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3. Lyapunov Stability
In this chapter we will study stability of equilibrium points of autonomous
system
x f ( x )
including linear systems. For a linear time-invariant system
x Ax
the stability of equilibrium point x 0 can be completely defined by
location of eigenvalues of matrix A.
Stability of equilibrium points is usually characterized in the sense of
Lyapunov (1892). Alexander Mikhilovich Lyapunov, Russian
mathematician introduced in his work The general Problem of Motion
Stability the basic definition of stability that are in use today and proved
many of fundamental theorems.
Lyapunov stability is concerned with behavior of the trajectories of
a system when its initial state is near an equilibrium.
- An equilibrium point is stable if all solutions starting at nearby
points stay nearby, otherwise, it is unstable.
- It is asymptotically stable if all solutions starting at nearby points
not only stay nearby, but tend to the equilibrium points with t .
Lyapunov stability theorems give sufficient conditions for stability,
asymptotic stability and exponential stability. They do not say whether the
given conditions are also necessary.
Some Lyapunov stability theorems establish sufficient and
necessary conditions. Such theorems are usually called converge
theorems. We will consider two converge theorems. We use this theorems
for exponential stability to show that an equilibrium point of a nonlinear
system is exponentially stable if and only if the linearization of the system
about this point has an exponentially stable equilibrium at the origin.

3.1 Autonomous Systems

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Lyapunov Stability Definition

Consider the autonomous system
x f ( x ) , x ( 0) x 0 (1)
where f: D R is locally Lipshitz map from domain D R n into
n
R n
. Suppose
~x D is an equilibrium point of system (1); that is,
f (~
x) 0
Our goal is to characterize and study stability of ~ x . For convenience, we
state all definitions and theorems for equilibrium point at the origin; that
is, ~x 0 . There is no loss of generality because any equilibrium point can
be shifted to the origin via change of variables. Suppose ~x 0 , and consider
the change of variables y x ~x . The derivative of y is given
~
x
y f ( x) f ( ~
x x ) f (y ~
x ) f (~
x ): g ( y ) , where g( 0) 0
because f (~x ) 0 . In the new variables y, the system y g (y ) has
equilibrium at the origin. Therefore, we shall always assume that f ( x )
satisfies f ( 0) 0 , and study stability of the origin
Definition 1. The equilibrium point x 0 of system (1) is
stable if, for each 0 there exists ( ) 0 such that
x( 0 ) x ( t )

unstable if not stable;

asymptotically stable if it is stable and can be chosen
such that
x ( 0 ) lim x ( t ) 0
t
Haw we can use the requirement to demonstrate stability the origin?
For any value of we must produce a value of , possible dependent on
, such that a trajectory starting in a neighborhood of the origin will never
leave the neighborhood.

Example. To illustrate three types of stability properties, consider the

pendulum equation
g k
x 1 x 2 , x 2 sin x1 x 2
l m
that has two equilibrium points at
x1 0, x 2 0 and x1 , x 2 0 .
Negleting friction, by setting k 0 ,
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g
x 1 x 2 , x 2 sin x12
l
we have seen that trajectories in the neighborhood of the first equilibrium
x1 0, x 2 0 are closed orbit. Choosing 0 , we have a ball B with radius
. Then choose 0 such that the ball B contents the ball B . So, all
trajectories starting in B will stay within B . Therefore, the
requirement for stability is satisfied. This equilibrium point however, is not
asymptotically stable since the trajectories starting off the equilibrium
point do not tend to it. They remain in their closed orbits.
When friction is taken in consideration ( k 0 ) the equilibrium point
x1 0, x 2 0 becomes a stable focus. Inspection of the phase portrait of the
stable focus shows that the requirement for stability is satisfied. In
addition, trajectories starting close to the equilibrium point tend to it as t
tends to .
The second equilibrium point at x1 , x 2 0 is a saddle point. Clearly
the requirement cannot be satisfied since for any 0 , there is always
a trajectory will leave the ball B x : x even x(0) is arbitrarily close to
the equilibrium point.
Remark. Having definition of stability, we determined the stability of
pendulum equilibrium points using the phase portrait of the pendulum
equation. But in general case this may be difficult or even impossible.
Our task now to find ways to determine stability

Energy Function Concept

The conclusion about stability of the pendulum equilibrium points
can also be reached by using energy concept. Let us define the energy of
the pendulum E (x) as the sum of its kinetic and potential energies, with
the reference of the potential energy chosen such that E( 0) 0 ; that is,
x1
1 g 1 2 g
E ( x) x22
2 l
sin ( y )dy x2
2 l
(1 cos x1 )
0

