Liapunov function for linear ODE

131 Views Asked by At

I want to find a Liapunov function at $(0, 0)$ for the system $x'=f(x)$: \begin{align} x_1'=& x_2 \\ \\ x_2'=& -4x_1-2x_2 \end{align}

I saw something similar in a textbook and so decided to try:

\begin{equation} V(x) = x_1^2+\beta x_2^2 \end{equation} Where I will now find $\beta$: \begin{align} \nabla\cdot f =& 2x_1x_2+2\beta x_2(-4x_1-2x_2) \\ \\ =& 2x_1x_2-8\beta x_1x_2 -4\beta x_2^2 \\ \\ =& 2x_1x_2(1-4\beta) - 4\beta x_2^2 \end{align} So, $\beta = \frac{1}{4}$ suffices and we have: \begin{equation} V(x) = x_1^2+\frac{1}{4}x_2^2. \end{equation}

Now checking the Liapunov conditions:

  1. $V(0) = 0$. This is clear.

  2. $V(x) > 0$ for all $x \neq 0$ This is also clear.

  3. $\nabla\cdot f \leq 0$. We have that $\nabla\cdot f = -x_2^2 \leq 0$

$$\therefore V(x) = x_1^2+\frac14x_2^2$$

Is a Liapunov function w.r.t $(0, 0)$. Is this correct?

1

There are 1 best solutions below

2
On BEST ANSWER

Yes, the function:

$$V(x) = x_1^2+\frac14x_2^2$$

is a correct Liapunov function.

Note: It is easier to just write $V'$ and leave that $f$ stuff off as it is confusing IMO.

Also, this is telling us that there are no closed orbits in the system. We can plot a phase portrait and this shows the following (of course, we could have done an eigenvalue analysis or found the solution to this uncoupled system too to determine this).

enter image description here