On the relation between stability of continuous- and discrete-time evolution equations via the Cayley transform (Q2494141): Difference between revisions

There are investigated and compared the properties of the semigroup generated by \(A\), and the sequence \(A_{d}^{n},\;n\in {\mathbb{N}}\), where \(A_{d}=(I+A)(I-A)^{-1}\). The authors relate the stability of the solution of the evolution equation \[ \dot{x}(t)=Ax(t),\quad x(0)=x_{0} , \] and the stability of the solution of the difference equation \[ x(n+1)=A_{d}x(n),\quad x(0)=x_{0} , \] to the solution of a certain Lyapunov equation. They obtain Lyapunov criteria for stability and uniform boundedness for continuous-time systems and for discrete-time systems and establish the relation between continuous and discrete-time stability. One of these results tells us that strong stability of the continuous system implies strong stability of the associated discrete-time system, provided the system is power bounded. A characterization of the \(\mathcal{C}_{0}\)-semigroup is given in terms of its discrete counterpart under the Cayley transform. It is also proved that if \(A\) is the infinitesimal generator of an analytic semigroup, then this semigroup is uniformly bounded if and only if \(A_{d}\) is power bounded. The results are formulated in a Hilbert space but in the last section, some of these stability results are extended to the Banach space case.