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Basiic Conceptts of Stability Theory

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 Basic Concepts of Stability
1 Theory

1.1 Introduction
In this chapter, we will discuss in details the most important and
appropriate methods for constructing Liapunov function of any system. These
methods had been presented in this chapter in order to make the thesis, as
much as possible, a beneficial reference in future.
The second objective of this chapter is to give a reference to graduate
students to the Liapunov stability methods.
The above ideas had been given after introducing the most basic
concepts and definitions of the stability theory.

1.2 Basic Concepts and Definitions

To be able to present the ideas in a simple geometrical setting, let us
consider the stability of the following system of differential equations:
x  f(x)............................................................................................ (1.1)
where the real continuous vector-valued function f with n components is
defined in some region D in real n-dimensional Euclidean space. We also
assume throughout that f  C1(D), which guarantees the existence and
uniqueness of solutions of the initial value problem for (1.1).
The basic definition of stability of the zero solution is as follows:

Definition 1.1 [Brrauer and Nohel, 1968]:

The zero solution x  0 of (1.1) is said to be stable if for each number
 > 0, we can find a number  > 0 (depending on ) such that if (t, t0, x0) is
any solution of (1.1) having (t0, t0, x0)  x0 and ||(t0, t0, x0)|| < , then the
solution (t, t0, x0) exists for all t  t0, and ||(t, t0, x0)|| < , (see Fig.(1.1)).

1
Chapter One Basic Concepts of Stability Theory

Fig.(1.1)

Another definition of great importance is the definition of the so-called

asymptotic stability, which is defined as follows:

Definition 1.2 [Brauer and Nohel, 1968]:

The zero solution x  0 of (1.1) is said to be asymptotically stable if it is
stable and if 0 > 0 such that if (t, t0, x0) is any solution of (1.1) having the
property ||(t0, t0, x0)|| < 0, then lim ( t, t 0 , x 0 )  0 , (see Fig.(1.2)).
t 

Fig.(1.2)

2
 Chapter One Basic Concepts of Stability Theory

Definition 1.3:
The zero solution x  0 is said to be unstable if it is not stable.
It is important to notice that there is another types of stability, such as
uniform stability, uniform asymptotic stability, absolute stability, stability in
the large, …, etc., but we will not discuss them, since they did not encounter
us in the rest of the thesis.
The basic theorem which characterize the stability of systems of
differential equations, could be summarized as follows:
Theorem 1.1:
Consider the linear system x = Ax + g, x(0) = x0 . Let x=0 be a zero
f g(x)
solution, f(0)=0, then A  , the Jacobian and lim 0
x x0 x

1. If Re(k) < 0 for all k  1, 2, …, n, then the zero solution x  0 is

asymptotically stable.
2. If Re(k)  0 for k  1, 2, …, n and the eigenvalues with zero real parts
are distinct, then the zero solution x  0 is stable.
3. If there exists k such hat Re(k) > 0, then the zero solution x  0 is
unstable.

1.3 Liapunov Function

Liapunov function, in general, could be defined as a scalar function
V(x, t) which ensures the stability of the system whenever this function V is
positive definite and continuous together with it first partial derivatives in the
region  about the origin and has a time derivative which when taken along
 ( x, t ) is actually the
the trajectory is negative definite (or semidefinite). V
total derivative of V(x, t) with respect to t along a solution of he system.
Hence, V  ( x, t ) < 0 implies that V(x, t) is a decreasing function of t. A
Liapunov function is not unique in given system. For this reason, the second
method of Liapunov is a more powerful than the other methods of stability
[Ogata, 1967].
The simplest positive function is a quadratic form:

3
Chapter One Basic Concepts of Stability Theory

n n
V( x )  
i 1 j1
q ij x i x j , i, j  1, 2, …, n.

Several methods for constructing Liapunov function had been given and
discussed in several literatures that deals with stability theory. These methods
are of great importance, so it is important in our work to discuss the most
important and appropriate methods of them, which are necessary to the future
work of this thesis.

