# Lyapunov functions: necessary and sufficient conditions for practical stability

## 1 Introduction

In many practical problems, it is important to construct the set of all possible initial states of a dynamical system for which the trajectories do not violate given phase restrictions. For example, one of the basic problems in acceleration technology concerns maximal capture of particles. It is equivalent to maximization of the domain of stability . On the other hand, the practical stability of motion generalizes the well-known Chetayev’s definition of $`\{\lambda ,A,t_0,T\}`$-stability . Analysis of stability on a finite time interval is realized using Lyapunov functions method. In works ,,, have been proved the sufficient conditions for practical stability and, for example, in ,,, have been obtained the necessary conditions in particular cases. The similar results hold for parametric and discrete systems ,.

The purpose of this paper is twofold. First, we shall prove the necessary and sufficient conditions for practical stability of nonlinear dynamical system at general phase restrictions. It will be shown, that in such a case the Lyapunov function is nondifferentiable. But if the set of initial data is starry compact, then it is possible building Lyapunov function which belongs to differentiable functions class. Our second goal is to estimate the optimal sets of initial conditions in structural forms for linear system and concrete phase restrictions. This estimations are important in theoretical sense and enable numerical methods to be devised .

## 2 Auxiliary propositions

Let $`\rho `$ be a metric in the space $`R^n`$. We shall denote by $`K`$ the set $`K`$ frontier and by $`intK`$ the interior of $`K`$, $`KR^n`$. The following proposition is true.

###### Lemma 2.1

If $`KR^n`$ is a compact then there exists a function $`\alpha :R^nR^1`$, $`\alpha C\left(R^n\right)`$, such that: $`\alpha (x)=1`$ at $`xK`$; $`\alpha \left(x\right)<1`$ at $`xintK`$; $`\alpha \left(x\right)>1`$ at $`xR^n\backslash intK`$.

Proof. As it is known, the function $`\psi \left(x\right)=\underset{yK}{\mathrm{min}}\rho (x,y)`$ is continuous. Moreover $`\psi \left(x\right)0`$ at $`xR^n`$ and $`\psi \left(x\right)=0`$ if and only if $`x`$ belongs to $`K`$. Consider the function $`\alpha _1\left(x\right)=1\psi \left(x\right)`$, $`xK`$. This function is continuous on $`K`$, $`\alpha _1\left(x\right)<1`$ if $`xintK`$ and $`\alpha _1\left(x\right)=1`$ if $`xK`$. On the other hand the function $`\alpha _2\left(x\right)=1+\psi \left(x\right)`$ belongs to $`C\left(R^n\backslash intK\right)`$, $`\alpha _2\left(x\right)>1`$, $`xR^n\backslash K`$ and $`\alpha _2\left(x\right)=1`$ if $`xK`$. Then the function $`\alpha \left(x\right)=\{\begin{array}{c}\alpha _1\left(x\right)=1\psi \left(x\right),xK,\\ \alpha _2\left(x\right)=1+\psi \left(x\right),xR^n\backslash K\end{array}`$ satisfies the lemma’s conditions.

Denote $`x`$ the Euclidean norm of vector $`xR^n`$, $`S_r\left(a\right)=\{xR^n:xa=r\}`$, $`K_r\left(a\right)=\{xR^n:xar\}`$, $`L_x=\{uR^n:u=\lambda x,\lambda 0\}`$, $`xR^n\backslash \left\{0\right\}`$.

###### Definition 2.1

The set $`ER^n`$ is said to be starry if it is closed, $`0intE`$ and for arbitrary $`xR^n\backslash \left\{0\right\}`$ either $`L_xE`$ or there exists a unique point $`zL_x`$ so that $`zE`$.

The starry sets are singly connected. In fact, if $`A`$ is a starry set, $`aA`$ and $`bA`$ then it is possible to build the curve $`z\left(\lambda \right)=\{\begin{array}{c}\lambda a,\lambda [0,1],\\ \lambda b,\lambda [1,0]\end{array}`$ and $`z\left(\lambda \right)A`$, $`\lambda [1,1]`$, $`z\left(1\right)=a`$, $`z\left(1\right)=b`$.

