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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.
An algorithm for solving a linear evolutionary partial differential equation is stable if the total variation of the numerical solution at a fixed time remains bounded as the step size goes to zero. The Lax equivalence theorem states that an algorithm converges if it is consistent and stable (in this sense).
If all eigenvalues have negative real parts, the point is stable. If at least one has a positive real part, the point is unstable. If at least one eigenvalue has negative real part and at least one has positive real part, the equilibrium is a saddle point and it is unstable.
When >, the differential equation for () has an unstable fixed point at = and a stable fixed point at =. The system thus describes a stable circular limit cycle with radius μ {\displaystyle {\sqrt {\mu }}} and angular velocity ω {\displaystyle \omega } .
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.
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.
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 ...