Difference between revisions of "Normal fundamental system of solutions"
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''of a linear homogeneous system of ordinary differential equations'' | ''of a linear homogeneous system of ordinary differential equations'' | ||
− | A [[Fundamental system of solutions|fundamental system of solutions]] | + | A [[Fundamental system of solutions|fundamental system of solutions]] $ x _ {1} ( t) \dots x _ {n} ( t) $ |
+ | such that any other fundamental system $ \widehat{x} _ {1} ( t) \dots \widehat{x} _ {n} ( t) $ | ||
+ | satisfies the inequality | ||
− | + | $$ | |
+ | \sum _ { i= } 1 ^ { n } | ||
+ | \lambda _ {\widehat{x} _ {i ( t) } } \geq \ | ||
+ | \sum _ { i= } 1 ^ { n } | ||
+ | \lambda _ {x _ {i ( t) } } ; | ||
+ | $$ | ||
here | here | ||
− | + | $$ | |
+ | \lambda _ {y ( t) } = \ | ||
+ | \overline{\lim\limits}\; _ | ||
+ | {t \rightarrow + \infty } | ||
+ | \frac{1}{t} | ||
+ | \mathop{\rm log} | y ( t) | | ||
+ | $$ | ||
− | is the [[Lyapunov characteristic exponent|Lyapunov characteristic exponent]] of a solution | + | is the [[Lyapunov characteristic exponent|Lyapunov characteristic exponent]] of a solution $ y ( t) $. |
+ | Normal fundamental systems of solutions were introduced by A.M. Lyapunov [[#References|[1]]], who proved that they exist for every linear system | ||
− | + | $$ | |
+ | \dot{x} = A ( t) x , | ||
+ | $$ | ||
− | where | + | where $ A ( \cdot ) $ |
+ | is a mapping | ||
− | + | $$ | |
+ | \mathbf R ^ {+} \rightarrow \mathop{\rm Hom} ( \mathbf R ^ {n} , \mathbf R ^ {n} ) \ \ | ||
+ | ( \textrm{ or } \mathbf R ^ {+} \rightarrow \mathop{\rm Hom} ( \mathbf C ^ {n} ,\ | ||
+ | \mathbf C ^ {n} ) ) | ||
+ | $$ | ||
that is summable on every segment and satisfies the additional condition | that is summable on every segment and satisfies the additional condition | ||
− | + | $$ | |
+ | \overline{\lim\limits}\; _ {t \rightarrow \infty } \ | ||
+ | |||
+ | \frac{1}{t} | ||
+ | \int\limits _ { 0 } ^ { t } | ||
+ | \| A ( \tau ) \| dt < + \infty . | ||
+ | $$ | ||
====References==== | ====References==== | ||
<table><TR><TD valign="top">[1]</TD> <TD valign="top"> A.M. Lyapunov, "Collected works" , '''1–5''' , Moscow-Leningrad (1956) (In Russian)</TD></TR></table> | <table><TR><TD valign="top">[1]</TD> <TD valign="top"> A.M. Lyapunov, "Collected works" , '''1–5''' , Moscow-Leningrad (1956) (In Russian)</TD></TR></table> |
Revision as of 08:03, 6 June 2020
of a linear homogeneous system of ordinary differential equations
A fundamental system of solutions $ x _ {1} ( t) \dots x _ {n} ( t) $ such that any other fundamental system $ \widehat{x} _ {1} ( t) \dots \widehat{x} _ {n} ( t) $ satisfies the inequality
$$ \sum _ { i= } 1 ^ { n } \lambda _ {\widehat{x} _ {i ( t) } } \geq \ \sum _ { i= } 1 ^ { n } \lambda _ {x _ {i ( t) } } ; $$
here
$$ \lambda _ {y ( t) } = \ \overline{\lim\limits}\; _ {t \rightarrow + \infty } \frac{1}{t} \mathop{\rm log} | y ( t) | $$
is the Lyapunov characteristic exponent of a solution $ y ( t) $. Normal fundamental systems of solutions were introduced by A.M. Lyapunov [1], who proved that they exist for every linear system
$$ \dot{x} = A ( t) x , $$
where $ A ( \cdot ) $ is a mapping
$$ \mathbf R ^ {+} \rightarrow \mathop{\rm Hom} ( \mathbf R ^ {n} , \mathbf R ^ {n} ) \ \ ( \textrm{ or } \mathbf R ^ {+} \rightarrow \mathop{\rm Hom} ( \mathbf C ^ {n} ,\ \mathbf C ^ {n} ) ) $$
that is summable on every segment and satisfies the additional condition
$$ \overline{\lim\limits}\; _ {t \rightarrow \infty } \ \frac{1}{t} \int\limits _ { 0 } ^ { t } \| A ( \tau ) \| dt < + \infty . $$
References
[1] | A.M. Lyapunov, "Collected works" , 1–5 , Moscow-Leningrad (1956) (In Russian) |
Normal fundamental system of solutions. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Normal_fundamental_system_of_solutions&oldid=16969