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21 Volumen 18 No. 1, agosto 2014 ˙ x = f (x), (1) where f : D→ R n is a C 1 map and D⊂ R n is an open set. Facultad de Ciencias Naturales y Exactas Universidad del Valle Pag. 21-32 1 Introduction Eduardo Ibargüen Mondragón Miller Cerón Gómez Universidad del Nariño Received: September 20, 2013 Accepted: November 23, 2013 Jhoana Patricia Romero Leiton Universidad del Antioquia A simple test for asymptotic stability in some dynamical systems Abstract In this paper we analyze asymptotic stability of the dynamical system ˙ x = f (x) defined by a C 1 function f : D→ R n where D∈ R n + is an open set. We obtain a criterion of stability for the equilibrium solution ¯ x ∈D when the vector field f satisfies a) i f i x) < 0 and b)(i f i x)) -1 i f j x)+(j f j x)) -1 j f i x) > 2 for i, j =1,...,n. In 1892, A. M. Lyapunov developed his stability theory for nonlinear ordinary differential equations which characterizes the behavior of the dynamical systems trajectories in the sense that nearby solutions remain that way from now on (Hirsch and Smale, [9]). He established very useful stability criteria for dynamical systems of the form: Keywords: ordinary differential equations, asymptotic stability, equilibrium solution. The first Lyapunov method, also known as Indirect Method of Lyapunov (IML) allows to studying the stability of the equilibrium points for a dynamical system of the type (1) by analyzing the stability of the trivial solution for the linearized system: dy(t) dy(t) dt = Df x)y + G(y), 2 where G(y)= O(y 2 ). Using the IML, it is possible prove that y = 0 is asymptotically stable if and only if R(λ) < 0 for any eigenvalue λ of the matrix Df x), and so unstable, if there exists an eigenvalue λ of the matrix Df x) with R(λ) > 0. We note that the IML does not allow us to obtain a conclusion if one of the eigenvalues λ of the matrix Df x) has real part zero, R(λ) = 0 (Khalil, [12]).

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Page 1: A simple test for asymptotic stability in some dynamical ... · Volumen 18 N o. 1, agosto 2014 23 A simple test for asymptotic stability in some dynamical systems 2 Calculus and linear

21Volumen 18 No. 1, agosto 2014

1

A SIMPLE TEST FOR ASYMPTOTIC STABILITY IN SOMEDYNAMICAL SYSTEMS

Eduardo Ibarguen-Mondragon Miller Ceron GomezUniversidad de Narino Universidad de Narino

Jhoana Patricia Romero LeitonUniversidad de Antioquia

Received: September 20, 2013 Accepted: November 23, 2013

Abstract

In this paper we analyze asymptotic stability of the dynamical system x = f(x)

defined by a C1 function f : D → Rn where D ∈ Rn+ is an open set. We obtain a

criterion of stability for the equilibrium solution x ∈ D when the vector field f satisfies

a) ∂ifi(x) < 0 and b) (∂ifi(x))−1∂ifj(x) + (∂jfj(x))

−1∂jfi(x) > 2 for i, j = 1, . . . , n.

Keywords: ordinary differential equations, asymptotic stability, equilibrium solution.

1 Introduction

In 1892, A. M. Lyapunov developed his stability theory for nonlinear ordinarydifferential equations which characterizes the behavior of the dynamical systemstrajectories in the sense that nearby solutions remain that way from now on (Hirschand Smale, [9]). He established very useful stability criteria for dynamical systemsof the form:

x = f(x), (1)

where f : D → Rn is a C1 map and D ⊂ Rn is an open set.

The first Lyapunov method, also known as Indirect Method of Lyapunov (IML)allows to studying the stability of the equilibrium points for a dynamical systemof the type (1) by analyzing the stability of the trivial solution for the linearizedsystem:

dy(t)

dt= Df(x)y +G(y),

where G(y) = O(‖y‖2). Using the IML, it is possible prove that y = 0 isasymptotically stable if and only if R(λ) < 0 for any eigenvalue λ of the matrixDf(x), and so unstable, if there exists an eigenvalue λ of the matrix Df(x) withR(λ) > 0. We note that the IML does not allow us to obtain a conclusion if one ofthe eigenvalues λ of the matrix Df(x) has real part zero, R(λ) = 0 (Khalil, [12]).

Facultad de Ciencias Naturales y ExactasUniversidad del Valle

Pag. 21-32

1 Introduction

Eduardo Ibargüen Mondragón Miller Cerón Gómez

Universidad del Nariño

Received: September 20, 2013 Accepted: November 23, 2013

Jhoana Patricia Romero LeitonUniversidad del Antioquia

A simple test for asymptotic stability in some dynamical systems

1

A SIMPLE TEST FOR ASYMPTOTIC STABILITY IN SOMEDYNAMICAL SYSTEMS

Eduardo Ibarguen-Mondragon Miller Ceron GomezUniversidad de Narino Universidad de Narino

Jhoana Patricia Romero LeitonUniversidad de Antioquia

Received: September 20, 2013 Accepted: November 23, 2013

Abstract

In this paper we analyze asymptotic stability of the dynamical system x = f(x)

defined by a C1 function f : D → Rn where D ∈ Rn+ is an open set. We obtain a

criterion of stability for the equilibrium solution x ∈ D when the vector field f satisfies

a) ∂ifi(x) < 0 and b) (∂ifi(x))−1∂ifj(x) + (∂jfj(x))

−1∂jfi(x) > 2 for i, j = 1, . . . , n.

