Difference between revisions of "Andronov-Witt theorem"
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A modification of Lyapunov's theorem (on the stability of a periodic solution of a non-autonomous system of differential equations) for the autonomous system | A modification of Lyapunov's theorem (on the stability of a periodic solution of a non-autonomous system of differential equations) for the autonomous system | ||
− | + | $$ \tag{1 } | |
+ | |||
+ | \frac{d x _ {i} }{dt} | ||
+ | = X _ {i} ( x _ {1} \dots x _ {n} ) , | ||
+ | \ i = 1 \dots n . | ||
+ | $$ | ||
Let | Let | ||
− | + | $$ \tag{2 } | |
+ | x _ {i} = \phi _ {i} ( t ) | ||
+ | $$ | ||
be a periodic solution of the system (1), and let | be a periodic solution of the system (1), and let | ||
− | + | $$ \tag{3 } | |
+ | \dot \xi _ {i} = \sum _ {j = 1 } ^ { n } | ||
+ | \frac{\partial X _ {i} ( \phi _ {1} \dots \phi _ {n} ) }{\partial x _ {j} } | ||
+ | \xi _ {j} , | ||
+ | \ i = 1 \dots n , | ||
+ | $$ | ||
− | be the corresponding system of variational equations which always has, in the case here considered, one zero characteristic exponent. The Andronov–Witt theorem is then valid: If | + | be the corresponding system of variational equations which always has, in the case here considered, one zero characteristic exponent. The Andronov–Witt theorem is then valid: If $ n - 1 $ |
+ | characteristic exponents of the system (3) have negative real parts, a periodic solution (2) of the system (1) is stable according to Lyapunov (cf. [[Lyapunov characteristic exponent|Lyapunov characteristic exponent]]; [[Lyapunov stability|Lyapunov stability]]). | ||
The Andronov–Witt theorem was first formulated by A.A. Andronov and A.A. Witt in 1930 and was proved by them in 1933 [[#References|[1]]]. | The Andronov–Witt theorem was first formulated by A.A. Andronov and A.A. Witt in 1930 and was proved by them in 1933 [[#References|[1]]]. | ||
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====References==== | ====References==== | ||
<table><TR><TD valign="top">[1]</TD> <TD valign="top"> A.A. Andronov, "Collected works" , Moscow (1976) (In Russian)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> L.S. Pontryagin, "Ordinary differential equations" , Addison-Wesley (1962) pp. 264 (Translated from Russian)</TD></TR></table> | <table><TR><TD valign="top">[1]</TD> <TD valign="top"> A.A. Andronov, "Collected works" , Moscow (1976) (In Russian)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> L.S. Pontryagin, "Ordinary differential equations" , Addison-Wesley (1962) pp. 264 (Translated from Russian)</TD></TR></table> | ||
− | |||
− | |||
====Comments==== | ====Comments==== |
Latest revision as of 18:47, 5 April 2020
A modification of Lyapunov's theorem (on the stability of a periodic solution of a non-autonomous system of differential equations) for the autonomous system
$$ \tag{1 } \frac{d x _ {i} }{dt} = X _ {i} ( x _ {1} \dots x _ {n} ) , \ i = 1 \dots n . $$
Let
$$ \tag{2 } x _ {i} = \phi _ {i} ( t ) $$
be a periodic solution of the system (1), and let
$$ \tag{3 } \dot \xi _ {i} = \sum _ {j = 1 } ^ { n } \frac{\partial X _ {i} ( \phi _ {1} \dots \phi _ {n} ) }{\partial x _ {j} } \xi _ {j} , \ i = 1 \dots n , $$
be the corresponding system of variational equations which always has, in the case here considered, one zero characteristic exponent. The Andronov–Witt theorem is then valid: If $ n - 1 $ characteristic exponents of the system (3) have negative real parts, a periodic solution (2) of the system (1) is stable according to Lyapunov (cf. Lyapunov characteristic exponent; Lyapunov stability).
The Andronov–Witt theorem was first formulated by A.A. Andronov and A.A. Witt in 1930 and was proved by them in 1933 [1].
References
[1] | A.A. Andronov, "Collected works" , Moscow (1976) (In Russian) |
[2] | L.S. Pontryagin, "Ordinary differential equations" , Addison-Wesley (1962) pp. 264 (Translated from Russian) |
Comments
The Andronov–Witt theorem is usually found in the Western literature under some heading like "hyperbolic periodic attractorhyperbolic periodic attractor" .
Good additional general references are [a1], [a2], [a3]. In [a2] the theorem under discussion occurs as a statement about periodic attractors, cf. pp. 277-278. The original Andronov–Witt paper is [a4].
References
[a1] | W. Hahn, "Stability of motion" , Springer (1967) pp. 422 |
[a2] | M.W. Hirsch, S. Smale, "Differential equations, dynamic systems and linear algebra" , Acad. Press (1974) |
[a3] | E.A. Coddington, N. Levinson, "Theory of ordinary differential equations" , McGraw-Hill (1955) pp. 323 |
[a4] | A.A. Andronov, A. Witt, "Zur Stabilität nach Liapounov" Physikal. Z. Sowjetunion , 4 (1933) pp. 606–608 |
Andronov-Witt theorem. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Andronov-Witt_theorem&oldid=22023