ON GLOBAL STABILITY
OF THIRD-ORDER NONLINEAR
DIFFERENTIAL EQUATIONS
A Dissertation Submitted
by
DEBABRATA MALLICK
in partial fulfillment of the requirements for the award of the degree of
MASTER OF SCIENCE
IN
MATHEMATICS
2025
DEPARTMENT OF MATHEMATICS
SAMBALPUR UNIVERSITY, JYOTI VIHAR, BURLA
SAMBALPUR, ODISHA - 768019
DECLARATION
I declare that the topic “ON GLOBAL STABILITY OF THIRD-ORDER NONLINEAR
DIFFERENTIAL EQUATIONS ” for my M.Sc degree has not been submitted in any
other institution or university for the award of any other degree or diploma.
Place : Jyoti Vihar, DEBABRATA MALLICK
Date : Roll no. :13S23MA19
1
CERTIFICATE
This is to certify that the dissertation entitled “ ON GLOBAL STABILITY OF
THIRD-ORDER NONLINEAR DIFFERENTIAL EQUATIONS” submitted by
DEBABRATA MALLICK to Sambalpur University, Jyotivihar, Burla, Odisha for the
partial fulfillment of the requirements of M.Sc degree in Mathematics is a bonafides record
of review work carried out by him under my supervision and guidance.
Dr.ARUN KUMAR TRIPATHY
Department of Mathematics
Sambalpur University
2
ACKNOWLEDGEMENT
I would like to warmly acknowledge and express my deep sense of grati-
tude and indebtedness to my guide Dr. ARUN KUMAR TRIPATHY, De-
partment of Mathematics, Sambalpur university, Odisha, for his keen guid-
ance, constant encouragement and prudent suggestions during the course
of my study and preparation of the final manuscript of this dissertation.
I would like to thank the faculty members of Department of Mathemat-
ics for allowing me to work for this dissertation in the computer laboratory
and for their cooperation. Also I am grateful to all my seniors, research
scholars, for their timely help during my work. My heartfelt thanks to all
my friends for their invaluable cooperation and constant inspiration during
my dissertation work.
I owe my every thing to my family members. I am grateful to my
parents and other family members for their blessings.
DEBABRATA MALLICK
3
Contents
DECLARATION 1
CERTIFICATE 2
ACKNOWLEDGEMENT 3
1 INTRODUCTION AND PRELIMINARIES 5
1.1 STABILITY . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . 5
1.2 Leibniz Formula . . . . . . . . . . . . . . . . . . . . . . 7
2 Stability of solution of
x′′′ + ψ(x, x′ )x′′ + f (x, x′ ) = 0
8
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 8
4
Chapter 1
INTRODUCTION AND
PRELIMINARIES
1.1 STABILITY
1.1.1 Introduction
Consider the differential system
x′ = f (t, x), x(t0 ) = x0 , 0 ≤ t0 ≤ t < ∞ (1.1)
where x, x0 and f are elements of Rn .Assume that
1. f (t, x) is continuous and satisfies local Lipschitz’s condition on the
set
∆ = {(t, x) : t ≥ 0, ||x|| < a < ∞} (1.2)
2. f (t, 0) = 0, t≥0
Definition 1.1.1. x = xe is said to be equilibrium point if f (t, xe ) = 0.
Definition 1.1.2. [3]
1. Stable:- The solution x = xe of (1.1)is said to be Stable if for any
ϵ > 0, t0 ≥ 0 there exists δ = δ(ϵ, t0 ) such that
∥x(t0 ) − xe ∥ < δ =⇒ ∥x(t) − xe ∥ < ϵ, (1.3)
5
Figure 1.1: Enter Caption
for all t ≥ t0 ≥ 0.
2. Uniformly Stable:-The solution x = xe of (1.1) is Uniformly
Stable if for every ϵ > 0, there exists δ = δ(ϵ), independent of t0 ,
such that (1.3) is satisfied for all t0 ≥ 0.
