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A method is L-stable if it is A-stable and () as , where is the stability function of the method (the stability function of a Runge–Kutta method is a rational function and thus the limit as + is the same as the limit as ).
In stability theory and nonlinear control, Massera's lemma, named after José Luis Massera, deals with the construction of the Lyapunov function to prove the stability of a dynamical system. [1] The lemma appears in (Massera 1949, p. 716) as the first lemma in section 12, and in more general form in (Massera 1956, p. 195) as lemma 2. In 2004 ...
In mathematics, stability theory addresses the stability of solutions of differential equations and of trajectories of dynamical systems under small perturbations of initial conditions. The heat equation , for example, is a stable partial differential equation because small perturbations of initial data lead to small variations in temperature ...
In the theory of ordinary differential equations (ODEs), Lyapunov functions, named after Aleksandr Lyapunov, are scalar functions that may be used to prove the stability of an equilibrium of an ODE. Lyapunov functions (also called Lyapunov’s second method for stability) are important to stability theory of dynamical systems and control theory .
The quadratic function () = is a Lyapunov function that can be used to verify stability. Theorem (discrete time version). Given any Q > 0 {\displaystyle Q>0} , there exists a unique P > 0 {\displaystyle P>0} satisfying A T P A − P + Q = 0 {\displaystyle A^{T}PA-P+Q=0} if and only if the linear system x t + 1 = A x t {\displaystyle x_{t+1}=Ax ...
The stability function of implicit Runge–Kutta methods is often analyzed using order stars. The order star for a method with stability function is defined to be the set {| | | > | |}. A method is A-stable if and only if its stability function has no poles in the left-hand plane and its order star contains no purely imaginary numbers.
The first method developed the solution in a series which was then proved convergent within limits. The second method, which is now referred to as the Lyapunov stability criterion or the Direct Method, makes use of a Lyapunov function V(x) which has an analogy to the potential
Comparison functions are primarily used to obtain quantitative restatements of stability properties as Lyapunov stability, uniform asymptotic stability, etc. These restatements are often more useful than the qualitative definitions of stability properties given in ε - δ {\displaystyle \varepsilon {\text{-}}\delta } language.