ISSN 0012-2661, Differential Equations, 2015, Vol. 51, No. 3, pp. 283–292.


c Pleiades Publishing, Ltd., 2015.
Original Russian Text 
c G.A. Grigoryan, 2015, published in Differentsial’nye Uravneniya, 2015, Vol. 51, No. 3, pp. 283–292.

ORDINARY DIFFERENTIAL EQUATIONS

On the Stability of Systems

of Two First-Order Linear Ordinary
Differential Equations
G. A. Grigoryan
Institute of Mathematics, National Academy of Sciences,
Erevan, Armenia
e-mail: mathphys2@instmath.sci.am
Received June 9, 2014

Abstract—We use the Riccati equation method to establish necessary and sufficient stability
conditions and a stability criterion for a system of two first-order linear ordinary differential
equations. We present examples in which these results are compared with the results obtained
by the Lyapunov and Bogdanov methods, by a method involving estimates of solutions in the
Lozinskii logarithmic norms, and by the freezing method.
DOI: 10.1134/S0012266115030015

1. INTRODUCTION
Stability analysis of systems of linear ordinary differential equations is one important problem
in qualitative theory of differential equations. Being of interest both in theory and for applica-
tions, it is the subject of numerous papers (e.g., see [1–10]). The fundamental method of Lya-
punov characteristic exponents permits describing the asymptotic behavior of solutions of a system
via these exponents and thereby clarifying the stability properties of the system. However, the
application of this method encounters difficulties arising when one tries to compute or estimate
the Lyapunov characteristic exponents. There exist various methods for estimating the solutions
of a system of linear ordinary differential equations, which permit one to discover stable sys-
tems in numerous cases. The main methods include the Lyapunov estimate method, the freezing
method, and the Bogdanov, Ważewski, and Lozinskii estimate methods (see [4, pp. 40–98, 132–145]).
The Yakubovich method for estimating the characteristic exponents of a system with periodic co-
efficients (see [5]), methods based on the use of the Liouville transformation (see [6, pp. 131,
152–153 of the Russian translation; 9, pp. 32–35, 55–61]), WKB estimates, and other methods
(e.g., see [8; 10, pp. 392–393 of the Russian translation]) are important methods for the detec-
tion of the stability of systems (in particular, equations). All these methods and other meth-
ods permit one to single out wide classes of stable and unstable systems. However, none of
them can completely describe the classes of stable and unstable systems in terms of their coef-
ficients.
Let ajk (t) (j, k = 1, 2) be continuous real functions on [t0 , +∞). Consider the system

φ (t) = a11 (t)φ(t) + a12 (t)ψ(t),

(1.1)
ψ  (t) = a21 (t)φ(t) + a22 (t)ψ(t),

t ≥ t0 . In the present paper, we obtain sufficient conditions for the stability of system (1.1).
These results are compared with the results obtained by the Lyapunov and Bogdanov methods,
the method of estimates of solutions in the Lozinskii logarithmic norms, and the freezing method
for particular examples.

283
284 GRIGORYAN

2. AUXILIARY ASSERTIONS
Let x = x(t), u = u(t), and v = v(t) be continuous functions on [t0 , +∞). For brevity, we intro-
duce the following notation:
 t  t
Jx (t1 ; t) ≡ exp − x(s) ds , +
Iu,v (t1 ; t) ≡ u(τ )Jv (t1 ; τ ) dτ,
t1 t1
t
−
Iu,v (t1 ; t) ≡ Ju (τ ; t)v(τ ) dτ, t1 , t ≥ t0 , Jx (t) ≡ Jx (t0 ; t),
t1
+∞
± ±
Iu,v (t) ≡ Iu,v (t0 ; t), t ∈ [t0 , +∞), +
Iu,v (t1 ; +∞) ≡ u(τ )Jv (t1 ; τ ) dτ.
t1

One can readily see that

Jx (t1 ; t) = Jx (t1 ; t2 )Jx (t2 ; t), t, t1 , t2 ≥ t0 , (2.1)
+ + +
Iu,v (t1 ; t) = Iu,v (t1 ; t2 ) + Jv (t1 ; t2 )Iu,v (t2 ; t), t, t1 , t2 ≥ t0 , (2.2)
− − −
Iu,v (t1 ; t) = Iu,v (t1 ; t2 )Ju (t2 ; t) + Iu,v (t2 ; t), t, t1 , t2 ≥ t0 . (2.3)

