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A non-hyperbolic equilibrium with no positive eigenvalue can still be unstable: x'=x^3

Statement refuted

If F:R→R is C1 with F(0)=0 and no eigenvalue of A=DF(0) has positive real part, then 0 is a Lyapunov stable equilibrium of x′=F(x).

Facts & Assumptions

Given: The function F:R→R, F(x)=x3, and its initial value problem x′=x3.

[L1]

The equilibrium notion and Lyapunov stability of an equilibrium of z′=F(z) are defined in The local flow of an autonomous first-order system-based terms by Equilibria, Lyapunov stability and asymptotic stability of an autonomous first-order system: 0 is stable when for every ε>0 there is δ>0 such that every maximal solution with ∣x(0)∣<δ is defined for all t≥0 and satisfies ∣x(t)∣<ε for all t≥0.

[L2]

Every initial value problem satisfying the Picard-Lindelöf hypotheses has a unique maximal solution, and every solution through the same data is its restriction (Every Picard–Lindelöf initial value problem has one maximal solution on an open interval, Extensions, maximal solutions, maximal intervals, and global solutions, First-order systems, initial value problems, and solutions on intervals).

Counterexample

technique · direct; exhibit the explicit blowing-up solution through each small positive initial value
1.1givenL3

F(x)=x3 satisfies F(0)=0 and DF(0)=0 by [L3], so the hypothesis of the refuted statement is satisfied with A=0.

1.2givenL3algebra

Let x0>0 and define x(t):=x0 (1−2x02t)−1/2 on J:=[0,1/(2x02)). Differentiating the power using the chain rule and the algebra of derivatives, x′(t)=x0⋅(−12)(1−2x02t)−3/2⋅(−2x02)=x03(1−2x02t)−3/2=x(t)3 for t∈J, and x(0)=x0; hence x is a solution on J of the initial value problem.

2.1step 1.2L2

By [L2] the solution of step 1.2 is the restriction of the unique maximal solution through (0,x0). As t↑1/(2x02) the quantity 1−2x02t tends to 0 from above, so x(t)→+∞; in particular the maximal solution is not defined at t=1/(2x02) and therefore is not defined for all t≥0.

3.1step 1.12.1L1algebra∎

Instability: given any δ>0, choose x0∈(0,δ). The maximal solution through x0 is not defined for all t≥0 by step 2.1, so the defining condition of stability in [L1] fails for every ε>0: there is no δ that keeps all maximal solutions with ∣x(0)∣<δ defined for all time. Hence 0 is not Lyapunov stable, refuting the statement.

Remarks

Depends on

Dependency tree · 2 levels

Sources