Tải bản đầy đủ (.pdf) (319 trang)

Bạn đang xem bản rút gọn của tài liệu. Xem và tải ngay bản đầy đủ của tài liệu tại đây (9.68 MB, 319 trang )


www.pdfgrip.com

QUALITATIVE METHODSIN
NONLINEAR DYNAMICS


www.pdfgrip.com

PURE AND APPLIED

MATHEMATICS

A Programof Monographs,Textbooks, and Lecture Notes

EXECUTIVE EDITORS
EarlJ. Taft
Rutgers Univers#y
NewBrunswick, NewJersey

Zuhair Nashed
University of Delaware
Newark, Delaware

EDITORIAL BOARD
M. S. Baouendi
Universityof California,
San Diego
Jane Cronin
RutgersUniversity
Jack K. Hale


GeorgiaInstitute of Technology

Anil Nerode
Cornell University
Donald Passman
Universityof Wisconsin,
Madison
Fred S. Roberts
RutgersUniversity

S. Kobayashi
UniversityofCalifornia,
Berkeley

DavidL. Russell
VirginiaPolytechnicInstitute
andState University

Marvin Marcus
Universityof California,
Santa Barbara

Walter Schempp
Universitiit Siegen

W. S. Massey
Yale University

Mark Teply
Universityof Wisconsin,

Milwaukee


www.pdfgrip.com

MONOGRAPHS AND TEXTBOOKS IN
PURE AND APPLIED MATHEMATICS
1. K. Yano,Integral Formulas
in Riemannian
Geometry
(1970)
2. S. Kobayashi,HyperbolicManifoldsandHolomorphic
Mappings
(1970)
3. V. S. Vladimimv,
Equationsof Mathematical
Physics(A. Jeffrey, ed.; A. Littlewood,
trans.) (1970)
4. B. N. Pshenichnyi,Necessary
Conditionsfor an Extremum
(L. Neustadt,translation
ed.; K. Makowski,
trans.) (1971)
AnalysisandValuationTheory(1971)
5. L. Na~ciet al., Functional
6. S.S. Passman,
Infinite GroupRings(1971)
7. L. Domhoff,GroupRepresentation
Theory.Part A: OrdinaryRepresentationTheory.
Part B: ModularRepresentation

Theory(1971,1972)
8. W.BoothbyandG. L. Weiss,eds., Symmetric
Spaces
(1972)
9. Y. Matsushima,
DifferentiableManifolds
(E. T. Kobayashi,
trans.) (1972)
10. L. E. Ward,Jr., Topology
(1972)
11. A. Babakhanian,
Cohomological
Methods
in GroupTheory(1972)
(1972)
12. R. Gilmer,MultiplicativeIdeal Theory
13. J. Yeh,StochasticProcesses
andthe WienerIntegral (1973)
14. J. Barms-Neto,
Introductionto the Theoryof Distributions(1973)
15. R. Larsen,FunctionalAnalysis(1973)
16. K. YanoandS. Ishihara, TangentandCotangent
Bundles(1973)
17. C. Procesi,Ringswith Polynomial
Identities (1973)
18. R. Hermann,
Geometry,Physics, andSystems
(1973)
19. N.R. Wallach, HarmonicAnalysis on Homogeneous
Spaces(1973)

20. J. Dieudonnd,
Introductionto the Theoryof FormalGroups
(1973)
Cohomology
andDifferential Forms(1973)
21. I. Vaisman,
of Submanifolds
(1973)
22. B.-Y. Chen,Geometry
23. M. Marcus,
Finite Dimensional
Multilinear Algebra(in twopads)(1973,1975)
Algebras(1973)
24. R. Larsen,Banach
25. R. O. KujalaandA. L. Vitter, eds., ValueDistributionTheory:Part A; Part B: Deficit
andBezoutEstimatesby WilhelmStoll (1973)
26. K.B. Stolarsky, AlgebraicNumbers
andDiophantineApproximation
(1974)
27. A.R. Magid,TheSeparableGalois Theoryof Commutative
Rings(1974)
28. B.R. McDonald,
Finite Ringswith Identity (1974)
29. J. Satake,
LinearAlgebra(S. Kohet al., trans.) (1975)
30. J.S. Go/an,Localizationof Noncommutative
Rings(1975)
31. G. K/ambauer,
Mathematical
Analysis(1975)

32. M.K. Agoston,AlgebraicTopology(1976)
33. K.R. Goodearl,RingTheory(1976)
34. L.E. Mansfield,LinearAlgebrawith Geometric
Applications(1976)
35. N.J. Pullman,MatrixTheoryandIts Applications(1976)
36. B.R. McDonald,
GeometricAlgebraOverLocal Rings(1976)
Inversesof LinearOperators
(1977)
37. C. W.Groetsch,Generalized
38. J. E. Kuczkowski
andJ. L. Get’sting,AbstractAlgebra(1977)
39. C. O. Chdstenson
andW.L. Voxman,
Aspectsof Topology(1977)
40. M. Nagata,Field Theory(1977)
41. R. L. Long,AlgebraicNumber
Theory(1977)
42. W.F.Pfeffer, Integrals andMeasures
(1977)
43. R.L. Wheeden
andA. Zygmund,
MeasureandIntegral (1977)
of a Complex
Variable(1978)
44. J.H. Curtiss, Introductionto Functions
andT. Jech,Introductionto Set Theory(1978)
45. K. Hrbacek
and Cohomology
Theory(1978)

46. W.S. Massey,Homology
47. M. Marcus,Introductionto Modem
Algebra(1978)
48. E. C. Young,VectorandTensorAnalysis(1978)
49. S.B. Nad/er,Jr., Hyperspaces
of Sets(1978)
50. S.K. Segal,Topicsin GroupKings(1978)
FunctionalAnalysis(1978)
51. A. C. M.van Rooij, Non-Archimedean
52. L. Comvin
andR. Szczarba,Calculusin VectorSpaces
(1979)
53. C. Sadosky,
Interpolationof Operators
andSingularIntegrals (1979)
54. J. Cronin,DifferentialEquations
(1980)
of ApplicableFunctionalAnalysis(1980)
55. C. W.Groetsch,Elements


www.pdfgrip.com

56.
57.
58.
59.
60.
61.
62.


