ProofComplete

Proof of Lyapunov's Stability Theorem

We present a complete proof of all three parts of Lyapunov's stability theorem, establishing the fundamental connection between energy-like functions and stability of equilibria.


Theorem Statement

Theorem7.7Lyapunov stability theorem (complete)

Let x0\mathbf{x}_0 be an equilibrium of x′=F(x)\mathbf{x}' = \mathbf{F}(\mathbf{x}) and let V:D→RV: D \to \mathbb{R} be a C1C^1 function on a neighborhood DD of x0\mathbf{x}_0 with V(x0)=0V(\mathbf{x}_0) = 0.

  1. If VV is positive definite and V˙≤0\dot{V} \leq 0 (negative semi-definite), then x0\mathbf{x}_0 is stable.
  2. If VV is positive definite and V˙\dot{V} is negative definite, then x0\mathbf{x}_0 is asymptotically stable.
  3. If VV is positive definite and V˙>0\dot{V} > 0 in a region where V>0V > 0, then x0\mathbf{x}_0 is unstable (Chetaev).

Proof of Part 1 (Stability)

Proof

Without loss of generality, assume x0=0\mathbf{x}_0 = \mathbf{0}. Given ε>0\varepsilon > 0 small enough that Bε‾={∥x∥≤ε}⊂D\overline{B_\varepsilon} = \{\|\mathbf{x}\| \leq \varepsilon\} \subset D.

Since VV is continuous, positive definite, and V(0)=0V(\mathbf{0}) = 0, the minimum value on the sphere ∥x∥=ε\|\mathbf{x}\| = \varepsilon satisfies:

m=min⁡∥x∥=εV(x)>0.m = \min_{\|\mathbf{x}\| = \varepsilon} V(\mathbf{x}) > 0.

By continuity of VV at 0\mathbf{0}, there exists δ>0\delta > 0 (with δ<ε\delta < \varepsilon) such that:

∥x∥<δ  ⟹  V(x)<m.\|\mathbf{x}\| < \delta \implies V(\mathbf{x}) < m.

Now let x(t)\mathbf{x}(t) be a solution with ∥x(0)∥<δ\|\mathbf{x}(0)\| < \delta. We claim ∥x(t)∥<ε\|\mathbf{x}(t)\| < \varepsilon for all t≥0t \geq 0.

Since V˙(x)=∇V(x)⋅F(x)≤0\dot{V}(\mathbf{x}) = \nabla V(\mathbf{x}) \cdot \mathbf{F}(\mathbf{x}) \leq 0, the function t↦V(x(t))t \mapsto V(\mathbf{x}(t)) is non-increasing. Therefore:

V(x(t))≤V(x(0))<mfor all t≥0.V(\mathbf{x}(t)) \leq V(\mathbf{x}(0)) < m \quad \text{for all } t \geq 0.

Suppose for contradiction that there exists t∗>0t^* > 0 with ∥x(t∗)∥=ε\|\mathbf{x}(t^*)\| = \varepsilon. Then:

V(x(t∗))≥m,V(\mathbf{x}(t^*)) \geq m,

contradicting V(x(t∗))<mV(\mathbf{x}(t^*)) < m. Hence ∥x(t)∥<ε\|\mathbf{x}(t)\| < \varepsilon for all t≥0t \geq 0, proving stability. ■\blacksquare

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Proof of Part 2 (Asymptotic Stability)

Proof

From Part 1, the origin is stable. Choose ε>0\varepsilon > 0 and δ>0\delta > 0 as above so that ∥x(0)∥<δ\|\mathbf{x}(0)\| < \delta implies ∥x(t)∥<ε\|\mathbf{x}(t)\| < \varepsilon for all t≥0t \geq 0.

We must show x(t)→0\mathbf{x}(t) \to \mathbf{0} as t→∞t \to \infty. Since V(x(t))V(\mathbf{x}(t)) is non-increasing and bounded below by 00, it converges:

lim⁡t→∞V(x(t))=L≥0.\lim_{t \to \infty} V(\mathbf{x}(t)) = L \geq 0.

We claim L=0L = 0. Suppose L>0L > 0. Then for all t≥0t \geq 0, we have V(x(t))≥L>0V(\mathbf{x}(t)) \geq L > 0, which means x(t)\mathbf{x}(t) stays outside some neighborhood of 0\mathbf{0}. Specifically, there exists r>0r > 0 such that ∥x(t)∥≥r\|\mathbf{x}(t)\| \geq r for all t≥0t \geq 0 (since VV is positive definite).

