MAT 386 Dynamical Systems

Lecture 13:
Gradient Systems & Lyapunov Functions
of Stability
Gradient Systems
Gradient Systems:
Definition: A gradient system is a system that can be written in
the form
𝑿ሶ = − 𝜵 𝑉 = − grad V,
where 𝑿ሶ = 𝑥 ሶ 𝒊Ƹ + 𝑦 ሶ 𝒋,Ƹ 𝑥 ሶ , 𝑦ሶ are velocity components along
x- and y- axes and V(x, y), is called the potential function.
𝝏𝑽 𝝏𝑽
Since 𝜵 𝑉 = i+ j
𝝏𝒙 𝝏𝒚
In components, we represent
𝝏𝑽 𝝏𝑽
𝒙ሶ = − , 𝒚ሶ = −
𝝏𝒙 𝝏𝒚
Properties (remarks):
Every one dimensional system is a gradient system
Every two dimensional system 𝒙ሶ = f (x, y) , 𝒚ሶ = g (x, y)
𝝏𝒇 𝝏𝒈
is a gradient system if =
𝝏𝒚 𝝏𝒙
Derivation Potential Function V(x, y):
Example 1: Check
𝒙ሶ = y + 2 x y , 𝒚ሶ = x + x2 – y2 (1)
is a gradient system? If it is, then find the corresponding potential
function V (x, y).
Answer: Here, we have f(x, y) = y + 2 x y and g(x, y) = x + x2 – y2
𝝏𝒇 𝝏𝒈
 = 1 + 2 x and =1+2x
𝝏𝒚 𝝏𝒙
𝝏𝒇 𝝏𝒈
 =
𝝏𝒚 𝝏𝒙
 the system (1) is a gradient system
𝝏𝑽 𝝏𝑽
Given, 𝒙 = −
ሶ = y + 2 x y, 𝒚 = −
ሶ = x + x 2 – y2
𝝏𝒙 𝝏𝒚
𝝏𝑽 𝝏𝑽
 dV = dx + dy = - (y + 2 x y) dx – (x + x2 – y2 ) dy
𝝏𝒙 𝝏𝒚
 dV = - (y dx + x dy) – (2 x y dx + x2 dy) + y2 dy
After interating, we get
𝒚𝟑
V(x, y) = - x y - x2 y
𝟑
Example 2: Check
𝒙ሶ = – y2 + 2 x , 𝒚ሶ = y2 –2 x y (1)
is a gradient system? If it is, then find the corresponding potential
function V (x, y).
Answer: Here, we have f(x, y) = – y2 + 2 x and g(x, y) = y2 –2 x y
𝝏𝒇 𝝏𝒈
 = – 2 y and =–2y
𝝏𝒚 𝝏𝒙
𝝏𝒇 𝝏𝒈
 =
𝝏𝒚 𝝏𝒙
 the system (1) is a gradient system
𝝏𝑽 𝝏𝑽
Given, 𝒙ሶ = − = (– y2 + 2 x ), 𝒚ሶ =− = (y2 –2 x y )
𝝏𝒙 𝝏𝒚
𝝏𝑽 𝝏𝑽
 dV = dx + dy = ( y2 - 2 x )dx + (-y2 +2 x y ) dy
𝝏𝒙 𝝏𝒚
 dV = –2 x dx – y2 dy + (y2 dx + 2 x y dy)
After interating, we get
𝒚𝟑
V(x, y) = y2 x– – x2
𝟑
Example 3: Check
𝒙ሶ = – y + x y2 , 𝒚ሶ = – x + x2 y (1)
is a gradient system? If it is, then find the corresponding potential
function V (x, y).
Answer: Here, we have f(x, y) = – y + x y2 and g(x, y) = – x + x2 y
𝝏𝒇 𝝏𝒈
 = – 1 + 2 x y and =–1+2xy
𝝏𝒚 𝝏𝒙
𝜕𝑓 𝜕𝑔
 =
𝜕𝑦 𝜕𝑥
 the system (1) is a gradient system
𝝏𝑽 𝝏𝑽
Given, 𝒙ሶ = − = (– y + x y2 ), 𝒚ሶ =− = (– x + x2 y )
𝝏𝒙 𝝏𝒚
𝝏𝑽 𝝏𝑽
 dV = dx + dy = –(– y + x y2 )dx – (– x + x2 y ) dy
𝝏𝒙 𝝏𝒚
 dV = y dx + x dy – (x y2 dx + x2 y dy)
𝟏
 dV = d(x y) - d (x2 y2 )
𝟐
After interating, we get
𝟏 2 2
V(x, y) = x y - x y
𝟐
Example 4: Check
𝒙ሶ = 2 x y + x2– y2 , 𝒚ሶ = x2 – 2 x y (1)
is a gradient system? If it is, then find the corresponding potential
function V (x, y).
Answer: Here, we have f(x, y) = 2 x y + x2– y2 and g(x, y) = x2 – 2 x y

