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 putContinuity 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.
Past exam of the mathematics course of the University of Cambridge 2005 ii Paper 2 7B Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2005 ii Paper 2 9C Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2006 ia Paper 4 4C Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2009 ii Paper 1 7E Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 337 1 iii Solution Created 2026-10-03 Updated 2026-10-06
Eliminate the instantaneous Stokes flow velocity in favour of temperature. On a horizontal Fourier mode , the Stokes temperature-slaving operator maps to , where and . The temperature evolution has linear operator and bilinear map . Under the homogeneous thermal Dirichlet boundary conditions, is self-adjoint. Normalize its critical eigenfunction as and set ; the critical vertical velocity is .
At order , the critical eigenfunction equation gives . At order , the weakly nonlinear expansion contains the imposed second harmonic and the quadratic products of the critical mode: a horizontally uniform temperature correction proportional to and, in a general vertical-mode calculation, a second harmonic proportional to . These corrections are found by solving the noncritical boundary value problems, with homogeneous thermal data except for the imposed forcing.
At order , the method of multiple scales produces the slow derivative , the detuning term , and the two cross-advection terms involving first- and second-order fields. Project the component onto the adjoint eigenfunction using the vertical inner product. This is the solvability condition in the method of multiple scales: divide each resonant projection by . The detuning supplies with ; interactions of horizontal wavenumbers and permit with ; self-interaction through the slaved mean and second harmonic supplies . Other products have the wrong horizontal wavenumber. Reflection permits real coefficients with this cosine forcing. Thus the symmetry-allowed spatially forced convection amplitude equation isThere is a useful specialization that should not be silently missed. For the literal one-vertical-mode Stokes flow problem, the vanishing two-to-one forcing coefficient for Stokes convection makes at this order. To see this, write a positive second-harmonic forcing component as , incorporating the cosine's factor . Its coupling to the negative critical harmonic has projected integrand, apart from sign and its factor ,The integral vanishes because at both plates, even though is nonzero. This proves the cancellation without solving the forced profiles. The permitted coefficient is therefore zero times ; symmetry alone does not establish nonzero phase pinning for the equations actually supplied.
The same normalization makes the remaining coefficients explicit. Since , . The quadratic second harmonic cancels for , while the uniform correction is . Projecting gives . Thus for the literal model and this temperature normalization,A generic nonzero would require a nonvanishing projection in an amended physical model or a different forcing structure. It is still meaningful to classify the real-coefficient amplitude equation requested independently.
Write . Then and . These are a gradient flow for , so local minima give stable equilibrium points. At the origin the two eigenvalues are and . The origin has exponential asymptotic stability if , retains asymptotic stability with algebraic decay at , and is unstable if . At equality, obeys , since both linear coefficients are nonpositive. Integrating this inequality proves attraction even in the zero-eigenvalue direction.
For the stable nonzero equilibrium points are real; for they are imaginary:The real branch has Jacobian matrix eigenvalues ; the imaginary branch has . The oppositely aligned branch, when it exists, is a saddle equilibrium. No mixed real-imaginary nonzero equilibrium is possible when .
For , the origin is stable for , with algebraic decay at zero. If , the circle is radially attracting. Each point has Lyapunov stability but has a neutral phase direction, so it does not have individual asymptotic stability; the circle has orbital stability. This is the literal model's unpinned family. The general nonzero- branches instead exhibit phase locking to one of two phases separated by .
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 310 1 b iv ii Solution Created 2026-10-03 Updated 2026-10-05
The distinction between the evolution equation and the constraint is essential. For strings alone, the exact equations reduce toLinearizing the acceleration equation gives . At the exactly tuned static , however, the full Friedmann equation requires , so for an admissible exact perturbation.