On the compact set {r≤∥x∥≤ε}\{r \leq \|\mathbf{x}\| \leq \varepsilon\}, since V˙\dot{V} is negative definite (i.e., V˙(x)<0\dot{V}(\mathbf{x}) < 0 for x≠0\mathbf{x} \neq \mathbf{0}), there exists α>0\alpha > 0 such that:

V˙(x)≤−αfor all r≤∥x∥≤ε.\dot{V}(\mathbf{x}) \leq -\alpha \quad \text{for all } r \leq \|\mathbf{x}\| \leq \varepsilon.

Therefore:

V(x(t))=V(x(0))+∫0tV˙(x(s)) ds≤V(x(0))−αt.V(\mathbf{x}(t)) = V(\mathbf{x}(0)) + \int_0^t \dot{V}(\mathbf{x}(s))\,ds \leq V(\mathbf{x}(0)) - \alpha t.

As t→∞t \to \infty, the right side tends to −∞-\infty, contradicting V≥0V \geq 0. Hence L=0L = 0, and since VV is positive definite, this forces x(t)→0\mathbf{x}(t) \to \mathbf{0}. ■\blacksquare

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Proof of Part 3 (Instability via Chetaev)

Proof

Let U={x∈D:V(x)>0}U = \{\mathbf{x} \in D : V(\mathbf{x}) > 0\}. By hypothesis, 0\mathbf{0} is a limit point of UU (every neighborhood of 0\mathbf{0} contains points where V>0V > 0), and V˙(x)>0\dot{V}(\mathbf{x}) > 0 on UU.

Choose ε>0\varepsilon > 0 with Bε‾⊂D\overline{B_\varepsilon} \subset D, and let Uε=U∩BεU_\varepsilon = U \cap B_\varepsilon. Pick x0∈Uε\mathbf{x}_0 \in U_\varepsilon, so V(x0)>0V(\mathbf{x}_0) > 0.

Along the trajectory x(t)\mathbf{x}(t) starting at x0\mathbf{x}_0, since V˙>0\dot{V} > 0 on UU:

V(x(t))>V(x0)>0as long as x(t)∈Uε.V(\mathbf{x}(t)) > V(\mathbf{x}_0) > 0 \quad \text{as long as } \mathbf{x}(t) \in U_\varepsilon.

In particular, x(t)\mathbf{x}(t) cannot approach 0\mathbf{0} (where V=0V = 0). Since V(x(t))V(\mathbf{x}(t)) is strictly increasing and bounded on Bε‾\overline{B_\varepsilon}, the trajectory must eventually leave BεB_\varepsilon.

More precisely, if x(t)\mathbf{x}(t) remained in UεU_\varepsilon for all t≥0t \geq 0, then V(x(t))→L>V(x0)>0V(\mathbf{x}(t)) \to L > V(\mathbf{x}_0) > 0. The ω\omega-limit set would be nonempty (contained in Bε‾\overline{B_\varepsilon}), invariant, and satisfy V˙=0\dot{V} = 0 there (since VV is constant on ω\omega-limit sets when VV is monotone). But V˙>0\dot{V} > 0 on UU, so the ω\omega-limit set would lie outside UU, contradicting V≥L>0V \geq L > 0 there. Hence x(t)\mathbf{x}(t) must leave BεB_\varepsilon in finite time.

Since this holds for arbitrarily small ε\varepsilon, the equilibrium is unstable. ■\blacksquare

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Key Remarks

RemarkGeometric interpretation

The proof of stability uses level sets of VV as "barriers." The condition V˙≤0\dot{V} \leq 0 means trajectories cross level sets inward (toward smaller values of VV). The set {V<m}\{V < m\} becomes an invariant region, trapping trajectories that start near the equilibrium.

For asymptotic stability, the strict inequality V˙<0\dot{V} < 0 provides a uniform decay rate on compact annuli, forcing V→0V \to 0 and hence x(t)→0\mathbf{x}(t) \to \mathbf{0}.

RemarkConverse theorems

The converse question -- does stability imply existence of a Lyapunov function? -- has an affirmative answer in many settings. The Massera theorem states: if x0\mathbf{x}_0 is asymptotically stable for a C1C^1 system, then there exists a smooth Lyapunov function in a neighborhood of x0\mathbf{x}_0. However, constructing it explicitly remains a difficult problem.