𝝏𝒇 𝝏𝒈
 = 2 x − 2 y and =2x−2y
𝝏𝒚 𝝏𝒙
𝜕𝑓 𝜕𝑔
 =
𝜕𝑦 𝜕𝑥
 the system (1) is a gradient system
𝝏𝑽 𝝏𝑽
Given, 𝒙 = − = (2 x y + x – y ), 𝒚 =−
ሶ 2 2 ሶ = (x2 – 2 x y )
𝝏𝒙 𝝏𝒚
𝝏𝑽 𝝏𝑽
 dV = dx + dy = –(2 x y + x2– y2 )dx – (x2 – 2 x y ) dy
𝝏𝒙 𝝏𝒚
 dV = x2 dx – (2 x y dx + x2 dy) + (y2 dx + 2 x y dy)
After interating, we get
𝟏 3
V(x, y) = x – x2 y + y2 x
𝟑
Liapunov Functions:
Lyapunov Function and Lyapunov methods of Stability:
In the theory of ordinary differential equations (ODEs), Lyapunov
functions are scalar functions that may be used to prove the
stability of an equilibrium of an ODE.

Problem: How to find Liapunov functions V(x, y) ?

Consider the autonomous systems
𝒅𝒙𝒊
= 𝒇𝒊 (𝒙𝟏 , 𝒙𝟐 , 𝒙𝟑 ,⋯ , 𝒙𝒏 ), i = 1, 2, 3, ⋯ , n
𝒅𝒕
with the zero equilibrium solution X ≡ 0, i.e. (0, 0, 0, ., ., 0).
Now, Suppose that we are given a continuously differentiable
function
V(X) = V(x1, x2, …, xn) ; X = (x1, x2, …, xn )
in a neighborhood U of the origin.
Let V(X) > 0 for all X ∈ U∖{0}, and V(0) = 0.
The total derivative of the function V(X) with respect to time t:
𝒅𝑽 𝝏𝑽 𝒅𝒙𝟏 𝝏𝑽 𝒅𝒙𝟐 𝝏𝑽 𝒅𝒙𝒏 𝒅𝑿
= + +⋯+ = grad V.
𝒅𝒕 𝝏𝒙𝟏 𝒅𝒕 𝝏𝒙𝟐 𝒅𝒕 𝝏𝒙𝒏 𝒅𝒕 𝒅𝒕
Where,
𝝏𝑽 𝝏𝑽 𝝏𝑽 𝒅𝑿 𝒅𝒙𝟏 𝒅𝒙𝟐 𝒅𝒙
grad V = , ,⋯, and = , ,⋯, 𝒏
𝝏𝒙𝟏 𝝏𝒙𝟐 𝝏𝒙𝒏 𝒅𝒕 𝒅𝒕 𝒅𝒕 𝒅𝒕

The first vector is the gradient of V(X), i.e. grad V; it’s always
directed toward the greatest increase in V(X). Typically, the
function V(X) increases with the distance from the origin
i.e. | X | 
The second vector in the scalar product is the velocity vector. At
any point, it is tangent to the phase trajectory.
Now, consider the case when the derivative of V(X) in a
neighborhood U of the origin is negative: i. e. when
𝒅𝑽 𝒅𝑿
= grad V. <0
𝒅𝒕 𝒅𝒕
𝒅𝑽
If the derivative < 0 everywhere along a phase trajectory, then the
𝒅𝒕
trajectory tends to the origin and this implies the system is stable.
𝒅𝑽
Otherwise, when the derivative > 0, the trajectory moves away from
𝒅𝒕
the origin, i.e. the system is unstable.

