A Lyapunov function near an equilibrium is a continuously differentiable function with , for nonzero nearby , and along trajectories there. Strict negativity away from the equilibrium gives local asymptotic stability. Lyapunov stability itself means that every prescribed small neighborhood contains a smaller neighborhood whose forward trajectories never leave the prescribed one.
For the proposed quadratic form, direct differentiation gives
When , the quadratic part is negative definite, so it dominates the cubic remainder in a sufficiently small ball; is then a strict Lyapunov function. If , take to make the leading derivative positive. At , that same line gives , positive on its negative half. Values fail positive definiteness of . Therefore
For the full derivative factors, with no small-amplitude truncation:
Every closed sublevel set lies in , is forward invariant, and has strictly decreasing away from the origin. Compactness and the Lyapunov stability argument therefore show that the ellipse belongs to the origin's basin of attraction. Boundary points with other than also have negative derivative and enter the ellipse. The exception is another fixed point, so the largest such sublevel ellipse cannot be included wholesale in the basin. This is a basin estimate from a Lyapunov sublevel set, not a claim that no additional points outside the ellipse converge to the origin.
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 is
There 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 .
The distinction between the evolution equation and the constraint is essential. For strings alone, the exact equations reduce to
Linearizing 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.
A normal mode has eigenvalue of . Setting , the characteristic equation is
Thus
One 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.
Let denote the flow map generated by .
is nonpositive on .
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 .
Let be an equilibrium point of a dynamical system. A Lyapunov function on a neighbourhood of is a continuously differentiable function such that
and 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 of
In particular, if that largest invariant subset consists only of , every trajectory in approaches .
The only positive equilibrium solves and , hence is
Away from a nullcline,
This is separable:
Integration gives the first integral
Thus one convenient conserved quantity is
Its gradient is
so is its only stationary point in the positive quadrant. Its Hessian matrix is
which 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.
For , a fixed point satisfies . It is Lyapunov stable when, for every , there is such that
A Lyapunov function on a neighbourhood of is a continuously differentiable function such that
The 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 give
Continuity 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.
If , define
The linearized equation is , with bounded simple harmonic motion
Thus the strict stable equilibrium condition is
This is also a sufficient condition for local nonlinear Lyapunov stability. Indeed the equation for the bead on a uniformly rotating wire has the conserved quantity
Its derivative is times the governing equation moved to one side, so it vanishes. At , the last two terms have zero first derivative and positive second derivative . Their strict local minimum traps sufficiently small perturbations. The motion is bounded rather than asymptotically returning to rest.
A fixed point satisfies . A perturbation obeys , where the periodic-orbit multiplier is . It is linearly attracting for and repelling for ; at nonlinear terms decide Lyapunov stability. A crossing through can produce a saddle-node, transcritical or pitchfork bifurcation, depending on the mathematical model parameter dependence and symmetry. A crossing through generically gives a period-doubling bifurcation. A real one-dimensional function cannot have the complex conjugate pair needed for a Neimark–Sacker bifurcation.
For a genuine period-two orbit, study the return map at either point. By the chain rule its periodic-orbit multiplier is
Its modulus determines linear stability by the same criterion, now per two iterates.
For the real quadratic iteration map, the fixed-point equation gives
The derivative is . The lower branch is repelling whenever . The upper branch satisfies exactly for
At the two fixed points merge in a saddle-node bifurcation. With at that mathematical model parameter, , so the point attracts from the right and is repelling from the left. At , has periodic-orbit multiplier and undergoes a period-doubling bifurcation. At the threshold itself and the two-step return is , proving weak asymptotic stability there despite the inconclusive linear test.
Factor the second-iterate equation:
Removing the fixed-point factor yields the periodic orbit points
They are distinct and exchanged by exactly when ; at equality they coincide with the fixed point. Their product is , hence their periodic-orbit multiplier is . Thus
It is repelling for and reaches its next period-doubling bifurcation threshold at . At that exact endpoint it is weakly attracting: if is expanded about either periodic orbit point as , then , , and . Its second return is .
At put . The double-angle identity gives
This verifies the printed relation to the Bernoulli shift. Precisely, it is a semiconjugacy: , so it is not invertible on the circle. To obtain a genuine interval topological conjugacy, use the homeomorphism from onto , and the full tent map
The same identity proves .
