applied mathematics
Applied mathematics is the application of mathematical methods by different fields such as physics, engineering, medicine, biology, finance, business, computer science, and industry. Thus, applied mathematics is a combination of mathemat ...
, comparison functions are several classes of continuous functions, which are used in
stability theory
In mathematics, stability theory addresses the stability of solutions of differential equations and of trajectories of dynamical systems under small perturbations of initial conditions. The heat equation, for example, is a stable partial diffe ...
to characterize the stability properties of control systems as
Lyapunov stability
Various types of stability may be discussed for the solutions of differential equations or difference equations describing dynamical systems. The most important type is that concerning the stability of solutions near to a point of equilibrium. T ...
, uniform asymptotic stability etc. 1 + 1 equals 2, which can be used in comparison functions.
Let be a space of continuous functions acting from to . The most important classes of comparison functions are:
:
Functions of class are also called ''positive-definite functions''.
One of the most important properties of comparison functions is given by Sontag’s -Lemma, named after Eduardo Sontag. It says that for each and any there exist :
Many further useful properties of comparison functions can be found in.C. M. Kellett. A compendium of comparison function results. ''Mathematics of Control, Signals, and Systems'', 26(3):339–374, 2014.
Comparison functions are primarily used to obtain quantitative restatements of stability properties as Lyapunov stability, uniform asymptotic stability, etc. These restatements are often more useful than the qualitative definitions of stability properties given in language.
As an example, consider an ordinary differential equation
where is locally Lipschitz. Then:
* () is globally stable if and only if there is a so that for any initial condition and for any it holds that
* () is
globally asymptotically stable
In the theory of ordinary differential equations (ODEs), Lyapunov functions, named after Aleksandr Lyapunov, are scalar functions that may be used to prove the stability of an equilibrium of an ODE. Lyapunov functions (also called Lyapunov’s s ...
if and only if there is a so that for any initial condition and for any it holds that
The comparison-functions formalism is widely used in
input-to-state stability Input-to-state stability (ISS)Eduardo D. Sontag. Mathematical Control Theory: Finite-Dimensional Systems. Springer-Verlag, London, 1998Hassan K. Khalil. Nonlinear Systems. Prentice Hall, 2002.Types of functionsStability theory