 Ds ("),
+ 0 + 0

and (ii) Ds = Ds (") : " 2 <+ ]. (b) The state X = 0 of the system (2.1) has the strict domain of stability (the strict stability domain) Dsc if and only if (i) it has the domain Ds of stability, (ii) Dsc (") is the largest connected neighbourhood of X = 0 which is subset of Ds ("), Dsc(") Ds ("), for every " 2 <+ , (iii) Dsc = Dsc (") : " 2 <+ ].

Comment 2.1 The state X = 0 of the system (2.1) has the stability domain i it is stable due to De nition 2.1 and De nition 1.2. (Section 1.1.1). Moreover, it is globally stable i its strict stability domain Dsc is its whole state space <n: Dsc = <n . The signi cance of the latter is the following: for arbitrary X0 2 <n there is (possibly su ciently large) " 2 <+ such that kX (t X0 )k < " for all t 2 <+ . In other words, system motions are bounded on <+ for every initial state X0 .
Since Ds (") can be disconnected, and Dsc(") cannot, then the latter rather than the former corresponds to B (") for every " 2 <+ . In other words, Dsc is the domain of stability in the strict Lyapunov sense, while Ds is the domain of stability in a wider, more practical Lyapunov sense. In order to illustrate the preceding de nition let us consider the following example 70].

Example 2.1 Let a second order system (2.1) be in the following form:
dX = (; + jx j + jx j)X 1 2 dt It has the in nite set Se of equilibrium states,
2 1

2< :
+ 2

Se = X : X 2 < (X = 0) or (jx j + jx j = ) :
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We are now interested only in stability of X = 0. Let " = 2=2. For any " 2 ]0 " ], the maximal (") denoted by M (") (De nition 1.2, Section 1.1.1) obeys M (") = ". For any " 2 " +1 the maximal M (") = " . However 8 > B " 2 ]0 " ] > < " kX (t X0 )k < " 8t 2 <+ i X0 2 > B" \ S " 2 ]" ] > : S " 2 ] +1 where

S = X : X 2 < jx j + jx j which is illustrated by Fig. 2.1. Evidently, @ S p = Se ; O.


2 1 2

It is now obvious (Fig. 2.1) that for " =

8 > B > < " Ds (") = > B" \ S > : S


Ds =

2=2

" 2 ]0 " ] " 2 ]" ] " 2 ] +1


+

so that

Ds (") : " 2 < = S : In this example the stability domain is the closed set S , i.e. Ds = X : X 2 < jx j + jx j which is showed in Fig. 2.1f. The strict stability domain Dsc equals Ds , Dsc = Ds .
2 1 2

De nition 2.2 (a) A set A <n (of states of the system (2.1)) has the stability domain denoted by Ds(A) if and only if both (i) for every " 2 < there is a neighbourhood Ds (" A) of A such that X (t X ) A] < " for all t 2 < provided only X 2 Ds (" A),
+ 0 + 0

and (ii) Ds (A) = Ds (" A) : " 2 <+ ]. (b) A set A <n (of the states of system (2.1)) has the strict domain of stability (the strict stability domain) denoted by Dsc(A) if and only if (i) it has the stability domain Ds , (ii) Dsc (" A)is the largest connected neighbourhood of A which is a subset of Ds (" A), Dsc(" A) Ds (" A), for all " 2 <+ , (iii) Dsc (A) = Dsc(" A) : " 2 <+ ].

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x2 D s () = B

x2

x1

x1

S e O

D s ( ) = B

" 2 ]0 " ) Ds(") = B"


x2
B

a)

"="

p2
2

b)

) Ds ("
x2 =

)=

B"

B= B

D s ()
c)

x1

x1

D s ()
d)

" 2 ]"

) Ds (") = B" \ S
x2

" = ) Ds (

)=

B" \ S

x2

x1 D s ()= D s

x1 Ds= S

f)

"2]

1 ) Ds (") = S

e)

Ds = Ds (") : " 2 <+ ] = S

Figure 2.1: Dependence of Ds (") on ".

