About positive invariance and asymptotic stability (Q762338): Difference between revisions

We study the differential equation \(x'=Ax\) with initial condition x(0)\(\in G\), where G is a closed pointed convex cone in \({\mathbb{R}}^ n\). Our results pertain to positive invariance i.e., x(t)\(\in G\), \(\forall t\geq 0\), and asymptotic stability, i.e., x(t)\(\to 0\) whenever x(0)\(\in G\). Our results can be applied to systems of the form \(x'=Ax+Bu\), \(y=Cx+D\), x(t)\(\geq 0\), u(t)\(\geq 0\), y(t)\(\geq 0\), i.e., a linear system with nonnegativity conditions. We exhibit in the proofs links with mathematical programming and convex analysis.