Definition: Let a function V(X) be continuously differentiable in a

neighborhood U of the origin. The function V(X) is called the Lyapunov
function for an autonomous system
𝒅𝒙𝒊
= 𝒇𝒊 (𝒙𝟏 , 𝒙𝟐 , 𝒙𝟑 ,⋯ , 𝒙𝒏 ), i = 1, 2, 3, ⋯ , n
𝒅𝒕
If the following conditions are satisfied:
 V(X) > 0 for all X∈U∖{0};
 V(0)=0;
𝒅𝑽
  0 for all X∈U.
𝒅𝒕
 Lyapunov Function & Stability of
Equilibrium

Definition: Lyapunov functions are scalar functions used to

prove the stability of an equilibrium of an Ordinary Differential
Equation.
Stability in the sense of Lyapunov:
Definition: If in a neighborhood U of the zero solution X=0 of an
autonomous system, there exists a Lyapunov function V(X), then
the equilibrium point X=0 of the system is Lyapunov stable.

Asymptotic stability:
If, in a neighborhood U of the zero solution X=0 of an autonomous
system, there is a Lyapunov function V(X) with a negative definite
𝒅𝑽
derivative < 0 for all X∈U∖{0}, then the equilibrium
𝒅𝒕
point X=0 of the system is asymptotically stable.

Lyapunov functions are of the form:

V(x, y) = a x2 +b y2, (b) V(x, y)=ax2 + b y4 or
(c) V(x, y)=ax2m + b y2n , a, b > 0.
We summarize above discussion as:
Definition:
A Liapunov function is a continuously differentiable real-valued
function V(x), such that:
V(x) > 0 for all x ≠ x* and V(x*) = 0, (V is positive definite)
𝒅𝑽
 < 0 for all x ≠ x* (all trajectories are “downhill towards x*)
𝒅𝒕
Then x* is globally asymptotically stable.
In particular, the system has no limit cycles
⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯
𝒅𝒙 𝒅𝒚
For two dimensional systems: = f(x, y), = g(x, y) (2)
𝒅𝒕 𝒅𝒕
If (x*,y*) be a fixed point of this system. Then, we say V(x, y) be the
Lyapunov function for two dimensional system (2), if
V(x,y) > 0 for all (x,y) = (x*,y*)
V(0,0) = 0
𝒅𝑽
 < 0 for (x,y) , (x, y) ∈U∖{0}
𝒅𝒕
Example 1: Use the method of Lyapunov functions for the stability
analysis of zero solution of the system
𝒅𝒙 𝒅𝒚
= – 2 x, =x–y
𝒅𝒕 𝒅𝒕
Solution: This system is a linear homogeneous system with constant
coefficients. We take as a Lyapunov function the quadratic form
V(X) = V(x, y) = a x2 + b y2
where the coefficients a, b are to be determined. We calculate the
total derivative of the function V(x,y):
𝒅𝑽 𝝏𝑽 𝒅𝒙 𝝏𝑽 𝒅𝒚
= + = 2a x (−2x) + 2b y (x−y)
𝒅𝒕 𝝏𝒙 𝒅𝒕 𝝏𝒚 𝒅𝒕
= −4ax2 + 2b x y−2b y2
𝟐𝒂 𝟐
= - 2 b ( 𝒙 - x y + 𝒚𝟐 )
𝒃
The expression in the brackets can be converted to a square of the
difference if the following condition is satisfied:
𝟐𝒂 𝟏 𝒅𝑽 𝟏
=  8 a = b then  𝒅𝒕 =- 2b ( 𝒙 − 𝒚)𝟐
𝒃 𝟒 𝟒
We can take any suitable combination, for example, let
a = 1, b = 8. Then the derivative becomes
𝒅𝑽 𝒙𝟐 𝑥 2
=-16 ( − x y + 𝒚𝟐 ) = - 16 −𝑦 <0
𝒅𝒕 𝟒 2
Thus, for the given system, there is a Lyapunov function,
V(X) = V(x, y) = x2 + 8 y2
and its derivative is negative everywhere except at the origin.
Hence, the zero solution of the system is asymptotically
stable (stable node).