Let a(t), b(t), c(t), a1 (t), b1 (t), and c1 (t) be continuous real-valued functions on [t0 , +∞). Con-
sider the Riccati equations
y  (t) + a(t)y 2 (t) + b(t)y(t) + c(t) = 0, t ≥ t0 , (2.4)
y  (t) + a1 (t)y 2 (t) + b1 (t)y(t) + c1 (t) = 0, t ≥ t0 , (2.5)
and the differential inequalities
η  (t) + a(t)η 2 (t) + b(t)η(t) + c(t) ≥ 0, t ≥ t0 , (2.6)
η  (t) + a1 (t)η 2 (t) + b1 (t)η(t) + c1 (t) ≥ 0, t ≥ t0 . (2.7)

Note that if a(t) ≥ 0 [respectively, a1 (t) ≥ 0] for t ≥ t0 , then the solutions of the equation
η  (t) + b(t)η(t) + c(t) = 0 [respectively, η  (t) + b(t)η(t) + c(t) = 0] are solutions of inequality (2.6)
[respectively, (2.7)]. Consequently, if a(t) ≥ 0 [respectively, a1 (t) ≥ 0] for t ≥ t0 , then inequal-
ity (2.6) [respectively, (2.7)] has a solution on [t0 , +∞) satisfying any (real) initial condition.
Throughout the following, we assume that the solutions of the considered equations and systems
of equations are real-valued.
Let t1 ≥ t0 , and let y0 (t) be a solution of Eq. (2.4) on [t1 , +∞).
Definition 2.1. The solution y0 (t) is said to be t1 -normal if there exists a δ-neighborhood
Uδ (y0 (t1 )) ≡ (y0 (t1 ) − δ; y0 (t1 ) + δ) of the point y0 (t1 ) such that any solution y1 (t) of Eq. (2.4) with
y1 (t1 ) ∈ Uδ (y0 (t1 )) can be extended to [t1 , +∞). Otherwise, the solution y0 (t) is said to be t1 -limit.
It is called a lower (respectively, an upper ) t1 -limit solution if any solution y1 (t) of Eq. (2.4) with
y1 (t1 ) < y0 (t1 ) [respectively, y1 (t1 ) > y0 (t1 )] cannot be extended to [t1 , +∞) (see [12]).
Since y0 (t) is a solution of Eq. (2.4) on [t1 , +∞), we have
y0 (t) + h0 (t)y0 (t) + c(t) = 0, t ≥ t1 ,
where h0 (t) ≡ a(t)y0 (t) + b(t), t ≥ t1 . Therefore,
 t 
y0 (t) = Jh0 (t1 ; t) y0 (t1 ) − Jb (τ ; t1 )c(τ )φ0 (t1 ; τ ) dτ (2.8)
t1

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 ON THE STABILITY OF SYSTEMS OF TWO FIRST-ORDER LINEAR ORDINARY . . . 285
t
for t ≥ t1 , where φ0 (t1 ; t) ≡ exp{ t1 a(τ )y0 (τ ) dτ }, t ≥ t1 . Hence it follows that

t
y0 (t)φ0 (t1 ; t) = y0 (t1 )Jb (t1 ; t) − Jb (τ ; t)c(τ )φ0 (t1 ; τ ) dτ, t ≥ t1 . (2.9)
t1

By multiplying both sides of relation (2.9) by a(t) and by integrating the resulting relation from t1
to t, we obtain

t τ
φ0 (t1 ; t) = 1 + +
y0 (t1 )Ia,b (t1 ; t) − a(τ ) dτ Jb (ξ; τ )c(ξ)φ0 (t1 ; ξ) dξ, (2.10)
t1 t1

t ≥ t1 . Let y(t) be an arbitrary solution of Eq. (2.4) on [t1 , +∞). Consider the integral

+∞  τ 
νy (t) ≡ a(τ ) exp − [2a(ξ)y(ξ) + b(ξ)] dξ dτ, t ≥ t1 .
t t

The following assertion was proved in [12].

Theorem 2.1. Let y0 (t) be a solution of Eq. (2.4) on [t1 , +∞) such that the integral νy0 (t1 ) is
convergent. Then the following assertions hold.
I. For each t ≥ t1 , the integral νy (t) is convergent if and only if y(t) is a t1 -normal solution.
II. Eq. (2.4) has a t1 -limit solution if and only if νy0 (t) = 0, t ≥ t1 . Under this condition, the
unique t1 -limit solution ylim (t) is determined by the relation

1
ylim (t) = y0 (t) − , t ≥ t1 .
νy0 (t)

In addition, ylim (t) is a lower (respectively, upper ) t1 -limit solution if and only if νy0 (t1 ) > 0
[respectively, νy0 (t1 ) < 0].

