18.034 Honors Differential Equations: Mit Opencourseware

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18.034 Honors Differential Equations

Spring 2009
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LECTURE 14. STABILITY
The notion of stability. Roughly speaking, a system is called stable if its long-term behavior does
not depend on significantly the initial conditions.
An important result of mechanics is that a system of masses attached in (damped or undamped)
springs is stable. A similar result is in network theory. In these notes, we study the differential
equation of the form
(14.1) y �� + py � + qy = f (t),
where p, q are constatnts and f (t) represents the external forces.
We learned that the general solution of (14.1) has the form
(14.2) y = c1 y1 + c2 y2 + yp ,
where c1 , c2 are arbitrary constants and yp is a particular solution of (14.1); c1 y1 + c2 y2 is the
complementary solution, that is, the general solutions of the homogeneous equation (14.1) with
f (t) = 0.
The initial conditions determine the values of c1 and c2 . Thus, we say the system (14.1) is stable
if c1 y1 + c2 y2 → 0 as t → ∞ for any coice of c1 and c2 .
If (14.1) is stable then yp is called the steady-state solution and c1 y1 + c2 y2 is called transient.
Physically, in a stable system, the output is the sum of a transient term, which depends on the
initial conditions, but whose effects die out over time, and a steady-state, which represents the
response of the system to the input f (t) after a long time.
Stability conditions. We study under what circumstances the differential equation Ly = f , where
(14.3) L = Dn + p1 Dn−1 + ......... + pn−1 D + pn ,
where pj are constants, is stable.

Definition 14.1. The differential equation Ly = f , where L is given in (14.3) is called:
(i) asymptotically stable if every solution of Ly = 0 tends to zero as t → ∞;
(ii) stable if every solution of Ly = 0 remains bounded a t → ∞;
(iii) unstable if it is not stable.
We note that stability concerns only the behavior of the solutions of the corresponding homo
geneous equation Ly = 0.
When f (t) = 0, then a steady-state solution is y ≡ 0. In this case, the system is stable if small
initial departures from the steady-state remain small with the lapse of time.
By definition, Ly = f is asymptotically stable if every basis solution of Ly = 0 tends to zero

as t → ∞ and it is stable if the basis solutions remain bounded. In view of the characteristic
polynomial of L and the fundamental theorem of algebra, we write
L = (D − λ1 )k1 (D − λ2 )k2 · · · (D − λm )km ,
where λj ∈ C are all distinct and k1 + k2 + ...... + km = n.
Exercise. The general solution of the homogeneous equation Ly = 0 is given by

y(t) = c1 (t)eλ1 t + c2 (t)eλ2 t ...... + cm (t)eλm t ,
1
where cj (t) is an arbritary polynomial of degree kj − 1.
Exercise. If r is a nonnegative integer and λ ∈ C, show that

lim |tr eλt | = 0 if Reλ < 0.
t→∞
Therefore, Ly = f is asymptotically stable if Reλj < 0 for all j, and it is stable if Reλj < 0 or
Reλj = 0 and kj = 1.
We summarize the result.
Theorem 14.2. The differential equation Ly = f is asymptotically stable if every root of the characteristic
polynomial of L has a negative real part, and it is stable if every multiple root has a negative real part and
no simple root has a positive real part.
Example 14.3. We consider the second-order differential equation
(14.4) y �� + py � + qy = 0, p, q are constants.
We recall that the discriminant Δ = p2 − 4q tells us about the nature of the solutions, and hence
about the stability of (14.4)
If q < 0 then Δ > 0 and the characteristic polynomial λ2 +pλ+q has two real roots with opposite
signs. Therefore, (14.4) is unstable.
If p < 0 then at least one root of the characteristic polynomial must have a positive real part.
Hence, (14.4) is unstable.
If p = 0 and q > 0, then (14.4) reduces to y �� + qy = 0 with q > 0. Hence, it is stable but
asymptotically stable.
Finally, let p > 0 and q > 0. If Δ � 0 then the roots of the characteristic polynomial have
negative
√ real parts, and (14.4) is asymptotically stable. If Δ > 0 then Δ = p2 − 4q < p2 and thus
Δ < p. Therefore, (14.4) is asymptotically stable.
In summary, (14.4) is asymptotically stable if and only if p > 0 and q > 0, and stable if and only
if p � 0 and q > 0.
Stability of higher-order differential equations. The above example phrases the stability crite
rion for (14.4) in terms of the coefficients of the equation. This is convenient since it does not
require one to calculate the roots of the characteristic polynomial.
For higher-order equations,
(14.5) y (n) + p1 y (n−1) + · · · + pn−1 y � + pn y = 0, pj are constants,
it is not too hard to show that if (14.5) is asymptotically stable then pj > 0 for all j (Exercise).
But, the converse is not true (Exercise). For the implication of a criterion for coefficients of (14.5)
for stability, the coefficients must satisfy a more complicated set of inequalities, which we state
without proof in the following.
Routh-Hurwitz Criterion for Stability. The differential equation (14.5) is asymptotically stable if
and only if in the determinant
� �
� p1 1 0 0 ... 0 ��
�
� p3 p2 p1 1 ... 0 ��
.. � ,
�
� .. .. .. .. ..
� . . . . . . ��
�
�
p2n−1 p2n−2 · · · · · · · · · pn �
Lecture 14 2 18.034 Spring 2009

where pk = 0 if k > n, all of its n principal minors, that is, the subdeterminants in the upper left
corner having sizes respectively 1, 2, . . . , n,
� �
� � �p1 1 0 �
�p1 1 � � �
p1 , �p3 p2 p1 � ,
�
p3 p2 �
,
. . .
� �
� �
�
p5 p4 p3 �
are positive.
Exercise. We consider
(D4 + 2D3 + 6D2 + 5D + 2)y = 260 sin 2t.
(a) Find a particular solution. (Answer. 11 cos 2t − 3 sin 2t.)
(b) Show that the corresponding characteristic polynomial is factorized as
p(λ) = (λ2 + 3λ + 2)(λ2 + λ + 1),
and hence the zeros have negative real parts.
(c) Show that the determinant
� �
�4 1 0 0�
� �
�5 6 4 1�
� �
�
0 0 0 2�
satisfies the Routh-Hurwitz criterion.
Lecture 14 3 18.034 Spring 2009

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18.034 Honors Differential Equations

where pj are constants, is stable.

By deﬁnition, Ly = f is asymptotically stable if every basis solution of Ly = 0 tends to zero

Exercise. The general solution of the homogeneous equation Ly = 0 is given by

Exercise. If r is a nonnegative integer and λ ∈ C, show that

Lecture 14 2 18.034 Spring 2009

satisﬁes the Routh-Hurwitz criterion.

Lecture 14 3 18.034 Spring 2009

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