Keywords: ordinary differential equations, asymptotic stability, equilibrium solution.

1 Introduction

In 1892, A. M. Lyapunov developed his stability theory for nonlinear ordinarydifferential equations which characterizes the behavior of the dynamical systemstrajectories in the sense that nearby solutions remain that way from now on (Hirschand Smale, [9]). He established very useful stability criteria for dynamical systemsof the form:

x = f(x), (1)

where f : D → Rn is a C1 map and D ⊂ Rn is an open set.

The first Lyapunov method, also known as Indirect Method of Lyapunov (IML)allows to studying the stability of the equilibrium points for a dynamical systemof the type (1) by analyzing the stability of the trivial solution for the linearizedsystem:

dy(t)

dt= Df(x)y +G(y),

where G(y) = O(‖y‖2). Using the IML, it is possible prove that y = 0 isasymptotically stable if and only if R(λ) < 0 for any eigenvalue λ of the matrixDf(x), and so unstable, if there exists an eigenvalue λ of the matrix Df(x) withR(λ) > 0. We note that the IML does not allow us to obtain a conclusion if one ofthe eigenvalues λ of the matrix Df(x) has real part zero, R(λ) = 0 (Khalil, [12]).

1

A SIMPLE TEST FOR ASYMPTOTIC STABILITY IN SOMEDYNAMICAL SYSTEMS

Eduardo Ibarguen-Mondragon Miller Ceron GomezUniversidad de Narino Universidad de Narino

Jhoana Patricia Romero LeitonUniversidad de Antioquia

Received: September 20, 2013 Accepted: November 23, 2013

Abstract

In this paper we analyze asymptotic stability of the dynamical system x = f(x)

defined by a C1 function f : D → Rn where D ∈ Rn+ is an open set. We obtain a

criterion of stability for the equilibrium solution x ∈ D when the vector field f satisfies

a) ∂ifi(x) < 0 and b) (∂ifi(x))−1∂ifj(x) + (∂jfj(x))

−1∂jfi(x) > 2 for i, j = 1, . . . , n.

Keywords: ordinary differential equations, asymptotic stability, equilibrium solution.

1 Introduction

In 1892, A. M. Lyapunov developed his stability theory for nonlinear ordinarydifferential equations which characterizes the behavior of the dynamical systemstrajectories in the sense that nearby solutions remain that way from now on (Hirschand Smale, [9]). He established very useful stability criteria for dynamical systemsof the form:

x = f(x), (1)

where f : D → Rn is a C1 map and D ⊂ Rn is an open set.

The first Lyapunov method, also known as Indirect Method of Lyapunov (IML)allows to studying the stability of the equilibrium points for a dynamical systemof the type (1) by analyzing the stability of the trivial solution for the linearizedsystem:

dy(t)

dt= Df(x)y +G(y),

where G(y) = O(‖y‖2). Using the IML, it is possible prove that y = 0 isasymptotically stable if and only if R(λ) < 0 for any eigenvalue λ of the matrixDf(x), and so unstable, if there exists an eigenvalue λ of the matrix Df(x) withR(λ) > 0. We note that the IML does not allow us to obtain a conclusion if one ofthe eigenvalues λ of the matrix Df(x) has real part zero, R(λ) = 0 (Khalil, [12]).

1

A SIMPLE TEST FOR ASYMPTOTIC STABILITY IN SOMEDYNAMICAL SYSTEMS

Eduardo Ibarguen-Mondragon Miller Ceron GomezUniversidad de Narino Universidad de Narino

Jhoana Patricia Romero LeitonUniversidad de Antioquia

Received: September 20, 2013 Accepted: November 23, 2013

Abstract

In this paper we analyze asymptotic stability of the dynamical system x = f(x)

defined by a C1 function f : D → Rn where D ∈ Rn+ is an open set. We obtain a

criterion of stability for the equilibrium solution x ∈ D when the vector field f satisfies

a) ∂ifi(x) < 0 and b) (∂ifi(x))−1∂ifj(x) + (∂jfj(x))

−1∂jfi(x) > 2 for i, j = 1, . . . , n.

Keywords: ordinary differential equations, asymptotic stability, equilibrium solution.

1 Introduction

In 1892, A. M. Lyapunov developed his stability theory for nonlinear ordinarydifferential equations which characterizes the behavior of the dynamical systemstrajectories in the sense that nearby solutions remain that way from now on (Hirschand Smale, [9]). He established very useful stability criteria for dynamical systemsof the form:

x = f(x), (1)

where f : D → Rn is a C1 map and D ⊂ Rn is an open set.