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x2
2 1 -4 -1 -1 -2 1 4

x1 A

_ = (1 ;jx1 j;jx2 j) (4 ;jx1 j; 2jx2 j)X . The Figure 2.2: The state portrait of the system X shaded area together with its boundary represents the set A.

Example 2.2 Let the second order system (2.1) be speci ed by

dX = (1 ; jx j ; jx j)(4 ; jx j ; 2jx j)X: 1 2 1 2 dt We are interested in stability of the set A, A = X : X 2 <2 jx1j + jx2j 1 : The state portrait of the system is given in Fig. 2.2. The set Se of the equilibrium states of the system is found as Se = X : X 2 <2 (X = 0) or (jx1j + jx2j = 1) or (jx1j + 2jx2j = 4) : The graphical analysis of dependence of Ds (" A) on " is presented in Fig. 2.3. In this example (De nition 1.3, Section 1.1.1)

8 > > < " M (") = > p 2 5 > :


5

"2 0 5 "p " 2 5 " 2 5 +1 : "2 0 5 #p # " 2 255 3 " 2 ]3 +1

# p# 2 5

However,

8 > > N (" A) > > < kX (t X )k < " 8t 2 < i X 2 > N (" A) \ S > > > : S
0 + 0 4

# p# 2 5

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S4

x2

x2
A

2 1 -4 -1 1

2 1 -1 -2 N ( 2 5 , A )= D s ( 2 5 , A ) 5 5 = 2 5 5 b)
x2
N(,A)

-1
N ( , A )= D s ( , A )

-2

] 0, 2 5 ] 5 a)
x2
2 1 -4 -1
0

N( , A) S4= Ds( , A)

2 1 4

1 -1 -2

4 x1

-4

-1

1 -1 -2

= 2 = 5 5

4 x1

-4

-1

4 x1

x1

S 4 =D s ( , A )= D s ( A )

N(,A) c)

d)

Figure 2.3: The dependence of the subset Ds( A) of Ds (A) on 2 ]0 +1 (Example 2.2): p 2 5 ]: a) Ds( p A) = N ( A)p= N ( A) \ S 2 ]0 4 5 p p b) Ds( 2 5 5 A) = N ( 2 5 5 A) = N ( 2p5 5 A) \ S4 = 2 5 5 : c) Ds( A) = N ( A) \ S4 2 2 5 5 3]: d) Ds( A) = S4 2 3 +1 : Hence Ds(A) = Ds( A) : 2 ]0 +1 ] = S4 :

where

S = X : X 2 < jx j + 2jx j 4 :
4 2 1 2

This shows, which is illustrated by Fig. 2.3, that

8 > > N (" A) > > < Ds (" A) = > N (" A) \ S > > > : S
4

# p# " 2 0 255 #p #
" 2 255 3 " 2 ]3 +1

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x2

3 2 1 -3 -2 -1 0 1 -1 -2 -3 2 3 x1

Figure 2.4: The state portrait of the system (Example 2.3) described via the polar coorx2 by _ = ; (1 ; 2 )(4 ; 2 )(9 ; 2 ), _ = ;1. dinates = kX k, = arctan x
1

so that the stability domain Ds(A) of the set A is found as Ds (A) = S4 ,

Ds (A) = X : X 2 < jx j + 2jx j 4 :


2 1 2

In this example Dsc = Ds .

Note 2.1 In case A = O, O = f0g <n, then De nition 2.2 reduces to De nition 2.1.

Note 2.2 A nonlinear dynamical system can have both a stable limit cycle and the domain of stability of the set O (of X = 0). The next example illustrates this
assertion.

Example 2.3 A second order nonlinear system described by

2 ;(1;x ;x )(4;x ;x )(9;x ;x ) dX = 6 dt 4


2 1 2 2 2 1 2 2 2 1 2 2

1
2 1 2 2 2 1 2 2 2 1 2 2

;1

;(1 ; x ; x )(4 ; x ; x )(9 ; x ; x )

3 7 5X

2 2 2 2 2 has three limit cycles: x2 1 + x2 = 1, x1 + x2 = 4 and x1 + x2 = 9.