If $`E`$ is a starry compact then: a) for any $`lS_1\left(0\right)`$ there exists a unique $`\alpha >0`$ such that $`\alpha lE`$ and $`\alpha =\underset{klE}{\mathrm{max}}k`$ ; b) Minkowski’s function $`k(E,x)=`$ $`\underset{k\frac{x}{x}E,k>0}{\mathrm{max}}k`$ is continuous and positive, $`xR^n\backslash \left\{0\right\}`$. Really, the set $`E`$ is bounded. Therefore the proposition a) follows from definition 2.1. Let us prove b). Consider $`x_p`$, $`xR^n\backslash \left\{0\right\}`$, $`\underset{p\mathrm{}}{lim}x_p=x`$, $`l_p=\frac{x_p}{x_p}`$, $`l=\frac{x}{x}`$. There exists a unique point $`z_pE`$ so that $`\frac{z_p}{z_p}=l_p`$. Inasmuch as $`E`$ is compact, then we can choose a subsequence $`\left\{z_m\right\}\left\{z_p\right\}`$, $`\underset{m\mathrm{}}{lim}z_m=u`$ and $`uE`$. Hence $`\underset{p\mathrm{}}{lim}l_p=l=\frac{u}{u}`$. Taking into consideration that $`k(E,x_m)=z_m`$, $`k(E,x)=u`$ and $`z_mu`$, $`m\mathrm{}`$ we have $`k(E,x_m)k(E,x)`$, $`m\mathrm{}`$. This proves b).

## 3 Necessary and sufficient condition for practical stability

Let us consider a system of differential equations

$$\frac{dx}{dt}=f(x,t)$$
(1)   
where $`x`$ is a $`n`$-dimensional vector, the vector function $`f(x,t)`$ satisfies the conditions of the existence and uniqueness theorem, $`f(0,t)0`$, $`t[t_0,T]`$.

We denote $`x\left(t\right)=x(t,x_0,t_0)`$ the trajectory of the system (1) at Cauchy condition $`x\left(t_0\right)=x_0`$ and also assume that $`\mathrm{\Phi }_tR^n`$ are compacts, $`0\mathrm{\Phi }_t`$, $`t[t_0,T]`$, $`G_0\mathrm{\Phi }_{t_0}`$, $`0G_0`$.

###### Definition 3.1

The unperturbed solution $`x\left(t\right)0`$ of the system (1) is said to be $`\{G_0,\mathrm{\Phi }_t,t_0,T\}`$-stable if $`x(t,x_0,t_0)\mathrm{\Phi }_t`$, $`t[t_0,T]`$ as soon as $`x_0G_0.`$

###### Theorem 3.1

For the trivial solution of the system (1) to be $`\{G_0,\mathrm{\Phi }_t,t_0,T\}`$-stable it is necessary and sufficient that there exists a continuous nonincreasing on the system (1) solutions Lyapunov function $`V(x,t)`$ such that

$$\{xR^n:V(x,t)1\}\mathrm{\Phi }_t,t[t_0,T],$$
(2)   
$$G_0\{xR^n:V(x,t_0)1\}.$$
(3)   
Proof. Necessity. Let us $`G_{}`$ be the optimal by inclusion set for $`\{G_0,\mathrm{\Phi }_t,t_0,T\}`$-stability of the unperturbed solution $`x\left(t\right)0`$. It means that zero solution of the system (1) is $`\{G_{},\mathrm{\Phi }_t,t_0,T\}`$-stable and if the solution $`x\left(t\right)0`$ is $`\{D_0,\mathrm{\Phi }_t,t_0,T\}`$-stable then $`D_0G_{}`$. Further, the set $`G_{}`$ is compact. Following by lemma 2.1 one can build a function $`\alpha C\left(R^n\right)`$ such that $`\alpha (x)=1`$ at $`xG_{}`$, $`\alpha \left(x\right)<1`$ at $`xintG_{}`$ and $`\alpha \left(x\right)>1`$ at $`xR^n\backslash intG_{}`$. Let us consider the function $`V(x,t)=\alpha \left(\phi (t,t_0,x)\right)`$ where $`\phi (t,t_0,x)=x_0`$ on the solution $`x(t,x_0,t_0)`$. Since $`V(x(t,x_0,t_0),t)=\alpha \left(x_0\right)`$ the function $`V(x,t)`$ is nonincreasing on the system (1) solutions. We shall prove (2) by contradiction. Let there are $`xR^n`$ and $`t[t_0,T]`$ for which the condition (2) is true, but $`x\mathrm{\Phi }_t`$. Then $`V(x,t)=V\left(\alpha \left(\phi (t,t_0,x)\right)\right)=\alpha \left(x_0\right)1`$ and $`x_0G_{}`$. Therefore $`x=x(t,x_0,t_0)\mathrm{\Phi }_t`$. We obtain a contradiction. The validity of (3) follows from relations $`G_0G_{}=\{xR^n:\alpha \left(x\right)1\}=\{xR^n:V(x,t_0)1\}`$.

Sufficiency. Suppose that conditions (2) and (3) are satisfied but there are $`\tau [t_0,T]`$ and $`x_0\mathrm{\Phi }_{t_0}`$ such that the trajectory $`x\left(t\right)=x(t,x_0,t_0)`$ leaves the set $`\mathrm{\Phi }_\tau `$. From (2) follows inequality $`V(x\left(\tau \right),\tau )>1`$ which contradicts the condition (3). Our assumption is false and the assertion of the theorem is true.