L Vaisman,Foundations
of Three-Dimensional
EuclideanGeometry
(1980)
H.I. Freedan,DeterministicMathematical
Modelsin PopulationEcology(1980)
S.B. Chae,Lebesgue
Integration (1980)
C.S. Reeset al., TheoryandApplicationsof FouderAnalysis(1981)
L. Nachbin,
Introductionto FunctionalAnalysis(R. M.Aron,trans.) (1981)
G. Ot-zechandM.Otzech,PlaneAlgebraicCurves(1981)
R. Johnsonbaugh
and W. E. Pfaffenberger, Foundationsof MathematicalAnalysis
(1981)
W.L. t/oxmanandR. H. Goetschel,Advanced
Calculus(1981)

63.
64. L. J. Co/winandR. H. Szczarba,
Multivadable
Calculus(1982)
65. V.I. Istr~tescu,Introductionto LinearOperator
Theory(1981)
66. R.D.J~rvinen,Finite andInfinite Dimensional
LinearSpaces
(1981)
67. J. K. Beem
andP. E. Ehrlich, GlobalLorentzianGeometry

(1981)
68. D.L. Armacost,TheStructure of Locally Compact
AbelianGroups(1981)
69. J. W.BrewerandM. K. Smith, eds., Emmy
Noether:A Tdbuta(1981)
70. K.H. Kim, BooleanMatrix TheoryandApplications(1982)
71. T. W.Wieting, TheMathematical
Theoryof ChromaticPlaneOrnaments
(1982)
72. D.B.Gauld,Differential Topology(1982)
73. R.L. Faber,Foundations
of EuclideanandNon-Euclidean
Geometry
(1983)
74. M. Carmeli,Statistical TheoryandRandom
Matdces(1983)
75. J.H. Carruthet al., TheTheoryof TopologicalSemigroups
(1983)
76. R.L. Faber,Differential Geometry
andRelativity Theory(1983)
77. S. Barnett, Polynomials
andLinear ControlSystems
(1983)
78. G. Karpilovsky, Commutative
GroupAlgebras(1983)
79. F. VanOystaeyen
andA.Verschoren,Relative Invadantsof Rings(1983)
80. L Vaisman,
A First Coursein Differential Geometry
(1964)

81. G. W.Swan,Applicationsof OptimalControlTheoryin Biomedicine
(1964)
82. T. Petrie andJ. D. Randall,Transformation
Groups
on Manifolds(1964)
83. K. GoebelandS. Reich, UniformConvexity,HyperbolicGeometry,andNonexpansive
Mappings(1984)
84. T. AlbuandC. N&st~se$cu,
RelativeFinitenessin Module
Theory(1984)
andT. Jech,Introductionto Set Theory:Second
Edition (1984)
85. K. Hrbacek
86. F. VanOystaeyen
andA.Verschoren,
Relative Invadantsof Rings(1964)
87. B.R. McDonald,
Linear AlgebraOverCommutative
Rings(1964)
Geometry
of Projective AlgebraicCurves(1964)
88. M. Namba,
PopulationDynamics
(1985)
89. G. F. Webb,Theoryof NonlinearAge-Dependent
90. M. R. Bremner
et aL, Tablesof Dominant
WeightMultiplicities for Representations
of
SimpleLie Algebras(1985)

91. A. E. Fekete,RealLinearAlgebra(1985)
92. S.B. Chae,Holomorphy
andCalculus in Normed
Spaces(1985)
93. A. J. Jerd, Introductionto IntegralEquations
with Applications
(1985)
of Finite Groups
(1985)
94. G. Karpi/ovsky,ProjectiveRepresentations
TopologicalVectorSpaces
(1985)
95. L. NadciandE. Beckenstein,
96. J. Weeks,TheShapeof Space(1985)
of OperationsResearch
(1985)
97. P.R. Grfbik andK. O. Kortanek,ExtremalMethods
98. J.-A. ChaoandW.A. Woyczynski,eds., Probability TheoryandHarmonic
Analysis
(1986)
et al., AbstractAlgebra(1986)
99. G. D. Crown
Volume
2 (1986)
100. J.H. Carruthet al., TheTheoryof TopologicalSemigroups,
of C*-Algebras
(1986)
101. R. S. DoranandV. A. Belfi, Characterizations
102. M. W.Jeter, Mathematical
Programming

(1986)
103. M. Altman, A Unified Theoryof NonlinearOperatorand Evolution Equationswith
Applications(1986)
104. A. Verschoren,
RelativeInvariantsof Sheaves
(1987)
105. R.A. Usmani,AppliedLinear Algebra(1987)
106. P. B/assandJ. Lang,Zariski Surfaces
andDifferential Equations
in Characteristicp ¯
0 (1987)
107. J.A. Reneke
et al., StructuredHereditarySystems
(1987)
108. H. Busemann
andB. B. Phadke,Spaceswith DistinguishedGeodesics
(1987)
109. R. Harte,Invertibility andSingularityfor Bounded
LinearOperators
(1988)
110. G. S. Laddeet al., Oscillation Theoryof Differential Equations
with DeviatingArguments(1987)
111. L. Dudkinet aL, Iterative Aggregation
Theory(1987)
112. T. Okubo,Differential Geometry
(1987)


www.pdfgrip.com


113. D. L. StanclandM. L. Stancl, RealAnalysiswith Point-SetTopology
(1987)
114.T. C. Gard,Introductionto StochasticDifferential Equations
(1988)
115. S. S. Abhyankar,Enumerative
Combinatodcs
of YoungTableaux(1988)
116. H. StradeandR. Famsteiner,ModularUeAlgebrasandTheir Representations
(1988)
117. J.A. Huckaba,
Commutative
Ringswith ZeroDivisors (1988)
118.IN’. D. Wallis, Combinatorial
Designs
(1988)
119. W.Wi~slaw,TopologicalFields (1988)
120.G. Karpilovsky,Field Theory(1988)
121. S. Caenepeel
and F. VanOystaeyen,BrauerGroupsand the Cohomology
of Graded
Rings(1989)
122. W. Kozlowski,ModularFunctionSpaces(1988)
123. E. Lowen-Colebunders,
FunctionClassesof Cauchy
ContinuousMaps(1989)
124. M. Pave/, Fundamentals
of PatternRecognition(1989)
125. V. Lakshmikantham
eta/., Stability Analysisof NonlinearSystems
(1989)

