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Main Stability

The dissertation by Debabrata Mallick focuses on the global stability of third-order nonlinear differential equations, presenting a thorough review of stability concepts and methods, particularly Lyapunov's direct method. It includes definitions of stability types, theorems establishing conditions for global asymptotic stability, and the construction of Lyapunov functions for specific differential equations. The work is submitted in partial fulfillment of the requirements for a Master of Science degree in Mathematics at Sambalpur University.
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0% found this document useful (0 votes)
17 views18 pages

Main Stability

The dissertation by Debabrata Mallick focuses on the global stability of third-order nonlinear differential equations, presenting a thorough review of stability concepts and methods, particularly Lyapunov's direct method. It includes definitions of stability types, theorems establishing conditions for global asymptotic stability, and the construction of Lyapunov functions for specific differential equations. The work is submitted in partial fulfillment of the requirements for a Master of Science degree in Mathematics at Sambalpur University.
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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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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
Bibliography

[1] Nikolay V Kuznetsov, Mikhail Y Lobachev, Marat V Yuldashev,


Renat V Yuldashev, Elena V Kudryashova, Olga A Kuznetsova,
EN Rosenwasser, and SM Abramovich. The birth of the global sta-
bility theory and the theory of hidden oscillations. In 2020 European
Control Conference (ECC), pages 769–774. IEEE, 2020.

[2] SIZAR ABID MOHAMMED. Asymptotic stability and boundedness of


solution of 3rd order nonlinear differential equation. Journal of Duhok
University, 22(1):26–29, 2019.

[3] RN Okereke. Lyapunov stability analysis of certain third order non-


linear differential equations. Applied Mathematics, 7(16):1971–1977,
2016.

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