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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 mathematics, in the theory of differential equations and dynamical systems, a particular stationary or quasistationary solution to a nonlinear system is called linearly unstable if the linearization of the equation at this solution has the form / =, where r is the perturbation to the steady state, A is a linear operator whose spectrum contains eigenvalues with positive real part.
The above definitions are particularly relevant in situations where truncation errors are not important. In other contexts, for instance when solving differential equations, a different definition of numerical stability is used. In numerical ordinary differential equations, various concepts of numerical stability exist, for instance A-stability.
Stable polynomials arise in control theory and in mathematical theory of differential and difference equations. A linear, time-invariant system (see LTI system theory) is said to be BIBO stable if every bounded input produces bounded output. A linear system is BIBO stable if its characteristic polynomial is stable.
Equation gives the stability requirement for the FTCS scheme as applied to one-dimensional heat equation. It says that for a given , the allowed value of must be small enough to satisfy equation . Similar analysis shows that a FTCS scheme for linear advection is unconditionally unstable.
Equilibria can be classified by looking at the signs of the eigenvalues of the linearization of the equations about the equilibria. That is to say, by evaluating the Jacobian matrix at each of the equilibrium points of the system, and then finding the resulting eigenvalues, the equilibria can be categorized.
More strongly, if is Lyapunov stable and all solutions that start out near converge to , then is said to be asymptotically stable (see asymptotic analysis). The notion of exponential stability guarantees a minimal rate of decay, i.e., an estimate of how quickly the solutions converge.
Within mathematics regarding differential equations, L-stability is a special case of A-stability, a property of Runge–Kutta methods for solving ordinary differential equations. 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 ...
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