Multiplicative stability criteria based on difference solutions of ordinary differential equations |
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Authors: | Ya E Romm |
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Affiliation: | (1) State Taganrog Pedagogical Institute, Taganrog, Russia |
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Abstract: | For computer analysis of Lyapunov stability, multiplicative criteria are proposed that are based on difference approximations
to solutions of the Cauchy problem. These criteria can be applied to ordinary differential equations in normal form and include
the necessary and sufficient stability conditions. For a system of linear equations with constant coefficients, information
on the characteristic polynomial of the coefficient matrix and its roots is not used. The stability analysis is combined with
difference solution and simulation of error accumulation.
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Translated from Kibernetika i Sistemnyi Analiz, No. 1, pp. 127–142, January–February 2006. |
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Keywords: | Lyapunov stability criterion difference schemes ordinary differential equations computer stability analysis |
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