###### Corollary 3.1

If the trivial solution of the system (1) is $`\{G_0,\mathrm{\Phi }_t,t_0,T\}`$-stable then the function

$$V(x,t)=\{\begin{array}{c}1+\underset{yG_{}}{\mathrm{min}}\rho (\phi (t,t_0,x),y),x\{xR^n:\phi (t,t_0,x)R^n\backslash G_{}\},\\ 1\underset{yG_{}}{\mathrm{min}}\rho (\phi (t,t_0,x),y),x\{xR^n:\phi (t,t_0,x)G_{}\}\end{array}$$

satisfies all the theorem 3.1 conditions. Here $`\rho `$ is a metric equivalent to Euclidean one. If $`G_0`$ is compact then it is possible to take the Lyapunov function in the form

$$V(x,t)=\{\begin{array}{c}1+\underset{yG_0}{\mathrm{min}}\rho (\phi (t,t_0,x),y),x\{xR^n:\phi (t,t_0,x)R^n\backslash G_0\},\\ 1\underset{yG_0}{\mathrm{min}}\rho (\phi (t,t_0,x),y),x\{xR^n:\phi (t,t_0,x)G_0\}.\end{array}$$

## 4 Starry sets of initial conditions: criterion for practical stability of dynamical system

We assume the set $`G_0R^n`$ is a starry compact. Let us introduce a new variable $`y=\{\begin{array}{c}\frac{x}{k(G_0,x_0)},x_00,\\ 0,x_0=0\end{array}`$ and denote $`y_0=\{\begin{array}{c}\frac{x_0}{k(G_0,x_0)},x_00,\\ 0,x_0=0.\end{array}`$ If $`x_00`$ then

$$\frac{dy}{dt}=\frac{dx}{dt}k^1(G_0,x_0)=f(k(G_0,x_0)y,t)k^1(G_0,x_0)=$$

$$=f(k(G_0,y_0)y,t)k^1(G_0,y_0).$$

Putting $`g(y,t,y_0)=\{\begin{array}{c}f(k(G_0,y_0)y,t)k^1(G_0,y_0),y_00,\\ 0,y_0=0\end{array}`$ we obtain the system of differential equations

$$\frac{dy}{dt}=g(y,t,y_0),t[t_0,T]$$
(4)   
with initial condition $`y\left(t_0\right)=y_0K_1\left(0\right)`$.

Thus, the problem of $`\{G_0,\mathrm{\Phi }_t,t_0,T\}`$-stability of the system (1) zero solution can be formulated as the problem of $`\{K_1\left(0\right),\mathrm{\Psi }_t,t_0,T\}`$-stability of the system (4) trivial solution, where $`\mathrm{\Psi }_t=\{(y,y_0):yk(G_0,y_0)\mathrm{\Phi }_t\}`$, $`y_0K_1\left(0\right)`$. From theorem 3.1 follows the next

###### Proposition 4.1

For the trivial solution of the system (4) to be $`\{K_1\left(0\right),\mathrm{\Psi }_t,t_0,T\}`$-stable it is necessary and sufficient that there exists a Lyapunov function $`V(y,t,y_0)`$ continuous and increasing on the system (4) solutions and

$$\{(y,y_0):V(y,t,y_0)1\}\mathrm{\Psi }_t,t[t_0,T],$$

$$K_1(0)\{y_0:V(y_0,t_0,y_0)1\}.$$

If $`\rho `$ is Euclidean metric then the Lyapunov function can be taken in the form

$$V(y,t,y_0)=\underset{zS_1\left(0\right)}{\mathrm{min}}\rho (z,\phi (t,t_0,y,y_0)).$$

Here $`\phi (t,t_0,y,y_0)`$ is the system (4) first integral in Cauchy’s form.

Let us consider the function

$$W(x,t,x_0)=V(\frac{x}{k(G_0,x_0)},t,\frac{x_0}{k(G_0,x_0)})=$$

$$=\underset{zS_1\left(0\right)}{\mathrm{min}}\rho (z,\phi (t,t_0,\frac{x}{k(G_0,x_0)},\frac{x_0}{k(G_0,x_0)}))=$$

$$=\phi (t,t_0,\frac{x}{k(G_0,x_0)},\frac{x_0}{k(G_0,x_0)}).$$

###### Theorem 4.1

The trivial solution of the system (1) is $`\{G_0,\mathrm{\Phi }_t,t_0,T\}`$-stable if and only if there exists a continuous Lyapunov function $`W(x,t,x_0)`$ such that $`\left(\frac{dW}{dt}\right)_{\left(\text{1}\right)}0`$ and

