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Lyapunov
Lyapunov
. .
, f(x)
x0,
Taylor x0:
f '( x0 )
f ''( x0 )
f '''( x0 )
( x x0 ) +
( x x0 )2 +
( x x0 )3 + ...
1!
2!
3!
( n)
n
f ( x0 )( x x0 )
n!
f ( x ) = f ( x0 ) +
=
n =0
,
f(x) , :
f ( x) ; f ( x0 ) + f '( x0 )( x x0 )
, x x0
:
f '( x0 ) = lim
x x0
f ( x) f ( x0 )
x x0
Taylor f
, :
f = f (x) = f ( x1 , x2 ,..., xN )
, f(x)
N
, x0=(x01,x02,,x0N), :
f ( x) = f (x 0 ) +
f ( x01 )
f ( x02 )
f ( x0 N )
( x1 x01 ) +
( x2 x02 ) + ... +
( xN x0 N )
x1
x2
xN
2 f ( x01 )
2 f ( x02 )
2 f ( x0 N )
2
2
+
( x1 x01 ) +
( x2 x02 ) + ... +
( xN x0 N )2
2
2
2
x1
x2
xN
+
3 f ( x01 )
3 f ( x02 )
3 f ( x0 N )
3
3
(
x
x
)
+
(
x
x
)
+
...
+
( xN x0 N )3 + ...
1
01
2
02
x13
x23
xN3
,
:
f ( x01 )
f ( x02 )
f ( x0 N )
f ( x) ; f (x 0 ) +
( x1 x01 ) +
( x2 x02 ) + ... +
( xN x0 N )
x1
x2
xN
xx0,
,
:
df =
f
f
f
dx1 +
dx2 + ... +
dxN
x1
x2
xN
,
:
f (x) = ( f1 ( x1 , x2 ,..., xN ), f2 ( x1 , x2 ,..., xN ),..., f ( x1 , x2 ,..., xN ) )
= f1 ( x1 , x2 ,..., xN )x1 + f2 ( x1 , x2 ,..., xN ) x2 + ... + f ( x1 , x2 ,..., xN )xN
fi(x)
x-x0 0 , :
f i ( x) = f i ( x 0 ) +
f i ( x01 )
f ( x )
f ( x )
( x1 x01 ) + i 02 ( x2 x02 ) + ... + i 0 N ( xN x0 N )
x1
x2
xN
f(x) x0 :
f1 ( x01 )
f1 ( x0 N )
( xN x0 N )
f1 (x0 ) + x ( x1 x01 ) + ... + x
1
N
f1 ( x1 , x2 ,..., xN )
f
(
x
)
f
(
x
)
f ( x , x ,..., x )
f 2 (x0 ) + 2 01 ( x1 x01 ) + ... + 2 0 N ( xN x0 N )
2
1
2
N
=
x1
xN
f ( x) =
...
...
f ( x1 , x2 ,..., xN )
f (x ) + f N ( x01 ) ( x x ) + ... + f N ( x0 N ) ( x x )
1
01
N
0N
N 0
x1
xN
f1 ( x0 N )
f1 ( x01 ) f1 ( x02 )
...
x
x2
xN
1
x1 x01
f 2 ( x01 ) f2 ( x02 )
f2 ( x0 N )
...
x2 x02
x2
xN
= f (x 0 ) + x1
...
...
...
...
...
xN x0 N
f N ( x01 ) f N ( x02 ) ... fN ( x0 N )
x1
x2
xN
:
f1 ( x01 )
x
1
f 2 ( x01 )
J f (x 0 ) = x1
...
f N ( x01 )
x1
f1 ( x02 )
x2
f1 ( x0 N ) f1
xN x1
f 2 ( x02 )
f2 ( x0 N ) f2
...
x2
xN = x1
...
...
... ...
f N ( x02 )
fN ( x0 N ) f N
...
x2
xN x1
...
f1
x2
f2
x2
...
f N
x2
f1
xN
f2
...
xN
... ...
f N
...
xN x
0
...
f(x). ,
:
f1
f
J f (x0 ) = 2
...
f N x 0
, ,
.
fi(x) x0. , :
f (x) = f ( x0 ) + J f (x0 ) ( x - x0 )
f(x) x0.
x-x0 .
. Lyapunov .
N-:
x(n + 1) = f ( x(n) )
:
x1 (n + 1) = f1 ( x1 (n), x2 (n),..., xN ( n) )