The zero state is the system unique equilibrium state. It is also stable. This is illustrated by Fig. 2.4.
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It is now obvious in view of Fig. 2.4 that 8 kX k < " " 2 ]0 > 0 > > < kX k 1 " 2 ]1 kX (t X0 )k < " i > 0 kX0k < " " 2 ]2 > > : kX0k 3 " 2 ]3 This means 8 > B" " 2 ]0 1] > < B " 2 ]1 2] Ds(") = > 1 B" " 2 ]2 3] > > : B3 " 2 ]3 +1]

1] 2] 3] +1]:

which yields Ds = Ds (") : " 2 ]0 +1 ] = (B" : " 2 ]0 1])] B1 B" : " 2 ]2 3]] B3 = B1 B1 B3 B3 = B3 : Hence, the stability domain Ds of X = 0 of the system equals compact circle B3 , Ds = B3 = fX : X 2 <2 kX k 3g: Besides, the stability domain Ds equals the strict stability domain Dsc of X = 0, Ds = Dsc .

2.2.3 De nitions of attraction domains

The notion of the attraction domain has been widely used (cf. 94], 218]). De nition 2.3 (a) The state X = 0 of the system (2.1) has the attraction domain
denoted by Da if and only if both (i) and (ii) hold: (i) for every 2 <+ , there is 2 <+ , = (X0 ), such that kX (t X0 )k < for all t 2 ] +1 holds provided only that X0 2 Da , and (ii) Da is a neighbourhood of X = 0. (b) The state X = 0 of the system (2.1) has the strict domain of attraction (the strict attraction domain) denoted by Dac if and only if Dac is the largest connected neighbourhood of X = 0, which is subset of Da , Dac Da .

Note 2.3 The condition (i) of the preceding de nition can be expressed in an
equivalent form (i0 ) , (i0 ) lim kX (t X0 )k : t ! +1] = 0 provided only that X0 2 Da .
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x2

x1

_ = (; + jx1 j + jx2j)X (Example 2.4). Figure 2.5: The state portrait of the system: X

dX = (; + jx j + jx j)X 2 <+ : 1 2 dt Its state portrait is shown in Fig. 2.5. The attraction domain Da of X = 0 of the system is the interior S = X : X 2 <2 jx1j + jx2j < of the set S = X : X 2 <2 jx1j + jx2j Da = S 2 Da = X : X 2 < jx1j + jx2j < : The boundary @ S = X : X 2 <2 jx1j + jx2j = is a subset of the set Se = X : X 2 <2 (X = 0) or (jx1j + jx2j = ) of all equilibrium states. Hence, X (t X0) X0 for every X0 2 @ S . Therefore, @ S \ Da = and Da is open set. In this example, Da = Dac . The domain Da of attraction of X = 0 of the system is open (bounded connected) set, while its domain Ds = Dsc of stability is closed (also bounded connected) set.
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Example 2.4 Let the system considered in Example 2.1 be reanalyzed,

x2

Da

x1

_ = (; + jx1 j + jx2 j)X . Figure 2.6: The attraction domain Da of X = 0 of the system: X

They are interrelated so that Da is the interior of Ds and Ds is the closure of Da , hence, Da is subset of Ds ,

Da = Ds Ds = Da Ds Da :

Example 2.5 Let

8 i kX k 1 > <0 (kX k) = > kX k + 1 : kX k ; 1 i kX k > 1


0 0 0 0 0

and the system motions be de ned by X (t X0) = exp (;t) 1 + (X0 )t] X0 : They satisfy the initial condition, X (0 X0) X0 , and are continuous in t 2 <+ for every X0 2 <n . However, they are not continuous in X0 for 1 ; " < kX0 k < 1 + " and arbitrarily small " 2 <+ . Two cases of kX0 k should be considered: A) kX0 k 1 implies kX (t X0)k = exp (;t)kX0 k kX0 k for all t 2 <+ . Hence, max kX (t X0)k : t 2 <+ ] = kX0k, and kX (t X0)k ! 0 as t ! +1.
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||X(t ; X0)||
||X0||+1 ||X0||-1

