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Advanced Calculus Concepts

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46 views52 pages

Advanced Calculus Concepts

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Mark Ho
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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APPENDIX I

DINI DERIVATIVES AND MONOTONIC FUNCTIONS

1. The Dini Derivatives

1.1. Let a, b, a < b, be two real numbers and consider a


function f: la,b[ + ~, t + f(t) and a point to E la,b[.
We assume that the reader is familiar with the notions of

lim sup f (t) and lim inf f (t) .


t .... to t + to
The same concepts of lim sup and inf, but for t + to +
mean simply that one considers, in the limiting processes,
only the values of t > to' A similar meaning is attached to
Remember that, without regularity assumptions on
f, any lim sup or inf exists if we accept the possible values
+ 00 or - 00. The extended real line will be designated here-
after by !Ji. Thus~ =!Ji' U {_oo} U {+oo}.

The four Dini deriv~tives of f at to are now de-


fined by the following equations:

+ f (t) - f(t O)
D f(t O) lim sup
t + t o+ t - to
f (t) - f(t O)
D+f(t O) lim inf
t + t o+ t - to

f (t) - f (to)
lim sup t _ t
t + t 0
o-
346 APPENDIX I: DINI DERIVATIVES AND MONOTONIC FUNCTIONS

f(t) - f(t O)
D_f (to) = lim inf _ _ _ _--101-
t + t o- t - to
They are called respectively the upper right, lower right,
upper left and lower left derivatives of f at to' Further,
the function t + D+f(t) on ]a,b[ into ~ is called the
upper right derivative of f on the interval ]a,b[, and
similarly for D+, D- and D.

1.2. Remarks. a) It is clear that, in the absence of regu-


larity assumptions on f, any Dini derivative may equal _ 00

or + 00.

b) However, if there is a Lipschitz condition for f on


some neighborhood of to' then all four derivatives are fin-
ite.
c) The four Dini derivatives of f at some point toE
]a,b[ are equal if and only if f has a derivative at to'
This derivative is then of course equal to the common value
of the Dini derivatives.
d) The well known properties of lim sup and lim inf yield
the elementary rules of calculus applicable to the Dini deri-
vatives. For example, if fl and f2 are two real func-
tions defined on ] a,b [, one gets for any t E] a,b [ that

and

as long as the additions are possible [(+ (0) + (- (0) is an


example of an.addition which is not possible].
e) Another important property is that if f is continuous
and g is !ifl , then
Appendix I 347

(1) i f for some t: get) > 0, one has D+(fg) (t) = f(t)g' (t)
+ g(t)D+f(t)

(2) i f for some t: get) < 0, one has D+ (fg) (t) = f (t)g' (t)

+ g(t)D+f(t),

where g' (t) is the ordinary derivative.

The proof is as follows:

(fg) (t + h) - (fg) (t)


D+ (fg) (t) = lim sup
h ~ 0+ h
g (t + h) - g (t) f(t + h) - f(t)
lim sup[f(t + h) + get) - - - - = - h - - - - ]
h ~ 0+ h

get + h) - get) f(t + h) - f(t)


lim f (t + h) + lim sup g (t)--....,h,...-----
h ~ 0+ h h ~ 0+

Hence the expected result. On the properties of the lim sup

and lim inf which enable one to write the above equalities,
as well as on other rules of calculus for Dini derivatives,
we refer to E. J. McShane [1944].

2. Continuous Monotonic Functions

2.1. Theorem. Suppose f is continuous on la,b[. Then f


is increasing on la,b[ if and only if D+f(t) ~ 0 for

every t E la,b[.

Remember that, in this book, f is called increasing


on la,!;>[ if, for any t l , t2 E ]a,b[, tl < t 2 , one has

f(t l ) .::. f(t 2 )·

Proof. The condition is obviously necessary_ Let us prove


that it is sufficient.
348 APPENDIX I: DINI DERIVATIVES AND MONOTONIC FUNCTIONS

a) Assume first that D+f(t) > 0 on ]a,b[. If there exist


two points a, BE ]a,b[, a < B, with f(a) > feB), then

there exist a V with f(a) > V > feB) and some points

t t [a,B] such that f{t) > V. Let ~ be the sup of these


points. Of course, ~ is an interior point of [a,B], and,

due t9 the continuity of f: f{~) = V. Therefore, for every

tEH,B[ :

f{t) - f{~) < 0


t - ~

and D+f{~) ~ 0, which is absurd.

b) Assume now, as in the statement of the theorem, that


D+f{t) ~ 0 on ]a,b[. For any E > 0, one gets

D+ [f (t) + Et]

Hence f{t) + Et is increasing on ]a,b[. And since this is

true for any E, f{t) is also increasing on ]a,b[.


Q.E.D.

2.2. Remarks. a) This theorem remains true if one replaces

the inequality D+f(t) ~ 0 by D+f{t) ~ 0, because the lat-

ter implies the former.

b) One proves similarly that D+f(t) > 0 can also be re-

placed by D-f(t) ~ 0: it suffices to substitute the inf of

the points t where f{t) < V to the sup of the points t


where f{t) > V.

c) In the new theorem thus obtained, D may be replaced

by D. As a consequence, we get the following statement.

2.3. Theorem. Suppose f is continuous on ]a,b[. Then f

is increasing on ]a,b[ if and only if any of the four Dini

derivatives of f is > 0 on ]a,b[.


Appendix I 349

2.4. Corollary. If any Dini derivative of the continuous


function f is > 0 on ]a,b[, the same is true of the
other three.

2.5. Remark. Analogous monotonicity properties can be es-


tablished using less than the continuity of f (cf. E. J.
McShane [1944]).

2.6. Functions with a bounded Dini derivative. The follow-


ing theorem is used to estimate the average rate of decrease
of a function possessing a Dini derivative bounded from be-
low. It is a straightforward consequence of Theorem 2.3.
Hereafter, the symbol D* f represents any of the four Dini
derivatives of f.

Theorem. Let f: [a,b] ... ~ be a continuous function


such that for any t E l a,b [ and some A > 0:

D*f(t) > -A. (2.1)

Then
f(a) - f(b) < A.
b - a

Proof. One deduces from (2.1) that D*(f(t) + At) ~ 0, and


therefore, using Theorem 2.3, that f(t) + At is increasing
on la,b[. Therefore f(b) + Ab ~ f(a) + Aa. Q.E.D.

2.7. Dini derivative of the maximum of two functions. Con-


cerning three functions f, g, h such that h(t) = max (f(t),
g(t)), the following theorem gives an estimation of a Dini
derivative of h(t) in terms of the corresponding derivatives
of f and g.