By reg(t1 ) (t1 ≥ t0 ) we denote the set of initial values λ for which the solution y(t) of Eq. (2.1)
with y(t1 ) = λ can be extended to [t1 , +∞).

Lemma 2.1. Let y0 (t) be a solution of Eq. (2.4) on [t1 , +∞), let t1 ≥ t0 , and let a(t) ≥ 0,
t ≥ t1 , be not a compactly supported function. Then Eq. (2.4) has a unique t1 -limit solution y∗ (t),
which is a lower t1 -limit solution, and reg(t1 ) = [y∗ (t1 ), +∞).

Proof. Set a1 (t) = a(t), b1 (t) = b(t), and c1 (t) = c(t), t ≥ t0 , and apply Theorem 3.1 in [11]
to Eq. (2.4). Then, for each λ > y0 (t1 ), Eq. (2.4) has a solution y(t) on [t1 , +∞) with y(t1 ) = λ.
Let y1 (t) be one of such solutions [y1 (t1 ) > y0 (t1 )]. Obviously, y1 (t) is a t1 -normal solution. Then,
by Theorem 2.1, the integral νy1 (t) is convergent for each t ≥ t1 . Since the function a(t) ≥ 0, t ≥ t1 ,
is not compactly supported, we have νy1 (t) > 0, t ≥ t1 . This, together with Theorem 2.1, implies
that Eq. (2.4) has a unique t1 -limit solution y∗ (t), which is a lower t1 -limit solution. By applying
Theorem 3.1 in [11] to Eq. (2.4) once more, we find that, for each λ ≥ y∗ (t1 ), this equation has
a solution y(t) on [t1 , +∞) with y(t1 ) = λ. Consequently, [y∗ (t1 ), +∞) ⊆ reg(t1 ). Let us show
that reg(t1 ) = [y∗ (t1 ), +∞). Suppose the contrary. Then there exists a solution y2 (t) of Eq. (2.4)
on [t1 , +∞) with y2 (t1 ) < y∗ (t1 ), and by applying Theorem 3.1 in [11] to Eq. (2.4), we find that, for
each λ ≥ y2 (t1 ), it has a solution y(t) on [t1 , +∞) with y(t1 ) = λ. Consequently, y∗ (t) is a t1 -normal
solution. The resulting contradiction implies the relation reg(t1 ) = [y∗ (t1 ), +∞). The proof of the
lemma is complete.

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286 GRIGORYAN

Lemma 2.2. Let y0 (t) be a solution of Eq. (2.4) on [t1 , +∞) (t1 ≥ t0 ), and let a(t) ≥ 0, t ≥ t1 .
Then
t t
−
a(τ )y0 (τ ) dτ ≤ y0 (t1 )Ia,b (t1 ; t) − a(τ )Ib,c
+
(t1 ; τ ) dτ, t ≥ t1 . (2.11)
t1 t1

−
Proof. The function y1 (t) ≡ y0 (t1 )Jb (t1 ; t) − Ib,c (t1 ; t), t ≥ t1 , with a1 (t) ≡ 0, b1 (t) = b(t), and
c1 (t) = c(t) is a solution of Eq. (2.5) on [t1 , +∞). Since a(t) − a1 (t) = a(t) ≥ 0, it follows from
−
Theorem 3.1 in [11] that y0 (t) ≤ y0 (t1 )Jb (t1 ; t) − Ib,c (t1 ; t), t ≥ t1 . By multiplying both sides of this
inequality by a(t) and by integrating the resulting relation from t1 to t, we obtain inequality (2.11).
The proof of the lemma is complete.

Lemma 2.3. Let a1 (t) ≥ 0 and c1 (t) ≤ 0, t ≥ t0 , and let the function c1 (t) be not compactly
supported. Then the solution y+ (t) of Eq. (2.5) with y+ (t0 ) = 0 is t0 -normal.