$$\{(x,x_0):W(x,t,x_0)1\}\{(x,x_0):x\mathrm{\Phi }_t,x_0G_0\},t[t_0,T],$$

$$G_0\{x_0:W(x_0,t_0,x_0)1\}.$$

## 5 Practical stability estimations for linear system

We assume that the set of initial conditions is a ball, that is $`G_0=K_c\left(z_0\right)`$, and phase restrictions are the sets

$$\mathrm{\Gamma }_t=\{xR^n:\left|l_s^T\left(t\right)x\right|1,s=1,2,\mathrm{},N\},t[t_0,T].$$

Here $`l_s\left(t\right)`$ is a continuous $`n`$-dimensional vector function, $`s=1,2,\mathrm{},N`$, parameter $`c`$ is positive, $`z_0R^n`$.

Following by corollary 3.1 Lyapunov function can be chosen in the form

$$V(x,t)=\{\begin{array}{c}1+\underset{y:yz_0=c}{\mathrm{min}}\phi (t,t_0,x)y,x\{x:\phi (t,t_0,x)R^n\backslash G_0\},\\ 1\underset{y:yz_0=c}{\mathrm{min}}\phi (t,t_0,x)y,x\{x:\phi (t,t_0,x)G_0\}\end{array}=$$

$$=1+c\phi (t,t_0,x)z_0.$$

Now consider a linear system of differential equations

$$\frac{dx}{dt}=A\left(t\right)x,$$
(5)   
where $`A\left(t\right)`$ is matrix of order $`n\times n`$ with continuous components, $`t[t_0,T]`$. In such a case $`V(x,t)=1c+X(t_0,t)xz_0`$. Here $`X(t,t_0)`$ is a fundamental matrix of solutions of the system (5) normalized with respect to $`t_0`$. The problem is to define the maximal radius $`c^{}`$ of the boll $`K_c\left(z_0\right)`$ such that the trivial solution of the system (5) is $`\{K_c^{}\left(z_0\right),\mathrm{\Phi }_t,t_0,T\}`$-stable. From theorem 3.1 follows that we choose parameter $`c`$ so that $`\left|l_s^T\left(t\right)x\right|1`$, $`s=1,2,\mathrm{},N`$ as soon as $`V(x,t)1`$. Maximizing Lagrange function

$$L(x,\lambda )=l_s^Tx+\lambda \left(X(t_0,t)xz_0^2c^2\right),s\{1,2,\mathrm{}N\},$$

$`t[t_0,T]`$ yield

$$c^{}=\underset{t[t_0,T]}{\mathrm{min}}\underset{s=1,2,\mathrm{}N}{\mathrm{min}}\frac{1\left|l_s^T\left(t\right)X(t,t_0)z_0\right|}{\sqrt{l_s^T\left(t\right)H\left(t\right)l_s\left(t\right)}},$$
(6)   
where the matrix $`H\left(t\right)=X(t,t_0)X^T(t,t_0)`$ satisfies the Lyapunov’s differential matrix equation

$$\frac{dH\left(t\right)}{dt}=A\left(t\right)H\left(t\right)+H\left(t\right)A^T\left(t\right),t[t_0,T]$$
(7)   
with initial condition $`H\left(t_0\right)=I`$, $`I`$ is unit matrix of order $`n`$.

Let $`Q`$ be a positive definite symmetric matrix,

$$\widehat{K}_c\left(z_0\right)=\{xR^n:\left(xz_0\right)^TQ\left(xz_0\right)c\}.$$

Consider the set of initial conditions in the form $`G_0=\widehat{K}_c\left(z_0\right)`$. It is necessary to obtain the maximal $`c^{}`$ from such $`c>0`$ that the trivial solution of the system (5) is $`\{\widehat{K}_c\left(z_0\right),\mathrm{\Gamma }_t,t_0,T\}`$-stable. If we choose $`\rho (a,b)=\sqrt{\left(ab\right)^TQ\left(ab\right)}=ab_Q`$ then $`V(x,t)=1c+X(t_0,t)xz_0_Q`$. Proceeding as it stated above we obtain

$$c^{}=\underset{t[t,T]}{\mathrm{min}}\underset{s=1,2,\mathrm{}N}{\mathrm{min}}\frac{1\left|l_s^T\left(t\right)X(t,t_0)z_0\right|}{\sqrt{l_s^T\left(t\right)H\left(t\right)l_s\left(t\right)}}.$$

Here $`H\left(t\right)=X(t,t_0)Q^1X^T(t,t_0)`$ satisfies (7), $`H\left(t_0\right)=Q^1`$.