Theorem. Let f, g, and h be three continuous func-


350 APPENDIX I: DIN I DERIVATIVES AND MONOTONIC FUNCTIONS

tions on [a,b) into !it, such that h (t) = max (f (t) ,g (t».
If D+f (t) < 0 and D+get) ~ 0 for t E ) a, b [, then

D+h(t) < 0 for t E )a,b[.

Proof. Otherwise, one would have, by Theorem 2.1, for two


points a', b' with a < a' < b' ~ b, that max (f(b'),

g(b'» > max (f(a'),g(a'», and therefore either feb') >

f(a') or
g(b') > g(a'). But, using Theorem 2.1 again, this

contradicts either D f < 0 or D+g < O.


+
Q.E.D.

3. The Derivative of a Monotonic Function

3.1. The theorem stated (without proof) in this section is a

key theorem for Liapunov's direct method. It mentions the

Lebesgue integral of a function f on an interval [a,b),


which will be written

t a
f(T)dT

On this concept, we refer to E. J. McShane [1944] or to A. N.

Kolmogorov and S. V. Fomin (1961). Only one of its elemen-

tary properties will be recalled below, in order to clear the

statement of the theorem.

3.2. A subset E of the real line !JR is said to have


measure zero if there exists, for every € > 0, a finite or

countable collection 1 1 , 1 2 , ••• of open intervals such that

Ul i ~E and E~Ii < €, where ~Ii is the length of Ii.

When a property is verified at each point of some interval

[a,b) E!JR, except at the points of a set of measure zero,


one says that the property is true almost everywhere on

[a,b] or for almost all t E [a,b).


Appendix I 351

If a function f: [a,b] ... 91 is Lebesgue integrable


over [a,b], then any function g: [a,b] ... 91 which is equal
to f almost everywhere on [a,b] is also Lebesgue integra-
ble on [a,b], and the integral of g equals the integral of
f. Therefore, it makes sense to speak of the integral over
[a,b] of a function which is defined only almost everywhere
on [a,b]: it can be extended to the whole of [a,b] by
choosing arbitrary values at the points where it was origin-
ally undefined.

3.3. Theorem. If f: [a,b] ... 91 is an increaSing function,


f has a finite derivative f' (t) almost everywhere on
[a,b]~ this derivative is Lebesgue integrable and one has,
for any t E [a,b],

f(t) = It f' (T)dT + h(t)


a
where h is an increasing function and h' (t) vanishes
almost everywhere on [a,b].

For a proof, see E. J. McShane [1944] or H. L. Royden


[1963] •

3. 4. Corollary. .In the hypothese s 0 f Theorem 3.3,

feb) - f(a) ~ fa b
f' (T)dT. (3.1)

3.5. Remarks. a) This inequality becomes an equality if


one adds the hypothesis that f is absolutely continuous on
[a,b]. On this point, cf. the reference books already men-
tioned. It does exist an example of a function f on [a,b]
into ~, which is increasing, uniformly continuous, whose
derivative vanishes almost everywhere, and such that
352 APPENDIX I: DINI DERIVATIVES AND MONOTONIC FUNCTIONS

feb) > f(a). Of course, for this function, which is not ab-
solutely continuous

feb) - f(a) > t a


f'(T)dT O.

Cf. K. Kuratowski [1961], p. 187.


b) Since the derivative of f, when it exists, equals
all four Dini derivatives, the inequality (3.1) can also be
written under the form

fb D+f(T)dT ~ feb) - f(a),


a
or similarly while replacing D+ by D+, D or D_ • Remem-
ber that it is valid when f is increasing.

4. Dini Derivative of a Function along the Solutions


of a Differential Equation

4.1. For some T, _00 < T < 00 and some open subset n C~,
consider a continuous function

f: ]T,OO[ x n -+-~n, (t,x) -+- f(t,x)

and the associated differential equation x = f(t,x). Further,


let V: ]T,oo[ x Q-+-!if be a continuous function, satisfying
a local Lipschitz condition for x, uniformly with respect
to t.

4.2. One has often to verify that a function like V(t,x)


is, so t9 say, decreasing along the solutions of the differen-
tial equation. This means that for any solution x: J -+- ~n,
J an open interval, of the equation x = f(t,x), the function
V: J -+- !if n , t -+- vet) = V(t,x(t» is decreasing. The follow-
Appendix I 353

ing theorem is crucial, for it enables one to check this pro-


perty without any knowledge of the solutions.

4.3. Theorem (T. Yoshizawa [1966]). In these general hypoth-

eses, let x: J + ~n be any solution and let t *E J. Put-


ting x(t*) = x*, one gets

+_ * V(t* + h,x* + hf(t*,x*» - V(t*,x*)


D Vet ) = lim sup h • (4.1)
h + 0+
Proof. One has, for h.> 0 small,

V(t* + h,x(t* + h» - V(t*,x(t*» =


V[t * + h,x * + hf(t * ,x * ) + he(t * ,x * ,h)] - Vet * ,x * )
~ V(t* + h,x* + hf(t*,x*» + khl le(t*,x*,h) I I - V(t*,x*),

where e + 0 with hand k is a Lipschitz constant on


some neighborhood of x*• Therefore

vet * + h,x(t * + h» - Vet * ,x(t * »


vet * )
D+- = lim sup
h
h + 0+

V(t* + h,x* + hf(t*,x*» - V(t*,x*)


< lim sup
- h + 0+ h

One obtains similarly for h > 0 small, that

V(t* + h,x(t* + h» - V(t*,x(t*» >

V (t * + h, x * + hf (t *, x* » - kh I I e (t *, x* , h) I I-v (t *, x* ),

whence
Vet * + h,x * + hf(t * ,x»
* * *
V(t,x)
D+V(t*) > lim sup ------------------------------------
h + 0+ h
Q.E.D.

4.4. Remarks. a) We shall admit the symbol D+vet * ,x * ) to

represent the second member of (4.1), and this quantity will

be called occasionally the upper right Dini derivative of


354 APPENDIX I: DINI DERIVATIVES AND MONOTONIC FUNCTIONS

V(t,x) (along the solutions of the differential equation).

b) It is a simple consequence of Theorems 2.1 and 4.3

that i f D+V(t,x) ~ 0 on ]T,OO[ X n, then v(t,x) is increas-

ing along the solutions of the differential equation. The

analogous statement for V(t,x) decreasing is obvious.

c) There is a theorem similar to 4.3 for any other


Dini derivative D+, D- and D.

d) It is noticeable that no uniqueness property has

been assumed for the solutions of the differential equation.

e) If, for some e > 0 and every (t ,x) E]T,OO[


x n, one has D+V(t,X) > -e, then for any solution
- x: J ->-

gn and any points a, b E J, a < b,

Veal - -
V(b) < e.
b - a

This is a consequence of Theorems 2.6 and 4.3.