The first Lyapunov method, also known as Indirect Method of Lyapunov (IML)allows to studying the stability of the equilibrium points for a dynamical systemof the type (1) by analyzing the stability of the trivial solution for the linearizedsystem:

dy(t)

dt= Df(x)y +G(y),

where G(y) = O(‖y‖2). Using the IML, it is possible prove that y = 0 isasymptotically stable if and only if R(λ) < 0 for any eigenvalue λ of the matrixDf(x), and so unstable, if there exists an eigenvalue λ of the matrix Df(x) withR(λ) > 0. We note that the IML does not allow us to obtain a conclusion if one ofthe eigenvalues λ of the matrix Df(x) has real part zero, R(λ) = 0 (Khalil, [12]).

1

A SIMPLE TEST FOR ASYMPTOTIC STABILITY IN SOMEDYNAMICAL SYSTEMS

Eduardo Ibarguen-Mondragon Miller Ceron GomezUniversidad de Narino Universidad de Narino

Jhoana Patricia Romero LeitonUniversidad de Antioquia

Received: September 20, 2013 Accepted: November 23, 2013

Abstract

In this paper we analyze asymptotic stability of the dynamical system x = f(x)

defined by a C1 function f : D → Rn where D ∈ Rn+ is an open set. We obtain a

criterion of stability for the equilibrium solution x ∈ D when the vector field f satisfies

a) ∂ifi(x) < 0 and b) (∂ifi(x))−1∂ifj(x) + (∂jfj(x))

−1∂jfi(x) > 2 for i, j = 1, . . . , n.

Keywords: ordinary differential equations, asymptotic stability, equilibrium solution.

1 Introduction

In 1892, A. M. Lyapunov developed his stability theory for nonlinear ordinarydifferential equations which characterizes the behavior of the dynamical systemstrajectories in the sense that nearby solutions remain that way from now on (Hirschand Smale, [9]). He established very useful stability criteria for dynamical systemsof the form:

x = f(x), (1)

where f : D → Rn is a C1 map and D ⊂ Rn is an open set.

The first Lyapunov method, also known as Indirect Method of Lyapunov (IML)allows to studying the stability of the equilibrium points for a dynamical systemof the type (1) by analyzing the stability of the trivial solution for the linearizedsystem:

dy(t)

dt= Df(x)y +G(y),

where G(y) = O(‖y‖2). Using the IML, it is possible prove that y = 0 isasymptotically stable if and only if R(λ) < 0 for any eigenvalue λ of the matrixDf(x), and so unstable, if there exists an eigenvalue λ of the matrix Df(x) withR(λ) > 0. We note that the IML does not allow us to obtain a conclusion if one ofthe eigenvalues λ of the matrix Df(x) has real part zero, R(λ) = 0 (Khalil, [12]).

1

A SIMPLE TEST FOR ASYMPTOTIC STABILITY IN SOMEDYNAMICAL SYSTEMS

Eduardo Ibarguen-Mondragon Miller Ceron GomezUniversidad de Narino Universidad de Narino

Jhoana Patricia Romero LeitonUniversidad de Antioquia

Received: September 20, 2013 Accepted: November 23, 2013

Abstract

In this paper we analyze asymptotic stability of the dynamical system x = f(x)

defined by a C1 function f : D → Rn where D ∈ Rn+ is an open set. We obtain a

criterion of stability for the equilibrium solution x ∈ D when the vector field f satisfies

a) ∂ifi(x) < 0 and b) (∂ifi(x))−1∂ifj(x) + (∂jfj(x))

−1∂jfi(x) > 2 for i, j = 1, . . . , n.

Keywords: ordinary differential equations, asymptotic stability, equilibrium solution.

1 Introduction

In 1892, A. M. Lyapunov developed his stability theory for nonlinear ordinarydifferential equations which characterizes the behavior of the dynamical systemstrajectories in the sense that nearby solutions remain that way from now on (Hirschand Smale, [9]). He established very useful stability criteria for dynamical systemsof the form:

x = f(x), (1)

where f : D → Rn is a C1 map and D ⊂ Rn is an open set.

The first Lyapunov method, also known as Indirect Method of Lyapunov (IML)allows to studying the stability of the equilibrium points for a dynamical systemof the type (1) by analyzing the stability of the trivial solution for the linearizedsystem:

dy(t)

dt= Df(x)y +G(y),

where G(y) = O(‖y‖2). Using the IML, it is possible prove that y = 0 isasymptotically stable if and only if R(λ) < 0 for any eigenvalue λ of the matrixDf(x), and so unstable, if there exists an eigenvalue λ of the matrix Df(x) withR(λ) > 0. We note that the IML does not allow us to obtain a conclusion if one ofthe eigenvalues λ of the matrix Df(x) has real part zero, R(λ) = 0 (Khalil, [12]).