3. Unstable:- if it is not stable.
4. Asymptotically stable:- if (1.1) is stable and there exists δ > 0
such that
∥x(t0 ) − xe ∥ < δ =⇒ lim ∥x(t)∥ = xe , (1.4)
n→∞
for all t ≥ t0 ≥ 0.
5. Globally Asymptotically Stable:-if for every trajectory xe and
x(t) → xe as t → ∞
Remark 1.1.1. • Stable:All trajectories are close to each other .
• Asymptototical Stable:All trajectory of system (1.1) converges to
the equilibrium.
6
• Globaly Asymptototical Stable:- All trajectory of system (1.1)
converges to the equilibrium.
Definition 1.1.3 (Lyapunov Function). [2]
Suppose, a system of First Order Differential Equation, X ′ = f (t, x)
defined in Rn , the Lyapunov function V is defined as V : I × Rn → R,
u ∈ Rn , such that,
1. V (t, u) is positive definite: V (t, u) ≥ 0 for t ∈ I.
2. V (t, u) = 0 if and only if u = 0.
3. (negative semi-definite)V (t, u) ≤ −c∥u∥,where c > 0 and ∥u∥ =
( ni=1 u2i )1/2 .
P
Theorem 1.1.1 (Barbashin-Krasovsky theorem). [1]
Consider the system (1.2) Where f is a continuously differentiable vector-
function such that f (t, xe ) = 0. Let V : I × R → R be continuously
differentiable function such that:
1. V (t, x) > 0, ∀x ̸= 0 and V (t, 0) = 0; (Positive Definite)
dV (t,x)
2. dt < o ∀x ̸= 0; (Negative Definite of Derivatives)
3. V (t, x) → ∞ as ∥x∥ → ∞. (Radially Unbounded)
Then any solution tends to equilibrium point x = xe is Globally asymp-
totically Stable.
1.2 Leibniz Formula
!
Z b(t) Z b(t)
d ∂f db da
f (x, t) dx = (x, t) dx + f (b(t), t) · − f (a(t), t) ·
dt a(t) a(t) ∂t dt dt
7
Chapter 2
Stability of solution of
x′′′ + ψ(x, x′)x′′ + f (x, x′) = 0
2.1 Introduction
It is well known that the stability is a very important problem in the Dy-
namical System based on the theory and applications of differential equa-
tions.So far, the most effective method to study the stability of nonlinear
differential equations is Lyapunov’s direct method.For second-order non-
linear differential equations,many stability results have been established by
using this method.In this review work the third-order nonlinear differential
equations of this type has been discussed .
x′′′ + ψ(x, x′ )x′′ + f (x, x′ ) = 0, (2.1)
where
ψ, f, ψx , fx ∈ C(R × R, R) (2.2)
8
Theorem 2.1.1. Assume that
(i) f (x, 0)x > 0 for x ̸= 0;
Rx
(ii) 0 f (0, v) dv > 0 for y ̸= 0;
(iii) yψx (x, y) ≤ 0 for y ̸= 0;
and there is a positive number B such that
(iv) ψ(x, y) ≥ B;
Ry
(v) B[f (x, y) − f (x, 0)]y > y 0 fx (x, v) dv for y ̸= 0;
Rx Ry
(vi) 4B 0 f (u, 0) du 0 [f (x, v) − f (x, 0)] dv − y 2 f 2 (x, 0) > 0 for xy ̸= 0;
Rx Ry
(vii) lim|x|→∞ B 0 f (u, 0) du + 0 f (x, v) dv = ∞ for all fixed y.
Then the trivial solution of Eq.(2.1) is globally asymptotically stable.
Theorem 2.1.2 (Main Result). Assume:
1. xf (x, 0) > 0 for x ̸= 0,
Ry
2. 0 f (0, v)dv > 0 for y ̸= 0,
Rx
3. lim|x|→∞ 0 f (u, 0)du = ∞,
and there exists B > 0 such that:
4. ψ(x, y) ≥ B,
Ry Ry
5. B[f (x, y) − f (x, 0) − 0 ψx (x, v)vdv]y ≥ y 0 fx (x, v)dv,
Ry Ry
6. ψ(x, y) + B[f (x, y) − f (x, 0) − 0 ψx (x, v)vdv]y > 0 fx (x, v)dv + B
for y ̸= 0,
Rx Ry Ry
7. 4B 0 f (u, 0)du 0 [f (x, v)−f (x, 0)]dv+B 0 [ψ(x, v)−B]vdv > y 2 f 2 (x, 0)
for xy ̸= 0.