Proof. Set t1 = t0 , a(t) = a1 (t), b(t) = b1 (t), t ≥ t0 , and c(t) ≡ 0. Then y0 (t) ≡ 0 is a solution
of Eq. (2.4) on [t0 , +∞), and all assumptions of Theorem 3.1 in [11] are satisfied. Therefore, y+ (t)
exists on [t0 , +∞), and y+ (t) ≥ 0, t ≥ t0 . Since c1 (t) ≡ 0, it follows that y+ (t) ≡ 0. Then let
t1 (> t0 ) be a value such that y+ (t1 ) > 0. Consider the solution y1 (t) of Eq. (2.5) with y1 (t1 ) = 0.
By using Theorem 3.1 in [11], we find that y1 (t) can be extended to [t1 , +∞). Since the function
a1 (t) is nonnegative and is not compactly supported, it follows from Lemma 2.1 that Eq. (2.5) has
the unique solution y∗ (t), which is a lower t0 -limit solution. Let us show that

y∗ (t1 ) ≤ y1 (t1 ). (2.12)

Suppose the contrary: y∗ (t1 ) > y1 (t1 ). Take δ > 0 small enough to ensure that y∗ (t) − yδ (t) <
y∗ (t1 ) − y1 (t1 ) for t ∈ [t0 , t1 ], where yδ (t) is the solution of Eq. (2.5) with yδ (t0 ) = y∗ (t0 ) − δ. Then
y1 (t1 ) < yδ (t1 ) < y∗ (t1 ). Hence it follows that the solution yδ (t) can be extended to [t0 , +∞).
But then, by Lemma 2.1, y∗ (t) is not a lower t0 -limit solution. The resulting contradiction implies
inequality (2.12). Since y1 (t1 ) < y+ (t1 ), it follows from inequality (2.12) that y∗ (t1 ) < y+ (t1 ).
Consequently, y∗ (t0 ) < y+ (t0 ). This, together with Lemma 2.1, implies that y+ (t) is a t0 -normal
solution. The proof of the lemma is complete.
Definition 2.2. Equation (2.4) is said to be t1 -regular if it has a solution on [t1 , +∞) and this
solution is t1 -regular for some t1 ≥ t0 .
Remark 2.1. For a(t) = 0, t ≥ t0 , the regularity of Eq. (2.4) is equivalent to the nonoscillation
of the equation   
φ (t) b(t) 
+ φ (t) + c(t)φ(t) = 0, t ≥ t0 .
a(t) a(t)
A nonoscillation criterion for the last equation was obtained in [13, Corollary 1] (see also [14]).

Lemma 2.4. Let Eq. (2.4) be t1 -regular , and let a(t) ≥ 0 and c(t) ≥ 0, t ≥ t1 ; moreover ,
suppose that a(t) is not a compactly supported function. The following assertions hold.
I∗ . If Ia,b
+
(t0 ; +∞) = +∞, then y∗ (t) ≥ 0, t ≥ t1 .
∗
II . If Ia,b (t0 ; +∞) < +∞, then there exists a t2 ≥ t1 such that y∗ (t) < 0, t ≥ t2 , where y∗ (t) is
+

the (unique) lower t1 -limit solution of Eq. (2.4).

Proof. Since the function a(t) is nonnegative and is not compactly supported, and since Eq. (2.4)
has a solution on [t1 , +∞), it follows from Lemma 2.1 that it has a unique lower t1 -limit solu-
tion y∗ (t).
Let us prove assertion I∗ . Suppose that y∗ (t2 ) < 0 for some t2 ≥ t1 . Let y0 (t) be a solution of
Eq. (2.4) with y0 (t2 ) ∈ (y∗ (t2 ), 0). This, together with Lemma 2.1, implies that y0 (t) is a t2 -normal

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 ON THE STABILITY OF SYSTEMS OF TWO FIRST-ORDER LINEAR ORDINARY . . . 287

solution. Since y0 (t2 ) < 0 and c(t) ≥ 0, t ≥ t2 , it follows from (2.6) that y0 (t) < 0, t ≥ t2 .
Consequently,
νy0 (t2 ) ≥ Ia,b
+
(t2 ; +∞). (2.13)
+ +
By virtue of relation (2.2), from the relation Ia,b (t0 ; +∞) = +∞, we obtain Ia,b (t2 ; +∞) = +∞.
This, together with inequality (2.13), implies that νy0 (t2 ) = +∞. On the other hand, since y0 (t)
is a t2 -normal solution, it follows that νy0 (t2 ) < +∞ by Theorem 2.1. The resulting contradiction
implies assertion I∗ .
Let us prove assertion II∗ . Let Ia,b
+
(t0 ; +∞) < +∞. Then, by virtue of relation (2.2), we have
the inequality
+
Ia,b (t1 ; +∞) < +∞. (2.14)
If y∗ (t2 ) < 0 for some t2 ≥ t1 , then the nonnegativity of the function c(t), together with inequal-
ity (2.6), implies that y∗ (t) < 0, t ≥ t2 . Assume that y∗ (t) ≥ 0, t ≥ t1 . Then it follows from
inequality (2.14) that νy∗ (t1 ) ≤ Ia,b
+
(t1 ; +∞) < +∞. On the other hand, since y∗ (t) is a t1 -limit
solution, it follows from Theorem 2.1 that νy∗ (t1 ) = +∞. The resulting contradiction implies
assertion II∗ . The proof of the lemma is complete.