||X0|| exp

(-||X 2||+1)
0

|| X
^ 1< || X0 ||
1

(t

; X^

0 ) ||

2 ||X0||+1

Figure 2.7: The norm of motions de ned by X (t X0 ) = 1+ (X0)t]X0 exp (;t) (X0 ) = 0 X0 k + 1 i kX0 k 1 and (X0 ) = k kX k ; 1 i kX0 k > 1 (Example 2.5).
0

kX0 k + 1 t kX k. In this case, B) kX0 k > 1 yields kX (t X0)k = exp (;t) 1 + k 0 X0 k ; 1 kX0 k + 1 kX k exp ; 2 max kX (t X0 )k : t 2 <+ ] = k X0 k ; 1 0 kX0 k + 1 ! +1 as kX0 k ! 1+ and kX (t X0)k ! 0 as t ! +1 for every X0 2 <n, kX0 k > 1. Now, we can conclude that 8 fX : X 2 <n kX k < "g = B" " 2 ]0 1] >

> > < n Ds (") = > B fX : X 2 < kX k > 1 > 2 Xk + 1 > :k kX k ; 1 kX k exp ; kX k + 1 < "g \ B" " 2 ]1 +1]
1

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8 < fX : X 2 <n kX k < "g = B" " 2 ]0 1] Dsc (") = : fX : X 2 <n kX k 1g = B " 2 ]1 +1]
1

so that and

Ds = Ds(") : " 2 < ] = <n


+ + 1 1 1

Dsc = Dsc(") : " 2 < ] = ( B" : " 2 ]0 1]]) B = B The strict stability domain Dsc of X = 0 is compact hyperball B . Furthermore, we conclude by examining the motions that the attraction domain Da of X = 0 is the whole state space <n , Da = <n and Da = Dac, Da = Dac Dsc , and Da is open set, Da = Dac = <n . This analysis is illustrated by Fig. 2.7. This example shows that the strict stability domain Dsc can be a subset of the attraction domain Da . Notice that the stability domain Ds = Da = <n , which illustrates Ds = 6 Dsc, Dsc Ds .

De nition 2.4 (a) A set A <n (of states of the system (2.1)) has the attraction domain denoted by Da (A) if and only if both (i) for every 2 < , there is T 2 < , T = T (X A), such that X (t X ) A] < for all t 2 ]T +1 holds provided only X 2 Da ,
+ + 0

and (ii) Da is a neighbourhood of the set A. (b) A set A <n (of states of the system (2.1)) has the strict domain of attraction (the strict attraction domain) denoted by Dac (A) if and only if it has the attraction domain Da (A) and Dac (A) is the largest connected neighbourhood of A which is subset of Da (A), Dac (A) Da (A).

Note 2.4 The condition (i) of De nition 2.4 can be expressed in an equivalent
form (i0 ), (i0 ) lim f X (t X0 ) A] : t ! +1g = 0 provided only that X0 2 Da .

Example 2.6 The attraction domain Da(A) of the set A, A = fX : X 2 < jx j + jx j 1g


2 1 2

of states of the system described by (see Fig. 2.2) dX = (1 ; jx j ; jx j)(4 ; jx j ; 2jx j)X 1 2 1 2 dt is found as (Fig. 2.8) Da (A) = fX : X 2 <2 jx1j + 2jx2j < 4g:
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x2 2

D(A)

1 -4

-1

0 -1

x1

-2

Figure 2.8: The attraction domain Da (A) of the set A = fX : X 2 <2 jx1j + jx2 j 1g of _ = (1 ; jx1 j ; jx2j)(4 ; jx1 j ; 2jx2 j)X . states of the system X

The attraction domain Da (A) of the set A is an open subset of its stability domain Ds(A) (Fig. 2.3d). In fact Da (A) = Dac (A) = Ds (A), Da (A) = Ds(A). Since Da (A) is bounded, then the set A is not globally attractive.