126.R. Sivaramakrishnan,
TheClassicalTheoryof ArithmeticFunctions(1989)
127.N. AoWatson,ParabolicEquations
on anInfinite Stdp(1989)
128.K.J. Hastings,Introductionto the Mathematics
of Operations
Research
(1989)
129. B. Fine, AlgebraicTheoryof the BianchiGroups
(1989)
130.D. N. Dikranjanet al., Topological
Groups
(1989)
131.J. C. Morgan
II, Point Set Theory(1990)
132. P. BilerandA.Witkowski,Problems
in Mathematical
Analysis(1990)
133.H.J. Sussmann,
NonlinearControllability andOptimalControl(1990)
134.J.-P. Florenset al., Elements
of Bayesian
Statistics (1990)
135.N. Shell, TopologicalFieldsandNearValuations(1990)
136. B. F. Doolin andC. F. Martin, Introduction to Differential Geometry
for Engineers
(1990)
137.S. S. Holland,Jr., AppliedAnalysisby the Hilbert Space
Method
(1990)

138. J. Oknlnski,Semigroup
Algebras(1990)
139. K. Zhu,OperatorTheoryin FunctionSpaces
(1990)
140. G.B.Price, AnIntroductionto Multicomplex
Spaces
andFunctions(1991)
141. R.B. Darst, Introductionto LinearProgramming
(1991)
142.P.L. Sachdev,
NonlinearOrdinaryDifferential Equations
andTheir Applications(1991)
143. T. Husain,OrthogonalSchauder
Bases(1991)
144. J. Foran,Fundamentals
of RealAnalysis(1991)
145. W.C. Brown,MatdcesandVector Spaces(1991)
146. M. M. RaoandZ. D. Ren,Theoryof OdiczSpaces(1991)
147. J.S. Go/anandT. Head,Modulesandthe Structuresof Rings(1991)
148.C. Small,Arithmeticof Finite Fields(1991)
149. K. Yang,Complex
Algebraic Geometry
(1991)
150. D. G. Hoffman
eta/., CodingTheory(1991)
151. M.O.Gonzdlez,Classical Complex
Analysis (1992)
152. M.O. GonzNez,
Complex
Analysis (1992)

153.L. W.Baggett,FunctionalAnalysis(1992)
154. M. Sniedovich, DynamicProgramming
(1992)
155.R. P. Agarwa/,DifferenceEquations
andInequalities (1992)
156.C. Brezinski,Biorthogonality
andIts Applicationsto Numerical
Analysis(1992)
157.C. Swartz,AnIntroductionto FunctionalAnalysis(1992)
158. S.B. Nadler,Jr., Continuum
Theory(1992)
159. M.A.AI-Gwaiz,Theoryof Distributions (1992)
160. E. Perry, Geometry:
AxiomaticDevelopments
with ProblemSolving(1992)
161. E. Castillo andM. R. Ruiz-Cobo,
FunctionalEquationsandModellingin Scienceand
Engineering(1992)
162. A. J. Jerd, Integral andDiscrete Transforms
with Applications andError Analysis
(1992)
163.A. Charlieretal., Tensors
andthe Clifford Algebra(1992)
164. P. Bi/erandT. Nad~eja,Problems
andExamples
in Differential Equations(1992)
165. E. Hansen,
GlobalOptimizationUsingInterval Analysis(1992)
166. S. Guerre-Delabddre,
Classical Sequences

in Banach
Spaces(1992)
167. Y.C. Wong,Introductory Theoryof TopologicalVectorSpaces(1992)
168. S.H. KulkamiandB.
V. Limaye,Real FunctionAlgebras(1992)
169. W.C.Brown,MatdcesOverCommutative
Rings(1993)
170. J. LoustauandM. Dillon, Linear Geometry
with Computer
Graphics(1993)
171. W.V. Petryshyn,Approximation-Solvability
of NonlinearFunctionalandDifferential
Equations(1993)


www.pdfgrip.com

172. E. C. Young,VectorandTensorAnalysis:Second
Edition (1993)
173. T.A. Bick, ElementaryBoundary
ValueProblems(1993)
174. M. Pavel, Fundamentals
of PatternRecognition:Second
Edition (1993)
175.S. A. Albeverioet al., Noncommutative
Distributions(1993)
176. W. Fulks, Complex
Variables (1993)
177. M.M.Rao,ConditionalMeasures
andApplications (1993)

178. A. Janicki and A. Wemn,
SimulationandChaotic Behaviorof co-StableStochastic
Processes(1994)
179. P. Neittaanm~ki
andD. ~ba,OptimalControlof NonlinearParabolicSystems
(1994)
180. J. Cronin,Differential Equations:IntroductionandQualitativeTheory,Second
Edition
(1994)
181. S. Heikkil~ andV. Lakshmikantham,
Monotone
Iterative Techniques
for Discontinuous
Nonlinear
Differential Equations
(1994)
182. X. Mao,Exponential
Stability of StochasticDifferential Equations
(1994)
183. B.S. Thomson,
Symmetric
Propertiesof Real Functions(1994)
184. J. E. Rubio,OptimizationandNonstandard
Analysis(1994)
185. J. L. Bueso
et al., Compatibility,Stability, andSheaves
(1995)
186. A. N. MichelandK. Wang,Qualitative Theoryof Dynamical
Systems
(1995)