1

A SIMPLE TEST FOR ASYMPTOTIC STABILITY IN SOMEDYNAMICAL SYSTEMS

Eduardo Ibarguen-Mondragon Miller Ceron GomezUniversidad de Narino Universidad de Narino

Jhoana Patricia Romero LeitonUniversidad de Antioquia

Received: September 20, 2013 Accepted: November 23, 2013

Abstract

In this paper we analyze asymptotic stability of the dynamical system x = f(x)

defined by a C1 function f : D → Rn where D ∈ Rn+ is an open set. We obtain a

criterion of stability for the equilibrium solution x ∈ D when the vector field f satisfies

a) ∂ifi(x) < 0 and b) (∂ifi(x))−1∂ifj(x) + (∂jfj(x))

−1∂jfi(x) > 2 for i, j = 1, . . . , n.

Keywords: ordinary differential equations, asymptotic stability, equilibrium solution.

1 Introduction

In 1892, A. M. Lyapunov developed his stability theory for nonlinear ordinarydifferential equations which characterizes the behavior of the dynamical systemstrajectories in the sense that nearby solutions remain that way from now on (Hirschand Smale, [9]). He established very useful stability criteria for dynamical systemsof the form:

x = f(x), (1)

where f : D → Rn is a C1 map and D ⊂ Rn is an open set.

The first Lyapunov method, also known as Indirect Method of Lyapunov (IML)allows to studying the stability of the equilibrium points for a dynamical systemof the type (1) by analyzing the stability of the trivial solution for the linearizedsystem:

dy(t)

dt= Df(x)y +G(y),

where G(y) = O(‖y‖2). Using the IML, it is possible prove that y = 0 isasymptotically stable if and only if R(λ) < 0 for any eigenvalue λ of the matrixDf(x), and so unstable, if there exists an eigenvalue λ of the matrix Df(x) withR(λ) > 0. We note that the IML does not allow us to obtain a conclusion if one ofthe eigenvalues λ of the matrix Df(x) has real part zero, R(λ) = 0 (Khalil, [12]).

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22

Revista de Ciencias E. Ibargüen Mondragón, M. Cerón Gómez y J. P. Romero2

In this paper, we will consider the second Lyapunov method, also known asDirect Method of Lyapunov (DML), in which the stability of an equilibrium pointx requires the flow associated with the dynamical system (1) being decreased onsome scalar function V for which x is an isolated minimum. This function is knownas the Lyapunov function.

For the Lyapunov function V : D ⊆ Rn → R where D containing the origin,and its orbital derivative V : D ⊆ Rn → R defined by

V (x) = DV (x)(f(x)),

the DML establishes:

1. If V (x) is positive definite and V (x) is negative semi-definite, then the originis stable.

2. If V (x) is positive definite and V (x) is negative definite, then the origin isasymptotically stable.

In general, for any equilibrium solution of (1) the DML states that:

Theorem 1. Let x ∈ D be an equilibrium of (1). Let V : B → R be a continuousfunction defined on a neigborhood B ⊂ D of x, differentiable on B − x, such that

a) V (x) = 0 and V (x) > 0 if x �= x;

b) V (x) ≤ 0 in B − x,

then x is stable. Furthemore, if

c) V (x) < 0 in B − x,

then x is asymptotically stable.

In the twentieth century, the DML became in the principal tool to analyzeglobal stability of dynamical systems applied to basic sciences and engineering.The main setback of this method is precisely to find a Lyapunov function, becausethere is not a systematic method for finding. The suggestion is to propose afunction and check if this candidate satisfies the stability conditions (Perko, [20]).

While the intention of A. M. Lyapunov was to study movement stability(Taylor and Francis, [14]), the DML found a wide range of applications. Forexample, in problems related with automatic regulation and control of dynamicalprocesses (Rouche et al., [21]; Vasilev, [25]; Yoshizawa, [26]; Artstein, [2];Barbastin, [3]); in competition models (Goh, [7, 8]; Takeuchi, [23]); in SIR models(Mena-Lorca and Hethcote, [16]; Safi and Garba, [22]), in SIRS models (O’Reganet al., [19]); in models with two compartments (A. Yu, [1]), and in the proof of theHopf bifurcation theorem (cited by O?Regan et al., [19]).

Recently, Lyapunov functions are being applied within the fractional calculusto analyze the stability of dynamical systems. In this field, the method is called

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23Volumen 18 No. 1, agosto 2014

3

Fractional Lyapunov Direct Method (Yan Li et al., [13]; Momani and Hadid, [17];Zhang et al., [27]; Tarasov, [24]). In 2011, it was used Lyapunov functions toanalyze the dynamics of the Hopf bifurcation in a class of models that exhibit Zipbifurcation (Escobar and Gonzales, [4], Giesl and Hafstein, [5, 6]). In 2012 thesame authors designed an algorithm to explain the construction of these functions.