Lemma 2.5. Let the following conditions be satisfied.

 +∞
1∗ . t0 b(τ ) dτ = +∞.
−
2∗ . The integral Ib,|c| (t) is bounded.
∗
3 . φ(t) is a continuous function on [t0 , +∞) such that φ(t) → 0 as t → +∞.
Then the relation
t
lim Jb (τ ; t)c(τ )φ(τ ) dτ = 0 (2.15)
t→+∞
t1

holds for each t1 ≥ t0 .

Proof. By virtue of relation (2.3), it follows from assumptions 1∗ and 2∗ that

−
M ≡ sup Ib,|c| (t1 ; t) < +∞.
t≥t1

If c(t) ≡ 0, then relation (2.15) is necessarily satisfied. Let c(t) ≡

 0. Then M > 0. Let φ(t) be
a function satisfying assumption 3∗ , and let ε be a given number. Then there exists a t2 (≥ t1 ) such
that |φ(t)| ≤ ε/(2M ) for t ≥ t2 . Hence it follows that

t
t2 t

Jb (τ ; t)c(τ )φ(τ ) dτ
≤ Jb (τ ; t)|c(τ )φ(τ )| dτ + Jb (τ ; t)|c(τ )φ(τ )| dτ

t1 t1 t2
t2
ε
≤ Jb (t1 ; t) Jb (t1 ; τ )|c(τ )φ(τ )| dτ + M for t ≥ t2 . (2.16)
2M
t1

Relation (2.1), together with assumption 1∗ , implies that Jb (t1 ; t) → 0 as t → +∞. Therefore,
there exists a t3 (≥ t2 ) such that
t2
ε
Jb (t1 ; t) Jb (t1 ; τ )|c(τ )φ(τ )| dτ < for t ≥ t3 .
2
t1

t
By using (2.16), hence we find that | t1 Jb (τ ; t)c(τ )φ(τ ) dτ | < ε for t ≥ t3 . Then, by virtue of the
arbitrary choice of ε, we have the desired relation (2.15). The proof of the lemma is complete.

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288 GRIGORYAN

3. STABILITY CRITERIA
In what follows, we assume that the functions a12 (t) and a21 (t) are not compactly supported.
(The case in which one of them is compactly supported is trivial.) The substitution of the function
ψ(t) = y(t)φ(t), t ≥ t0 , into Eq. (1.1) leads to the system

φ (t) = [a11 (t) + a12 (t)y(t)]φ(t), [y  (t) + a12 (t)y 2 (t) + B(t)y(t) − a21 (t)]φ(t) = 0,

t ≥ t0 , where B(t) ≡ a11 (t) − a22 (t), t ≥ t0 . Consequently, if y0 (t) is a solution of the equation

y  (t) + a12 (t)y 2 (t) + B(t)y(t) − a21 (t) = 0, t ≥ t0 , (3.1)

on [t1 , +∞), t1 ≥ t0 , then the solution (φ0 (t), ψ0 (t)) of system (1.1) on [t1 , +∞) with φ0 (t1 ) = 1
and ψ0 (t1 ) = y0 (t1 ) is given by the formulas
 t 
φ0 (t) = exp [a12 (τ )y0 (τ ) + a11 (τ )] dτ , ψ0 (t) = y0 (t)φ0 (t). (3.2)
t1

Theorem 3.1. Let the following assumptions be satisfied.

A1 . Eq. (3.1) is regular.
B1 . a12 (t) ≥ 0, t ≥ t0 .
C1 . Ia+12 ,B (t0 ; +∞) < +∞.
−
D1 . supt≥t0 I−a 22 ,|a21 |
(t) < +∞.
t −
 +∞
E1 . supt≥t0 t0 [a11 (τ ) + a12 (τ )IB,a 21
(τ )] dτ < +∞ (respectively, E1 . t0 [a11 (τ ) + a12 (τ ) ×
−
IB,a (τ )] dτ = −∞).
21
t  +∞
F1 . supt≥t0 t0 a22 (τ ) dτ < +∞ [respectively, F1 . t0 a22 (τ ) dτ = −∞].
Then system (1.1) is Lyapunov stable (respectively, asymptotically stable).