187. M.R.Dame/,Theoryof Lattice-OrderedGroups(1995)
188. Z. Naniewiczand P. D. Panagiotopoulos,MathematicalTheoryof Hemivadational
InequalitiesandApplications(1995)
189. L.J. CorwinandR. H. Szczarba,Calculusin VectorSpaces:
Second
Edition (1995)
190. L.H. Erbeet al., OscillationTheory
for Functional
Differential Equations
(1995)
191. S. Agaianet al., BinaryPolynomial
Transforms
andNonlinearDigital Filters (1995)
192. M.I. Gil’, NormEstimations
for Operation-Valued
FunctionsandApplications(1995)
AnIntroductionto the StructureTheory(1995)
193. P.A. Gdllet, Semigroups:
194. S./O’chenassamy,
NonlinearWaveEquations(1996)
195. V.F. Krotov, GlobalMethods
in OptimalControlTheory(1996)
196. K.I. Beidaretal.,Ringswith Generalized
Identities (1996)
197. V. I. Amautov
et al., Introduction to the Theoryof TopologicalRingsandModules
(1996)
198. G. Sierksma,Linear andInteger Programming
(1996)
199. R. Lasser,Introductionto FouderSedes

(1996)
200. V. Sima,Algorithmsfor Linear-Quadratic
Optimization(1996)
201. D. Redmond,
Number
Theory(1996)
202. J. K. Beem
et al., GlobalLorentzianGeometry:
Second
Edition (1996)
203. M. Fontanaet al., Pr0fer Domains
(1997)
204. H. Tanabe,
FunctionalAnalyticMethods
for Partial Differential Equations
(1997)
205. C. Q. Zhang,Integer FlowsandCycleCoversof Graphs(1997)
206. E. SpiegelandC. J. O’Donnell,IncidenceAlgebras(1997)
207. B. JakubczykandW.Respondek,
Geometry
of Feedback
andOptimalControl (1998)
208. T. W.Haynes
eta/., Fundamentals
of Domination
in Graphs(1998)
eta/., Domination
in Graphs:Advanced
Topics(1998)
209. T. W.Haynes

210. L. A. D’Alotto et al., A Unified SignalAlgebraApproach
to Two-Dimensional
Parallel
Digital SignalProcessing
(1998)
211. F. Halter-Koch,Ideal Systems
(1998)
212. N.K. Govil eta/., Approximation
Theory(1998)
213. R. Cross,MultivaluedLinearOperators
(1998)
214. A. A. Martynyuk,Stability by Liapunov’sMatrix FunctionMethodwith Applications
(1998)
215. A. FaviniandA.Yagi, Degenerate
Differential Equationsin BanachSpaces(1999)
216. A. II/anes and S. Nadler, Jr., Hyperspaces:Fundamentals
and RecentAdvances
(1999)
of AlgebraicMicrolocalAnalysis(1999)
217. G. KatoandD. Struppa,Fundamentals
218. G.X.-Z.Yuan,KKM
TheoryandApplicationsin NonlinearAnalysis(1999)
219. D. Motreanu
andN. H. Pave/, Tangency,
FlowInvadance
for Differential Equations,
andOptimizationProblems
(1999)
220. K. Hrbacek
andT. Jech, Introductionto Set Theory,Third Edition (1999)

221. G.E. Ko/osov,OptimalDesignof Control Systems(1999)
222. N. L. Johnson,SubplaneCoveredNets (2000)
223. B. Fine andG. Rosenberger,
AlgebraicGeneralizations
of DiscreteGroups(1999)
224. M. V~th,VolterraandIntegral Equations
of VectorFunctions(2000)
225. S. S. Mi/ler andP. T. Mocanu,
Differential Subordinations
(2000)


www.pdfgrip.com

226. R. Li et al., Generalized
DifferenceMethods
for Differential Equations:Numerical
Analysisof Finite Volume
Methods
(2000)
227. H. Li andF. VanOystaeyen,
A Pdmer
of AlgebraicGeometry
(2000)
228. R. P. Agarwa/,DifferenceEquationsandInequalities: Theory,Methods,andApplications, Second
Edition (2000)
229.. A. B. Kharazishvi/i,Strange
Functions
in RealAnalysis(2000)
230. J. M.Appellet al., Partial IntegralOperators

andIntegro-Differential
Equations
(2000)
231. A. I. PHlepko
et al., Methods
for Solving InverseProblems
in Mathematical
Physics
(2O0O)
232. F. VanOystaeyen,
AlgebraicGeometw
for AssociativeAlgebras(2000)
233. D.L. Jagerman,
DifferenceEquationswith Applicationsto Queues
(2000)
234. D. R. Hankerson
et al., CodingTheoryand Cryptography:The Essentials, Second
Edition, RevisedandExpanded
(2000)
235. S. D~sc~lescu
et al., HopfAlgebras:AnIntroduction(2001)
236. R. Hagen
et al., C*-Algebras
andNumericalAnalysis(2001)
237. Y. Talpaert,Differential Geometry:
WithApplicationsto Mechanics
andPhysics(2001)
238. R.H.Villarreal, Monomial
Algebras(2001)
239. A. N. Michelet al., QualitativeTheoryof Dynamical

Systems,
Second
Edition (2001)
240. A.A. Samarskii,TheTheoryof DifferenceSchemes
(2001)
W.-B.Zhang,Number
TheoryArising from Finite Fields (2001)
241. J. Knopfmacherand
242. S. Leader,TheKurzweiI-Henstock
IntegralandIts Differentials(2001)
243. M.Biliotti et al., Foundations
of Translation
Planes
(2001)
244. A.N. Kochubei,Pseudo-DifferentialEquationsandStochasticsover Non-Archimedean
Fields (2001)
245. G. Sierksma,LinearandInteger Programming,
Second
Edition (2002)
246. A. A. Martynyuk,Qualitative Methods
in NonlinearDynamics:NovelApproaches
to
Liapunov’sMatrix Functions(2002)
247. B. G. Pachpatte,
Inequalitiesfor Finite DifferenceEquations
(2002)

Additional Volumes
in Preparation



www.pdfgrip.com

QUALITATIVE METHODSIN
NONLINEAR DYNAMICS
Novel Approachesto
Liapunov’sMatrix Functions

A. A. Martynyuk
Institute of Mechanics
National Academyof Sciences of Ukraine
Kiev, Ukraine

MARCEL

MARCEL DEKKER,
DEKKER

INC.