There are some systems where the Lyapunov function is defined in a naturalway, like in the case of electrical or mechanical systems where energy is oftena Lyapunov function. In mathematical biology, more precisely in populationdynamic modeled through the mass action law, the functions of Goh type

V (x) =

n∑

i=1

ai

[xi − xi − xi ln

(xi

xi

)], (2)

where ai for i = 1, . . . , n are positive constants that satisfy the first item ofTheorem 1 while the other items are reduced to find the constants ai that willsatisfy them.

B. S. Goh (Goh, [7]) used the function defined in (2) to prove global stabilityin mutualism models of the form

xi = xifi(x1, x2, . . . , xn) i = 1, 2, . . . , n.

In this paper we establish global stability properties for the dynamical system (1)following the same ideas of S. B. Goh in (Goh, [7]). That is, we use the Lyapunovfunction (2) with specific values of the constants ai to determine the stabilityconditions.

2 Calculus and linear algebra

Theorem 2. Let E be an open subset of Rn containing x0, if f : E ⊂ Rn → Rsuch that f ∈ C3(E), f(x0) = 0 and Hessian matrix Hf(x0) is positive definite,then x0 is a relative minimum of f . Similarly, if Hf(x0) is negative definite, thenx0 is a relative maximum of f .

See [15] for proof of Theorem 2.

Theorem 3. (Sylvester’s Criterion). A real symmetric matrix is positive definiteif and only if all its principal minors are positive.

See [10] for proof of Theorem 3.

3 Test of stability

In this section we establish a test for the asymptotic stability of the system(1) equilibrium when D is an open subset of

Rn+ = {(x1, . . . , xn) ∈ Rn : xi ≥ 0 for i = 1, . . . , n}.

The following proposition relates the equilibrium stability with the sign of certaindeterminants.

A simple test for asymptotic stability in some dynamical systems

2 Calculus and linear algebra

3 Test of stability

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24

Revista de Ciencias E. Ibargüen Mondragón, M. Cerón Gómez y J. P. Romero4

Proposition 1. Let D be an open subset of Rn+ containing x = (x1, . . . , xn).

Suppose that the function f : D → Rn defined in (1) satisfies f ∈ C1(D) andf(x) = 0. Let ∆j(x) be the determinants defined by

∆j(x) = (−1)j∣∣∣∣ajxj

∂fj(x)

∂xi+

aixi

∂fi(x)

∂xj

∣∣∣∣i=1,...,j

, j = 1, . . . , n (3)

where aj is a positive constant.

1. If ∆j(x) for j = 1, . . . , n are positive, then x is globally asymptotically stable.

2. If ∆j(x) for j = 1, . . . , n has alternate signs starting with a negative value,then x is unstable.

Proof. Let a1, . . . , an be positive constants, for x = (x1, . . . , xn) ∈ D, then thefunction defined in (2) satisfies the condition V (x) = 0. On the other hand, thei-th term of (2) is:

η(xi) = ai

[xi − xi − xi ln

(xi

xi

)]. (4)

Observe that

η′(xi) = ai

(1− xi

xi

),

Observe that which implies that η′(xi) > 0 if and only if xi < xi and η′(xi) < 0if and only if xi > xi. Thus xi is a global minimum of η defined in (4). Sinceη(xi) = 0, then η(xi) > 0 for all xi �= xi therefore V (x) > 0 for all x �= x.From DML we conclude that if its orbital derivative is negative (V (x) < 0) forall x ∈ D\{x}, then x is asymptotically stable on D, while x is unstable whenV (x) > 0 (see Theorem 1).

Observe that V (x) = −g(x) where

g(x) =n∑

i=1

ai

(xi

xi− 1

)fi(x).

Since g(x) = 0, then to prove the stability of x it is enough to verify that x is aminimum of g on D, and any other equilibrium solution y ∈ D of (1) satisfies thatg(y) ≥ g(x). The derivative of g is given by the gradient vector

�g(x) =

(∂g(x)

∂x1, . . . ,

∂g(x)

∂xn

),

where∂g(x)

∂xk= −ak

xk

x2k

fk(x) +n∑

i=1

ai

(xi

xi− 1

)∂fi(x)

∂xk, (5)

for k = 1, . . . , n. From (5) we have that ∂g(x)/∂xk = 0 for k = 1, . . . , n, which

implies �g(x) = 0. Therefore x is a critical point of g.