The full tent map has dense periodic points, is topologically mixing and has sensitive dependence on initial conditions. To see these properties directly, its th iterate has monotone branches on dyadic intervals of length , each mapping onto . Every nonempty open interval contains such a branch domain, and a later iterate covers all of , proving topological mixing. On any branch, the function graph of the iterate has a fixed point by the intermediate value theorem, so periodic points occur in every open interval. Given any initial point and any neighborhood, some iterate of that neighborhood covers the interval; one can choose a nearby point whose image differs from the initial point's image by at least a fixed positive distance. This proves sensitive dependence on initial conditions. Uniform continuity of the inverse homeomorphism transfers these properties to on .
Consequently the real quadratic iteration map is chaotic on its invariant interval in the Devaney sense: topological transitivity, dense periodic points and sensitive dependence on initial conditions, with all these orbits bounded. There are also aperiodic orbits: periodic points form a countable union of finite sets of roots of an equation of the equations , whereas the interval is uncountable. The semiconjugacy alone would not justify treating as invertible; the tent-map argument supplies the missing rigorous transfer.
For , differentiate and use the two differential equations:
Substituting , gives the required equations in polar coordinates. The origin is handled in Cartesian coordinates, where it is an equilibrium point; an angular coordinate is not defined there.
A Lyapunov function near an equilibrium point is a continuously differentiable positive-definite scalar function whose derivative along solutions is nonpositive. This implies local Lyapunov stability under the usual comparison bounds; if its derivative is negative definite, the Second Lyapunov theorem gives local asymptotic stability. Here take
If , continuity gives a small ball and such that inside it. Consequently . A sufficiently small initial sublevel set stays inside the ball, and . The origin is asymptotically stable, in fact locally exponentially stable. If , continuity instead gives in a small ball. Every nonzero initial point there exits that ball in forward time, proving instability of the origin. These inequalities hold along all local solutions; continuity of alone need not supply uniqueness for a general vector field.
If , a nonzero constant radius satisfying gives a periodic orbit of period , since . Linearizing the scalar radial equation there gives
Thus the periodic orbit is orbitally asymptotically stable for and unstable for . The direction along the periodic orbit is neutral, as expected for an autonomous periodic orbit; orbital asymptotic stability means attraction in a dynamical system to the orbit with a possible phase shift.
For the specified radial response,
The origin is therefore stable for and unstable for . The nonzero-radius equation has roots of an equation
retaining only positive radii. For , the square root exceeds one, so only exists and : the periodic orbit is unstable. For , both radii are positive; gives and a stable periodic orbit, while remains unstable.
As increases through , the stable small-radius periodic orbit emerges from the origin while the origin loses Lyapunov stability. This is the supercritical Hopf-type transition with a nonsmooth radial response requested. It follows directly from the explicit radial dynamics. There is a regularity qualification: near zero, so the vector field in Cartesian coordinates contains and terms. It is continuously differentiable but not generally twice differentiable at the origin, and the periodic orbit radius grows as rather than the square-root law of a generic smooth Hopf normal form. One should therefore use the explicit computation here rather than invoke a smooth Hopf bifurcation theorem with unmet hypotheses. At itself the origin is still weakly attracting, because for small positive .
Let . In the first two components of the vector field, replacing by their negatives changes the sign of the whole component; in the third, the product is unchanged. Thus , establishing the symmetry, with solutions mapped to solutions by .
At an equilibrium point, positivity of makes . The remaining equations give and . Hence
where the two nonzero equilibrium points exist when . They merge with the origin at , in a pitchfork bifurcation.
At the origin the Jacobian matrix and its eigenvalues are
At these are . To see the local pitchfork bifurcation dynamics more explicitly put , , and use on the center manifold. The equations become
At , invariance at cubic order gives , hence the reduced equation is
It has the supercritical pitchfork bifurcation form as increases, with the two branches attracting near onset while the origin becomes unstable.
For , the determinant of the planar block is , so the origin has one positive and two negative eigenvalues and is a saddle equilibrium. At , the planar eigenvalues are explicitly . For , the planar trace is negative and its determinant positive, so the origin is asymptotically stable. To distinguish its type put
For both planar eigenvalues are real negative, giving a stable node. At they coincide at ; the planar block is not a scalar matrix, so it is a defective stable node. For they are nonreal with negative real part, giving a stable spiral in the planar block together with the stable third direction. This refines the requested node-versus-saddle classification.
The origin cannot have a Hopf bifurcation: a planar imaginary pair would require trace zero, namely , but the determinant there is , so the pair is real and of opposite signs.
For either nonzero equilibrium point put . The Jacobian matrix is
Its characteristic polynomial is
A nonzero imaginary root of an equation requires, by separating real and imaginary parts, and . Equivalently
so the candidate Hopf bifurcation values are
At such an admissible value the factorization is , giving the pair and a negative third eigenvalue , since on the nonzero branches.
