Difference between revisions of "Chetaev function"
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− | A function | + | {{TEX|done}} |
+ | A function $v(x)$, defined in a neighbourhood of a fixed point $x=0$ of a system of ordinary differential equations | ||
− | + | $$\dot x=F(x),\quad x\in\mathbf R^n,\quad F(0)=0,\label{*}\tag{*}$$ | |
− | and satisfying the two conditions: 1) there exists a domain | + | and satisfying the two conditions: 1) there exists a domain $G$ with the point $x=0$ on its boundary in which $v>0$, and $v=0$ on the boundary of the domain close to $x=0$; and 2) in $G$ the derivative along the flow of the system \eqref{*} (cf. [[Differentiation along the flow of a dynamical system|Differentiation along the flow of a dynamical system]]) satisfies $\dot v>0$. |
− | Chetaev's theorem [[#References|[1]]] holds: If there is a Chetaev function | + | Chetaev's theorem [[#References|[1]]] holds: If there is a Chetaev function $v$ for the system \eqref{*}, then the fixed point $x=0$ is Lyapunov unstable. |
A Chetaev function is a generalization of a [[Lyapunov function|Lyapunov function]] and gives a convenient way of proving instability (cf. [[#References|[2]]]). For example, for the system | A Chetaev function is a generalization of a [[Lyapunov function|Lyapunov function]] and gives a convenient way of proving instability (cf. [[#References|[2]]]). For example, for the system | ||
− | + | $$\dot x=ax+o(|x|+|y|),$$ | |
− | + | $$\dot y=-by+o(|x|+|y|),$$ | |
− | where | + | where $a,b>0$, a Chetaev function is $v=x^2-c^2y^2$ for any $c\neq0$. Generalizations of Chetaev functions have been suggested, in particular for non-autonomous systems (cf. [[#References|[3]]]). |
====References==== | ====References==== | ||
− | <table><TR><TD valign="top">[1]</TD> <TD valign="top"> N.G. Chetaev, "A theorem on instability" ''Dokl. Akad. Nauk SSSR'' , '''1''' : 9 (1934) pp. 529–531 (In Russian)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> N.G. Chetaev, "Stability of motion" , Moscow (1965) (In Russian)</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top"> N.N. Krasovskii, "Stability of motion. Applications of Lyapunov's second method to differential systems and equations with delay" , Stanford Univ. Press (1963) (Translated from Russian)</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top"> N. Rouche, P. Habets, M. Laloy, "Stability theory by Liapunov's direct method" , Springer (1977)</TD></TR></table> | + | <table> |
+ | <TR><TD valign="top">[1]</TD> <TD valign="top"> N.G. Chetaev, "A theorem on instability" ''Dokl. Akad. Nauk SSSR'' , '''1''' : 9 (1934) pp. 529–531 (In Russian)</TD></TR> | ||
+ | <TR><TD valign="top">[2]</TD> <TD valign="top"> N.G. Chetaev, "Stability of motion" , Moscow (1965) (In Russian)</TD></TR> | ||
+ | <TR><TD valign="top">[3]</TD> <TD valign="top"> N.N. Krasovskii, "Stability of motion. Applications of Lyapunov's second method to differential systems and equations with delay" , Stanford Univ. Press (1963) (Translated from Russian)</TD></TR> | ||
+ | <TR><TD valign="top">[4]</TD> <TD valign="top"> N. Rouche, P. Habets, M. Laloy, "Stability theory by Liapunov's direct method" , Springer (1977)</TD></TR> | ||
+ | </table> | ||
+ | |||
+ | [[Category:Ordinary differential equations]] |
Latest revision as of 15:31, 14 February 2020
A function $v(x)$, defined in a neighbourhood of a fixed point $x=0$ of a system of ordinary differential equations
$$\dot x=F(x),\quad x\in\mathbf R^n,\quad F(0)=0,\label{*}\tag{*}$$
and satisfying the two conditions: 1) there exists a domain $G$ with the point $x=0$ on its boundary in which $v>0$, and $v=0$ on the boundary of the domain close to $x=0$; and 2) in $G$ the derivative along the flow of the system \eqref{*} (cf. Differentiation along the flow of a dynamical system) satisfies $\dot v>0$.
Chetaev's theorem [1] holds: If there is a Chetaev function $v$ for the system \eqref{*}, then the fixed point $x=0$ is Lyapunov unstable.
A Chetaev function is a generalization of a Lyapunov function and gives a convenient way of proving instability (cf. [2]). For example, for the system
$$\dot x=ax+o(|x|+|y|),$$
$$\dot y=-by+o(|x|+|y|),$$
where $a,b>0$, a Chetaev function is $v=x^2-c^2y^2$ for any $c\neq0$. Generalizations of Chetaev functions have been suggested, in particular for non-autonomous systems (cf. [3]).
References
[1] | N.G. Chetaev, "A theorem on instability" Dokl. Akad. Nauk SSSR , 1 : 9 (1934) pp. 529–531 (In Russian) |
[2] | N.G. Chetaev, "Stability of motion" , Moscow (1965) (In Russian) |
[3] | N.N. Krasovskii, "Stability of motion. Applications of Lyapunov's second method to differential systems and equations with delay" , Stanford Univ. Press (1963) (Translated from Russian) |
[4] | N. Rouche, P. Habets, M. Laloy, "Stability theory by Liapunov's direct method" , Springer (1977) |
Chetaev function. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Chetaev_function&oldid=14071