APPENDIX II

THE EQUATIONS OF MECHANICAL SYSTEMS

Assuming some knowledge of analytical mechanics, we


gather here a few precise definitions concerning Lagrangian
and Hamiltonian systems and recall their most fundamental
properties.

1. To a mechanical holonomic system with n degrees


of freedom with generalized (or Lagrangian) coordinates
q E ~n and generalized velocities q E ~n, there will cor-
respond a kinetic energy of the form

T: I x n x YR n ... :if, (t,q,q) ... T{t,q,q),

where n is some domain (connected open set) of ~n and


I = ]T,OO[ for some T E~. With respect to q, T is a
polynomial of the second degree. It will often be written
thus:
T{t,q,q) 21 q.TA{t,q)q• T.
+ b{t,q) q + d{t,q)

where A is an n x n matrix, b is an n x 1 matrix and


d is a scalar, all defined on I x n. Further, A, band d
will be supposed to be ~l functions.

2. The potential energy will be designated by IT.


In this book, we are prevented from choosing the usual letter
356 APPENDIX II: EQUATIONS OF MECHANICAL SYSTEMS

V to represent the potential function, because in the domain

of Liapunov's direct method, V is the ritual symbol for aux-


iliary functions. IT will be supposed to be a 5fl function

IT I x rl .... <JP, (t,q) .... IT (t,q).

3. We shall also consider Lagrangian forces which

do not derive from a potential function. They will form on


n-vector depending on velocities, coordinates and time:

Q I x rl x gj'n .... !Jf, (t,q,q) .... Q(t,q,q).

We assume Q to be continuous.

4. The Lagrangian equations of motion are, in the

usual notations,

Q (4.1 )

where L =T - IT. The question arises immediately whether

Equation (4.1) can be solved with respect to q, and therefore

be brought to normal form x= f(t,x). This can be done

around every point (t,q) where A(t,q) is regular.

5. A situation frequently encountered is when the


matrices Band C vanish identically and A is indepen-

dent of t. In this case we write the latter A (q). Such a


compact form is obtained for T for instance in case of time

independent constraints. Then Equation (4.1) can be solved with


respect to q in the neighborhood of some point (t,q,q) if
det A(q) i O. But A(q) is everywhere positive semi-definite

and therefore det A(q) i 0 if and only if A(q) is posi-


tive definite. The following useful property of the kinetic
Appendix II 357

energy is easy to prove.

Proposition. For qo E Q, there exists a neighborhood


N of qo' N C Q and a function a E ~ such that, for every
(q,q) EN x ~n, qTA(q)q ~ a(1 Iql I), if and only if A(qO)
is positive definite.

(Hint: choose N compact, remember A is continuous


and can be diagona1ized by an orthogonal change of coordi-
nates) •

6. The dissipative forces are an important family of


generalized forces: Q is called dissipative if, for every
Of course Q• T.q is
the power supplied by the forces Q. The case of complete
dissipation is when there exists a function a E Jt such
that, for every (t,q,q) E I x Q x ~n: QT(t,q,q)q ~ -a(1 Iql I).
Dissipative forces which are linear with respect to q are

called viscous frict"ion forces. As observed by A. I. Lur I e


[1968J, they are not the only ones to be derivable from a
Rayleigh dissipation function (on this notion, see for in-
stance H. Goldstein [1950J). ~ energic forces (in the term-
inology of G. D. Birkhoff [1927J) are particular dissipative
T ••
forces, namely those for which Q (t,q,q)q = 0 identically.
Gyroscopic forces are non energic forces which are linear
with respect to q.

7. Proposition. If Q(t,q,q) is dissipative,


Q(t,q,O) = ° for every (t,q) E I x Q.
.,. .,.
Proof. Suppose on the contrary that for some (t ,q ) E I x Q
.,. .,.
and some i, 1 < i < n: Qi(t ,q ,0) ~ 0 or, more specifically,
358 APPENDIX II: EQUATIONS OF MECHANICAL SYSTEMS

that Qi (t * ,q * ,0) > a (the case < 0 would be treated alike).


* *.
By continuity, one would get Qi (t ,q ,q) > 0 in some neigh-
borhood of q= O. Let us, in this neighborhood, choose
.* * .*
q = (O,O, ••• ,q., 0, ••• ,0), with q. > O. One would obtain
1 1
QT (t * ,q * ,~)q
*.* > 0, which is excluded. Q.E.D.

8. This proposition introduces the following state-


ment: if T is quadratic in q and Q is dissipative,
the Lagrange equations (1) have an equilibrium at every point
where an/aq = O. This covers obviously the case where Q
vanishes identically.

9. When T is independent of t (in this case we


write T(q,q)), i.e. when A, band d are time-independent,
and when further Q = 0, the Lagrange equations admit of a
first integral called the Painleve integral. It reads

.T aL 1.T.
E(q,q) q -- - L = -2 q A(q)q - d(q) + IT(q).
aq

If Q" 0, E is no more a first integral, and one computes


• • T. •
easily that E(t,q,q) = Q(t,q,q) q, where E is the deriva-
tive of E along the solutions of (4.1). If further T is

quadratic with respect to q, i.e. if Band C vanish


identically, then E(q,q) = T(q,q) + IT(q) is the total en-
ergy and, as a first integral, is called the energy integral.
As already mentioned, this situation arises mainly when the
constraints are time independent.

10. Other first integrals are the so-called integrals


of conjugate momenta. When L does not depend on some co-
ordinate qk and the corresponding force Qk vanishes
identically,
Appendix II 359

aL (t,q,q)

aqk
is a first integral of the motion.

11. Ignorable coordinates and equations of Routh.


Consider the mechanical system described in Sections 1 to 4.