NEWYO~K- BASEL


www.pdfgrip.com

ISBN:0-8247-0735-4
This bookis printed on acid-free paper.
Headquarters
Marcel Dekker,Inc.
270 Madison Avenue, NewYork, NY10016

tel: 212-696-9000;fax: 212-685-4540
Eastern HemisphereDistribution
Marcel Dekker AG
Hutgasse4, Posffach 812, CH-4001Basel, Switzerland
tel: 41-61-261-8482;fax: 41-61-261-8896
World Wide Web

Thepublisher offers discounts on this bookwhenordered in bulk quantities. For moreinformation, write to Special Sales/Professional Marketingat the headquartersaddress above.
Copyright © 2002 by Marcel Dekker,Inc. All Rights Reserved.
Neither this book nor any part maybe reproduced or transmitted in any form or by any
means, electronic or mechanical, including photocopying,microfilming, and recording, or
by any information storage and retrieval system, without permission in writing from the
publisher.
Currentprinting (last digit):
1098765432
1
PRINTED IN THE UNITED STATES OF AMERICA


www.pdfgrip.com

PREFACE

An important place among modern qualitative
methods in nonlinear
dynamics of systems is occupied by those associated with the development
of Poincar~’s and Liapunov’s ideas for investigating nonlinear systems of
differential equations.
Liapunov divides into two categories all methodsfor the solution of the
problem of stability of motion. He includes in the first category those methods that reduce the consideration of the disturbed motion to the determination of the general or particular solution of the equation of perturbed

motion. It is usually necessary to search for these solutions in a variety
of forms, of which the simplest are those that reduce to the usual method
of successive approximations. Liapunovcalls the totality of all methods of
this first category the "first method".
It is possible, however,to indicate other methodsof solution of the problem of stability which do not necessitate the calculation of a particular or
the general solution of the equations of perturbed motion, but which reduce to the search for certain functions possessing special properties. Liapunov calls the totality of all methodsof this second category the "second
method".
During the post-Liapunov period both the first and second Liapunov’s
methods have been developed considerably. The second method, or the
direct Liapunov method, based first on scalar auxiliary function, w~s replenished with new ideas and new classes of auxiliary functions. This allowed one to apply this fruitful technique in the solution of manyapplied
problems. The ideas of the direct Liapunov method are the source of new
modern techniques of qualitative analysis in nonlinear systems dynamics.
A considerable number of publications appearing annually in this direction
provide a modern tool for qualitative analysis of processes and phenomena
in the real world.
The aim of this monographis to introduce the reader to a new direction
in nonlinear dynamicsof systems. This direction is closely connected with a
iii


www.pdfgrip.com

iv

PREFACE

new class of matrix-valued function of particular importance in construction
of an appropriate Liapunov function for the system under consideration.
It is knownthat the problem of stability is important not only for the
continuous systems modeled by ordinary differeatial equations. Therefore,

in this monographthe methods of qualitative analysis are presented for
discrete-time and impulsive systems. Further, in view of the importance
of the problem of estimating the domains of asymptotic stability,
a new
methodfor its solution is set out in a separate chapter.
The monographcontains five chapter and is arranged as follows.
The first chapter contains all necessary results associated with the method of matrix-valued Liapunov functions. It also provides general information on scalar and vector functions including the cone-valued ones. General
theorems on various types of stability of the equilibrium state of the systems cited in this chapter are basic for establishing the sufficient stability
tests in subsequent chapters.
The second chapter deals with the construction of matrix-valued functions and corresponding scalar auxiliary Liapunov functions. Here new
methods of the initial system decomposition are discussed, including those
of hierarchical decomposition. The corresponding sufficient tests for various types of stability and illustrative examples are presented for every
case under consideration. Along with the classical notion of stability major attention is paid to new types of motion stability, in particular, to the
exponential polystability of separable motions as well as the integral and
Lipschitz stability.
The third chapter addresses the methods of stability analysis of discrete-time systems. Our attention is focussed mostly on the development
of the methodof matrix-valued functions in stability theory of discrete-time
systems.
In the fourth chapter the problems of dynamics of nonlinear systems
in the presence of impulsive perturbations are discussed. The method of
matrix-valued Liapunov functions is adapted here for the class of impulsive
systems that were studied before via the scalar Liapunov function. The
proposed development of the direct Liapunov method for the given class of
systems enables us to makean algorithm constructing the appropriate Liaptmov
functions and to increase efficiency of this method.
In the final chapter the problem of estimating the domains of
asymptotic stability is discussed in terms of the method of matrix-valued
Liapunov functions. By means of numerous examples considered earlier by
Abdullin, Anapolskii, et al. [1], Michel, Sarabudla, et al. [1], and ~iljak [1] it



www.pdfgrip.com

PREFACE

v

is shownthat the application of matrix-valued functions involves an essential
extension of the domains of asymptotic stability constructed previously.
I wish to acknowledgethe essential technical assistance provided by my
colleagues in the Stability of Processes Department of S.P.Timoshenko Institute of Mechanics, National Academyof Sciences of Ukraine.
The bibliographical
information used in the monograph was checked
by CD-ROMCompact MATH,which was kindly provided by Professor,
Dr. Bernd Wegner and Mrs. Barbara Strazzabosco from the Zentralblatt
MATH.
I express my sincere gratitude to all persons mentioned above. I am
also grateful to the staff of MarcelDekker,Inc., for their initiative and kind
assistance.