Then, the trivial solution is globally asymptotically stable.
9
Proof. Step 1 - System Representation:
Rewrite the third-order equation as a system of first-order equations:
x′ = y, y ′ = z, z ′ = −f (x, y) − ψ(x, y)z. (2.3)
The trivial solution corresponds to (x, y, z) = (0, 0, 0).
Step 2 - Lyapunov Function:
Construct the Lyapunov function:
y
(z + By)2
Z
V (x, y, z) = BF (x)+yf (x, 0)+Φ(x, y)+ +B (ψ(x, v)−B)v dv,
2 0
(2.4)
where:
Z x
F (x) = f (u, 0) du,
0
Z y
Φ(x, y) = [f (x, v) − f (x, 0)] dv.
0
Differentiating (2.4) with respect to t, we get
dV (x,y,z)
dt |(2.3) = B dtd F (x) + d
dt yf (x, 0) + d
dt Φ(x, y) + 1 d
2 dt (z + By)2
(2.5)
d y
R
+B dt 0 (ψ(x, v) − B)vdv
• Z x
d d dx
B F (x) = B f (u, 0)du = Bf (x, 0) = Bf (x, 0)x′
dt dt 0 dt
= Bf (x, 0)y (2.6)
(by (2.3) x′ = y)
(by leibnitz Rule)
10
•
d ∂f (x, 0) dx
yf (x, 0) = y ′ f (x, 0) + y . = y ′ f (x, 0) + fx (x, 0).x′
dt ∂x dt
(by chain Rule)
= zf (x, 0) + y 2 fx (x, 0) (2.7)
•
d d y
R
dt Φ(x, y) = dt 0 [f (x, v) − f (x, 0)]dv
(U sing Leibnitz Rule)
Ry
= [f (x, y) − f (x, 0)]y ′ − 0 + ∂
0 ∂t [f (x, v) − f (x, 0)]dv
Ry Ry
= [f (x, y) − f (x, 0)]z + 0 fx (x, v)x′ dv − 0 fx (x, 0)x′ dv
Ry Ry
= [f (x, y) − f (x, 0)]z + y 0 fx (x, v)dv − y 0 fx (x, 0)dv
Ry
= [f (x, y) − f (x, 0)]z + y 0 fx (x, v)dv − y 2 fx (x, 0)
(2.8)
(by (2.3) x’=y, y’=z)
11
•
1 d
2 dt (z + By)2 = 1
2 ∗ 2(z + By)(z ′ + By ′ )
= (z + By)(z ′ + By ′ ) = (z + By) [−f (x, y) − ψ(x, y)z + Bz]
= −zf (x, y) − z 2 ψ(x, y) + Bz 2 − Byf (x, y) − Byzψ(x, y) + B 2 yz
= z 2 [B − ψx, y] + −zf (x, y) − Byf (x, y) − Byzψ(x, y) + B 2 yz
(2.9)
• Ry
B dtd 0 (ψ(x, v) − B)vdv = B [(ψ(x, y) − B)yy ′ ] +
Ry ∂
B 0 ∂t (ψ(x, v) − B)vdv
Ry
= B [(ψ(x, y) − B)yy ′ ] + B 0 ψx (x, v)x′ vdv (2.10)
Ry
= B [(ψ(x, y) − B)yz] + 0 ψx (x, v)yvdv
Ry
= By (ψ(x, y) − B)z + y 0 ψx (x, v)vdv
12
using (2.1), (2.7), (2.8), (2.9), (2.10) in (2.5), we get
dV (x,y,z)
dt
= B dtd F (x) + d
dt yf (x, 0) + d
dt Φ(x, y) + 1 d
2 dt (z + By)2
Ry
+B dtd 0 (ψ(x, v) − B)vdv
= Bf (x, 0)y + zf (x, 0) + y 2 fx (x, 0) + [f (x, y) − f (x, 0)]z
Ry
+y 0 fx (x, v)dv − y 2 fx (x, 0) + z 2 [B − ψ(x, y)] +
+ −zf (x, y) − Byf (x, y) − Byzψ(x, y) + B 2 yz
Ry
+By (ψ(x, y) − B)z + 0 ψx (x, v)vdv
= z 2 [B − ψ(x, y)] + Bf (x, 0)y + zf (x, 0) + y 2 fx (x, 0) + zf (x, y)
Ry
−zf (x, 0) + y 0 fx (x, v)dv − y 2 fx (x, 0)
