10.2 Linearisation and stability
Definition 10.2.1. An equilibrium \(x^*\) is stable if for every \(\varepsilon > 0\) there is \(\delta > 0\) such that \(\|x_0 - x^*\| < \delta \) implies \(\|\phi _t(x_0) - x^*\| < \varepsilon \) for all \(t \geq 0\); asymptotically stable if in addition \(\phi _t(x_0) \to x^*\) for \(x_0\) close enough; and unstable otherwise. It is hyperbolic if no eigenvalue of the Jacobian \(A = Df(x^*)\) has zero real part.
Theorem 10.2.2 (Stability from the linearisation). Let \(f(x^*) = 0\) and \(A = Df(x^*)\).
- (i)
- If every eigenvalue of \(A\) has negative real part, \(x^*\) is asymptotically stable, and nearby solutions approach it exponentially.
- (ii)
- If some eigenvalue has positive real part, \(x^*\) is unstable.
Proof. (i) Put \(u = x - x^*\), so \(u' = Au + g(u)\) with \(g(u) = f(x^* + u) - Au\). Since \(f\) is \(C^1\), \(\|g(u)\| \leq \varepsilon (r)\|u\|\) for \(\|u\| \leq r\), with \(\varepsilon (r) \to 0\) as \(r \to 0\). By Theorem 5.3.2(i) there are \(K \geq 1\) and \(\alpha > 0\) with \(\|e^{At}\| \leq Ke^{-2\alpha t}\). Choose \(r\) so small that \(K\varepsilon (r) \leq \alpha \). While \(\|u(s)\| \leq r\) on \([0, t]\), variation of parameters gives \[ u(t) = e^{At}u_0 + \int _0^te^{A(t - s)}g(u(s))\,ds, \qquad e^{2\alpha t}\|u(t)\| \leq K\|u_0\| + K\varepsilon (r)\int _0^te^{2\alpha s}\|u(s)\|\,ds , \] and Gronwall’s inequality applied to \(e^{2\alpha t}\|u(t)\|\) gives \(\|u(t)\| \leq K\|u_0\|e^{(K\varepsilon (r) - 2\alpha )t} \leq K\|u_0\|e^{-\alpha t}\). If \(\|u_0\| < r/K\), this bound is less than \(r\), so the solution never reaches \(\|u\| = r\), the estimate holds for all \(t \geq 0\), and \(u(t) \to 0\) exponentially.
(ii) We sketch the proof. Decompose \(\mathbb R^n\) into the sum of the generalised eigenspaces of eigenvalues with positive real part and the rest, and define a quadratic form that grows along solutions in the first part and is controlled in the second; a solution starting arbitrarily close to \(x^*\) in the first part is driven out of a fixed ball. A complete proof uses the Lyapunov functions of the next section. □
When the linearisation has an eigenvalue with zero real part, the theorem says nothing, and the non-linear terms decide.
Example 10.2.3. The system \(x' = -y - x(x^2 + y^2)\), \(y' = x - y(x^2 + y^2)\) has linearisation \(\begin {bmatrix} 0 & -1\\ 1 & 0\end {bmatrix}\) at the origin, a centre. In polar coordinates, \(rr' = xx' + yy' = -(x^2 + y^2)^2 = -r^4\), so \(r' = -r^3\), and \(\theta ' = 1\). Every orbit spirals into the origin, with \(r(t) = r_0/\sqrt {1 + 2r_0^2t}\): the equilibrium is asymptotically stable, but slowly, not exponentially. Changing the signs of the cubic terms makes it unstable. The centre of the linearisation is destroyed by an arbitrarily small non-linear perturbation.
Questions on this section
Stuck on something here? Ask below and it stays attached to this topic.