Example 2.7 The set A, A = X :X 2 < x +x = 4


2 2 1 2 2

represents a limit cycle of the system 2 ;(1;x2 ;x2)(4;x2 ;x2)(9;x2 ;x2) 3 1 1 2 1 2 1 2 dX = 6 7 5X dt 4 2 2 2 2 2 2 ;1 ;(1 ; x1 ; x2 )(4 ; x1 ; x2 )(9 ; x1 ; x2) The attraction domain Da (A) of the set A is bounded, open and connected, 2 Da (A) = X : 1 < x2 Da (A) = Dac (A) 1 + x2 < 9 which is shown in Fig. 2.9a. Its stability domain Ds (A), 2 Ds(A) = X : 1 x2 9 = Da (A) 1 + x2 is shown in Fig. 2.9b. In this example Ds (A) Da (A). Asymptotic stability domains were de ned in 64], 65], 68]{ 70], 72] to correspond to the de nitions of asymptotic stability of a state and of a set (Section 1.1.3). De nition 2.5 (a) The state X = 0 of the system (2.1) has the asymptotic stability
domain denoted by D if and only if both

2.2.4 De nitions of asymptotic stability domains

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x2

x2
3 2 1

3 2 1 0 -3 -2 -1 -1 -2 -3 a)
Da(A)

x1

0 -3 -2 -1 -1 -2 -3 b) 1 2 3

x1

Ds(A)

2 Figure 2.9: a) The domain Da (A) of attraction of the set A = fx : x 2 <2 x2 1 + x2 = 4g b) The domain Ds(A) of stability of the set A (Example 2.7).

(i) it has the stability domain Ds and the attraction domain Da , and (ii) D = Ds \ Da . (b) The state X = 0 of the system (2.1) has the strict domain of asymptotic stability (the strict asymptotic stability domain) denoted by Dc if and only if it has both the strict stability domain Dsc and the strict attraction domain Dac and Dc = Dsc \ Dac .

Comment 2.2 If the state X = 0 of the system (2.1) has both Ds { the stability domain and Da { the attraction domain, then they are neighbourhoods of it. Hence, D { the asymptotic stability domain is also a neighbourhood of X = 0. It can be closed, can be open, which will be illustrated via examples. It need not be connected in general. However, Dc is a connected neighbourhood of X = 0 due to such property of Dsc and Dac , and Dc = Dac \ Dsc . Example 2.8 Let the second order system analyzed in Example 2.1 and
Example 2.4 be further considered, dX = (; + jx j + jx j)X 2 <+ : 1 2 dt It was shown that X = 0 of the system has both the stability domain Ds, Ds = X : X 2 <2 jx1j + jx2j Dsc = Ds and the attraction domain Da , Da = X : X 2 <2 jx1j + jx2j < = Ds Dac = Da :
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In view of De nition 2.5, the state X = 0 of the system has also the asymptotic stability domain D,

D = Ds \ Da = X : X 2 < jx j + jx j < = Da D = Dc : In this example D equals Da and they are subsets of Ds . They are exactly the interior Ds of Ds, Da = D = Ds, in this case.
2 1 2

Example 2.9 The zero state of the second order nonlinear system 2 ;(1 ; kX k )(4 ; kX k )(9 ; kX k ) 1 dX

;1 ;(1 ; kX k )(4 ; kX k )(9 ; kX k ) has the stability domain Ds (Example 2.3), Ds = B = X : X 2 < kX k 3 Dsc = Ds and the attraction domain Da (Fig. 2.4), Da = B = X : X 2 < kX k < 1 Dac = Da Hence, its asymptotic stability domain D, D = Ds \ Da = B = X : X 2 < kX k < 1 Dc = D equals Da and they are subsets of Ds , but they are also proper subsets of the interior Ds of Ds.
2 2 2 3 2 1 2 1 2

6 dt = 4

3 7 5X

Example 2.10 In the case of the system de ned by its motions,


X (t X0 ) = e;t 1 + (X0 )t] X0

8 0 > < (X ) = > kX k + 1 : kX k ; 1


0 0 0

i i

kX k 1
0

kX k = 1
0 1

the zero state has both the strict stability domain Dsc (Example 2.5), Dsc = B = fX : kX k 1g, Ds = <n, Dsc Ds , Dsc 6= Ds , and the strict attraction domain Dac = <n , Da = Dac . Hence, it has also the strict asymptotic stability domain Dc, Dc = Dsc \ Dac = B \ <n = B = fX : kX k 1g, which is compact hyperball B and equal to Dsc. They are, in this case, subsets of Dac , Dc Dac . Notice that Dac is open and Dc is closed in this example. Besides, Ds = Da = D = <n, Dc D, Dc = 6 D. Hence, the asymptotic stability domain D equals the whole state space <n , but the strict asymptotic stability domain Dc does not. The state X = 0 is globally
1 1 1

asymptotically stable, but it is not completely globally asymptotically stable.


