DYNAMICAL SYTEMS : Lecture Note 15 MAT 386:

Liapunov Functions:

Def: Consider a system

dx
= f(x)
dt

with a fixed point at x*.

A Liapunov function is a continuously differentiable real-valued function V(x), such that:

 V(x) > 0 for all x ≠ x* and V(x*) = 0, (V is positive definite)

dV
 < 0 for all x ≠ x* (all trajectories are “downhill towards x*) Then x* is globally
dt
asymptotically stable.
 In particular, the system has no limit cycles.

 For two dimensional system, If V(x, y) be the Lyapunov function. then

 V(x,y) > 0 for all (x,y) = (x*,y*)
 ● V(0,0)=0
dV
 ● < 0 for (x,y) = (0,0)
dt
V V
 x = – and y = −
x y

Problem: How to find Liapunov functions V(x, y) ?

No general method, requires divine inspiration :- Often sums of squares work

Example 1: Find Lyapunov function V9x, y)

x = −x+4y, y = −x−y3 (1)

Ans:

Assume, V(x, y) = x2 + a y2

 = 2 x x + 2 a y y = 2 x (−x+4y ) + 2 a y ( −x−y3 )
Then, V

= − 2 x2 + 8 x y – 2 a x y – 2 a y4 =

Now, choose a = 4, then we get the required Lyapunov function as

 =−2 x2−8y4 < 0

V

1
We find that

V > 0 for all (x,y) = (x*,y*)= (0,0)

● V(0,0)=0

dV
● < 0 for (x,y) = (0,0)
dt

Thus, we get the required Lyapunov function as V(x, y) = x2 + 4 y2

Theorem above then implies that (0,0) is globally asymptotically stable.

Example 2: Discuss stability of equilibrium solutions for following system

x = – x3, y = −y3

And obtain Lyapunov function.

Ans:

(0, 0) is the only equilibrium solution of the system. Jacobian matrix is

 3x2 0 
J =  
 0  3 y 2 

0 0
At (0, 0) , J =   and so eigenvalues are,  = 0, 0
0 0

 The origin (0, 0) is stable but not asymptotically stable.

V V
Let the Lyapunov function is V(x, y), then as x = – = – x3 and y = − = −y3, and
x y

V V
dV = dx + dy = x3 dx + y3 dy
x y

x4 y4
 V(x, y) = 
4 4

Example 3: Discuss stability of equilibrium solutions for following system

x = x – x3, y = −y

And obtain Lyapunov function.

2
Example 4: Discuss stability of equilibrium solutions for following system

x = x – x3, y = −y (1)

And obtain Lyapunov function.

Ans:

Fixed points of the given system are obtained by solving equations

x – x3 = 0 and y = 0  x(1 – x2) = 0, y = 0

 (0, 0 ), (1, 0) and (– 1, 0) are fixed points of system (1)

1 3 x 2 0
Jacobian matrix is J =  
 0 1

1 0 
(i) At (0, 0) , J =    eigenvalues are 1 = 1 and 2 = – 1
 0 - 1 
 (0, 0) , the origin, is a unstable saddle point,
-2 0 
(ii) At (1, 0) and at (- 1, 0), for both of these, J =  
 0 -1
2 λ 0
 the characterstic equation is =0
0 1  λ
 the eigenvalues are are 1 = –1 and 2 = – 1
 Both the fixed points are stable node.
 the the system (1) has bistability.

To obtain Lyapunov function V(x, y), as we know

V V
x = – and y = − (2)
x y

V V
So, dV = dx + dy = – x dx – y dy = (– x + x3 ) dx + y dy
x y

 x 2 x 4 y2
 V(x, y) =  
2 4 2