Lecture 2 Lyapunov stability theorems

Denition 1 (Positive denite functions). A continuously dierentiable function W : n + is said to be positive denite in a region U of n that contains the origin if (1) W (0) = 0 and (2) W (x) > 0 for x U and x = 0. W (x) is said to be positive semidenite if W (x) 0 for x U and x = 0. Conversely, if condition (2) in Denition 1 is replaced by W (x) < 0, then W (x) is said to be negative denite. W (x) is said to be negative semidenite if W (x) 0.

Example 1. The function:

2 W (x1, x2) = x2 + x 1 2

(1)

is positive denite, since the function W (0, 0) = 0 and W (x1, x2) > 0 for x1, x2 = 0.

Denition 2 (Continuous dierentiability). A function f (x, t) where f : U [a, b] m for a domain U n is said to be continuously dierentiable over on U [a, b] if both f (x, t) and [f /x](x, t) are continuous on U [a, b].

The following lemma indicates that continuous dierentiability over a domain implies the local Lipschitz property. Lemma 1. If a function f (x, t) is continuously dierentiable, where f : U [a, b] m for some domain U n, then f is locally Lipschitz in x on U [a, b].

For the case of autonomous systems, the stability theorem of Lyapunov can be stated as follows:
Theorem 1 (Lyapunov stability of autonomous systems). Let x = 0 be an equilibrium point for a system described by: x = f (x) (2) where f : D n is a locally Lipschitz and U n a domain that contains the origin. Let V : U be a continuously dierentiable, positive denite function in U. (x) = [V /x] f is negative semidenite, then 1. If V x = 0 is a stable equilibrium point. (x) is negative denite, then x = 0 is an asymp2. If V totically stable equilibrium point. In both cases above V is called a Lyapunov function. Moreover, if the conditions hold for all x n and ||x|| implies that V (x) , then x = 0 is globally stable in case 1 and globally asymptotically stable in case 2. Proof. The proof of this Theorem can be found in Khalil (2003).

Example 2. Consider the pendulum equation without friction: x 1 = x2 x 2 = a sin x1 (3)

Let us study the stability of the equilibrium point around the origin. A natural Lyapunov function candidate for this system is the energy function: 1 2 (4) V (x) = a(1 cos x1) + x2 2 Notice that V (0) = 0 and V (x) is positive definite over the domain 2 < x1 < 2 . The derivative of V (x) along the trajectories of the system is: (x) = V V x x = ax 1 + x2x 2 = ax2 sin x1 ax2 sin x1 = 0 (x) = 0, Since V (x) is positive denite and V then by Theorem 1 the origin x = 0 is stable.
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(5)

Remarks

The conditions of Theorem 1 are only sufcient.

Failure of a Lyapunov function candidate to satisfy the conditions for stability or asymptotic stability does not mean that the equilibrium is not stable or asymptotically stable (it only means that such properties cannot be stablished using this Lyapunov function candidate.)

The Lyapunov approach allows to assess the stability of equilibrium points of a system without solving the dierential equations that describe the system.
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The following theorem gives sucient conditions for global asymptotic for autonomous systems. Theorem 2. Let x = 0 be an equilibrium point for the system x = f (x). Let V : n be a continuously dierentiable function such that:

1. V (x) is positive denite: V (0) = 0 and V (x) > 0, x = 0 (6)

2. V (x) is radially unbounded: ||x|| = V (x) (x) is negative denite V (x) < 0, x = 0 V (8) (7)

then x = 0 is globally asymptotically stable.

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The variable gradient method

This is a method that can help to nd suitable Lyapunov function candidates. Let V (x) be a scalar function of a vector x in n . Let g (x) be the gradient of this function: V T g (x) = xV (x) = x (9)

 (x) along trajectories of Then, the derivative V x = f (x) is given by: V f (x) = g T (x)f (x) (10) x The idea is to try to choose g (x) to be the gradient of a positive denite function and, at the (x) is negative denite. It is not same time, V dicult to check that g (x) is the gradient of a scalar function if and only if Jacobian matrix g (x)/x is symmetric, so that: (x) = V gj gi = , i, j = 1, . . . , n xj xi (11)

Under this restriction, we start choosing g (x) such that g T (x)f (x) is negative denite. The function V (x) is then computed from the integral: V (x) =
x 0

g T (y )dy =

x n 0 i=1

gi(y )dyi

(12)

The integral is taken over any path joining the origin to x. It is often convenient to integrate along the axes, such that: V (x) = +
x1 0 x2 0

g1(y1, 0, ..., 0)dy1 g2(x1, y2, ..., 0)dy2

xn 0

+ ... +

gn(x1, x2, ..., xn1, yn)dyn (13)

By leaving some parameters of g (x) undetermined, it is attempted to choose them to ensure that V (x) is positive denite.

