Global Asymptotic stability of an ODE system?

145 Views Asked by At

Suppose we have the differential system of the form,

$\dot{x}_1 = -x_1 x_2$

$\dot{x}_2 = \omega(1-a x_2)$, where $\omega > 0$ and $a > 0$ are positive constants.

How can I prove that the system is globally asymptotically stable in $x_1^* = 0$ and $x_2^* = a^{-1}$ via the Lyapunov method?

I have tried with the Lyapunov candidate function $V = 0.5 x_1^2 + 0.5 (x_2 - a^{-1})^2$, but I didn't get far.

1

There are 1 best solutions below

4
On

Let's see if this logical argument can be applied to your case. Your original Lyapunov function candidate can be applied, with a little modification.

To apply Lyapunov's theorem, the coordinate can be changed to

$$ \epsilon = y - a^{-1} $$

and the system becomes

$$ \dot{\epsilon} = - \omega a \epsilon $$

$$ \dot{x} = - x (\epsilon + a^{-1}) $$

Since $\dot{\epsilon}$ doesn't depend on $x$, then the solution for the linear time-invariant ODE $\dot{\epsilon} = - \omega a \epsilon$ is

$$\epsilon(t) = \epsilon_{0} e^{-\omega a t} $$

and it is clear that $\epsilon(t)$ exponentially converges to $0$. As a result, we can rewrite $\dot{x}$ as a time-variant ODE

$$ \dot{x} = - (\epsilon_{0} e^{-\omega a t} + a^{-1}) x .$$

Next, we have the Lyapunov function

$$ V = \frac{1}{2} x^{2} $$

and the time derivative of $V$ is

$$ \dot{V} = - (\epsilon_{0} e^{-\omega a t} + a^{-1}) x^{2} .$$

Since $\lim_{t \rightarrow \infty} \epsilon_{0} e^{-\omega a t} = 0$, then $$ \lim_{t \rightarrow \infty} \dot{V}(t) = - (a^{-1}) x^{2} .$$

Thus, after some time $t$,

$$ \dot{V} \leq - (a^{-1}) x^{2} < 0 \; \text{for } x \neq 0.$$

enter image description here