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De nition 2.6 (a) A set A <n of states of the system (2.1)] has the asymptotic stability domain denoted by D(A) if and only if both (i) it has the stability domain Ds (A) and the attraction domain Da (A),

and (ii) D(A) = Ds (A) \ Da (A). (b) A set A <n of states of the system (2.1)] has the strict domain of asymptotic stability (the strict asymptotic stability domain) denoted by Dc (A) if and only if it has both the strict stability domain Dsc(A) and the strict attraction domain Dac (A), and Dc (A) = Dsc(A) \ Dac (A).

Example 2.11 The set A, A = fX : X 2 < jx j + jx j 1g


2 1 2

of states of the system dX = (1 ; jx j ; jx j)(4 ; jx j ; 2jx j)X 1 2 1 2 dt has both the stability domain Ds (A) (Example 2.2),

Ds (A) = fX : X 2 < jx j + 2jx j 4g Dsc (A) = Ds (A) and the attraction domain Da (A) (Example 2.6), Da (A) = fX : X 2 < jx j + 2jx j < 4g = Ds (A) Dac (A) = Da (A): Hence, its asymptotic stability domain D(A) equals Da (A) that is the interior Ds (A) of Ds(A). Notice that X = 0 is unstable, thus it does not have the stability domain
2 1 2 2 1 2

and the asymptotic stability domain.


0

Comment 2.3 If X = 0 is the unique equilibrium state of the system (2.1) and is stable then as soon as X 62 Ds the motion X (t X ) is either not de ned on the whole time axis < or it is not bounded. However, such a statement cannot be applied either to Da and D if X = 0 is also attractive as soon as Da Ds , or to Dsc if Dsc = 6 Ds.
0 +

2.2.5 De nitions of exponential stability domains


Example 2.12 The motions of the system
dX = (; + jx j + jx j)X 1 2 dt
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In order to explain the relative sense of the de nitions of exponential stability domains we shall rst consider the system of Example 2.1 once more.

2< :
+

obey the estimate only for and for with

kX (t X )k
0

kX k exp (; t) 8t 2 <
0

X0 2 S = fX : X 2 <2 jx1j + jx2j

2 ]0

= ;

= 1: We can accept only 2 ]0 . Once has been accepted then is completely determined by = ; . The bigger , the larger S and the smaller . In other words, the larger set S over which the motions obey the exponential estimate kX (t X0)k kX0k exp (; t) 8t 2 <+ the smaller rate of the exponential convergence of the motions to the origin. If we wish to nd > 0 in the limiting case = , i.e. S = S = fX : X 2 <2 jx1j + jx2j g then we conclude that > 0 does not exist. The same holds for the interior S = fX : X 2 <2 jx1j + jx2j < g of S . The consequence of this is that there does not exist the maximum set S (or S ) for which we can nd obeying the exponential estimate because 2 ]0 and max ]0 does not exist, although sup ]0 = { exists. Therefore, we cannot speak of the largest (or the maximum) set of system states over which the exponential estimate holds for some 2 1 +1 and 2 ]0 +1 . Instead, we can look for the largest set of system states over which the exponential estimate holds with respect to given 2 1 +1 and given 2 ]0 +1 . De nition 2.7 (a) The state X = 0 of the system (2.1) has the domain De ( ) of exponential stability with respect to ( ) if and only if both (i) De ( ) is a neighbourhood of X = 0,
and (ii) the exponential estimate

kX k exp (; t) 8t 2 < holds provided only that X 2 De ( ), where 2 1 +1 and 2 < .