The mathematical model parameter restrictions matter. A real candidate requires , and the nonzero equilibrium points also require . The upper-sign value is admissible for ; the lower-sign value additionally requires . For fixed , differentiation of the characteristic equation at the imaginary root of an equation gives the eigenvalue crossing speed
Thus the transverse eigenvalue crossing condition holds except at the coincident-root case , . At a transverse eigenvalue crossing, a generic nonzero first Lyapunov coefficient gives a Hopf bifurcation. The displayed radical is the spectral threshold; it does not justify an unconditional generic-Hopf claim for all positive mathematical model parameters, nor does it by itself exclude a degenerate Hopf bifurcation point. For example yields no real candidate at all. The cubic Routh-Hurwitz stability criterion gives local Lyapunov stability on the side with and , where
For the modified equation, the planar block at the origin is , with determinant for the stipulated positive mathematical model parameters. Thus the origin is always a saddle equilibrium for nonzero in that mathematical model parameter range. The nonzero equilibrium points now satisfy , and , so they are
For these branches stay a positive distance from the origin and do not merge with it as varies. The origin also has no zero eigenvalue for . Therefore the pitchfork bifurcation is absent in the modified system.
An equilibrium is asymptotically stable when it is Lyapunov stable and attracts every initial state in some neighbourhood. Lyapunov stability means that sufficiently small initial displacement stays small for all future times; attraction additionally requires convergence to the equilibrium. A Lyapunov function is a differentiable positive-definite scalar function near the equilibrium whose derivative along solutions is nonpositive. Strict negativity, or an appropriate invariant-set argument for a non-strict derivative, gives asymptotic stability.
For , equilibria satisfy and , so only is real. Its Jacobian matrix is , with eigenvalues for every . It is a linear centre equilibrium, so linearization alone cannot decide nonlinear attraction.
Use the positive proper energy
For , energy sublevel sets are compact and invariant. The zero-derivative set is the union of the axes, but its only invariant subset is the origin: on one immediately leaves that axis, and on one has . LaSalle's invariance principle therefore proves global asymptotic stability. At the conserved energy levels are closed periodic orbits, giving a nonlinear centre equilibrium. For , time reversal together with converts the system to the attracting negative- case, so the origin is a nonlinear repeller and is unstable. Nonzero forward trajectories cannot remain bounded; this does not assert existence for all time if finite-time escape occurs.
Quasi-asymptotic stability Created 2026-10-14 Updated 2026-10-31
An equilibrium point is quasi-asymptotically stable when some neighborhood of initial conditions has forward solutions converging to it. This attraction condition alone does not include Lyapunov stability. Asymptotic stability requires both attraction and Lyapunov stability. A positive Lyapunov function with nonpositive derivative and no nonstationary invariant trajectory in its zero-derivative set proves both when its sufficiently small sublevel sets are compact and forward invariant.
The family has fixed points . Its upper branch attracts linearly for and loses stability in a period-doubling bifurcation. The resulting two-cycle has points and multiplier , attracting for . At , the map is conjugate on to the full tent map.
Replicator equation Created 2026-10-14 Updated 2026-10-20
The replicator equation says that a strategy grows in frequency when its expected payoff exceeds the population's current mean payoff. It is an ordinary differential equation for a composition, rather than for total population size. The subtraction of the mean is what makes relative success matter: even a type growing in absolute number can shrink as a fraction if other types grow faster.
Let be the frequency of pure strategy , with available pure strategies and
In a symmetric bimatrix game, let the payoff matrix have entry equal to the payoff to strategy against . The other player's payoff in that encounter is : symmetry between player roles does not require . Uniform random encounters give the expected payoffs and their population mean
After choosing the time unit so that the growth-rate scale is one, the continuous-time replicator equation is
Here a payoff is measured on a scale proportional to net growth per unit time, not merely as an arbitrary preference ranking. More generally one can specify locally Lipschitz frequency-dependent payoffs directly; the same equation with then defines a unique frequency trajectory. The linear pairwise model and its reproductive interpretation are given in Taylor and Jonker (1978), sections 2–3; the formulas here also follow by the following direct normalization.
Suppose the number of type obeys , where the baseline is identical for all types. Set and . The quotient rule gives
Thus the common baseline cancels. Adding the same constant to every entry of leaves the replicator equation unchanged; multiplying by a positive constant changes only the speed along trajectories. The same payoff matrix can therefore describe frequency evolution at different growth-rate baselines and time scales.
