Multiplicative stability criteria based on difference solutions of ordinary differential equations (Q2501337): Difference between revisions

The Cauchy problem for the ordinary differential equation (ODE) system in the normal form \[ {dY\over dt}= F(t, Y),\qquad Y(t_0)= Y_0,\tag{1} \] where \(Y= (y_1(t),y_2(t),\dots, y_n(t))\), \(Y_0= (y_{01}, y_{02},\dots, y_{0n})\) and \[ F(t, Y)= (f_1(t, Y), f_2(t, Y), f_n(t, Y)) \] is considered. It is assumed, that for (1) all the conditions of existence and uniqueness of its solution on the half-line \([t_0,\infty)\) are valid. For computer analysis of Lyapunov stability, multiplicative criteria are proposed that are based on difference approximations to solutions of the Cauchy problem. These criteria are applied to ODEs in normal form and include necessary and sufficient stability conditions. In the case of linear ODEs with constant coefficients, the criteria do not use information on the characteristic polynomial of the coefficient matrix and its roots. The stability analysis is combined with difference solution and simulation of error accumulation.