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Liapunov function : ウィキペディア英語版
Lyapunov function
In the theory of ordinary differential equations (ODEs), Lyapunov functions are scalar functions that may be used to prove the stability of an equilibrium of an ODE. Named after the Russian mathematician Aleksandr Mikhailovich Lyapunov, Lyapunov functions are important to stability theory and control theory. A similar concept appears in the theory of general state space Markov Chains, usually under the name Foster-Lyapunov functions.
For many classes of ODEs, the existence of Lyapunov functions is a necessary and sufficient condition for stability. Whereas there is no general technique for constructing Lyapunov functions for ODEs, in many specific cases, the construction of Lyapunov functions is known. For instance, quadratic functions suffice for systems with one state; the solution of a particular linear matrix inequality provides Lyapunov functions for linear systems; and conservation laws can often be used to construct Lyapunov functions for physical systems.
Informally, a Lyapunov function is a function that takes positive values everywhere except at any stasis in question, and decreases (or is non-increasing) along ''every'' trajectory of the ODE. The principal merit of Lyapunov function-based stability analysis of ODEs is that the actual solution (whether analytical or numerical) of the ODE is not required.
== Definition of a Lyapunov candidate function==
Let
:V:\mathbb^n \to \mathbb
be a continuous scalar function.
V is a Lyapunov-candidate-function if it is a locally positive-definite function, i.e.
:V(0) = 0 \,
:V(x) > 0 \quad \forall x \in U\setminus\
with U being a neighborhood region around x = 0.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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