LeanForControl

3 Lyapunov stability

3.1 Trajectories, equilibria, and comparison functions

Definition 26
#

A trajectory of the autonomous ODE \(\dot{x} = f(x)\) is a globally defined map \(\varphi : \mathbb {R} \to \mathbb {R}^{n}\) satisfying

\[ \dot{\varphi }(t) = f(\varphi (t)) \qquad \text{for every } t \in \mathbb {R}. \]
Definition 27
#

A point \(x_{\mathrm{eq}} \in \mathbb {R}^{n}\) is an equilibrium of \(\dot{x} = f(x)\) when \(f(x_{\mathrm{eq}}) = 0\).

Definition 28
#

A class \(\mathcal{K}\) function on \([0,a)\) is a continuous strictly increasing map \(\alpha : [0,a) \to [0,b)\) with \(\alpha (0) = 0\). The structure records both \(\alpha \) and its inverse \(\alpha ^{-1} : [0,b) \to [0,a)\).

Definition 29
#

A class \(\mathcal{K}_{\infty }\) function is a continuous strictly increasing map \(\alpha : [0,\infty ) \to [0,\infty )\) with \(\alpha (0) = 0\) and \(\alpha (r) \to \infty \) as \(r \to \infty \).

3.2 Stability predicates

Definition 30
#

The equilibrium \(x_{\mathrm{eq}}\) is Lyapunov stable when

\[ \forall \varepsilon {\gt} 0,\; \exists \delta {\gt} 0,\; \forall \varphi ,\; \mathrm{IsTrajectory}(\varphi ,f) \; \Rightarrow \; \| \varphi (0)-x_{\mathrm{eq}}\| {\lt}\delta \; \Rightarrow \; \forall t\ge 0,\; \| \varphi (t)-x_{\mathrm{eq}}\| {\lt}\varepsilon . \]
Definition 31
#

The equilibrium \(x_{\mathrm{eq}}\) is locally asymptotically stable (LAS) when it is Lyapunov stable (definition 30) and there exists \(c {\gt} 0\) such that every trajectory \(\varphi \) with \(\| \varphi (0) - x_{\mathrm{eq}}\| {\lt} c\) satisfies \(\varphi (t) \to x_{\mathrm{eq}}\) as \(t \to \infty \).

Definition 32
#

The equilibrium \(x_{\mathrm{eq}}\) is globally asymptotically stable (GAS) when it is Lyapunov stable (definition 30) and every trajectory \(\varphi \) satisfies \(\varphi (t) \to x_{\mathrm{eq}}\) as \(t \to \infty \).

3.3 Sublevel sets and positive invariance

Definition 33
#

The sublevel set of \(V : \mathbb {R}^{n} \to \mathbb {R}\) at level \(c \in \mathbb {R}\) is

\[ \Omega _{c}(V) \; =\; \{ \, x \in \mathbb {R}^{n} \; :\; V(x) \le c \, \} . \]
Definition 34
#

A set \(S \subseteq \mathbb {R}^{n}\) is positively invariant for \(\dot{x} = f(x)\) when every trajectory \(\varphi \) starting in \(S\) remains in \(S\) for all future time:

\[ \varphi (0) \in S \; \Rightarrow \; \varphi (t) \in S \quad \forall \, t \ge 0. \]
Theorem 35
#

If \(V : \mathbb {R}^{n} \to \mathbb {R}\) is continuous and radially unbounded (\(V(x) \to \infty \) as \(\| x\| \to \infty \)), then every sublevel set \(\Omega _{c}(V)\) (definition 33) is compact.

Proof

Closed: \(\Omega _{c}(V) = V^{-1}((-\infty ,c])\) by continuity. Bounded: coercivity yields \(R\) with \(\Omega _{c}(V) \subseteq \overline{B}(0,R)\). Compact: Heine–Borel in \(\mathbb {R}^{n}\).

3.4 Lyapunov functions

Definition 36
#

A function \(V : \mathbb {R}^{n} \to \mathbb {R}\) is a local Lyapunov function on an open domain \(D \ni x_{\mathrm{eq}}\) when \(V\) is smooth, \(V(x_{\mathrm{eq}}) = 0\), \(V {\gt} 0\) on \(D \setminus \{ x_{\mathrm{eq}}\} \), and the Lie derivative satisfies \(\dot{V}(x) = \nabla V(x) \cdot f(x) \le 0\) for all \(x \in D\).

Definition 37
#

A strict local Lyapunov function on \(D\) strengthens definition 36: the Lie derivative satisfies \(\dot{V}(x) {\lt} 0\) for all \(x \in D \setminus \{ x_{\mathrm{eq}}\} \), and there exists \(c {\gt} 0\) such that the compact sublevel set \(\Omega _{c}(V) \subseteq D\) (definition 33).

Definition 38
#

A global strict Lyapunov function for \(\dot{x} = f(x)\) at \(x_{\mathrm{eq}}\) is a \(C^{1}\) map \(V : \mathbb {R}^{n} \to \mathbb {R}\) with \(V(x_{\mathrm{eq}}) = 0\), \(V {\gt} 0\) everywhere else, \(\dot{V}(x) {\lt} 0\) on \(\mathbb {R}^{n} \setminus \{ x_{\mathrm{eq}}\} \), and all sublevel sets \(\Omega _{c}(V)\) compact (coercivity).

Definition 39
#

The classical GAS Lyapunov certificate: a \(C^{1}\) map \(V : \mathbb {R}^{n} \to \mathbb {R}\) with \(V(x_{\mathrm{eq}}) = 0\), \(V {\gt} 0\) elsewhere, \(\dot{V} {\lt} 0\) on \(\mathbb {R}^{n} \setminus \{ x_{\mathrm{eq}}\} \), and radially unbounded (\(V(x) \to \infty \) as \(\| x\| \to \infty \)). Implies definition 38 via theorem 35.