A. A. Martynyuk


www.pdfgrip.com


www.pdfgrip.com

CONTENTS


Preface

111

1 Preliminaries

1

1.1 Introduction

1

1.2 Nonlinear Continuous Systems
1.2.1 General equations of nonlinear dynamics
1.2.2 Perturbed motion equations
1.3 Definitions of Stability
1.4 Scalar, Vector and Matrix-Valued Liapunov Functions
1.4.1 Auxiliary scalar functions
1.4.2 Comparison functions
1.4.3 Vector Liapunov functions
1.4.4 Matrix-valued metafunction

14

1.5 Comparison Principle
1.6 Liapunov-Like Theorems
1.6.1 Matrix-valued function and its properties
1.6.2 A version of the original theorems of Liapunov

23

23

1.7 Advantages of Cone-Valued Liapunov Functions
1.7.1 Stability with respect to two measures
1.7.2 Stability analysis of large scale systems

~4

1.8 Liapunov’s Theorems for Large Scale Systems in General
1.8.1 Whyare matrix-valued Liapunov functions needed?
1.8.2 Stability and instability of large scale systems

41
41
42

1.9 Notes

47

2 Qualitative

Analysis

of Continuous

2.1 Introduction
vii

Systems


49


www.pdfgrip.com

viii

CONTENTS

2.2 Nonlinear Systems with Mixed Hierarchy of Subsystems
2.2.1 Mixed hierarchical structures
2.2.2 Hierarchical matrix function structure
2.2.3 Structure of hierarchical matrix function derivative
2.2.4 Stability and instability conditions
2.2.5 Linear autonomous system,
2.2.6 Examples of third order systems

50
50
52
56
59
60
63

2.3 Dynamics of the Systems with Regular Hierarchy Subsystems
2.3.1 Ikeda-~iljak hierarchical decomposition
2.3.2 Hierarchical Liapunov’s matrix-valued functions
2.3.3 Stability and instability conditions

2.3.4 Linear nonautonomous systems

68
68
69
74
79

2.4 Stability Analysis of Large Scale Systems
2.4.1 A class of large scale systems
2.4.2 Construction of nondiagonal elements of
matrix-valued function
2.4.3 Test for stability analysis
2.4.4 Linear large scale system
2.4.5 Discussion and numerical example

90
90
91
94
94
97

2.5 Overlapping Decomposition and Matrix-Valued Function
Construction
2.5.1 Dynamical system extension
2.5.2 Liapunov matrix-valued function construction
2.5.3 Test for stability of system (2.5.1)
2.5.4 Numerical example


100
100
105
105
106

2.6 Exponential Polystability Analysis of Separable Motions
2.6.1 Statement of the Problem
2.6.2 A method for the solution of the problem
2.6.3 Autonomous system
2.6.4 Polystability by the first order approximations

108
108
110
118
122

2.7 Integral and Lipschitz Stability
Definitions
Sufficient conditions for integral and asymptotic
integral stability
2.7.3 Uniform Lipschitz stability

127
127

2.8 Notes

135


128
133


www.pdfgrip.com

CONTENTS
3 Qualitative

4

Analysis

ix

of Discrete-Time

Systems

139

3.1 Introduction
3.2 Systems Described by Difference Equations
3.3 Matrix-Valued Liapunov Functions Method
3.3.1 Auxiliary results
3.3.2 Comparison principle application
3.3.3 General theorems on stability
3.4 Large Scale System Decomposition


139
140
143

3.5 Stability and Instability of Large Scale Systems
3.5.1 Auxiliary estimates
3.5.2 Stability and instability conditions

151
151
157

3.6 Autonomous Large Scale Systems
3.7 Hierarchical Analysis of Stability
3.7.1 Hierarchical decomposition and stability
3.7.2 Novel tests for connective stability
3.8 Controlled Systems

159
166
166
172
179

3.9 Notes

181

Nonlinear


Dynamics of Impulsive

143
144
147
149

conditions

Systems

4.1 Introduction

183
183

4.2 Large Scale Impulsive Systems in General
4.2.1 Notations and definitions
4.2.2 Auxiliary results
4.2.3 Sufficient stability conditions
4.2.4 Instability conditions
Hierarchical
Impulsive Systems
4.3

184
184
186
195
197


4.4 Analytical Construction of Liapunov Function
4.4.1 Structure of hierarchical matrix-valued Liapunov
function
4.4.2 Structure of the total derivative of hierarchical
matrix-valued function

204

4.5 Uniqueness and Continuability

215
222

of Solutions

4.6 On Boundedness of the Solutions
4.7 Novel Methodologyfor Stability
4.7.1 Stability conditions
4.8 Notes

201

204
207

228
228
238



www.pdfgrip.com

x

CONTENTS

5 Applications
5.1 Introduction
5.2 Estimations of Asymptotic Stability Domainsin General
5.2.1 A fundamental Zubov’s result
5.2.2 Someestimates for quadratic
matrix-valued functions
5.2.3 Algorithm of constructing a point network covering
boundary of domain E
5.2.4 Numerical realization and discussion of the algorithm
5.2.5 Illustrative examples
5.3 Construction of Estimate for the Domain E of Power
System
5.4 Oscillations and Stability of SomeMechanical Systems
5.4.1 Three-mass systems
5.4.2 Nonautonomousoscillator
5.5 Absolute Stability of Discrete Systems
5.6 Notes

