Module 1: Introduction
  Lecture 3: Stability and Asymptotic Stability
 

 

Let us return to our stability analysis and let. Then the stability of the non-linear autonomous system (1.12) is related to that of the linear system

 

     ,    

(1.14)

The solution of this system is

(1.15)

where the matrix exponential is defined by the series

(1.16)

Often, the matrix A can be diagonalized as

where are the eigen values of A and the columns of T are the corresponding eigen vectors. In this case, we may easily verify that the solution of (1.14) is

Thus, (1.14) is stable if all of the given values have non-positive real parts, and asymptotically stable if all of the eigen values have negative real parts, and unstable otherwise.