Suppose the number n of degrees of freedom is > 2, and for

some m, 1 < m < n

aT 0 i n-m+l, ... ,n.


aqi =
Henceforth, we shall write q = (ql, .•• ,qn-m) for the first

n - m Lagrangian coordinates and r = (rl, ••• ,rm) for the


last m. Observe therefore that, by doing this, we change

the assignment of the symbol q! The coordinates

are said to be ignorable if one has further that

(1) the potential does not depend on r: we shall

write it IT(t,q);

(2) the only non vanishing generalized forces corres-

pond to the first n - m degrees of freedom and do not de-


pend on rand r: we shall write them Q = (Ql, .•. ,Qn-m)

with Q = Q(t,q,q).
The kinetic energy may be written under the form

*. **.
T(t,q,q,r) = T2 (t,q,q) + U(t,q,q,r) + T2 (t,q,r)

* **.
+ Tl (t,q,q) + Tl (t,q,r) + TO(t,q)

where
* is quadratic in q, U is bilinear in (lI,t), T2
**
T2
is quadratic in r, Tl* is linear in q and **
Tl is linear
in r.
The regularity assumptions for all functions T, IT
360 APPENDIX II: EQUATIONS OF MECHANICAL SYSTEMS

and Q remain those of Sections 1 to 3. The Lagrange equa-


tions of motion read

d dT d
(T - II) + Q (11.1)
dt dCt dq
dT
- = c (11. 2)
dr
where c is a constant of integration. Assuming that for

some q, T2** (t,q,r)


-. is positive definite with respect to r,
Equation (11.2) can be solved for r in some appropriate

neighborhood of q, yielding a function r = r(t,q,q,c). In

this case, r can be eliminated from the equations of motion.

An elegant procedure to achieve this is by using Routh's func-

tion, obtained by substituting r in terms of t,q,q,c in

T - cTr. One gets readily for this function

R(t,q,q,C) + T1* + T01.. • - II(t,q),


r=r(t,q,q,c)

the detailed computation appearing in A. I. Lur'e [19681.

For our theoretical purposes, we only need to observe here


that, with respect to q, R is a polynomial of the second de-

gree, and in this polynomial, the terms of the second degree

do not depend on c. This enables us to write

R(t,q,q,C)
(11.3)
-II (t,q) ,

where R2 and R1 are respectively quadratic and linear in

q. By the way R2 T*
2•
USing R, one gets the equations of motion under the

convenient form, called Routh's equations,


Appendix II 361

---
d aR aR = Q,
dt aq aq
(11.4)
c= o.

In case of time-independent constraints, the formulas

above become simpler: the argument t disappears everywhere


and further, all functions with subscript 1 or 0 vanish

identically. As is well known, there exist time-dependent

constraints such that t disappears everywhere, but the func-


tions Rl and RO do not vanish.

12. Stationary motions. Consider an equilibrium

q = q, q = 0, c = c of Equations (11.4). A generalized sta-


tionary motion (C. Risito [1972]) is a motion of the original

system corresponding to such an equilibrium, with r of


course given as a function of t by Equation (11.2). If the
equations of motion are autonomous, r is a constant and the

corresponding motion is called stationary. Another adjective


sometimes used instead of stationary is merostatic.

13. For the sake of references, let us now describe a

type of system most frequently encountered in the applica-


tions. The kinetic energy T(q,q) is defined and ~l on

n x ~n and is, for every q, a positive definite quadratic

form with respect to q. The potential function n(q) is

defined and ~l on n. When one has to study an equilibrium

of such a system, it is convenient to locate i t at the point

q = 0, i.e. to assume ~(o) = 0, and to adjust n in such


aq
a way that n (0) = o. This of course requires that the or i-
gin be a point of n.
362 APPENDIX II: EQUATIONS OF MECHANICAL SYSTEMS

14. For the system just described, with T(q,q)


l·T •
2 q A(q)q, the equation

P = -dT = A(q)q•
dq
can be uniquely solved for q. The kinetic energy expressed

as a function of p and q reads

1 T
T(p,q) - p B(q)p
2
-1
where B (q) = A (q). Of course A(q) and B(q) are simul-
taneously positive definite. The Hamiltonian function

H(p,q) -
T(p,q) + n(q)

is equal to the total energy expressed as a function of p


and q, and the Hamilton's equations of motion are

dH
p q
dP
APPENDIX III

LIMIT SETS

1. Let I = ]T,~[ for some T E~ and n an open


set of ~n. We consider the differential equation

x = f{t,x) (I)

where f: I x n + ~n is some continuous fUnction. Let


x: J = ]a,w[ + ~ be a non-continuable solution of this
equation. A point y Eli is called a positive limit point
of x i f there exists a sequence {t } of time-values, such
n
that {tn } C J, t + W and x (t n ) + y as n -+ 00. The posi-
n
tive limit set of the solution x is the set of its positive
limit points. It is designated by A+ (x) • Ne9:ative limit
points and negative limit sets can be defined alike. Let us
recall that the positive semi-orbit of x corresponding to
some to E J is the set y+{X,t o ) = {x{t): t E [to'W[}.

2. Theorem. For every to E J: Y+ (x,t o ) = y+ (x,t O)


UA+{x).

Proof. Since A+{x) C y+{X,t o ), it is clear that

+ +
y (x,t o ) :J y (x,t o ) U A (x).
+

Suppose now that some point y EY+{X,t o ). There exists a


364 APPENDIX III: LIMIT SETS

sequence {til C J, ti ~ to such that x(t i ) + y. If


t. + w as i + 00, then y E A+(x). Otherwise, there exists
~

an infinite subsequence {t~} which is bounded from above


~

by some t' < w. The t~ are such that x (t! ) + y as


l. ~

i -+ 00. But since they are infinite in number and bounded,

there exists a subsequence {t'.'} approaching some til < W.


~

Hence, by continuity, x(ti) + x(t") =y as i + 00, and there-

fore y E Y+ (x,t O)' Q.E.D.

3. Theorem. A+(X) is a closed set.

Proof. Let {Yi} C A+(x) be some sequence such that Yi + Y

when i + 00, and let us prove that Y E A+(x). For every i,


there exists a sequence such that and

when j + 00. We shall now construct some parti-

cular sequences {t ij }. Suppose first of all that {t lj } be

given. Let us choose t22 > t12 and such that d(x(t 22 )'Y2)
< 1/2. Choose further t33 > t13 and such that d(x(t 33 ),

Y3 ) < 1/3, and so on for i 4, 5, ••• Of course tii .... w


when i -+ 00 and d(x(tii),y i ) < l/i for every i- On the
other hand, we impose no restriction whatsoever to the t ij

for i ~ j. From the two propositions

(Ve: > 0) (:IN> 0) (Vi ~ N) d(x(t ii ) ,Y i ) < e:/2,


(Ve: > 0) (:IN' > 0) (Vi .::,N') d(Yi'Y) < e:/2,

we deduce easily that x(t ii ) .... Y as i .... 00, and therefore

Q.E.D.

4. Theorem. If is bounded, A+(x) is non

empty, compact and connected.


Appendix III 365

Proof. Since y+ (x,t o) .