239
239
239
239
241

245
250
254
263
267
267
269
270
274

References
Subject

Index

295


www.pdfgrip.com

1
PRELIMINARIES

1.1 Introduction
This chapter contains an extensive overview of the qualitative methods in
nonlinear dynamics and is arranged as follows.
Section 1.2 is short and gives information about continuous nonlinear systems that is important for applications in investigation of the mechanical,
electrical and electromechanical systems. Also discussed are the equations
of perturbed motion of nonlinear systems which are the object of investigation in this monograph.
For the reader’s convenience, in Section 1.3 the definitions we use of

motion stability of various types are formulated. These formulations result from an adequate description of stability properties of nonlinear and
nonautonomous systems.
Section 1.4 deals with three classes of Liapunovfunctions: scalar, vector and matrix-valued ones, as well as the possibilities of their application
in motion stability theory. Along with the well-known results, some new
notions are introduced, for example, the notion of the "Liapunov metafunction".
Basic theorems of the comparison principle for SL-class and VL-class of
the Liapunov functions are set out in Section 1.5. Also, some important
corollaries of the comparison principle related to the results of Zubovare
presented here.
Section 1.6 deals with generalization of the main Liapunov and Barbashin-Krasovskii theorems established by the author in terms of matrixvalued functions. Somecorollaries of general theorems contain new sufficient stability (instability) tests for the equilibrium state of the system
under consideration.
In Section 1.7 the vector and cone-valued functions are applied in the
problem of stability with respect to two measures and in stability theory of


www.pdfgrip.com

2

1. PRELIMINARIES

large scale systems. Detailed discussion of possibilities of these approaches
may prove to be useful for manybeginners in the field.
In the final Section 1.8, the formulations of theorems of the direct Liapunov method are set out based on matrix-valued functions and intended
for application in stability investigation of large scale systems.
Generally, the results of this chapter are necessary to get a clear idea
of the results presented in Chapters 2-5. Throughout Chapters 2-5 references to one or an other section of Chapter 1 are made.

1.2 Nonlinear


1.2.1

General equations

Continuous

of nonlinear

Systems

dynamics

The systems without nonintegrability differential constraints represent a
wide class of mechanical systems with a finite numberof degrees of freedom.
Let the state of such system in the phase space Rn, n = 2k, be determined
by the vectors
q = (ql,...,

qk) w and

~ = (~1,...,

w.
~k)

It is knownthat the general motion equations of such a mechanical system
are

(1.2.1)


d (or’~

OT _ Us, s = 1,2,...,k.

Here T is the kinetic energy of the mechanical system and Us are the
generalized forces.
The system of equations (1.2.1) is simplified, if for the forces affecting
the system a force function U = U(t,q~,... ,qk) exists such that
OU

us= , s=l,2,...,k.
The simplified system obtained so far,
d(O(T+V)~
dt \ 00,

]

O(T+U)_o,
Oqs

s

= 1,2,...,k,


www.pdfgrip.com

1.2 NONLINEARCONTINUOUS
SYSTEMS


3

can be presented in the canonical form
dqs
dt

OR
Op~

dps
dt

OR
Oqs

s = 1,2,...,k,

OT and R = T2-To-U. Here To is the totality
of the
where p~ = 04--7
velocity-independent terms in the expression of the kinetic energy, and T2
is the totality of the second order terms with respect to velocities.
The qualitative analysis of equations (1.2.1) and its particular cases
the principle point of the investigations in nonlinear dynamicsof continuous
systems.
1.2.2

Perturbed

motion equations


Under certain assumptions the equations (1.2.1) can be represented in the
scalar form
dy_~i = Y~(t, Yl,...

,Y2k), i = 1,

2k,

or in the equivalent vector form
dy = Y(t, y),
dt

(1.2.2)

where* y = (Yl,Y2,... ,Y2k)T E 2k and Y= (Y1,Y~,... ,Y2k) T, Y:7-×
Rek -+ R~k. A motionof (1.2.2) is denoted by y(t; to, Y0), ~(to; to, Y0)
and the reference motion r/r(t; to, Yro). Fromthe physical point of view the
reference motion should be realizable by the system. From the mathematical point of view this means that the reference motion is a solution
of (1.2.2),
(1.2.3)

&?r(t; t0, Yro)_=Y[t, ~/~(t; to, Y~0)].
dt

Let the Liapunov transformation of coordinates be used,
x = y - Yr,

(1.2.4)
where yr(t) -- ~lr(t;to,Yro).

(1.2.5)

Let f: T x R~k -~ R2k be defined by

f(t, x) = Y[t, y~(t) + x] - Y[t, Yr].

! !
~T
*In Liapunov’s
notationy ---- (ql,q2,... ,qk, ql,q2,’’’
,qkJ


www.pdfgrip.com

4

1. PRELIMINARIES
It is evident that

(1.2.6)

f(t,O) =_

Now(1.2.2)- (1.2.5) yield
dx
d~- = f(t, x).

(1.2.7)


In this way, the behavior of perturbed motions related to the reference
motion (in total coordinates) is represented by the behavior of the state
deviation x with respect to the zero state deviation. The reference motion
in the total coordinates Yi is represented by the zero deviation x = 0 in
state deviation coordinates xi. With this in mind, the following result emphasizes complete generality of both Liapunov’s second method and results
represented by Liapunov [1] for the system (1.2.7). Let Q: R2k ’~,
-r R
n = 2k is admissible but not required.
In the monographGrujid, et al. [1] the following assertion is proved.
Proposition 1.2.1. Stability of x = 0 of systena (1.2.7) with respect
to Q = x is necessary and sufficient for stability of the reference motion
of system (1.2.2) with respect to every vector function Q that is continuous
in y.
This theorem reduced the problem of the stability of the reference motion
of (1.2.2) with respect to Q to the stability problem of x = 0 of (1.2.7)
with respect to x.
For the sake of clarity we state
Definition 1.2.1. State x* of the system (1.2.7) is its equilibrium state
over 7~ iff
(1.2.8)

x(t;to,x*)

= x*, for all

t E To, and to

The expression "over 7~" is omitted iff 7~ = R.
Proposition 1.2.2. For x* ~ Rn to be an equilibrium state
system (1.2. 7) over Ti it is necessary and sufficient that both


of the

(i) for every to q T/ there is the unique solution x(t; to, x*) of (1.2.7),
which is defined for all to ~ To
and
(ii) f(t,x*) = 0, for a/l t e To, and to e 7~.