Proof. By (2.2), it follows from assumptions B1 and C1 that

sup |Ia+12 ,B (t1 ; t)| < +∞. (3.3)

t≥t0

By (2.3), we have the relation

t t1
− −
[a11 (τ ) + a12 (τ )IB,a21
(τ )] dτ = [a11 (τ ) + a12 (τ )IB,a21
(τ )] dτ
t0 t0
t
− −
+ IB,a21
(t1 )Ia+12 ,B (t1 ; t) + [a11 (τ ) + a12 (τ )IB,a21
(τ )] dτ, t, t1 ≥ t0 .
t1

Then from assumption E1 (respectively, E1 ) and inequality (3.3), we obtain the relations

t
−
sup [a11 (τ ) + a12 (τ )IB,a21
(τ )] dτ < +∞ (3.4)
t≥t0
t1
 +∞ 
−
respectively, [a11 (τ ) + a12 (τ )IB,a21
(τ )] dτ = −∞ . (3.5)
t1

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 ON THE STABILITY OF SYSTEMS OF TWO FIRST-ORDER LINEAR ORDINARY . . . 289

By Lemma 2.1, it follows from assumptions A1 and B1 that, for some t1 ≥ t0 , Eq. (3.1) has infinitely
many solutions on [t1 , +∞). Let y1 (t) and y2 (t) be two of them, and let (φj (t), ψj (t)) (j = 1, 2) be
the solutions of system (1.1) with φj (t1 ) = 1 and ψj (t) = yj (t1 ), j = 1, 2. By (3.2), we have
 t 
φj (t) = exp [a12 (τ )yj (τ ) + a11 (τ )] dτ , t ≥ t1 , (3.6)
t1

ψj (t) = yj (t)φj (t), t ≥ t1 , j = 1, 2.

By taking into account relations (2.1) and (2.9), hence we obtain
t
ψj (t) = yj (t)J−a22 (t1 ; t) + J−a11 (t1 ; t) JB (τ ; t)Ja11 (t1 ; τ )a21 (τ )φj (τ ) dτ
t1
t
= yj (t1 )J−a22 (t1 ; t) + J−a22 (t1 ; τ )a21 (τ )φj (τ ) dτ, (3.7)
t1

t ≥ t1 , j = 1, 2. By (2.3), we have
− − −
I−a22 ,|a21 |
(t) = I−a22 ,|a21 |
(t1 )J−a22 (t) + I−a22 ,|a21 |
(t1 ; t), t ≥ t1 .

This, together with assumptions D1 and F1 , implies that

−
sup I−a22 ,|a21 |
(t1 ; t) < +∞. (3.8)
t≥t1

By Lemma 2.2, from (3.6), we obtain the inequality

 t 
−
0 ≤ φj (t) ≤ exp yj (t1 )Ia+12 ,B (t1 ; t) + [a11 (τ ) + a12 (τ )IB,a21
(t1 ; τ )] dτ ,
t1

t ≥ t1 , j = 1, 2. By taking into account assumptions B1 and C1 and relation (3.4) [respec-

tively, (3.5)], we find that the φj (t) are bounded functions (respectively, tend to zero as t → +∞).
Then assumption F1 (respectively, Lemma 2.5, together with assumption F1 ) implies that the
ψj (t) (j = 1, 2) are bounded functions (respectively, tend to zero as t → +∞). We have thereby
shown that the solutions (φj (t), ψj (t)) (j = 1, 2), which are obviously linearly independent, are
bounded (respectively, tend to zero as t → +∞). Consequently, system (1.1) is Lyapunov stable
(respectively, asymptotically stable). The proof of the theorem is complete.
Example 3.1. Consider the system
μ(t)
φ (t) = ν(t)φ(t) + ψ(t), ψ  (t) = μ(t)φ(t) + (ν(t) − 1)ψ(t), (3.9)
t2
t ≥ 1, where ν(t) and μ(t) are continuous real-valued functions on [1, +∞) satisfying the conditions
t
|ν(t)| ≤ 1 and 2 ≤ μ(t) ≤ μ0 (μ0 = const), t ≥ 1, and f (t) ≡ 1 ν(τ ) dτ is a bounded function
on [1, +∞). For this system, the Riccati equation corresponding to Eq. (3.1) has the form