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Example 3. Consider the system described by: x 1 = x1 + x1x2 x 2 = x2 (14)

We want to assess the stability of the equilibrium x = 0. Applying the variable gradient method, we will try to choose g1(x) and g2(x) so that g T (x)f (x) is negative denite and the symmetry condition of Equation (11) is satised. If we choose g (x) = P x with P a symmetric matrix, then we have: g T (x)f (x) = [x1, x2]T P11 P12 P12 P22 x1 + x1x2 x2 (15)

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So that g T (x)f (x) = [x1, x2]T P11(x1 + x1x2) P12x2 P12(x1 + x1x2) P22x2

= P11x1(x1 + x1x2) P12x1x2 + P12x2(x1 + x1x2) P22x2 2 (16) Then,

2 P12x2x1 + P12x1x2 P x 22 2 2 (17) If we choose P11 = 0, P12 = 0 and P22 = a > 0, then 2x P x x + P x g T (x)f (x) = P11x2 12 1 2 11 1 2 1

(x) = g T (x)f (x) = ax2 V 2 (x) is negative denite. So that V

(18)

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We calculate V (x) by integration along the axes: V (x) = =

x1 0 x1 0

g1(y1, 0)dy1 + 0dy1 +

x2 0

x2 0

g2(x1, y2)dy2

ay2dy2

(19) So that V (x) is positive semi-denite. Then a x2 is a Lyapunov function for the sysV (x) = 2 2 tem and by Theorem 1 the equilibrium x = 0 is stable.

a = x2 2 2

13

15

10

x2

10

15 30

20

10

0 x1

10

20

30

Figure 1: Phase plane trajectories for the system of Example 3, showing convergence to the origin from different initial conditions.

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The following theorem gives sucient conditions for uniform asymptotic stability of nonautonomous systems.
Theorem 3 (Lyapunov uniform asymptotic stability of non-autonomous systems). Let x = 0 be an equilibrium point of a system described by x = f (x, t) and n U a domain containing it. Let V : U [0, ] be a continuously dierentiable function that satises: W1 (x) V (x, t) W2(x) (x, t) = V (20)

V V + f (x, t) W3 (x) (21) t x for all t t0 , and x U , where W1 (x), W2 (x) and W3 (x) are continuous positive denite functions on U . Then, x = 0 is uniformly asymptotically stable and V is called a Lyapunov function. Proof The proof of this Theorem can be found in Khalil (2003).

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The following Corollary gives sucient conditions for global uniform asymptotic stability for non-autonomous systems. Corollary 1. Suppose that the assumptions of Theorem 3 hold for all x n and W1(x) for ||x|| , then x = 0 is globally uniformly asymptotically stable. The proof of this Corollary can be found in Khalil (2003).

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Example 4. Consider the scalar system described by:

3 x x = x3 + sin(t), x(t0) = x0 (22) 2 Using the Lyapunov function candidate,

1 2 x (23) 2 we obtain its time derivative along the trajectories of the system: V (x) = x3 V 3 (x) = x + sin(t) V x 2 x3 3 sin(t) = x x + 2 sin(t) = x4 1 2

(24)

If we choose W1(x) = W2(x) = V (x) and W3(x) = ax4, where a < 0.5, then the assumptions of Theorem 3 are satised globally. Therefore, the origin x = 0 is globally uniformly asymptotically stable.
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The following Corollary gives sucient conditions for (global) exponential stability for nonautonomous systems. Corollary 2. Suppose that the assumptions of Theorem 3 are replaced by: c1||x||q V (x, t) c2||x||q (x, t) c3||x||q V (25) (26)

for some positive constants c1, c2, c3 and q . Then x = 0 is exponentially stable. Furthermore, if the assumptions are satised for all x n, then x = 0 is globally exponentially stable. Proof. The proof of this Corollary can be found in Khalil (2003).

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The following theorem gives conditions under which we can draw conclusions about the local stability of an equilibrium point of a nonlinear system by investigating the stability of a linearised system. Theorem 4 (Lyapunovs inderect method). Let x = 0 be an equilibrium point for the nonlinear system x = f (x), where f : D n is continuously dierentiable and D is a neighbourhood of the origin. Let the Jabobian matrix A at x = 0 be: f A= (27) x x=0 Let i, i = 1, . . . , n be the eigenvalues of A. Then, 1. The origin is asymptotically stable if Re(i) < 0 for all eigenvalues of A. 2. The origin is unstable if Re(i) > 0 for any of the eigenvalues of A.
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Proof. The proof of this theorem can be found in Khalil (2003). Example 5. Consider the autonomous pendulum with friction: x 1 = x2 x 2 = a sin x1 bx2 (28)

where a, b > 0. The Jacobian matrix A at the equilibrium point x = 0 is given by: f 0 1 0 1 A= = = a cos x1 b a b x x=0 x=0 (29) The eigenvalues of A are

1 = b + 2 = b

b2 4a b2 4a

(30)

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Case 1. Suppose that b2 < 4a. So the eigenvalues of A can be written as follows: 1 = b + j 4a b2 2 = b j 4a b2 (31)

In this case, since Re1 < 0 and Re2 < 0 we can say by Theorem 4 that x = 0 is locally asymptotically stable. Case 2. On the other hand, if b2 > 4a then both eigenvalues are real and negative. We arrive at the same conclusion as in case 1. Case 3. Finally, if b2 = 4a, then both eigenvalues are equal, real and negative. We arrive at the same conclusion as in case 1.

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