A nonnegative uniformly continuous function on with finite integral tends to zero. Otherwise uniform continuity gives disjoint intervals of a fixed width on which the function exceeds a fixed positive value, contradicting integrability. This supplies a useful dissipation argument for Lyapunov functions with merely continuous vector fields.
First Lyapunov theorem Created 2026-09-24 Updated 2026-09-29
A positive-definite Lyapunov function with nonpositive orbital derivative proves Lyapunov stability of the equilibrium. Indeed, fix a sufficiently small ball in the function's domain and put
Continuity and give a ball on which . Since cannot increase along a trajectory, one starting in cannot cross the sphere , on which . It therefore remains in for all forward time.
This Lotka-Volterra predator-prey model includes self-limitation of the prey through the term , with positive constants . A positive coexistence equilibrium point exists when , at , . The Lyapunov function
satisfies : its predator-prey cross terms cancel. Its sublevel sets are compact in the positive quadrant. The only invariant subset of is the coexistence equilibrium point, because staying on requires . The LaSalle invariance principle therefore proves convergence to coexistence for every positive initial state.
Introduce . The pendulum with quadratic damping is the autonomous planar system
Its equilibrium points are . Since the derivative of is zero at zero, the linearization of a dynamical system at each equilibrium point is
At an odd multiple of its eigenvalues are , so it is a saddle equilibrium; the stable and unstable tangents are and . At an even multiple the eigenvalues are . This linearization is a centre and does not decide the nonlinear stability. In particular it would be incorrect to infer a linear damped focus from this Jacobian.
For the full system the mechanical energy is a Lyapunov function near an even equilibrium point:
A sufficiently small sublevel set is compact and contains only that equilibrium point. The only invariant motion with has and , hence is the equilibrium point itself. The LaSalle invariance principle proves asymptotic stability. Near it the trajectories turn clockwise and spiral inward, as the near-linear angular motion persists while energy decreases. Thus even equilibria are nonhyperbolic asymptotically stable spiral points; odd equilibria remain saddles.
Figure 1.
Local phase trajectories near a stable pendulum equilibrium and an unstable saddle with quadratic damping
.
For explicit trajectories put on a branch where . The chain rule gives , so the two signs yield the first-order linear differential equations for , and for . Their integrating factors give
Only portions with a nonnegative right-hand side are physical. At a turning point the constants of the two branches are matched using ; neither expression is one global trajectory through both signs. When they reduce to energy contours, with closed orbits around the even equilibrium points. For every , the quadratic damping destroys those closed orbits and makes the centres attracting spirals. Its effect is higher order in amplitude, so decay is weaker near rest than with linear damping. The saddle equilibria remain unstable, though their separatrices change shape.
A Lyapunov function near an equilibrium is a continuously differentiable positive-definite function , vanishing there, whose derivative along trajectories is nonpositive. The strict Second Lyapunov theorem says a negative-definite derivative implies local asymptotic stability.
For sharper bounds than the circular test , put , and
A direct multiplication gives . Its eigenvalues are . Since the nonlinear vector field is ,
For , the derivative is strictly negative. The Lyapunov theorem proves asymptotic stability. In fact gives and
so the solution stays bounded, exists for all positive time and converges exponentially to zero.
The ellipse is invariant. In polar coordinates, , so it is a nonconstant periodic orbit, not part of the basin. For , use to obtain . This implies finite-time blow-up by comparison with the scalar equation. Thus the exact basin is and every point outside its closure escapes to unbounded norm within its maximal existence interval.
The largest open disc centred at zero lying in this exact basin has radius
The smallest radius such that every point strictly outside its circle escapes is the largest radius on the invariant ellipse:
These are optimal: a larger attraction disc contains a periodic-orbit point, and a smaller escape threshold leaves a periodic-orbit point in its exterior. This is an exact quadratic basin boundary.
The simpler radial derivative is . It only certifies attraction for and strictly increasing norm for . Those are optimal thresholds for a sign test on that radial derivative, not for the actual attraction and escape regions. If “increases without bound” is read as requiring monotonic increase from the initial instant, the smallest such uniform radius is : at direction , any smaller threshold permits an initially decreasing norm. The sharper above concerns eventual unbounded escape, which need not be monotone at every instant.
Use the complete system in the PDF: the TeX omits . Both coordinate axes are invariant, and the equilibrium points are , and . The Jacobian matrix is
At its eigenvalues are , and at they are : both points are saddle equilibria. At the coexistence point,
Thus the interior point is a stable spiral. The nontrivial nullclines are and : increases below the first and decreases above it, while increases to the right of the second and decreases to the left. The rotation near coexistence is counterclockwise.
Figure 1.
Trajectories of a predator-prey system
.
A local linearization by itself does not prove that every interior solution has the same limit. For this logistic predator-prey model, let and use the Lyapunov function
The inequality makes nonnegative, with equality only at coexistence. Its sublevel sets are compact inside the positive quadrant, because diverges both at the axes and at infinity. Direct differentiation cancels the predator-prey cross terms and gives
On one has , and remaining there requires . The largest invariant subset is therefore the coexistence point. The LaSalle invariance principle proves
On , decays as toward the origin. On , the logistic differential equation takes every to one. The origin itself stays fixed. These boundary trajectories are the exceptions to the interior convergence statement.