μ(t) 2
y  (t) + y (t) + y(t) − μ(t) = 0, t ≥ 1.
t2
By Lemma 2.3, this equation is regular. Therefore, assumptions A1 and B1 of Theorem 3.1 are
satisfied for system (3.9). One can readily see that the remaining assumptions of Theorem 3.1
are satisfied for this system as well. Therefore, system (3.9) is Lyapunov stable. For comparison, for

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290 GRIGORYAN

system (3.9), we use the estimates for solutions of systems of linear differential equations obtained by
the Lyapunov, Bogdanov, and Lozinskii methods and by the freezing method (see [4, pp. 132–141]).
 +∞  +∞
Since the integrals 1 |ν(τ )| dτ and 1 |ν(τ )−1| dτ cannot be simultaneously divergent, it follows
that the Lyapunov [4, p. 132] and Bogdanov estimates [4, p. 133, the Bogdanov theorem] give no
result. Let ⎛  ⎞
μ(t) 1
⎜ ν(t) 1+ 2 ⎟
2 t ⎟
A(t) ≡ ⎜ ⎝ μ(t)

⎠, t ≥ t0 .
1
1+ 2 ν(1) − 1
2 t

Then γ± (t) ≡ (2ν(t) − 1 ± 1 + 4μ2 (t)(1 + 1/t2 ) )/2 are the eigenvalues of the matrix A(t).
Therefore, if supt≥1 ν(t) ≥ 0, then the use of the estimate obtained by the freezing method [4, p. 139,
Th. 4.6.4] for system (3.9) gives no result either. Let us now use the estimates of solutions of sys-
tem (3.9) via the Lozinskii logarithmic norms γI (t), γII (t), and γIII (t) [4, pp. 135–136]. We have
t
γI (t) = ν(t) − 1 + μ(t), γII (t) = ν(t) + μ(t), and γIII (t) = γ+ (t), t ≥ 2. Let Si ≡ supt≥2 2 γi (τ ) dτ
(i = I, II, III). It follows from the Lozinskii theorem that if SI (SII , SIII ) is finite, then sys-
tem (3.9) is Lyapunov stable. Obviously, SI = SII = SIII = +∞. Consequently, the estimates of
solutions of system (3.9) via γI (t), γII (t), and γIII (t) give no result.
Let p(t), q(t), and r(t) be continuous real-valued functions on [t0 , +∞), let p(t) > 0, t ≥ t0 , and
assume that the function r(t) is not compactly supported. Consider the equation

(p(t)φ (t)) + q(t)φ (t) + r(t)φ(t) = 0, t ≥ t0 , (3.10)

which is equivalent to the system

1 q(t)
φ (t) = ψ(t), ψ  (t) = −r(t)φ(t) − ψ(t), t ≥ t0 . (3.11)
p(t) p(t)

The Riccati equation (3.1) for this system has the form

1 2 q(t)
y  (t) + y (t) + y(t) + r(t) = 0, t ≥ t0 .
p(t) p(t)

Therefore, by virtue of Remark 2.1, from Theorem 3.1, we readily obtain the following assertion.

Corollary 3.1. Let Eq. (3.10) be nonoscillating, and let the following conditions be satisfied :

t
− 1 −
+
I1/p,q/p (t0 ; +∞) < +∞, sup Iq/p,|r| (t) < +∞, inf I (τ ) dτ > −∞
t≥t0 t≥t0 p(t) q/p,r
t0
 +∞ 
1 −
respectively, I (τ ) dτ = +∞ .
p(t) q/p,r
t0

Then Eq. (3.10) is Lyapunov stable (respectively, asymptotically stable).

Theorem 3.2. Let assumptions B1 , D1 , E1 (respectively, E1 ), and F1 (respectively, F1 ) of The-
orem 3.1 hold, and let the following condition be satisfied.
A2 . a21 (t) ≥ 0, t ≥ t0 .
Then system (1.1) is Lyapunov stable (respectively, asymptotically stable).

Proof. By Lemmas 2.1 and 2.3, it follows from assumptions B1 and A2 that Eq. (3.1) has
nonnegative t0 -normal solutions y1 (t) and y2 (t) on [t0 , +∞) such that y1 (t0 ) = 0 and y2 (t0 ) = 1.