1.3.1 Krasovaskii’s Method [Ogata, 1965]:

Consider the non-linear system x  f(x), where x in n-dimensional

vector (called the state vector), and f(x) is a vector whose elements are non-
linear functions of x1, x2, …, xn
The Jacobian matrix for this system is given by:

 f 1 f 1 f 1 
 x 
x 2 x n 
 1 
f f 2 f 2 
  (f 1 , f 2 ,  , f n )   2 
J     x 1 x 2 x n 
   n  
 
( x 1 , x 2 , , x )
  
 f f n f n 
 n  
 x 1 x 2 x n 

In this non-linear system, there may be more than one equilibrium state
space, but however, it is possible to transfer the equilibrium state under
consideration to the origin of the state space by an appropriate transformation
of coordinates. We shall, therefore, consider the equilibrium state vector
under consideration at the origin, we shall now presume Krasovskii’s
theorem.

Theorem 1.2:

Consider the system x  f(x), and define Ĵ  J T  J , where J is the

Jacobian matrix of f, and JT is the transpose of J. If Ĵ is negative definite, then
the zero solution is asymptotically stable.

4
Chapter One Basic Concepts of Stability Theory

A Liapunov function for this system is:

V(x)  fT(x)f(x)

 f12  f 22    f n2
n
 
i 1
f i2

Example 1.1:
In order to study the stability of the zero solution of the system:

x 1  x1  x2  x 13  f1

x 2  x1  x2  x 32  f2

using the Krasovskii’s method, define

 f1 f1 
 x x 2 
J 1 
 f 2 f 2 
 x1 x 2 

 1  3x12 1 
 
 1  1  3x 22 

and therefore:

 1  3x12 1 
JT   
 1  1  3x 22 

and since Ĵ  J T  J , hence we have:

 2  6x12 0 
Ĵ   
 0  2  6x 22 

Considering the principal minors of the above last matrix of Ĵ one obtains
that:

2  6 x 12 < 0, and

5
Chapter One Basic Concepts of Stability Theory

 2  6x12 0
 4  12x 22  12x12  36x12 x 22  0
0  2  6x 22

Therefore, Ĵ is negative definite, and by applying Krasovskii’s theorem

implies that the zero solution is asymptotically stable and the Liapunov
function is:

V(x)  (x1  x2  x 13 )2 + (x1  x2  x 32 )2

1.3.2 Variable Gradient Method [Ogata, 1967]:

This method was proposed by Schutz and Gibson [Ogata, 1967]. This
method is based on the fact that if a particular Liapunov function exists which
is capable of proving asymptotically stable of a given system, hen a unique
gradient of this Liapunov function also exists. Consider the system x  f(x)
and if V(x) is Liapunov function corresponding to the system, then:

  V x 1  V x 2    V x n
V
x1 x 2 x n
 could be determined from V, the gradient of V, as follows:
V

  (V)T X
V
  (x1, x2, …, xn) and V is
where (V)T is the transpose of V, and X
defined as follows:

 V   v1 
 x   
 1   
 V  v 2 
V   x 2    
     
 V   
   
 x n  v n 
Therefore, V is obtained from the following integral:
x
V   T
V (dx1 , dx 2 ,, dx n )
0

6
Chapter One Basic Concepts of Stability Theory

x1 ,( x 2  x 3  x n 0) x 2 ,( x1  x 3  x n 0)

 0 v1 dx1  0 v 2 dx 2   

x n ,( x1 x 2  x n 1 0)

 v
0
n dx n

v i
where vi  , i 1, 2, …, n.
x i

The problem of determining Liapunov function is transformed into the

v i v j
problem of finding the V such that  , i, j 1, 2, …, n.
x j x i

First set V to be equal to an arbitrary column vector:

 a 11x1  a 12 x 2    a 1n x n 
 a x  a x  a x 
V   21 1 22 2 n n 
  
 
a n1x1  a n 2 x 2    a nn x n 
where aij are unknowns to be determined.

Remark 1.1:
Because of the importancy of the variable gradient method in our work,
this method will be discussed in details again in the next chapter in order to
illustrate the modification to that has been done in this method by using our
approach.