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25Volumen 18 No. 1, agosto 2014

A simple test for asymptotic stability in some dynamical systems5

The Hessian matrix of g(x) is

Hg(x) =

(∂2g(x)

∂xi∂xj

)

i,j=1,...,n

, (6)

where

∂2g(x)

∂xj∂xk= −ak

xk

x2k

∂fk(x)

∂xj+

∂xj

[n∑

i=1

ai

(xi

xi− 1

)∂fi(x)

∂xk

](7)

= −(ak

xk

x2k

∂fk(x)

∂xj+ aj

xj

x2j

∂fj(x)

∂xk

)+

n∑

i=1

ai

(xi

xi− 1

)∂2fi(x)

∂xj∂xk,

for j, k = 1, . . . , n and j �= k. As a result

∂2g(x)

∂xj∂xk= −

(akxk

∂fk(x)

∂xj+

ajxj

∂fj(x)

∂xk

). (8)

Therefore, the determinant of Hessian matrix of g(x) evaluated at x is:

|Hg(x)| =

∣∣∣∣∂2g(x)

∂xi∂xj

∣∣∣∣i,j=1,...,n

=

∣∣∣∣−(ajxj

∂fj(x)

∂xi+

aixi

∂fi(x)

∂xj

)∣∣∣∣i,j=1,...,n

= (−1)j∣∣∣∣ajxj

∂fj(x)

∂xi+

aixi

∂fi(x)

∂xj

∣∣∣∣i,j=1,...,n

= ∆n(x).

Since Hg(x) is a symmetric matrix, and assuming that all its principal minorsare positive, then from Theorem 3 we have that x is a local minimum of gon D. Now, suppose that y ∈ D is another equilibrium solution of (1) theng(y) = g(x) = 0. Similarly it is verified that if its principal minors have alternatingsigns for k = 1, . . . , n, starting with a negative value, then x is unstable, whichcompletes the proof.

From the above proposition, the following corollary is derived:

Corollary 4. If the Hessian matrix Hg(x) defined in (6) evaluated at x is positivedefinite, then x is globally asymptotically stable on D and unstable when Hg(x) isnegative definite.

The following theorem summarizes the main result of this work. The noveltyof next test consists in replacing the expertise of the authors to find the constantsai defined in (2) for conditions easy to verify.

Theorem 5 (Stability Test). Let x ∈ D ⊂ Rn+ be an equilibrium solution of

nonlinear system (1). If

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26

Revista de Ciencias E. Ibargüen Mondragón, M. Cerón Gómez y J. P. Romero6

1.∂fi(x)

∂xi< 0 for i = 1, 2, . . . , n. and

2. lij(x) > 2 for i, j = 1, . . . , n with i �= j, where

lij(x) =

(∂fi(x)

∂xi

)−1∂fi(x)

∂xj+

(∂fj(x)

∂xj

)−1∂fj(x)

∂xi,

then x is globally asymptotically stable.

Proof. Let x = (x1, . . . , xn) ∈ D, we will prove that the quadratic form

G(x, x) = xTHg(x)x

=n∑

j=1

(n∑

k=1

∂2g(x)

∂xj∂xkxjxk

), (9)

is positive. Since∂2g(x)

∂xj∂xk=

∂2g(x)

∂xk∂xj,

for j, k = 1, . . . , n, then (9) is rewritten as:

G(x, x) =n∑

k=1

∂2g(x)

∂x2k

x2k + 2

n∑

k=2

∂2g(x)

∂x1∂xkx1yk + 2

n∑

k=3

∂2g(x)

∂x2∂xkx2yk

+ · · ·+ 2∂2g(x)

∂xn−1∂xnxn−1xn. (10)

Substituting (8) in (10) we have:

G(x, x) = −n∑

k=1

2akxk

∂fk(x)

∂xkx2k −

n∑

k=2

2

(akxk

∂fk(x)

∂x1+

a1x1

∂f1(x)

∂xk

)y1xk

−n∑

k=3

2

(akxk

∂fk(x)

∂x2+

a2x2

∂f2(x)

∂xk

)x2xk + · · ·+

−2

(anxn

∂fn(x)

∂xn−1+

an−1

xn−1

∂fn−1(x)

∂xn

)xn−1xn. (11)

Let

ak = −xk

[2∂fk(x)

∂xk

]−1

, k = 1, . . . , n. (12)

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27Volumen 18 No. 1, agosto 2014

7

Since ∂fk(x)/∂xk < 0, then ak > 0. Substituting (12) in (11) we have:

G(x, x) =n∑

k=1

x2k +

n∑

k=2

[(∂fk(x)

∂xk

)−1∂fk(x)

∂x1+

(∂f1(x)

∂x1

)−1∂f1(x)

∂xk

]x1xk

+n∑

k=3

[(∂fk(x)

∂xk

)−1∂fk(x)

∂x2+

(∂f2(x)

∂x2

)−1∂f2(x)

∂xk

]x2xk

+ · · ·+[(

∂fn(x)

∂xn

)−1∂fn(x)

∂xn−1+

(∂fn−1(x)

∂xn−1

)−1∂fn−1(x)

∂xn

]xn−1xn

>n∑

k=1

x2k +

n∑

k=2

2x1xk +n∑

k=3

2x2xk + · · ·+ 2xn−1xn

= (x1 + x2 + · · ·+ xn)2

> 0. (13)

In consequence, from Corollary 4 we conclude that x is globally asymptoticallystable in D.