A small nonzero velocity can be admissible if its initial density also changes:Arbitrarily small and the corresponding second-order density change therefore produce a secular departure. There is no Lyapunov stability against all nearby constrained initial data for the static closed cosmic-string universe. Neutral radius shifts at fixed normalization and drift when the normalization changes are different perturbation classes.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 331 4 b i Solution Created 2026-10-03 Updated 2026-10-05
A normal mode has eigenvalue of . Setting , the characteristic equation isThusOne branch then has positive imaginary frequency and hence positive exponential growth rate. If , both frequencies are real and the distinct-eigenvalue system has bounded oscillatory motion. At equality there is no positive exponential growth rate, but a nontrivial Jordan block can cause algebraic growth, so exponential neutrality must not be confused with Lyapunov stability. The parameter listed in the PDF does not appear in the printed matrix and has no effect on this calculation.
Past exam of the mathematics course of the University of Cambridge 2020 ii Paper 3 31E a Solution Created 2026-09-24 Updated 2026-09-29
- The fixed point is asymptotically stable if it is Lyapunov stable and there is a neighbourhood of such that as for every .
- Its domain of stability, or basin of attraction, is , with forward existence understood.
- A Lyapunov function on a neighbourhood of is a continuous function , differentiable away from the origin, such that , for , and its orbital derivative
The First Lyapunov theorem says that the existence of such a function makes the origin Lyapunov stable. To prove it, choose a sufficiently small closed ball . By compactness and positive definiteness,By continuity, some satisfies whenever . Along a trajectory beginning in , cannot increase. Such a trajectory therefore cannot reach the sphere , where . Hence it remains in for every , which is Lyapunov stability.
The LaSalle invariance principle says that if a trajectory remains in a compact positively invariant set on which , then it approaches the largest invariant subset of .
Past exam of the mathematics course of the University of Cambridge 2021 ii Paper 1 32A a Solution Created 2026-09-24 Updated 2026-09-25
Let be an equilibrium point of a dynamical system. A Lyapunov function on a neighbourhood of is a continuously differentiable function such thatand whose derivative along trajectories satisfies
The First Lyapunov theorem says that the existence of such a positive-definite proves Lyapunov stability of . If away from , the Second Lyapunov theorem strengthens this to asymptotic stability.
LaSalle invariance principle says that if a trajectory remains in a compact positively invariant set on which , then it approaches the largest invariant subset ofIn particular, if that largest invariant subset consists only of , every trajectory in approaches .
Past exam of the mathematics course of the University of Cambridge 2022 ia Paper 2 8B b Solution Created 2026-09-24 Updated 2026-09-25
The only positive equilibrium solves and , hence isAway from a nullcline,This is separable:Integration gives the first integralThus one convenient conserved quantity is
Its gradient isso is its only stationary point in the positive quadrant. Its Hessian matrix iswhich is positive definite everywhere. Hence is a strict, indeed global, minimum.
The nearby level curves of are closed curves surrounding this minimum. Since is constant along every trajectory, a solution starting on a sufficiently small nearby level set cannot leave the region bounded by a slightly larger level set. This proves Lyapunov stability of the equilibrium: solutions initially close to remain close for all time.
Past exam of the mathematics course of the University of Cambridge 2023 ii Paper 2 33A a Solution Created 2026-09-24 Updated 2026-09-25
A Lyapunov function on a neighbourhood of is a continuously differentiable function such thatThe First Lyapunov theorem states that such a function makes Lyapunov stable. If away from , then is locally asymptotically stable.
To prove stability, choose a closed ball contained in the domain of . On its boundary sphere , compactness and positive definiteness giveContinuity at supplies such that implies . Along a trajectory, cannot increase. Such a trajectory therefore cannot first reach the boundary sphere, where its value would be at least . This proves Lyapunov stability.
If away from , take a sufficiently small compact sublevel set of . The LaSalle invariance principle says that every trajectory in it approaches the largest invariant subset of , which is just . Hence the equilibrium is also asymptotically stable.
For real and , writing gives a gradient flow with potential . The origin has exponential asymptotic stability for , is algebraically attracting at equality, and is unstable above it. Nonzero stable equilibria are the real pair for , or the imaginary pair for , when their squared amplitudes are positive. Differentiating the two real equations gives eigenvalues on the real branch and on the imaginary branch. For , gives a radially attracting circle with neutral phase, so individual equilibrium points have Lyapunov stability but are not individually asymptotically attracting.