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Lyapunov Stability Theorem


The Lyapunov stability theorem gives sufficient conditions for stability of a fixed point of an autonomous system using a Lyapunov function. It applies to nonlinear systems without requiring linearization.

Let D be an open neighborhood of the origin in R^n, and let f:D->R^n be a continuously differentiable function with f(0)=0. Consider the system of ordinary differential equations

 (dx)/(dt)=f(x).
(1)

Suppose there is a scalar function V:D->R that is a continuously differentiable function, with V(0)=0 and V(x)>0 for every x!=0 in D. Its derivative along solutions is

 V^.(x)=del V(x)·f(x),
(2)

where del V is the gradient and the multiplication denotes the dot product. If V^.(x)<=0 throughout D, then the zero solution is stable. This means that for every epsilon>0 there is a delta>0 such that ||x(0)||<delta implies ||x(t)||<epsilon for all t>=0, where ||·|| denotes the Euclidean vector norm. If V^.(x)<0 for every x!=0 in D, then the zero solution is asymptotically stable. In addition to stability, solutions starting sufficiently near the origin converge to it as t->infty (Iyer 2026).

The conclusions above are local. If the hypotheses hold on all of R^n, the derivative is strictly negative away from the origin, and V is radially unbounded, meaning V(x)->infty as ||x||->infty, then the zero solution is globally asymptotically stable (Yang 2023).

For example, the ordinary differential equation x^.=-x^3 has the Lyapunov function V(x)=x^2/2, with

 V^.(x)=x(-x^3)=-x^4.
(3)

The zero solution is globally asymptotically stable, although linearization gives x^.=0 and is inconclusive.


See also

Global Asymptotic Stability, Linear Stability, Lyapunov Equation, Lyapunov Function, Lyapunov's First Theorem, Lyapunov's Second Theorem

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References

Iyer, G. "Lyapunov Functions and Stability." Carnegie Mellon University, 2026. https://www.math.cmu.edu/~gautam/c/2026-632/notes/stability.html.Yang, H. "Stability Analysis." Ch. 5 in Optimal Control and Estimation. Harvard University, 2023. https://hankyang.seas.harvard.edu/OptimalControlEstimation/stability.html.

Cite this as:

Weisstein, Eric W. "Lyapunov Stability Theorem." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/LyapunovStabilityTheorem.html

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