The probability simplex is invariant in forward time. On ,
Normalization alone would not exclude negative frequencies. Nonnegativity follows as well: along a solution,
An absent type remains absent, and a positive frequency remains positive at every finite time. For the fixed payoff matrix model, bounded rates on the compact probability simplex give global forward solutions. Frequencies can still tend to zero as . Each face is invariant, so this model has no spontaneous introduction of new pure strategies; mutation or outside introductions would require additional terms. For two present types the logarithm of their frequency ratio satisfies , directly expressing the accumulated payoff advantage.
For two pure strategies, write the composition as , where is the frequency of strategy 1, and let
Their payoff difference and the resulting scalar ordinary differential equation are
In the interior , the sign of the payoff difference determines the direction of motion. The endpoints are always equilibrium points, and an additional interior equilibrium point exists precisely when the affine payoff difference has a zero strictly between them. At a simple interior zero , : a negative value gives asymptotic stability, a positive value gives instability. At the endpoints and , with stability understood relative to . A zero derivative requires examining the actual flow rather than this strict sign test.
For an original coordination game, imagine two conventions that reward matching, with convention 1 giving the larger matching reward. Choose
The crossing is . Below it, convention 1 loses frequency; above it, convention 1 gains frequency. The endpoint equilibrium points and have one-sided asymptotic stability, while is unstable: the corresponding derivatives are and , respectively. Every initial tends to , every initial tends to , and exactly stays there. Even the convention with the larger matching reward can disappear if it starts below the threshold. This is bistability, not selection of a universally best convention.
Figure 1.
Toy coordination model: an unstable frequency threshold separates attraction to the two pure conventions
. Details.
The compositions giving a symmetric Nash equilibrium in this coordination game are the two pure conventions and the mixed composition . Both pure conventions are evolutionarily stable strategies because a mutant convention has strictly lower payoff against the pure resident. The mixed symmetric Nash equilibrium is not an evolutionarily stable strategy: against that resident both conventions tie, but after a pure convention-1 mutant is introduced its payoff advantage is . Equal payoffs at a symmetric Nash equilibrium need not provide resistance to invasion or asymptotic stability.
For an original coexistence model, choose payoffs making each convention advantageous when sufficiently rare:
Here attracts every initial composition with both types present: below it and above it. The interior derivative is , while and make both endpoints unstable to introduction of the other type. The endpoints nevertheless remain stationary if the other type is exactly absent; the attraction statement excludes those boundary initial states.
Figure 2.
Toy coexistence model: both rare types can invade, and every interior composition approaches frequency three quarters
. Details.
The sole symmetric Nash equilibrium in this coexistence model is . It is also an evolutionarily stable strategy. For any different mixed strategy , the first comparison in the two-condition criterion for evolutionary stability ties because . Its second comparison is strictly positive:
Thus restoring frequency feedback can protect a mixture even though all present types earn equal payoffs at the mixture. Coexistence here means different individuals using different pure strategies; it does not require every individual to randomize with a mixed strategy.
Frequency evolution need not increase the mean payoff. In the coexistence example , whose maximum occurs at , whereas the attracting composition is . For , the frequency increases while . Individual payoff advantages drive the equation; maximizing collective mean payoff is a different optimization problem.
More generally, a rest point only equalizes payoffs among present types: implies . A symmetric Nash equilibrium additionally requires for every absent type. All vertices are rest points even when an absent type could invade. For finite symmetric bimatrix games, a rest point with Lyapunov stability on the full probability simplex is a symmetric Nash equilibrium; an interior trajectory that converges has a symmetric Nash equilibrium as its limit. These are conditional results, not a convergence theorem for every trajectory. See Cressman and Tao (2014), Theorem 1.
The rock paper scissors payoff matrix gives an explicit obstruction to universal convergence:
Since , , and in the interior . Thus is conserved. Its maximum on the probability simplex occurs only at , the unique symmetric Nash equilibrium, so an interior trajectory starting elsewhere cannot converge to that composition. Every other interior product level is a closed curve without a rest point, giving a periodic orbit. The existence of these cycles is also discussed in Cressman and Tao (2014), Example 1. The useful lesson is to inspect the specified payoff feedback and dynamical system, rather than infer convergence from the existence of an evolutionarily stable strategy or a Nash equilibrium.
A real cubic has roots when and . For this gives a stable transverse third direction. To conclude a generic Hopf bifurcation as a parameter varies, also require a transverse crossing of the imaginary pair and a nonzero first Lyapunov coefficient. The algebraic imaginary-root condition alone is not sufficient.
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.