0 0 + 0 +

kX (t X )k

(b) The state X = 0 of the system (2.1) has the strict domain Dec( ) of exponential stability (the strict exponential stability domain) with respect to ( ) if and only if Dec ( ) is the largest connected neighbourhood of X = 0 which is subset of De ( ), Dec ( ) De ( ).
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Comment 2.4 The state X = 0 of the system


dX = (; + jx j + jx j)X 1 2 dt
has De (1 ) for any 2 ]0 and it equals S ,
2 1 2

2< :
+

De(1 ) = S = fX : X 2 < jx j + jx j
= ;
However, for the set S ,
2

Dec(1 ) = De (1 ):

because

S = fX : X 2 < jx j + jx j < g we cannot nd 2 ]1 +1 and 2 ]0 for which S satis es De nition 2.7, despite S being the asymptotic stability domain of X = 0, S = D. This is clear,
1 2

S = S : 2 ]0 ]

which means that we should nd = min ( ; : 2 ]0 ). This minimum does not exist, and inf ( ; : 2 ]0 ) = 0. The asymptotic stability domain D = S is not the exponential stability domain with respect to any ( ) 2 1 +1 ]0 . In fact

De (1 ) D 8 2 ]0
and

De(1 ) = S = fX : X 2 < jx j + jx j < g


2 1 2

= ; :

De nition 2.8 (a) A set A <n (of states of the system (2.1)) has the domain De (A ) of exponential stability with respect to ( ) if and only if both (i) De (A ) is a neighbourhood of the set A,
and (ii) the exponential estimate

2< . (b) A set A <n (of states of the system (2.1)) has the strict domain Dec(A
+

(X0 A) exp (; t) for all t 2 <+ holds provided only that X0 2 De (A ), where 2 1 +1 and )

X (t X0 ) A]

of exponential stability (the strict exponential stability domain) with respect to ( ) if and only if Dec(A ) is the largest connected neighbourhood of A which is subset of De (A ), Dec (A ) De (A ).

2004 by Chapman & Hall/CRC

Let the system (2.1) be of the Lurie form (Section 1.1.5), dX = AX + Bf (w) dt w = CX + Df (w):

2.2.6 De nitions of asymptotic stability domains on

( )(

(2.2a) (2.2b)

In order to explain the need for the study of domains of asymptotic stability on Ni ( ) we present the following simple example.

Example 2.13 Let n = 1 and


dX = ;sin X: dt This system has in nitely many equilibrium points located at X = k , where k is any integer. Hence, X = 0 obviously is not asymptotically stable in the large. However, it is asymptotically stable with the domain of asymptotic stability D = ]; . Over S = D the nonlinearity f , f (X ) = ;sin X , belongs to the family N1 (L M S ) for L = 0 1] and M = ;1 1 . If the system is embedded into the class of Lurie systems (2.2), then we can speak only about asymptotic stability of X = 0 for a particular f ( ) or for any f 2 N1 (L M S ), or for any f 2 N0 (L S ). This means that we can look only for the asymptotic stability domain for a particular f e.g. f (X ) = ;sin X , or for every f 2 N1 (L M S ), or for every f 2 N0 (L S ). Let Df denote the asymptotic stability domain of X = 0 of the (Lurie) system (2.2) for a particular nonlinearity f .

De nition 2.9 The state X = 0 of the system (2.2) has the strict] asymptotic stability domain on Ni (L M S ), which is denoted by Di (L M S ) Dic (L M S )],
if and only if
f ] for every f 2 a) it has the strict] asymptotic stability domain Df Dc

Ni (L M S )

and b) Di (L M S ) = \ Df : f 2 Ni (L M S )] is a neighbourhood of X = 0 f : f 2 Ni (L M S )] is a connected neighbourhood Dic(L M S ) = \ Dc of X = 0], respectively.

This de nition was introduced in 68], 69]. It can be extended to sets as follows:

De nition 2.10 A set A <n (of the states of the system (2.2)) has the strict] asymptotic stability domain on Ni (L M S ), which is denoted by Di(L M A S ) Dic(L M A S )], if and only if both f ] for every f 2 a) it has the strict] asymptotic stability domain Df Dc Ni (L, M S )

2004 by Chapman & Hall/CRC

and b) Di (L M A S ) = \ Df : f 2 Ni (L M A S )] is a neighbourhood of the f : f 2 Ni (L M A S )] is a connected neighbourhood of set A Dic = \ Dc the set A], respectively.