1S compac t , "'+(x) is not empty.
+
Further, A (x) is compact, since it is a closed subset of a
compac t se.
t Le t us now prove t h at "'+(x) is connected. In
the opposite case, A+(x) would be the union of two compact
disjoint sets Al and A2 , such therefore that d(A I ,A 2 ) = 0
for some 0 > O. There would exist a sequence to < tl < t'I
< t2 < ti < such that ti ... W, d(x(ti),A I ) ...
0 and

d(x(ti),A 2 ) ... 0 as i"'~. Therefore, for every large enough


i, there would exist a such that t 1• < t~ < t~ and
1 1
But the x(t i* ) would admit a
cluster point, since is bounded. This point would
belong to A+, but also it would be apart from A+ by at
least the distance 0/4, which is a contradiction. Q.E.D.

5. Theorem. If A+(x) is bounded, x(t) ... A+(x) as


t ... W.

~. If it were not the case, there would exist an E > o·


and a sequence of time-values to' t l , ••• such that t i ... W

when. i'" ~ and d(x(t.) ,A+(x» > E. But there would exist
1

a subsequence of the x(t i ) approaching a limit point. This


point would belong to A+(x) and be at a distance of A+(x)
larger than E, which is impossible. Q.E.D.

6. Exercise. Prove that W =~ as soon as there


exists a positive limit point in n.
7. Exercise. If x is a periodic solution, one has
for every to that A+(x) = y+(x,t o ) = {x(t): t E J}.

8. Theorem. If the differential equation is autono-


mous and if the solutions possess the uniqueness property, then
366 APPENDIX III: LIMIT SETS

A+(x) = n y+(x,t O).


to E J
Proof. If x is periodic, the theorem is a direct conse-

quence of Exercise 7. If it is not, let us first deduce from

Theorem 2 that

n y+ (x,t o ) = ( n y+ (x,t o )) U A+ (x).


to E J to E J

The theorem follows from the fact that the intersection in


the second member is empty. Q.E.D.

9. For autonomous equations, the most important pro-

perty of the limit sets is that they are semi-invariant. To


define this notion, let

f(x} (2)

be the differential equation, with f a continuous function

defined on some open subset n of ~n. Uniqueness of the


solutions is not required. First of all, a set Fen is

said to be invariant if, for every Xo E F and for all non-

continuable solutions x(t} of Equation (2), defined on some

interval J and such that x(t o} = xo' one has x(t) E F


for every t E J. Further, Fen is said to be semi-invari-

ant if, for every Xo E F, there is one such non-continuable


solution with the same property. If uniqueness of the solu-
tions is assumed, semi-invariance is of course equivalent to

invariance.

10. The following regularity theorem will be used to


prove the semi-invariance of the limit sets.

Theorem. Let {x Oi } en be a sequence of points

such that as i ... 00, for some Let x.:


~
Appendix III 367

lai,w i [ + ~n be a non-continuable solution of the Cauchy


problem x = f(x), x(O) = x Oi ' Then there exist a non-contin-
uable solution x: ]a,w[ + ~n of the Cauchy problem x =
f (x) , x (0) = Xo and an increasing subsequence {Uk) : k
1,2, ••• } such that for every t l , t2 with a < t < t2 < w,
1
one gets, for k large, that ai(k) < t 1 < t 2 < W i (k) and
Xi (k) (t) + x(t) uniformly on [t l ,t 2 ] as k + 00 .
For the proof, cf. P. Hartman [1964].

11. Theorem. If the differential equation is autono-


mous, A+(x) nn is semi-invariant.

~. Let x * E A+(x) n fl. We know that w = (see Exer- 00

0
cise 6). Let ft.1 } be such that ti + 00 and x(t i ) + Xo*
as i ~ 00. Put x(t. )
l.
= XOi • Then x(t + t i ) is a solution
of the Cauchy problem x f (x) , x (0) = XOi • It follows
from Theorem 10 that there exists an appropriate subsequence
of the x (t + t.) approaching some soluti,on x * (t) of the
1

Cauchy problem x * uniformly on every com-


f(x), x(O) = xo'
pact subinterval of the interval J* of definition of x*.
Therefore, x*(t) ~ A+(x) for every t E J*. Q.E.D.
LIST OF EXAMPLES
Page
Attraction of a particle by a fixed center (VII.5) ••••. 249
Betatron
stability of (IV.6) 145
instability of (V.7) 188
Chemical kinetics (11.1.11) •••••••••••••••••••••••••••• 58

Chemical reactor (11.2.9) 70


A class of nonlinear electrical networks (VII.6) 254
Damped pendulum (1.6.12) •••••••••••••••••••••••••••••• 30

Ecological problem of interacting populations (VII.7) ••• 260


An example from economics (IX.5) ••••••••••••••••••••••• 332
Glider
stability of a (1.4.8) ••••••••••••••••••••••••••••• 17
asymptotic stability of a (1.6.18) •••••••••••••••• 33
Nth order equation (instability for a) (V.6) 184

Nuclear reactor (11.5.2) •••••••••••••••••••••••••••••• 84

Pendulum
with time varying friction (1.6.27) ••••••••••••••. 38

(11.2.6)
damped pendulum (1.6.12) 30

Regular precessions of a satellite (IV.7.14) • • • • • • • r •• 161


Regular precessions of a symmetric top (IV.5.5) 141

Restricted problem of three bodies (111.6.9)


Steady rotations of a rigid body
stability of (1.4.7) •••••••••••••••••••••••••••••• 16
instability of (1.5.6) •••••••••••••.•••••••••••••• 21

Third order equation


global asymptotic stability for a (11.1.9) 56

instability for a (V.8) 191


List of Examples 369

Transistorized network (II.6.S) 90

Transistor oscillator (II.l.B) , ..................... . 54

Vertical rotations of a top (IV.7.l3) 159


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AUTHOR INDEX

M1ALDI, Uo1 I.5.10, p. 24

AMUNDSON, N.R.~ II.2.9, p. 70

ANTOSIEWICZ, H.A.; I.6.20, p. 34~ I.6.21, p. 34~ loB, p. 4B~


VI.1.1, p. 203~ VI.B, p. 239.

