Paper 3, Section II, E

Dynamical Systems
Part II, 2020

(a) A dynamical system x˙=f(x)\dot{\mathbf{x}}=\mathbf{f}(\mathbf{x}) has a fixed point at the origin. Define the terms asymptotic stability, Lyapunov function and domain of stability of the fixed point x=0\mathbf{x}=\mathbf{0}. State and prove Lyapunov's first theorem and state (without proof) La Salle's invariance principle.

(b) Consider the system

x˙=2x+x3+sin(2y),y˙=xy3\begin{aligned} \dot{x} &=-2 x+x^{3}+\sin (2 y), \\ \dot{y} &=-x-y^{3} \end{aligned}

(i) Show that trajectories cannot leave the square S={(x,y):x<1,y<1}S=\{(x, y):|x|<1,|y|<1\}. Show also that there are no fixed points in SS other than the origin. Is this enough to deduce that SS is in the domain of stability of the origin?

(ii) Construct a Lyapunov function of the form V=x2/2+g(y)V=x^{2} / 2+g(y). Deduce that the origin is asymptotically stable.

(iii) Find the largest rectangle of the form x<x0,y<y0|x|<x_{0},|y|<y_{0} on which VV is a strict Lyapunov function. Is this enough to deduce that this region is in the domain of stability of the origin?

(iv) Purely from using the Lyapunov function VV, what is the most that can be deduced about the domain of stability of the origin?