Lyapunov function

2 Denition of the equilibrium

point of a system

In the theory of ordinary dierential equations (ODEs),

Lyapunov functions are scalar functions that may be
used to prove the stability of an equilibrium of an
ODE. Named after the Russian mathematician Aleksandr
Mikhailovich Lyapunov, who introduced them in his doctoral thesis General Problem of the Stability of Motion,[1] the method of Lyapunov functions (also called the
Lyapunovs second method for stability) is important to
stability theory of dynamical systems and control theory.
Actually, it is the only universal method for the investigation of the stability of nonlinear dynamical systems of
general conguration.

Let

g : Rn Rn
y = g(y)
be an arbitrary autonomous dynamical system with equilibrium point y :

A similar concept appears in the theory of general state

space Markov Chains, usually under the name Foster0 = g(y ).
Lyapunov functions.
For many classes of ODEs, the existence of Lyapunov There always exists a coordinate transformation x = y

functions is a necessary and sucient condition for sta- y , such that:

bility.
Informally, a Lyapunov function is a function that takes
positive values everywhere except at any stasis in question, and decreases (or is non-increasing) along every trajectory of the ODE. The principal merit of Lyapunov
function-based stability analysis of ODEs is that the actual solution (whether analytical or numerical) of the
ODE is not required.

x = y = g(y) = g(x + y ) = f (x)

f (0) = 0.
So the new system f (x) has an equilibrium point at the
origin.

3 Basic Lyapunov theorems for autonomous systems

Denition of a Lyapunov candidate function

Main article: Lyapunov stability

Let

Let
x = 0

V : Rn R

be an equilibrium of the autonomous system

be a continuous scalar function.

V is a Lyapunov-candidate-function if it is a locally
positive-denite function, i.e.

x = f (x).
And let

V (0) = 0
V (x) > 0

d
V dx
V (x) = V (x(t)) =

= V x = V f (x)
dt
x dt

x U \ {0}

be the time derivative of the Lyapunov-candidatefunction V .

with U being a neighborhood region around x = 0.

1

25

3.1

CANONICAL GENERALIZATION OF LYAPUNOVS SECOND METHOD OR GENERAL PROCEDURE OF UTILIZATION OF LYAPU

Stable equilibrium

Considering that |x| is always positive around the origin it

is a natural candidate to be a Lyapunov function to help
If the Lyapunov-candidate-function V is locally posi- us study x. So let V (x) = |x| on R \ {0} . Then,
tive denite and the time derivative of the Lyapunovcandidate-function is locally negative semidenite:
V (x) = V (x)f (x) = sgn(x) (x) = |x| < 0.
This correctly shows that the above dierential equation,
x, is asymptotically stable about the origin. Note that if
for some neighborhood B of 0 , then the equilibrium is using the same Lyapunov candidate one can show that the
equilibrium is also globally asymptotically stable.
proven to be stable.

V (x) 0

3.2

x B \ {0}

Locally asymptotically stable equilib- 5

rium

If the Lyapunov-candidate-function V is locally positive denite and the time derivative of the Lyapunovcandidate-function is locally negative denite:

V (x) < 0

x B \ {0}

for some neighborhood B of 0 , then the equilibrium is

proven to be locally asymptotically stable. The converse
is also true, and was proved by J. L. Massera.

3.3

Globally asymptotically stable equilibrium

Canonical generalization of Lyapunovs second method or general procedure of utilization of

Lyapunov functions

Although until 2014 there had been no a general procedure developed for constructing Lyapunov functions for
ODEs but in a number of specic cases, the construction
of Lyapunov functions had been known. For instance,
quadratic functions suce for systems with one state; the
solution of a particular linear matrix inequality provides
Lyapunov functions for linear systems; and conservation
laws can often be used to construct Lyapunov functions
for physical systems. In 2014 the paper [2] was posted
on ArXiv proposing a solution to this old problem considered insurmountable by many researchers. Two years
later the monograph [3] presenting it as a generalization
of the Lyapunovs second method for stability came out.
Actually, its concept is based on three key ideas, namely