APPEL, P.~ III.7, p. 126

ARIS, R. ~ II. 2.9, p. 70

ARNOLD, V.I.~ III.6.9, p. 122

AVDONIN, L.N.~ III.3.5, p. 107

AVRAMESCU, C.~ VI.3.4, p. 211; VI.B, p. 240

BAILEY, F.N.; IX.4.3, p. 32B~ IX.7, p. 343

BARBASHIN, E.A.~ I.2.11, p. 10; I.6.9, p. 29~ II.1.7, p. 79;


II.1.9, p. 56~ II.7, p. 95~ VII.B, p. 269

BELETSKII, V.V.~ IV.7.14, p. 162

BELLMAN, R.~ III.6.5, p. 11B~ IX.7, p. 342

BHATIA, N.P.~ II.3.9, p. 79~ VI.1.1, p. 203; VI.3.3, p. 211;


VI.B, p. 239~ VIII.6.2, p. 306; IX.3.7, p. 324~
IX.7, p. 343
BILLOTTI, J .Ed VIU 7, p. 312

BIRKHOFF, G.D.; AII.6, p. 357

BRAYTON, R.K.; VII.6.2, pp. 254, 255~ VII.6.4, p. 259~


VII.B, p. 269

BUSHAW, D.~ VI.3.1, p. 20B~ VI.B, p. 239

CABANNES, H.; I.4.7, p. 16

CESARI, L.~ IV.4.5, p. 13B~ VI.B, p. 239

CHERNOUS'KO, F.L.~ IV.7.14, p. 163

CHAETAEV, N.G.~ I.4.7, p. 16~ I.4.B, p. IB~ I.5.1, p. 14~


I.5.6, p. 21~ I.6.31, p. 42~ I.B, p. 4B; III.3.2, p. 105~
III.3.3, p. 106~ III.3.6, p. 107~ III.6.3, p. IlB;
IV.7.4, p. 153~ IV.7.13, pp. 159, 160~ IV.B, p. 167~
V.I0, p. 19B

CODDINGTON, E.A.~ VIII.5.1, p. 295


Author Index 3B7

CONTI, R.; II.7, p. 95; V.9.4, p. 19B; IX.7, p. 342


COPPEL, W.A.; (i)

CORDUNEANU, C.; I.B, p. 48; II.e.4, p. 75; II.3.10, p. 79;


II.7, p. 95; VIII.7, p. 312; IX.7, pp. 342, 344
CORNE, J.L.; VII.8, p. 269; VIII.7, p. 311

DANA, M.; VI.B, p. 240


DANG CHAU PHIEN; V.10, p. 199; IX.7, p. 344
D'ANNA, A.; VIII.7, p. 310
DE CASTRO, A.; VIII.7, p. 312
DEPRIT, A.; III.6.9, p. 122
DEPRIT-BARTHOLOME, A.; III.6.9, p. 122
DIEUDONNE, J.; IX.2.5, p. 317
D'ONOFRIO, B.; V.I0, p. 200
DUHEM, P.; II I. 7, p • 127

ETKIN, B.; I.4.8, p. 19

FERGOLA, P.; VIII.7, p. 310


FIEDLER, M.; IX.5, p. 335
FOMIN, S.V.; AI.3.1, p. 350

GAMBARDELLA, L.; VIII.7, p. 310


GERSTEIN, V.M.; VIII.7, p. 312
GOEL, N.S.; VII.7.1, p. 260; VII.B, p. 269
GOLDSTEIN, H.; IV.5.5, p. 141; IV.6.2, p. 146; AII.6, p. 357
GOODWIN, B.; II.1.11, p. 59
GORSIN, S.; II.4.5, p. B2
GUMMEL, H.K.; II.6.5, p. 91

HABETS, P.; IV.B, pp. 166, 167; VI.1.1, p. 203; VI.6.4, p. 229;
VI.8, pp. 239, 240; IX.7, p. 343
HADAMARD, J.; III.7,~. 126
388 AUTHOR INDEX

HADDOCK, J.R.; I.6.30, p. 42

HAGEDORN, P.; III.6.16, p. 125; III.7, p. 126

HAHN, W.; I.2.7, p. 9; I.2.13, p. 11; I.3.2, p. 12;


I.7.1, p. 46; I.8, p. 48; II.4.8, p. 84; II.7, p. 96;
V.9.3, p. 197; VI.8, p. 239; VIII.7, p. 310

HAJEK, 0.; VIII.6.2, p. 306

HALANAY, A.; I.6.35, p. 44; I.8, p. 48; II.7, p. 96;


VI.8, p. 239

HALE, J.K.; I.6.27, p. 39; VIII.7, p. 312

HAMEL, G.; III.2.12, p. 102; III.7, p. 126

HARTMAN, P.; V.4.6, p. 178; VIII.5.5, p. 300;


VIII.5.6, p. 304; VIII.7, p. 311; AIII.10, p. 367

HICKS, J.R.; IX.5, p. 332

HING, C.SO.; II.7, p. 96

HOPPENSTEADT, F.C.; I.7.1, p. 45

HUAUX, A.; V.9.4, p. 198

IBRACHEV, KH.I.; V.10, p. 199

KALMAN, R.E.; II.5.3, p. 86; II.5.4, p. 86

KAPPEL, F.; I.8, p. 48

KNESER, A.; II.7, p. 126

KNOBLOCH, H.W.; I.8, p. 48

KOlTER, W.T.; III.4.5, p. 112; III.7, p. 127

KOLMOGOROV, A.N.; AI.3.1, p. 350

KRASOVSKI, N.N.; I.2.11, p. 10; I.6.9, p. 29; I.7.1, p. 46;


II.1.3, p. 50; II.1.9, p. 56; II.7, p. 95; V.10, p. 200;
VII.8, p. 269

KURATOWSKI, K.; AI.3.5, p. 352

KURZWEIL, J.; I.7.2, p. 46

LAGRANGE, J.L.; I.1.6, p. 5; III.1, p. 97

LAKSHMlKANTHAM, V.; II.3.9, p. 79; VI.8, p. 239; IX.3.7,


p. 324; IX.7, pp. 342, 343
Author Index 389

LALOY, M.: II.2.13, p. 102, III.2.15, p. 104, IV.6.2, p. 146,


IV.8, pp. 166, 167, V.4.10, p. 180, V.9.1, p. 195,
V. 9.4, p. 198, V.9.5, p. 198, V.I0, pp. 199, 200,
VII.8, p. 269, VIII.3.1, p. 280, VIII.7, p. 311
LANCHESTER, F.W., I.4.8, p. 19
LANCZOS, B., III.7, p. 12'6
LASALLE, J.P., I.8, p. 48, 11.1.10, p. 58, VII.3.2, p. 243,
VII.8, p. 269, VIII.4.2, p. 286: VIII.4.8, p. 289,
VIII.4.10, p. 290, VIII.4.14, p. 291, VIII.4.16, p. 293,
VIII.7, pp. 311, 312
LEELA, 5., VI.8, p. 239, IX.7, p. 342
LEFSCHETZ, S., 1.8, p. 48, 11.1.10, p. 58, 11.5.2, p. 84,
II.5.5, p. 88
LElMANIS, E., IV.7.14, p. 162
LEIPHOLZ, H., 11.1.9, p. 56, 111.6.9, p. 121
LEJEUNE-DIRICHLET, G., 111.1, p. 97
LEONTOVICH, A.M., 111.6.9, p. 122
LEVI-CIVITA, T., I.5.10, p. ~4