Example 1.2:
In order to determine the stability of the zero solution of the system:

x 1  x1 + 2 x 12 x2

x 2  x2

7
Chapter One Basic Concepts of Stability Theory

a x  a x 
V   11 1 12 2 
a 12 x1  a 22 x 2 

  (V)T X
V

 (a11x1 + a12x2)(x1 + 2 x 12 x2) + (a21x1 + a22x2)(x2)

 a11 x 12 + 2a11 x 13 x2  a12x1x2 + 2a12 x 12 x 12  a21x1x2  a22 x 12

Choose a11  1, a22 = 2 and a12  a21  0, we get:

 x 0 
V   1  , and hence
0  2 x 2 
x1 ,( x 2 0) x 2 ,( x1 0)
x12
V x
0
1 dx 1  
0
2x 2 dx 2 
2
 x 22

Hence, the zero solution is asymptotically stable, since it is positive definite.

1.3.3 Reiss and Geiss Method [Jaber, 1994]:

Reiss and Geiss in 1963 proposed a method which is applicable to the
system x  f(x).
This method is a simple application of integration by parts to the
problem of constructing a V function.
Since V  need only to be semidefinite, the simplest form that one can
 0   x 2n . If this choice does not
choose is the square of a state variable V
  - x 2n-1 and V
prove to be suitable then one may choose V  as follows:

 V
V 0   V  
 1  - x 2n   x 2n-1 , where  is arbitrary constant.

Example 1.3:
For simple application to the presented method, consider the system of
the second order:

x 1  x1 + x2  x 32

x 2  x1  4x2

8
Chapter One Basic Concepts of Stability Theory

 0  x 22 , which is equivalent to  V
assuming that V  0  x 22 and by integration
an using the first equation, we get:
t
V0  x
2
2 dt
0

t
 x
0
1
2 (x  x1  x 32 ) dt

t t t
 x
0
 1 dt 
2x x x
0
1 2 
dt  x 42 dt
0

Hence, integrating the first integration by parts, getting:

t t t t
V0  x1x2  
0
x 12 
dt + 4 x 1x 2 dt +
0
0
x 1x 2 dt + 
0
x 42 dt

  dt +  x
t t t t
 x1x 2  
0
x 12 dt + 4 x1 x 1  x1 
0
x 32
0
2  4x 2 x 2 dt + x 42 dt 
0

t t t t t
 x1x 2  
0
x 12 
dt + 4 x 1x 1 dt +4
0

0
x12 dt + 4 
0
x 1x 32 dt + x
0
2
2x dt +

t t

 x 22 x
4
4 dt + 2 dt
0 0
t t t
x 22
 x1x 2   0
x 12 dt + 2 x 12 + 4 
0
x 12 
dt + 4 x 2  4x 2 x 32 dt +
0
2
+

t t

 x 22 x
4
4 dt + 2 dt
0 0

9
Chapter One Basic Concepts of Stability Theory

t t t
x 22
 x1 x2  
0
x 12 dt + 2 x 12 + 4 
0
x 12 dt + x 42 + 16 x 42 dt + 
0
2
+

t t

 x 22 x
4
4 dt + 2 dt
0 0
t t t
x2
 2 x 12 + x1x2 + 2 + x 42 
2 0
x 12 dt + 4 
0
x 12 dt + 16 x 42 dt + 
0
t t

 x
4
4 x 22 dt + 2 dt
0 0

Hence
t t t
x 22
V0  2 x 12 + x1x2 +
2 
+ x 42 + 3 x 12 dt + 17 x 42 dt + 4 x 42 dt
0
 0

0

Let


t t t 
2 

V  V0  3 x1 dt  17 x 2 dt  4 x 2 dt  
2 4


 0 0 0 

x 22
 2 x 12 + x1x2 + + x 42
2
and
  V0  3 x 12  17 x 42  4 x 22
V

 x 22  3 x 12  17 x 42  4 x 22

Then
  3 x 12  3 x 22 -17 x 42 < 0 for (x1, x2)  0
V

Therefore, from V and V above it follows that the zero solution is

asymptotically stable.