Example 2: Use the method of Lyapunov functions for the stability

analysis of zero solution of the system
𝒅𝒙 𝒅𝒚
= y, =–x
𝒅𝒕 𝒅𝒕
Solution: To use the method of Lyapunov functions for the
stability analysis, let the function V(X) have the form
V(x,y) = a x2 +b y2
Then,
𝒅𝑽 𝝏𝑽 𝒅𝒙 𝝏𝑽 𝒅𝒚
= + = 2 a x ( - y) + 2 b y ( - x) = 0
𝒅𝒕 𝝏𝒙 𝒅𝒕 𝝏𝒚 𝒅𝒕

Thus, the derivative is identically zero. Hence, the

function V(X) is a Lyapunov function and the zero solution of the
system is stable in the sense of Lyapunov. The condition of
𝒅𝑽
asymptotic stability is not satisfied (for this, the derivative
𝒅𝒕
must be negative)

Example 3: Find Lyapunov function V(x, y) and discuss the

𝒅𝒙 𝒅𝒚
stability of equilibrium solution for = −x+4y, = −x−y3
𝒅𝒕 𝒅𝒕
Solution: Assume,
V(x, y) = a x2 + b y2 (1)

Then, 𝒅𝑽 𝒅𝒙 𝒅𝒚
= 2 ax + 2 b y = 2a x (−x+4y ) + 2 b y ( −x−y3 )
𝒅𝒕 𝒅𝒕 𝒅𝒕
= − 2a x2 + 8a x y – 2 b x y – 2 b y4
 𝒅𝑽
Thus, = − 2a x2 + (8a – 2 b) x y – 2 b y4 (2)
𝒅𝒕
Put 8 a – 2 b = 0  4 a = b
If we assume a = 1 ,  b = 4 and then (2)
𝒅𝑽
 = − 2 x2 – 8 y4 < 0 (3)
𝒅𝒕
Thus, we get the required Lyapunov function as
V(x, y) = x2 + 4 y2
such that V > 0 for all (x,y) = (x*,y*)= (0,0)
V(0,0)=0
𝒅𝑽
 < 0 for (x,y) = (0,0)
𝒅𝒕
Then it implies that (0,0) is globally asymptotically stable.
Example 4: Find Lyapunov function for stability of equilibrium
solutions for following system
𝒅𝒙 𝒅𝒚
=– x3, −y3 =
𝒅𝒕 𝒅𝒕
Solution: Assume, V(x, y) = a x2 + b y2 (1)
𝒅𝑽 𝒅𝒙 𝒅𝒚
Then, = 2 ax +2by = 2a x (– x3 ) + 2 b y ( −y3 )
𝒅𝒕 𝒅𝒕 𝒅𝒕
𝒂
= − 2a x4 – 2 b y4 = − 2 b ( x4 + y4 )
𝒃
𝒂
If we put = 1 i.e., when a = b = 1, then it implies
𝒃
𝒅𝑽
= − 2 (x4 + y4 ) < 0 (2)
𝒅𝒕
And Lyapunov function becomes
V(x, y) = x2 + y2 (3)
such that V > 0 for all (x,y) = (x*,y*)= (0,0)
V(0,0)=0
𝒅𝑽
 < 0 for (x,y) = (0,0)
𝒅𝒕
Then it implies that (0,0) is globally asymptotically stable.
THANK YOU