www.pdfgrip.com

1.3 DEFINITIONSOF STABILITY

5

The conditions for existence and uniqueness of the solutions of system
(1.2.7) can be found in manywell-knownbooks by Dieudonne[1], Hale [1],
Hirsch and Smale [1], Simmons[1], Yoshizawa[1], etc.
The next result provides a set of sufficient conditions for the uniqueness
of solutions for initial value problem
(1.2.9)

d-¥ = f(t,

x), X(to) =

Proposition 1.2.3. Let :D C Rn+l be an open and connected set.
Assume f ¯ C(:D, Rn) and for every compact K C ~), f satisfies
the
Lipschitz condition

[]f(t,x) f( t,y)[[ <_L[[x - y[[
for all (t,x), (t,y) 6 K, where L is a constant depending only on
Then (1.2.9) has at most one solution on any interval [to, to + c), c > 0.
Definition 1.2.2. A solution x(t;to,Xo) of (1.2.7) defined on the interval (a, b) is said to be boundedif there exists /~ > 0 such that [[x(t; to, x0)[]
< fl for all t ¯ (a, b), where/~ maydepend on each solution.
For the system (1.2.7) the following result can be easily demonstrated.
Proposition 1.2.4. Assume f ¯ C(J x Rn,Rn), where J = (a,b)
a finite or infinite interval. Let every solution of (1.2.7) is bounded. Then
every solution of (1.2.7) can be continued on the entire interval (a, b).

1.3 Definitions

of Stability

Consider the differential system (1.2.7), where f ¯ C(%n, Rn). Suppose that the function f is smooth enough to guarantee existence, uniqueness and continuous dependenceof solutions x(t; to, x0) of (1.2.7). We
present various definitions of stability (see Grujid [1] and Grujid, et al. [1]).
Definition 1.3.1. The state x = 0 of the system (1.2.7) is:
(i) stable with respect to 7~ iff for every to ¯ T~ and every e > 0 there
exists 5(to,e) > 0, such that [[Xo[[ < 5(to,e) implies

all t ¯ %;


www.pdfgrip.com

1. PRELIMINARIES
(ii) uniformly stable with respect to To iff both (i) holds and for every
¢ > 0 the corresponding maximal ~M obeying (i) satisfies
inf[t~M(t,~): t ¯ T/] >
(iii)


stable in the whole with respect to Ti iff both (i) holds and
5M(t,e)--~+oo

as e-~+oo,

for

all

t¯T/;

(iv) uniformly stable in the wholewith respect to T, iff both (ii) and (iii)
hold;
(v) unstable with respect to 7~ iff there are to ¯ T/, e ¯ (0, +oo) and
T ¯ To, V > tO, such that for every 5 ¯ (0,+oo) there is Xo,
Ilxoll< 5, forwhich

IIx(T;to, xo)ll> ~.
The expression "with respect to 7~" is omitted from (i)- (v) iff 7~
These stability properties hold as t -~ +oo but not for t = +oo.
Further the definitions on solution attraction are cited. The examples
by Hahn [2], Krasovskii [1], and Vinograd [1] showed that the attraction
property does not ensure stability.
Definition 1.3.2. The state x = 0 of the system (1.2.7) is:
(i) attractive with respect to Ti ifffor every to ¯ 7~ there exists A(to)
0 and for every ~ > 0 there exists ~’(to;zo,~) ¯ [0,+oo) such
that Ilzoll < A(to) implies IIx(t;to,Xo)ll
< ¢, for all t ¯ (to
r(to; xo, ¢), +oo);

(ii) Xo-uniformly attractive with respect to 7~ iff both (i) is true and for
every to ¯ T/ there exists A(to) > 0 and for every ~ ¯ (0, +oc)
there exists r~,[to, A(to), ~] ¯ [0, +oo) such that
sup [T,~(t0; X0,¢): X0¯ T/] = T=(7~,X0,
(iii) to-uniformly attractive with respect to 7~ iff (i) is true, there is A >
0 and for every (x0, ~) Ba ì (0, +oÂ) there exists ru(Ti, Xo, ~)
[0, +o¢) such that
sup [rm(to); xo, (): to ¯ Ti] = ~’u(7~,x0,


www.pdfgrip.com

1.3 DEFINITIONSOF STABILITY

7

(iv) uniformlyattractive with respect to Ti iff both (ii) and (iii) hold,
is, that (i) is true, there exists A > 0 and for every ~ E (0, +c~)
there is T~(T/, A, ¢) E [0, +~) such that
sup [~-m(to; x0, ~): (to, x0) ~ T/x Ba] = r(T/, A,
(v) The properties (i)- (iv) hold "in the whole" iff (i) true for every
A(t0) ~ (0, +oo) and every to ~
The expression "with respect to Ti" is omitted iff T/= R.
Definitions 1.3.1 and 1.3.2 enable us to define various types of asymptotic
stability as follows.
Definition 1.3.3. The state x = 0 of the system (1.2.7) is:
(i) asymptotically stable with respect to Ti iff it is both stable with
respect to T/and attractive with respect to 7~;
(ii) equi-asymptoticallystable with respect to Ti iff it is both stable with
respect to

(iii) quasi-uniformlyasymptotically stable with respect to Ti iff it is both
uniformly stable with respect to 7~ and t0-uniformly attractive with
respect to 7~;
(iv) uniformly asymptotically stable with respect to 7~ iff it is both uniformly stable with respect to 7~ and uniformly attractive with respect to
(v) the properties (i)- (iv) "in t he whole" iff b oth the c orresponding stability of x = 0 and the corresponding attraction of x = 0
hold in the whole;
(vi) exponentially stable with respect to Ti iff there are A > 0 and real
numbers c~ _> 1 and fl > 0 such that HXoll < A implies
IlX(t;to,xo)]] <_~llXoll exp[-fl(t- to)],
for all

teTo, and for all

to

This holds "in the whole" iff it is true for A = +oo.
The expression "with respect to 7~" is omitted iff 7~ = R.


Tài liệu bạn tìm kiếm đã sẵn sàng tải về

Tải bản đầy đủ ngay
×