11
Chapter One Basic Concepts of Stability Theory

1.3.4 Ponzo’s Method [Jaber, 1994]:

Ponzo in 1965 presented a method based on the following theorem:

Theorem 1.3:
Consider the following differential equation:
x  f (x, x )x  g(x, x )x  h(x)  0

where h(0)  0, and all the functions involved are continuous (clearly x is
one-dimensional).
Assume that y  x and z  y . If f(x, y), g(x, y) and h(x) satisfy the
following conditions:
1. f(x, y)  a > 0
2. g(x, y)  b > 0
3. 0 < h(x)  c
y y
a 1
4.
 y 0
  y 0

ab  c >   f x ( x, u )udu    g x ( x, u )udu  0

where a, b and c are positive constants.

Then the zero solution is asymptotically stable, and the Liapunov function is
given by:
z2
V(x, y, z)  + azy + aF + G + hy + aH
2
Where:
x y y

H(x)   h(x) dx , F(x, y)   f (x, u)u du , and G(x, y)   g(x, u)u du

0 0 0

Example 1.4:
To study the stability of the zero solution of the differential equation:

x  (2  2x 2 )x  (1  x 2 )x  x  0

11
Chapter One Basic Concepts of Stability Theory

with:
f(x, y)  2 + 2y2, g(x, y)  1 + y2 and h(x)  x
The zero solution is asymptotically stable since h(0)  0 and
f(x, y)  2 + 2y2  2 > 0, g(x, y)  1 + y2  1 > 0 and h(x)  1
taking a  2, b  1, c  1 and since ab  c  1  0 and gx fx  0, then the
conditions 1, 2, 3 and 4 are satisfied with the following Liapunov function:

z2 y2 y4
V(x, y, z)  + 2zy + 2y2 + y4 + + + xy + x2
2 2 4

1.3.5 Hewit and Story Method, [Jaber, 1994]:

Hewit and Story in 1994, proposed for constructing Liapunov function,
this method which is described for a second order system and has the form:
x  y 
 ..................................................................................... (1.2)
y  f ( x, y)

where it is assumed that f(x, y) is of at most first degree in y. Thus, f(x, y) is

of the form:
n n
f(x, y)  p x
i 1
i
i
y q x
i 1
i
i 1

They consider Liapunov function of the form:

V(x, y)  (x)x2 + (x)xy + y2 ........................................................ (1.3)
where:

(x)  
i 1
a i x i1 ............................................................................. (1.4)


(x)  
i 1
b i x i1 ............................................................................. (1.5)

such that:

12
Chapter One Basic Concepts of Stability Theory

  2q i
 , for i  1,2,...,N
bi   i ......................................................... (1.6)
0 iN

and

 i
2 p i 
1   b jq i j for j  1,2,...,2 N  1
ai   j1 ...................... (1.7)
i 1 jN
i  j1 2 N

0 for i  2N  1

and the time derivative of V is:

 N
 (x) 
V 
i 1 j1
b i p j x i j ................................................................... (1.8)

Example 1.5:
Determine the stability of the zero solution of the system:
x  y
y  x  x3  x5  x7  y

here we have N  7, p1  1, p2  0, p3  1, p4  0, p5  1, p6  0, p7  1,

q1  1 and q2  q3  …  q7  0.
By using eq.(1.6), we can deduce that:
b1  2, b2  b3  …  b7  0
Therefore, using eqs.(1.5) and (1.7), we have:
1 1 1
(x)  2, a1  2, a2  0, a3  , a4 0, a5  , a6  0, and a7 
2 3 4
Hence, using eq.(1.4), we have
1 2 1 4 1 6
(x)  2 + x + x + x
2 3 4
and from equations.(1.3), the Liapunov function becoms:

13
 Chapter One Basic Concepts of Stability Theory

1 4 1 6 1 8
V(x, y)  2x2 + x + x + x + 2xy + y2.
2 3 4
which is positively definite. In addition when use is mad of (1.8), the result is:
  2x2  2x4  2x6  x8
V
which is asymptotically stable.

Remark 1.2:
1. From the above illustration of this chapter one can see hat the methods
for constructing Liapunov function are so difficult in some cases, hence a
modified methods could be introduced to simplify the construction
Liapunov function as well as the stability determination of the system.
2. Any other methods for constructing Liapunov function could be found
in other text books, such as the method of, the method of Hang and Chang,
Chin’s method, …, etc., [Jaber, 1994], [Adel, 1995].

14

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