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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 ).
Lyapunov, in his original 1892 work, proposed two methods for demonstrating stability. [1] 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 ...
This led to the concept of L-stability: a method is L-stable if it is A-stable and | | as . The trapezoidal method is A-stable but not L-stable. The implicit Euler method is an example of an L-stable method. [8]
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.
One such method is the famous Babylonian method, which is given by x k+1 = (x k + 2/x k)/2. Another method, called "method X", is given by x k+1 = (x k 2 − 2) 2 + x k. [note 1] A few iterations of each scheme are calculated in table form below, with initial guesses x 0 = 1.4 and x 0 = 1.42.
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 ...
From January 2011 to December 2012, if you bought shares in companies when Anne M. Finucane joined the board, and sold them when she left, you would have a 37.9 percent return on your investment, compared to a 12.1 percent return from the S&P 500.
Some extensions of Liapunov's second method, IRE Transactions on Circuit Theory, CT-7, pp. 520–527, 1960. (PDF Archived 2019-04-30 at the Wayback Machine) Barbashin, E. A.; Nikolai N. Krasovskii (1952). Об устойчивости движения в целом [On the stability of motion as a whole]. Doklady Akademii Nauk SSSR (in Russian).