4 Application of main result

In this section we will apply the Theorem 5 to prove the asymptotic stabilityof nontrivial equilibrium of the nonlinear system

dxj

dt= αjxj(1− xj)− σj

n∏

i=1

xi, j = 1, 2, . . . , n, (14)

where 0 < αj < 1 and 0 < σj < 1 for j = 1, 2, . . . , n. Our set of interest is:

D1 = {x ∈ Rn : 0 ≤ xi ≤ 1, i, j = 1, 2, . . . , n}. (15)

The following lemma ensures that all solutions of (14) starting in D1 remain therefor all t ≥ 0.

Lemma 6. The set D1 defined in (15) is positively invariant for the solutions ofthe system (14).

Proof. Let x = (x01, x

02, . . . , x

0n) be given. If there is 1 ≤ j ≤ n such that x0

j = 0,then we see directly from the unique and existent result that xj(t) ≡ 0 for allt ≥ 0, and so for k �= j such that x0

k �= 0, we have that xk(t) satisfies the logicdifferential equation:

dxk

dt= αkxk(1− xk),

for which we know that 0 ≤ xk(t) ≤ 1. In other words, if there is 1 ≤ j ≤ n suchthat x0

j = 0, we have that 0 ≤ xk(t) ≤ 1 for 1 ≤ k ≤ n. Now, we assume that

x = (x01, x

02, . . . , x

0n) ∈ D1 is such that x0

j �= 0 for any 1 ≤ j ≤ n. In this case, weknow that xj(t) for any t ≥ 0 and 0 ≤ j ≤ n. Then, from (14) we obtain:

dxj

dt≤ αjxj(1− xj), j = 1, 2, . . . , n

A simple test for asymptotic stability in some dynamical systems

4 Application of main result

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28

Revista de Ciencias E. Ibargüen Mondragón, M. Cerón Gómez y J. P. Romero8

or equivalently

−x−2j

dxj

dt+ αjx

−1j ≥ αj , j = 1, 2, . . . , n. (16)

Let z = x−1j , then dz/dt = −x−2

j dxj/dt. Substituting z and dz/dt in (16) we have

dz

dt+ αjz ≥ αj .

Multiplying the above inequality by eαjt we obtain:

d (eαjtz)

dt≥ αje

αjt. (17)

Integrating the inequality (17) between 0 and t we have:

z(t) ≥ 1 + (z(0)− 1)e−αjt. (18)

Substituting z = x−1j in (18) we obtain:

xj(t) ≤1

1 +[x−1j (0)− 1

]e−αjt

.

Therefore, we conclude that:

0 ≤ xj(t) ≤ 1 for all t ≥ 0.

meaning x = (x01, x

02, . . . , x

0n) ∈ D1 as desired.

The next proposition summarizes existent results of the equilibrium solutions of(14).

Proposition 2. The system (14) has at least 2n+1−1 equilibrium solution in D1.

Proof. The equilibrium solutions of (14) are given by the solutions of the algebraicsystem

αjxj(1− xj)− σj

n∏

i=1

xi = 0, j = 1, 2, . . . , n. (19)

Observe that in the following cases, a)xj = 0, b)xj = 1 and xk = 0 for j �= k, theequations (19) are satisfied, which implies the existence of 2n − 1 equilibrium ofthe form x0 = (p1, . . . , pn) where pj = 0 or pj = 1. On the other hand, from (19)we obtain:

αj

σjxj(1− xj) = k, j = 1, 2, . . . , n, (20)

where k =∏n

i=1 xi. The solutions of (20) are:

xj =1±

√1− 4kσj/αj

2, j = 1, 2, . . . , n.

The above implies that xj > 0 if and only if 0 < k < αn/4σn. Therefore, thereare at least two equilibriums in int (D1). This completes the proof.

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29Volumen 18 No. 1, agosto 2014

A simple test for asymptotic stability in some dynamical systems9

The following proposition summarizes stability results of the equilibrium of(14).

Proposition 3. Suppose that the system (14) has an interior steady state x ∈D2 ⊂ D1 where

D2 = {x ∈ Rn : 0 ≤ xi ≤ 1, 0 ≤ xi + xj ,≤ 1 i, j = 1, 2, . . . , n}.then this steady state is globally asymptotically stable on the interior set of D1.

Proof. From (14) we conclude that:

fj(x) = αjxj(1− xj)− σj

n∏

k=1

xk, j = 1, 2, . . . , n,

which implies that

∂fj(x)

∂xj= αj(1− xj)− αj xj − σj

n∏

k=1,k �=j

xk, j = 1, 2, . . . , n. (21)

From equilibrium equations we have:

αj(1− xj)− σj

n∏

k=1,k �=j

xk = 0, j = 1, 2, . . . , n. (22)

Therefore, substituting (22) in (21) we verify the first hypothesis of Theorem 5,that is

∂fj(x)

∂xj= −αj xj < 0, j = 1, 2, . . . , n.

