Construction of a function having positive semidefinite second derivative for a linear system of differential equations (Q2901651)

A linear system of ordinary differential equations with constant coefficients is considered. Without loss of generality, the authors study the system matrix in its Jordan canonical form. For a diagonal matrix, it is shown that there is a quadratic Lyapunov-like function whose second time-derivative is positive semidefinite. For the case of a Jordan block corresponding to non-zero eigenvalue, the authors construct a quadratic function with respect to new variables under a suitable nonlinear transformation. It is shown that such a function has a positive semidefinite second derivative as well.