−zf (x, y) − Byf (x, y) − Byzψ(x, y) + B 2 yz
Ry
+Byz(ψ(x, y)) − B 2 yz + yB 0 ψx (x, v)vdv
(2.11)
13
Z y Z y
= Bf (x, 0)y−Byf (x, y)+y fx (x, v)dv+yB ψx (x, v)vdv+z 2 [B − ψ(x, y)]
0 0
Ry Ry
=⇒ V ′ |(2.3) (x, y, z) = y B f (x, 0) − f (x, y) + 0 ψx (x, v)vdv + 0 fx (x, v)dv
+z 2 [B − ψ(x, y)]
Ry Ry
= −y B f (x, 0) + f (x, y) − 0 ψx (x, v)vdv − 0 fx (x, v)dv
−z 2 [ψ(x, y) − B]
(2.12)
V ′ |(2.3) (x, y, z) ≤ 0 (2.13)
(∵ conditions (4) & (5))
Step 2 - Lyapunov Function V (x, y, z) is Positive Definite Function:
When x = 0
y
(z + By)2
Z
V (0, y, z) = Φ(0, y) + +B (ψ(0, v) − B)vdv, (2.14)
2 0
( ∵ by condition (3) & (4))
14
we get V (0, y, z) is positive-definite function of y and z if x ̸= 0
2
yf (x,0)
p
V (x, y, z) = BF (x) + √
2 BF (x)
(2.15)
2
h i
Ry y 2 f 2 (x,0)
+ (z+By)
2 + Φ(x, y) + B 0 (ψ(x, v) − B)v dv − 4BF (x) .
Similarly,
if y = 0
z2
V (x, 0, z) = BF (x) + ≥ BF (x) > 0, (2.16)
2
Hence, V (x, 0, z) is positive-definite function of x and z if y ̸= 0, then
Z y
y 2 f 2 (x, 0)
V (x, y, z) ≥ Φ(x, y) + B (ψ(x, v) − B)v dv − ,
0 4BF (x)
which, in view of (7), implies that V (x, y, z) > 0. Hence, V is a positive-
definite function.
Step 3 :positive semi-trajectory of every solution of (2.3) is bounded
Next, we show that the positive semi-trajectory of every solution of (2.3)
is bounded. To this end , consider the set
D(r, M, N ) = (x, y, z)|V (x, y, z) < r2 , x2 < M 2 , y 2 < N 2 ,
(2.17)
where r is any fixed positive number and M=M(r) and N=N(r) are positive
constants which satisfy
BF (±)m > r2 (2.18)
and √
2r
N> (2.19)
B
15
respectively. The existance of M is guaranted by (3). From the expression
of V (x, y, z) we see that every point (x, y, z) ∈ D satisfies the condition
(z + By)2 ≤ 2r2 (2.20)
which implies that z is bounded since y is bounded. Hence, D is a bounded
set.
Step 4 :Uniqueness
Consider the set
′
Λ = {(x, y, z) : V(2.3) (x, y, z) = 0} (2.21)
does not contain the whole trajectory of any solution of (2.3) except the
trivial solution (0, 0, 0).
(We show this by method of induction) Iff possible suppose that (x(t), y(t), z(t))
is a solution of (2.3), such that
V(′ (2.3))(x(t), y(t), z(t)) ≡ 0 (2.22)
Apply the Barbashin-Krasovskii theorem, we get the trivial solu-
tion is globally asymptotically stable.
16
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