Regular linear system
of ordinary differential equations
A system of the form
(1) |
(where is a mapping that is summable on every interval and has the property that
exists and is equal to , where are the characteristic Lyapunov exponents (cf. Lyapunov characteristic exponent) of the system (1)).
For a triangular system
to be regular it is necessary and sufficient that the limits
exist (Lyapunov's criterion). Every reducible linear system and every almost-reducible linear system is regular.
The role of the concept of a regular linear system is clarified by the following theorem of Lyapunov. Let the system (1) be regular and let of its characteristic Lyapunov exponents be negative:
Then for every system
(2) |
where satisfies the following conditions: and are continuous, and , , where , there is a -dimensional manifold containing the point , such that every solution of (2) starting on (i.e. ) exponentially decreases as ; more precisely, for every there is a such that the inequality
is satisfied.
References
[1] | A.M. Lyapunov, "Stability of motion" , Acad. Press (1966) (Translated from Russian) |
[2] | B.F. Bylov, R.E. Vinograd, D.M. Grobman, V.V. Nemytskii, "The theory of Lyapunov exponents and its applications to problems of stability" , Moscow (1966) (In Russian) |
[3] | N.A. Izobov, "Linear systems of ordinary differential equations" J. Soviet Math. , 5 : 1 (1976) pp. 46–96 Itogi Nauk. i Tekhn. Mat. Anal. , 12 : 1 (1974) pp. 71–146 |
Regular linear system. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Regular_linear_system&oldid=48482