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In particular, the discrete-time Lyapunov equation (also known as Stein equation) for is A X A H − X + Q = 0 {\displaystyle AXA^{H}-X+Q=0} where Q {\displaystyle Q} is a Hermitian matrix and A H {\displaystyle A^{H}} is the conjugate transpose of A {\displaystyle A} , while the continuous-time Lyapunov equation is
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 .
Lyapunov theory, a theorem related to the stability of solutions of differential equations near a point of equilibrium; Lyapunov central limit theorem, variant of the central limit theorem; Lyapunov vector-measure theorem, theorem in measure theory that the range of any real-valued, non-atomic vector measure is compact and convex
Conley's decomposition is characterized by a function known as complete Lyapunov function. Unlike traditional Lyapunov functions that are used to assert the stability of an equilibrium point (or a fixed point) and can be defined only on the basin of attraction of the corresponding attractor, complete Lyapunov functions must be defined on the whole phase-portrait.
The contribution to the theory made by N. G. Chetaev [2] was so significant that many mathematicians, physicists and engineers consider him Lyapunov's direct successor and the next-in-line scientific descendant in the creation and development of the mathematical theory of stability.
The Lyapunov–Malkin theorem (named for Aleksandr Lyapunov and Ioel Malkin ) is a mathematical theorem detailing stability of nonlinear systems. [ 1 ] [ 2 ] Theorem
Lyapunov proved that if the system of the first approximation is regular (e.g., all systems with constant and periodic coefficients are regular) and its largest Lyapunov exponent is negative, then the solution of the original system is asymptotically Lyapunov stable. Later, it was stated by O. Perron that the requirement of regularity of the ...
A prominent example of a cocycle is given by the matrix J t in the theory of Lyapunov exponents. In this special case, the dimension n of the matrices is the same as the dimension of the manifold X. For any cocycle C, the determinant det C(x, t) is a one-dimensional cocycle.