3.5 Milestone theorems for autonomous systems

Theorem 40

Lyapunov’s stability theorem. If \(V\) is a local Lyapunov function (definition 36) for \(\dot{x} = f(x)\) on a domain \(D \ni x_{\mathrm{eq}}\), then \(x_{\mathrm{eq}}\) is Lyapunov stable (definition 30).

Proof

Pick \(\varepsilon _{0}\) so \(\overline{B}(x_{\mathrm{eq}},\varepsilon _{0}) \subseteq D\). Let \(m = \min _{S_{\varepsilon '}} V {\gt} 0\). Choose \(\delta \) with \(V {\lt} m\) on \(B(x_{\mathrm{eq}},\delta )\). If \(\| \varphi (t^{*})-x_{\mathrm{eq}}\| \ge \varepsilon \), monotonicity of \(V\) gives \(V(\varphi (t^{*})) \le V(\varphi (0)) {\lt} m \le V(\varphi (t^{*}))\), a contradiction.

Lyapunov’s local asymptotic stability theorem. If \(V\) is a strict local Lyapunov function (definition 37) and \(f\) is continuous, then \(x_{\mathrm{eq}}\) is locally asymptotically stable (definition 31).

Proof

The compact sublevel set \(\Omega _{c_{0}} \subseteq D\) is positively invariant. \(V(\varphi (t)) \to L \ge 0\) by monotone convergence; \(L = 0\) by compactness; \(\varphi (t) \to x_{\mathrm{eq}}\).

Lyapunov’s global asymptotic stability theorem. If \(V\) is a global strict Lyapunov function (definition 38) and \(f\) is continuous, then \(x_{\mathrm{eq}}\) is globally asymptotically stable (definition 32).

Proof

Stability from theorem 40. For convergence: \(V(\varphi (t)) \to L \ge 0\) by monotone convergence; \(L = 0\) by a LaSalle-type argument; \(\varphi (t) \to x_{\mathrm{eq}}\) by coercivity.

Corollary. If \(V\) is a radially unbounded strict Lyapunov function (definition 39) and \(f\) is continuous, then \(x_{\mathrm{eq}}\) is globally asymptotically stable.

Proof

Radial unboundedness gives compact sublevel sets (theorem 35), so \(V\) satisfies definition 38; apply theorem 42.

3.6 LaSalle’s invariance principle

Theorem 44

LaSalle’s invariance principle. Let \(\Omega \) be compact and positively invariant for \(\dot{x} = f(x)\), \(V \in C^{1}\) with \(\dot{V}(x) \le 0\) on \(\Omega \), and \(M \subseteq \Omega \) closed. If the \(\omega \)-limit set of any trajectory \(\varphi \) starting in \(\Omega \) satisfies \(\omega (\varphi ) \subseteq M\), then \(\varphi (t) \to M\) as \(t \to \infty \).

Proof

Barbashin’s theorem. If \(V \in C^1\) is positive definite on \(D\), \(\dot{V} \le 0\) on \(D\), there exists a compact sublevel set \(\Omega _c \subseteq D\), and every trajectory starting in \(\Omega _c\) has \(\omega \)-limit set \(\subseteq \{ x_{\mathrm{eq}}\} \), then \(x_{\mathrm{eq}}\) is locally asymptotically stable (definition 31).

Proof

Krasovskii’s theorem. If \(V \in C^1\) is positive definite, \(\dot{V} \le 0\) on \(\mathbb {R}^n\), radially unbounded, and every trajectory has \(\omega \)-limit set \(\subseteq \{ x_{\mathrm{eq}}\} \), then \(x_{\mathrm{eq}}\) is globally asymptotically stable (definition 32).

Proof

3.7 Lyapunov class \(\mathcal{K}\) bounds

Theorem 47
#

Class K sandwich bounds. For any continuous positive-definite function \(V : \mathbb {R}^{n} \to \mathbb {R}\) on \(\overline{B}(0,r)\), there exist class \(\mathcal{K}\) functions \(\alpha _1, \alpha _2\) such that

\[ \alpha _1(\| x\| ) \; \le \; V(x) \; \le \; \alpha _2(\| x\| ) \qquad \forall \, \| x\| \le r. \]
Proof

Construct \(\alpha _1\) from the infimum of \(V\) on annuli (lower bound), and \(\alpha _2\) from the supremum of \(V\) on balls (upper bound). Each is sandwiched by a class \(\mathcal{K}\) function via the axioms in LeanForControl.axioms.

3.8 Class \(\mathcal{KL}\) functions and the Osgood construction

Definition 48
#

A class \(\mathcal{KL}\) function on \([0,a) \times [0,\infty )\) is continuous, class \(\mathcal{K}\) in the first argument, and for each fixed \(r {\gt} 0\) is strictly decreasing and tends to \(0\) as \(s \to \infty \). It arises as the bound \(\| x(t)\| \le \beta (\| x_0\| , t)\) in asymptotic stability estimates.

Theorem 49
#

Osgood construction. Given a class \(\mathcal{K}\) function \(\alpha \) satisfying the Osgood condition \(\int _0^{\varepsilon } \frac{1}{\alpha (x)}\, dx = +\infty \), the function \(\sigma (r, s) = \eta ^{-1}(\eta (r) + s)\), where \(\eta (y) = -\int _{\mathrm{base}}^{y} \frac{1}{\alpha (x)}\, dx\), is a class \(\mathcal{KL}\) function (definition 48).

Proof