Definition:Lyapunov Function/Strict

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Definition

Let $V$ be a Lyapunov function of a system of differential equations $x' = \map f x$.

$(1): \quad \map V {x_0} = 0$
$(2): \quad \map V x > 0$ if $x \in U \setminus \set {x_0}$
$(3): \quad \nabla V \cdot f \le 0$ for $x \in U$.

where $x_0$ is an equilibrium point of $\mathbf x' = \map f {\mathbf x}$.


If the inequality $(3)$ is strict except at $x_0$:

$(3): \quad \nabla V \cdot f < 0$ for $x \in U$.

then $V$ is a strict Lyapunov function.


Also known as

The term Lyapunov function is sometimes seen spelt Liapunov function.


Also see

  • Results about Lyapunov functions can be found here.


Source of Name

This entry was named for Aleksandr Mikhailovich Lyapunov.