LEVINSON, N., VI.6.18, p. 234, VIII.5.1, p. 295


LIAPUNOV, A.M., 1.1.2, p. 3, I.2.3, p. 7, 1.2.11, p. 10,
I.3.1, p. II, 1.4.2, p. 13, 1.5.3, p. 20, 1.5.4, p. 20;
1.5.8, p. 22; I.6.1, p. 25; I.6.14, p. 31, I.6.15, p. 32;
111.3.7, p. 107; 111.4.2, p. 108; IV.3.10, p. 134;
IV.8, p. 165; V.10, p. 198; VI.8, p. 238

LOTKA, A.J.; VII.7.1, p. 260: VII.7.9, p. 266


LUR'E, A.I.; AII.6, p. 357; AII.11, p. 360

McSHANE, E.J.; V.4.5, p. 176; AI.1, p. 347: AI.2.5, p. 349;


AI.3.1, p. 350: AI.3.3, p. 351
MALKIN, I.G.: 1.2.11, p. 10: I.7.1, p. 46; I.8, p. 48;
11.4, p. 82: 11.4.5, p. 82: 11.4.6, p. 83: VI.8, p. 238
MANFREDI, B.; VIII.7, p. 312
MARACHKOV ,M., 1.6.25, p. 37
MARKEEV, A.P.; 111.6.9, p. 122
MARKUS, L.: V.9.1, p. 195; VIII.7, p. 311
MASSERA, J.L.; 1.2.8, p. 9; 1.2.11, p. 10; 1.2.13, p. 11;
1.6.5, p. 27; 1.6.20, p. 34: 1.6.26, p. 37; 1.7.4, p. 46;
11.4.9, p. 84; II.4.10, p. 84; V.I0, p. 199; VI.l.1, p. 203;
VI.8, p. 239
390 AUTHOR INDEX

MATROSOV, V.M.; 11.1.4, p. 53; 11.2.5, p. 62; 11.2.7, PP. 67, 69;
11.7, p. 95; 111.7, p. 127; V.10, p. 200; VI.8, p. 240;
VIII.2.3, p. 272; VIII.7, pp. 310, 312; IX.1, p. 313;
1X.3.5, p. 322; IX.3.10, p. 326; IX.3.11, p. 327;
IX.7, pp. 342, 343, 344

MAWHIN, J.; 1.3.4, p. 13; 1.5.8, p. 22: 1.6.15, p. 32: 1.6.17,


p. 33; I. 8, p. 48; I I. 2 • 6, p. 66: V. 5. 5, p. 182: IX. 2 . 5 ,
p. 318

METZLER, L.: IX.5, p. 335

MICHEL, A.N.: VI.8, p. 239; IX.7, p. 343

MILLER, R.K.; VIII.7, pp. 311, 312

MITCHELL, A.R.: IX.7, p. 343

MITCHELL, R.W.: IX.7, p. 343

MITRA, D.; 11.7, p. 96

MOAURO, V.; VIII.7, p. 310

MOSER, J.: VII.6.2, pp. 254, 255; VII.6.4, p. 259: VII.8, p. 269:

MULLER, D.W.: V.10, p. 200

MYSHKIS, A.D.; V.10, p. 199

NEMYTSKII, V.V.; VIII.7, p. 312

OPIAL, Z.; VIII.7, p. 311

OZIRANER, A.S.: 1.6.30, p. 42

PAINLEVE, P.: 111.2.5, p. 100; 111.7, p. 126

PAVEL, N.: VI.5, p. 226: VI.6.12, p. 233: VI.6.16, p. 234:


VIII. 7, p. 312

PEIFFER, K.: 1.6.33, p. 43; 111.2.1, p. 99: IV.8, p. 166:


VI.1.1, p. 203; VI.6.4, p. 229; VI.8, pp. 239, 240:
IX • 7, pp • 344

PERSIDSKI, K.P.; 1.2.3, p. 7; 1.4.3, p. 14: 1.7.2, p. 46;


V.9.2, p. 195: V.10, p. 198: VI.8, p. 238

PERSIDSKI, S.K.; V.10, pp. 198, 199

PIONTKOVSKII, A.A.: IX.7, p. 343

PLISS, V.A.; VI.6.15, p. 234: VIII.6.5, p. 308; VIII.6.10,


p. 309; VIII.7, p. 312

PLUCHINO, S.; IV.8, p. 167


Author Index 391

POISSON, S.D.~ III.1, p. 97

PONTRYAGIN, L.S.~ I.s.10, p. 24

POPOV, V.M.~ II.s.1, p. 84~ II.7, p. 96

POZHARITSKII, G.K.~ IV.3.2, p. 1301 IV.8, pp. 166, 167


PTAK, V.1 IX.s, p. 335

REISSIG, R.1 V.9.4, p. 198

RISITO, C.~ IV.8, PP. 166, 1671 IX.7, p. 3441 AII.12, p. 361
ROSEN, R.1 II.1.11, p. 58

ROUCHE, N.~ I.3.4, p. 131 I.s.8, p. 221 I.6.1s, p. 321


I.6.17, p. 32~ I.6.33, p. 431 I.8, p. 481 II.2.6, p. 66~
II.7, p. 9s~ III.2.1, p. 991 III.7, p. 127~ V.S.S, p. 182~
V.10, pp. 199, 200~ VI.1.1, p. 2031 VII.8, p. 2691
VIII.7, pp.-311, 312~ IX.2.s, p. 318~ IX.7, p. 344
ROUTH, E.J.1 IV.s.1, p. 1381 IV.8, p. 165
ROYDEN, H.L.~ AI.3.3, p. 351

RUBANOVSKII, V.V.1 IV.8, p. 167

RUMIANTSEV, V.V.1 I.4.4, p. ls~ I.4.s, p. ls~ I.6.32, p. 43;


I.6.33, p. 43~ III.6.13, p. 124~ IV.s.s, p. 141~ IV.8,
pp. 165, 166

RUTKOVSKAYA, L.D.~ IX.7, p. 343

SALVADORI, L.~ I.6.23, p. 3s~I.6.28, p. 41~ III.s.2, p. 113~


III.7, p. 126~ IV.8, pp. 165, 166~ V.10, p. 200~
VIII.1, p. 270~ VIII.2.1, p. 271~ VIII.2.2, p. 272~
VIII.7, pp.-310, 311