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 ON THE STABILITY OF SYSTEMS OF TWO FIRST-ORDER LINEAR ORDINARY . . . 291

Let (φj (t), ψj (t)) (j = 1, 2) be the solutions of system (1.1) with φj (t0 ) = 1 and ψj (t0 ) = yj (t0 ),
j = 1, 2. By (3.2), we have the relations
 t 
φj (t) = exp [a12 (τ )yj (τ ) + a11 (τ )] dτ , t ≥ t0 , j = 1, 2. (3.12)
t0

By Lemma 2.2, it follows from assumption B1 that

t t
−
[a12 (τ )y1 (τ ) + a11 (τ )] dτ ≤ [a11 (τ ) + a12 (τ )IB,a21
(τ )] dτ, (3.13)
t0 t0

t ≥ t0 . This, together with assumption E1 (respectively, E1 ) and relation (3.12), implies that the
function φ1 (t) is bounded (respectively, tends to zero as t → +∞). Since the solutions y1 (t) and
y2 (t) are t0 -normal, it follows from assumption B1 that (see [12])
+∞
0≤ a12 (τ )(y3 (τ ) − y1 (τ )) dτ < +∞.
t0

Then from assumption D1 (respectively, D1 ) and relations (3.12) and (3.13), we find that the
function φ2 (t) is bounded (respectively, tends to zero as t → +∞) as well. By (2.9) and (3.2),
we have the relations
t
ψj (t) = yj (t0 )J−a22 (t) + J−a11 (t) JB (τ ; t)a21 (τ )Ja11 (τ )φj (τ ) dτ
t0
t
= yj (t0 )J−a22 (t) + J−a22 (τ ; t)a21 (τ )φj (τ ) dτ, t ≥ t0 , j = 1, 2.
t0

This, together with assumptions D1 and F1 (respectively, F1 ) and the boundedness of the functions
φj (t), j = 1, 2 [respectively, Lemma 2.5 and the condition limt→∞ φj (t) = 0, j = 1, 2], implies that
the functions ψj (t), j = 1, 2, are bounded [respectively, satisfy the relation limt→+∞ ψj (t) = 0].
We have thereby shown that the solutions (φj (t), ψj (t)), j = 1, 2, which are obviously linearly
independent, are bounded (respectively, tend to zero as t → +∞). Consequently, system (1.1) is
Lyapunov stable (respectively, asymptotically stable). The proof of the theorem is complete.
Example 3.2. Consider the system

 ν(t) μ(t)  μ(t) 1 1
φ (t) = − φ(t) + ψ(t), ψ (t) = λ φ(t) − ν(t) + ψ(t), (3.14)
t t t ln t t t ln t
t ≥ e, where ν(t) and μ(t) are continuous functions on [e, +∞) satisfying the conditions 0 < ν0 ≤
ν(t) ≤ 1 and 2 < μ0 ≤ μ(t) ≤ μ1 , μj = const, j = 0, 1, t ≥ e, and 0 < λ < ν02 /μ21 . Since
+∞ +∞
μ(t) μ(t)
dt = dt = +∞,
t t ln t
e e

it follows that one cannot justify the Lyapunov stability of system (3.14) by using the Lyapunov and
Bogdanov estimates. Let γ(t) ≡ supt≥e max{ξ1 (t), ξ2 (t)}, where ξ1 (t) and ξ2 (t) are the eigenvalues
of the matrix ⎛ ⎞
1 ⎝ −ν(t) μ(t)
  ⎠,
A1 (t) ≡ t ≥ e.
t λ μ(t)
ln t −ν(t) 1 + 1
ln t
DIFFERENTIAL EQUATIONS Vol. 51 No. 3 2015
292 GRIGORYAN

One can readily see that γ(t) = O(1/t) as t → +∞. Therefore, an application of the estimate
obtained by the freezing method to system (3.14) gives no result. For system (3.14), the logarithmic
norms have the form
μ(t) − ν(t) μ(t) − ν(t) ν(t)
γI (t) = , γII (t) = − ,
⎡ t 
t t ln t ⎤
   2 
⎦ = μ(t) − 2ν(t) + o 1
1 ν(t) 1 2
ν (t) 2
μ (t) λ
γIII (t) = ⎣− 2+ + + 1 +
2 t ln t t2 ln2 t t2 ln t t t

as t → +∞. Consequently,
+∞ +∞ +∞
γI (t) dt = γII (t) dt = γIII (t) dt = +∞.
e e e

Therefore, the estimate of solutions of system (3.14) via the logarithmic norms γI (t)–γIII (t) gives
no result either. One cannot use Theorem 3.1 for system (3.14), because, as one can readily see,
assumption C1 fails for system (3.14). But, by applying Theorem 3.2 to system (3.14), one can find
that it is asymptotically stable.

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