On the other hand,

lij(x) =

(∂fi(x)

∂xi

)−1∂fi(x)

∂xj+

(∂fj(x)

∂xj

)−1∂fj(x)

∂xi

= (−αixi)−1

−σi

n∏

k=1,k �=j

xk

+ (−αj xj)

−1

−σj

n∏

k=1,k �=i

xk

=

(σi

αi+

σj

αj

) n∏

k=1,k �=i,k �=j

xk. (23)

From (22) we have:

σj

αj=

1− xj∏nk=1,k �=j xk

, j = 1, 2, . . . , n. (24)

Substituting (24) in (23) we obtain:

lij(x) =1− xi

xj+

1− xj

xi, for i �= j.

From hypothesis x ∈ D2, results that 0 < xi + xj < 1 which implies (xi + xj)2 <

xi + xj , or equivalently (1 − xi)xi + (1 − xj)xj > 2xixj . The above implies thatthe second hypothesis of Theorem 5 is satisfied. That is lij > 2. Therefore x isglobally asymptotically stable on interior set of D1.

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30

10

4.1 Numerical solutions

One of the possible applications for system (14) when n = 3 could be thecompetition among three species with logistic growth. The simulation of Figure1 was made with the following data: α1 = 0.1, α2= 0.2, α3 = 0.15, σ1 = 0.08,σ2 = 0.15 and σ3 = 0.14. In this case the solutions of (14) tend to the coexistentequilibrium P1= (0.68,0.72,0.53) which agrees with the theoretical results.

0 20 40 60 80 100 120 140 160 180 2000.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

Time

Popu

latio

n de

nsity

x1

(t)

x2

(t)

x3

(t)

Figure 1: Graphs of the component solutions x1, x2 and x3 of (14) for n = 3. Inthis case, α1 =0.1, α2=0.2, α3 =0.15, σ1 =0.08, σ2 =0.15, σ3 =0.14.

5 Conclusion

In certain areas of applied mathematics such as Biomathematics, thequalitative analysis of the solutions of dynamical systems defined by ordinarydifferential equations is fundamental to understand problems in biology (Ibarguenet al. [11]). In this sense, the DML is very practical and widely used to analyze thestability of dynamical systems. In this article we use the DML to establish easierconditions to verify the assurance of global asymptotic stability of the equilibriumsolutions of some dynamical systems. The fact that these conditions are definedin terms of ∂fi(x)/∂xi for i = 1, . . . , n, suggest the possibility that the stabilitytest (Theorem 5) can be used to numerically verify asymptotic stability.

Acknowledgements

We want to thank to anonymous referees and Dr. L. Esteva for their valuablecomments and suggestions that helped us to improve the paper. E. Ibarguenacknowledges support from project No 082-16/08/2013 (VIPRI-UDENAR).

Revista de Ciencias E. Ibargüen Mondragón, M. Cerón Gómez y J. P. Romero

4.1 Numerical solutions

5 Conclusión

10

4.1 Numerical solutions

One of the possible applications for system (14) when n = 3 could be thecompetition among three species with logistic growth. The simulation of Figure1 was made with the following data: α1 = 0.1, α2= 0.2, α3 = 0.15, σ1 = 0.08,σ2 = 0.15 and σ3 = 0.14. In this case the solutions of (14) tend to the coexistentequilibrium P1= (0.68,0.72,0.53) which agrees with the theoretical results.

0 20 40 60 80 100 120 140 160 180 2000.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

Time

Popu

latio

n den

sity

x1

(t)

x2

(t)

x3

(t)

Figure 1: Graphs of the component solutions x1, x2 and x3 of (14) for n = 3. Inthis case, α1 =0.1, α2=0.2, α3 =0.15, σ1 =0.08, σ2 =0.15, σ3 =0.14.

5 Conclusion

In certain areas of applied mathematics such as Biomathematics, thequalitative analysis of the solutions of dynamical systems defined by ordinarydifferential equations is fundamental to understand problems in biology (Ibarguenet al. [11]). In this sense, the DML is very practical and widely used to analyze thestability of dynamical systems. In this article we use the DML to establish easierconditions to verify the assurance of global asymptotic stability of the equilibriumsolutions of some dynamical systems. The fact that these conditions are definedin terms of ∂fi(x)/∂xi for i = 1, . . . , n, suggest the possibility that the stabilitytest (Theorem 5) can be used to numerically verify asymptotic stability.

Acknowledgements

We want to thank to anonymous referees and Dr. L. Esteva for their valuablecomments and suggestions that helped us to improve the paper. E. Ibarguenacknowledges support from project No 082-16/08/2013 (VIPRI-UDENAR).

Figure 1:

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31Volumen 18 No. 1, agosto 2014

A simple test for asymptotic stability in some dynamical systems

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11

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Author’s address

Eduardo Ibarguen-MondragonDepartamento de Matematica y Estadıstica, Universidad de Narino,San Juan de Pasto - [email protected]

Miller Ceron GomezDepartamento de Matematica y Estadıstica, Universidad de Narino,San Juan de Pasto - [email protected]

Jhoana Patricia Romero LeitonInstituto de Matematicas, Universidad de Antioquia, Medellın - [email protected]