2.3 Domains of practical stability properties


2.3.1 De nitions of domains of practical stability
By following 70] and Section 1.2.2 we accept the following de nition for the system (2.3): dX = f (X i) f : <n <l ! <n : (2.3) dt
a) its motions obey

De nition 2.11 The system (2.3) has the domain of practical stability with respect to f XA Ig, which is denoted by Dps ( XA I ), if and only if both
X (t X0 i) 2 XA for every (t i) 2 < provided only that X0 2 Dps ( XA I ),

and b) the interior Dps ( XA I ) of Dps ( XA I ) is non-empty.

When , XA and I are prespeci ed then we may replace Dps ( XA I ) by Dps .


if both

De nition 2.12 A set A (of states of the system (2.3)) has the domain of practical stability with respect to f XA Ig, which is denoted by Dps ( XA I A), if and only
a) the system motions obey

X (t X0 i) 2 XA for every (t i) 2 < provided only that X0 2 Dps ( XA I A),


and b) Dps ( XA I A) is a neighbourhood of the set A.

When , XA and I are known then we may write Dps (A) instead of Dps ( XA I A).

Comment 2.5 If we are interested in the practical stability domain of a state X then we can apply De nition 2.12 by settling A = fX g.

2004 by Chapman & Hall/CRC

2.3.2 De nitions of domains of practical contraction with settling time

As for practical stability domains, we rst introduce the notion of the domain of practical contraction with settling time for the system (2.3) (see Section 1.2.3).

De nition 2.13 The system (2.3) has the domain of practical contraction with the settling time s with respect to f XF Ig, which is denoted by Dpc ( s XF I ), if
and only if both a) its motions obey

X (t X0 i) 2 XF for every (t i) 2 T s I provided only that X0 2 Dpc ( s XF I ),


and b) the interior Dpc (
s

XF I ) of Dpc (

XF I ) is non-empty.

When , s , XF and I are prespeci ed then we may write Dpc instead of Dpc ( s XF I ).

De nition 2.14 A set A (of states of the system (2.3)) has the domain of practical contraction with the settling time s with respect to f XF Ig, which is denoted by Dpc ( s XF I A), if and only if both
a) the system motions obey

X (t X0 i) 2 XF for every (t i) 2 T s I provided only that X0 2 Dpc ( s XF I A),


and

XF I A) is a neighbourhood of the set A. When , s , XF and I are known then we may replace Dpc ( by Dpc (A).
s

b) Dpc (

XF I A)

Comment 2.6 If we are interested in the domain of practical contraction of a state X then we may use De nition 2.14 with A = fX g.

2.3.3 De nitions of domains of practical stability with settling time

In view of the preceding de nition and the notion of practical stability with settling time (Section 1.2.4) we accept the following de nition:
2004 by Chapman & Hall/CRC

De nition 2.15 The system (2.3) has the domain of practical (contractive) stability with the settling time s with respect to f XA XF Ig, which is denoted by Dp ( s XA XF I ), if and only if
a) both 1) and 2)

X (t X0 i) 2 XA for every (t i) 2 <

X (t X0 i) 2 XF for every (t i) 2 T s I hold provided only X0 2 Dp ( s XA XF I ),

following 70]:

XA XF I ) of Dp ( s XA XF I ) is non-empty. When , s , XA , XF and I are given then we may write Dp instead of Dp ( s XA XF I ). For the set A we deduce from De nition 2.12 and De nition 2.14 the
s

and b) the interior Dp (

De nition 2.16 A set A (of states of the system (2.3)) has the domain of practical (contractive) stability with the settling time s with respect to f XA XF Ig, which is denoted by Dp ( s XA XF I A), if and only if
a) both 1) and 2) and b) Dp (

X (t X0 i) 2 XA for every (t i) 2 <

X (t X0 i) 2 XF for every (t i) 2 < s I


s

hold provided only that X0 2 Dp (


s

XA XF I A),

XA XF I A) is a neighbourhood of the set A. When , s, XA, XF and I are known and xed then we may write Dp (A) in the sense of Dp ( s XA XF I A).

2004 by Chapman & Hall/CRC

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