Case 1. The friction is neglected ( k 0 ). Take the derivative of E

along the trajectories of the system
dE 1 g g
2 x2 sin x1 s in x1 x2 0
dt 2 l l
Hence, E constant during the motion of the system or, in other words, the
system is conservative and there is no dissipation of energy. Since E ( x ) c
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forms a closed contour around x 0 for small c, we can again arrive at the
conclusion that x 0 is stable equilibrium point.
Case 2. With friction ( k 0 ), we have the energy dissipate during the
motion of the system, that is,
dE 1 g k g k
2 x2 sin x1 x2 x2 sin x1 x2 x22 0
dt 2 l m l m
along the trajectories of the system. Due to friction energy E cannot
remain constant along the motion. Hence, E is decreasing until it reaches
zero. Hence, the trajectory tends to x 0 as t tends to .

Example. Consider the mass-damper-spring system

1
x1 x2 , x 2 ( k 1x1 k 1x13 b x2 x2 )
m
where b x2 x2 represents nonlinear dissipation or damping and (k 1x1 k 1x13 )
represents a nonlinear spring term. The total mechanical energy is the sum
kinetic and potential energies, that is,
x1
1 1
E (x) mx22 (k1 y k 2 y 3 )dy (mx22 k 1x12 k 2 x14 )
2 2
0
Then
3
E ( x) x2 (k 1x1 k 2 x14 b x2 x2 ) k 1x1 x2 k 2 x13 x2 b x2
It implies that the energy of the system, starting from some initial
condition value is continuously dissipated until the mass settles down, that
is, x2 0 and then x1 0 .
The energy function has two properties
1. It is strictly positive unless both state variables x1 and x2 are zero.
2. It monotonically decreasing when the variables x1 and x2 vary
according to the differential equation.
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Thus by examing the derivative of E along the trajectories of the

system, it is possible to determine the stability of the equilibrium point. In
1892, Lyapunov proposed other functions which could be used instead of
energy to determine stability of an equilibrium point.

Lyapunovs Direct Method (or Method of Lyapunov Function)

The basic philosophy of Lyapunovs direct method is the mathematical
extension of energy concept to more complex system.
Consider now a continuously differentiable function V : D R defined
in a domain D R n that contains the origin. The derivative of V along the
trajectories of system (1) is given by
V
V ( x ) f (x )
x
Theorem 1. Let x 0 be an equilibrium point for system (1) and D R n be
a domain containing x 0 . Let V : D R be a continuously differentiable
function, such that
V ( 0 ) 0 and V ( x ) 0 in D {0} (2)
V ( x ) 0 in D
(3)
Then, x 0 is stable. Moreover, if
V ( x ) 0 in D (4)
then x 0 is asimptoticaly stable.
Proof. (Stability) Assume that the conditions (2) and (3) hold. Given 0 ,
choose r (0, ] such that
Br xRn x r D
Let min x r V ( x ) . Then 0 by condition (2). Take (0, ) , and let
x Br V ( x )
Then, is in interior of Br , because V ( x ) for all x (see Figure 1).
The set has property that any trajectory starting in at t 0 stays in
for all t 0 . This follows from condition (3) since
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V ( x ) 0 V ( x(t )) V ( x(0)) , t 0
Since is a compact set (it is closed by definition and bounded
since it is contained in Br ), and x(t ) t 0 , then the system (1) by
Theorem 3 has a unique solution defined for all t 0
Since V (x) is continuous in x and V ( 0) 0 , there exist 0
x V (x )

Then
B Br
and
x( 0) B x( 0) x( t ) x( t ) Br
Therefore,
x ( 0) x (t ) r , t 0

which shows that the equilibrium point x 0 is stable.

(Asymptotic Stability). Let us show now the asymptotic stability:
x( t ) 0 as t , assuming that condition (4) holds as well.
By repeating previously arguments, we know that x 0 is stable.
Therefore, it is sufficient to show that V ( x( t )) 0 as t . Since V ( x ( t ))
monotonically decreasing and bounded from below by zero,
V ( x ( t )) c 0 as t
To show that c=0, we use a contradict argument. Suppose that c>0. By
continuity of V ( x ) there is d 0 such that Bd c . The limit
V ( x( t )) c 0
implies that the trajectory lies outside the ball Bd for all t 0 Let
max d x
r V ( x )

which exists because the continuous function has maximum over the
compact set d x r . By condition (4), 0 . It follows that
t
V ( x( t )) V ( x( 0)) V ( x( ))d V ( x( 0)) t
0
Since the right-hand side will become negative, the inequality contradicts
the assumption that c>0. Therefore, V ( x( t )) 0 as t , and by definition
V ( x(t )) 0 if and only if x(t ) 0 . Hence,
x( t ) 0 as t