If the Lyapunov-candidate-function V is globally positive denite, radially unbounded and the time derivative
of the Lyapunov-candidate-function is globally negative
denite:
1. The representation of the extended phase space of
an original (n+1)-dimensional non-autonomous dynamical system
V (x) < 0 x Rn \ {0},
dx
dt = f (t, x)

then the equilibrium is proven to be globally asymptoti- with some integral curve xt = (t, x(t, x0 )) under
cally stable.
investigation for stability in the terms of foliations,
The Lyapunov-candidate function V (x) is radially un- where x = (x1 , ..., xn ) is phase vector, f (t, x) =
(f1 (t, x), ..., fn (t, x)) is vector eld, t [t0 ; +[ is
bounded if
time, x(t, x0 ) is a particular solution to the original system with a given initial point of the phase trajectory x0
.
x V (x) .
2. Extension of the Lyapunovs transformation or
change of phase variables rectifying only the integral
(This is also referred to as norm-coercivity.)
curve xt via

Example

: z x = (z + x(t, x0 ))

to a new transformation attening the n entire ndimensional invariant manifolds or hypersurfaces formConsider the following dierential equation with solution ing the one by intersecting each other, where z =
x on R :
(z1 , ..., zn ) . The new transformation is called the cascade of sequential attening dieomorphisms resulting
in the canonizing dieomorphism denoted as x = (y)
x = x.
, where y = (y1 , ..., yn ) . The last name means that the

3
original dynamic system under its action assumes a special form called canonical where all n invariant hypersurfaces turn in the n corresponding invariant hyperplanes.

Control-Lyapunov function

3. The topological classication of the covering maps

{p1 , ..., pn } of the coverings associated with the ODEs
describing the canonical form of the original system.

Lyapunov optimization

Figures A, B, C, D illustrate the ideas for a 3D original

system and its canonical form governed by the followdx2
1
ing systems of equations : { dx
dt = f (t, x), dt =
dy2
2
2
1
f (t, x)} { dy
dt = f1 (t, y), dt = f2 (t, y)} ,

Fosters theorem

7 References
[1] Lyapunov, A. M. (1992-08-28). General Problem of the
Stability Of Motion. CRC Press. ISBN 9780748400621.
[2] Sparavalo, Myroslav (2014-03-23). The Lyapunov Concept of Stability from the Standpoint of Poincare Approach: General Procedure of Utilization of Lyapunov
Functions for Non-Linear Non-Autonomous Parametric
Dierential Inclusions. arXiv:1403.5761 [cs.SY].
[3] Sparavalo, Myroslav K. (2016-04-19). Lyapunov Functions in Nonlinear Unsteady Dynamics and Control:
Poincar's Approach from Metaphysical Theory to Downto-Earth Practice (1 ed.). Myroslav K. Sparavalo. ISBN
9780692694244.

where x = (x1 , x2 ) , y = (y1 , y2 ) , f12 (t, y) 0 if

y1 = 0 and f22 (t, y) 0 if y2 = 0 .
The rst idea is graphically explained by Figure A.
The second one is illustrated with Figures B and C.
The third idea is expressed by Figure D, where p1 :
S1+ S10 S1 Y1+ Y10 Y1+ .

Weisstein, Eric
MathWorld.

W.,

Lyapunov

Function,

Khalil, H.K. (1996). Nonlinear systems. Prentice

Hall Upper Saddle River, NJ.
This article incorporates material from Lyapunov
function on PlanetMath, which is licensed under the
Creative Commons Attribution/Share-Alike License.

8 External links
Example of determining the stability of the equilibrium solution of a system of ODEs with a Lyapunov
function
Some Lyapunov diagrams

See also
Ordinary dierential equations

9 TEXT AND IMAGE SOURCES, CONTRIBUTORS, AND LICENSES

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