SAMUELSON, P.A.~ IX.s, p. 332

SILJAK, D.D.~ IX.s, p. 332~ IX.7, p. 343


SILLA, L.~ III.2.12, p. 1021 III.7, p. 126
SANDBERG, J.W.~ II.6.6, p. 94~ II.7, p. 96

SANSONE, G.~ V.9.4, p. 198

SARNO, R.~ V.10, p. 200


SCHUUR, J.D.~ V.IO, p. 200

SELL, G.R.~ VIII.7, p. 312


SKOWRONSKI, J.M.~ VIII.7, p. 312
SLEMROD, M.~ VIII.7, p. 312
392 AUTHOR INDEX

SMETS, H.Bd II.S.2, p. 85


STEPANOV, S. IA.; IV.8, p. 167
STERN, T.E.; VII.6.4, p. 269
SZARSKI, J.; IX.7, p. 342
SZEG5, G.P.; VI.1.1, p. 203; VI.3.3, p. 211; VI.8, p. 239

TAIT, P.G.; II1.S.1, p. 113


TENNERIELLO, C.; VIII.7, p. 310
THOMSON, W. (Lord Kelvin); 111.5.1, p. 113

VAN CHZHAO-LIN; 111.6.4, p. 118


VERHULST, P.; VII.7.10, p. 266
VINOGRAD, R.E.; 1.2.7, p. 9; VI.8, p. 238
VOLTERRA, V.; VII.7.1, p. 260; VII.7.3, p. 262; VII.7.9, p. 266
VRKOC, 1.; II. 7, p. 96

WALTER, W.; IX.7, p. 342


WARDEN, R.B.; 11.2.9, p. 70

WAZEWSKI, T.; II.3.1, p. 74; 11.3.2, p. 74; V.10, p. 199;


IX.7, p. 342
WINTNER, A.; 111.2.5, p. 100; III.2.8, p. 101

YACUBOVICH, V.A.; 11.5.3, p. 86


YAMABE, H.; V.9.1, p. 195
YORKE, J. A.; V. 10, pp •. 199, 200
YOSHIZAWA, T.; 1.2.14, p. 11; 1.7.1, p. 46; V1.lo1, p. 203;
VI.6.10, p. 232; VI.7.6, p. 238; VI.8, p. 239, VIII.7,
p. 311; AI.4.3, p. 353

ZHUKOVSKI, N.E.; 1.4.8, p. 19


ZIEMBA, S.; VIII.7, p. 312
ZUBOV, V.I.; VI.8, p. 239
SUBJECT INDEX

asymptotically almost uniformly globally


periodic, 303 attractive, 10, 206
asymptotically autonomous weakly attractive, 28, 227
equation, 303
for comparison equations,
asymptotically stable, 321
asymptotic stability, 10,
235 Attraction, region of
attraction, 10
asymptotically stable
with respect to x, uniform region of
43 attraction, 10
equi-asymptotically attractor, 204, 227
stable, 10, 235
equi-attractor, 204
globally asymptotically
stable, 10, 236 equi-weak attractor, 227
uniformly globally uniform attractor, 204
asymptotically stable,
10, 236 to-uniform attractor, 204
partially asymptotically uniform weak attractor, 227
stable, 43
auxiliary function, 12
uniformly asymptotically
stable, 10, 235 family of auxiliary
functions, 271
uniformly asymptotically
stable with respect boundedness, 230
to x, 43
equi-boundedness, 220
asymptotic stability by the
first approximation, 31 equi-ultimate boundedness,
230
asymptotic stability of a
glider, 33 ultimate boundedness, 230
asymptotic stability of a uniform boundedness, 230
gyroscope, 67
uniform ultimate boundedness,
attractive, attractivity, 8, 230
204
weak ultimate boundedness,
equi-attractive, 8, 204 231
globally attractive, 10, class .5e, 12
206
column sum dominant, 94
uniformly attractive, 8,
204 composite system, 327
394 SUBJECT INDEX

concept, comparison first integral, 130


concept, 337
forces
qualitative concept, dissipative forces, 357
202, 208
gyroscopic forces, 357
consequent point, 173
Lagrangian forces, 356
decreasing, strictly
decreasing, viii nonenergic forces, 357
definite function, ix viscous friction forces, 357
positive definite frequency method, 84
function, 13, ix
gyroscopic stabilization, 116
negative definite
function, ix Hamilton equations, 362
definite semi-positive, Hamiltonian function, 362
ix
ignorable coordinates, 359
construction of
positive definite increasing, strictly increasing,
function, 150 viii
non-vanishing definite index of a magnetic field, 147
function, 272
ingress point, 173
degree of instability 118
differential inequalities, instability, 7, 172, 226
74, 314 instability of the betatron, 188
Dini derivative instability by the first
upper right (left) approximation, 21
derivative D+(D-), 346
instability of a rigid body, 21
lower right (left)
derivative D+(D_), 346 integrals of conjugate momenta,
358
dissipation, complete
dissipation, 357 invariant set, invariance, 366
dissipative equation, invariant set for
dissipative system, 234 semi-flow, 306
domain, 6 pseudo-invariance, 294
egress point, 173 quasi-invariance, 303
energy integral, 358 semi-invariance, 303, 366

~cess demand, 353 Lagrange equations, 356


expeller, 171 Lagrange-Dirichlet theorem
(inversion of -), 105
absolute expeller, 172
SUBJECT INDEX 395

Liapunov function, 12 semi-flow, 306


limit superior (upper limit), side-boundary, 171
viii
solution, maximum solution,
limit inferior (lower limit), minimum solution, 315
viii
stable, stability, 7, 204
limit point, 363
Lagrange stability, 5
negative limit point,
363 orbital stability, 5, 201
positive limit point, partial stability, stable
363 with respect to x, 15
limit set, 363 stable at to' 3
negative limit set, stable under persistent
363 disturbances, total
stability, 81
positive limit set,
363 . stable with respect to some
function, 238
Lipschitzian, 47
stability for comparison
merostatic motion, 361 equation, 320
mixed potential, 254 uniform stability, 7, 204
monotonic function, viii uniform stability with
respect to x, 14
orbit, positive (semi-)
orbit, 363 stability of the betatron, 143
Painleve integral, 358 stability of composite systems,
327
path, 20
stability of a glider, 17
positive equadratic forms,
ix stability of a rigid body, 16
quasi-monotonic function, stability of stationary motions,
314 138
retraction, retract, 178 stationary motions, 361
Routh's equations, 360 generalized stationary
motion, 361
Routh's theorem
(inversion of -), 125 transfer system, 327
sector, 171 translation operator, 305
absolute sector, 171 unstable, 7, 226
semi-continuous, viii unstable at to' 3
396 SUBJECT INDEX

weak limit, to tend weakly, 248


word, 208
well formed word, 210

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