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Math 6410 • ODE

Fall 2010 • Question 2

Suppose \(A(t)\) is a real \(n\times n\) matrix function which is smooth in \(t\) and periodic of period \(T>0\). Consider the linear differential equation in \(\mathbb {R}^n\) \begin{equation} \frac {dx}{dt}=A(t)x \tag {1} \end{equation} Let \(\Phi (t)\) be the fundamental matrix solution with \(\Phi (0)=I\).

  1. Let \(\zeta (t)\in C^1([0,\infty ),\mathbb {R}^n)\) be a solution of (1). Define: \(\zeta (t)\) is a Stable solution. (This notion is also sometimes called Liapunov Stable.)
  2. Show that the zero solution of (1) is stable if and only if every eigenvalue \(\omega \) of \(\Phi (T)\) satisfies either \(\lvert \omega \rvert <1\), or \(\lvert \omega \rvert =1\) but in this case \(\omega \) appears only in matrices \(J_i\) (from the Jordan Canonical Form for \(\Phi (T)\)) such that \(J_i\) is a \(1\times 1\) matrix.

Raw LaTeX

Suppose \(A(t)\) is a real \(n\times n\) matrix function which is smooth in \(t\) and
periodic of period \(T>0\). Consider the linear differential equation in \(\R^n\)
\begin{equation}
  \frac{dx}{dt}=A(t)x
  \tag{1}
\end{equation}
Let \(\Phi(t)\) be the fundamental matrix solution with \(\Phi(0)=I\).
\begin{enumerate}
\item[(a)] Let \(\zeta(t)\in C^1([0,\infty),\R^n)\) be a solution of (1).
Define: \(\zeta(t)\) is a \textit{Stable} solution. (This notion is also sometimes
called \textit{Liapunov Stable}.)
\item[(b)] Show that the zero solution of (1) is stable if and only if every eigenvalue
\(\omega\) of \(\Phi(T)\) satisfies either \(\lvert\omega\rvert<1\), or
\(\lvert\omega\rvert=1\) but in this case \(\omega\) appears only in matrices \(J_i\)
(from the Jordan Canonical Form for \(\Phi(T)\)) such that \(J_i\) is a \(1\times1\)
matrix.
\end{enumerate}