In mathematics, in the theory of
differential equations and
dynamical systems
In mathematics, a dynamical system is a system in which a Function (mathematics), function describes the time dependence of a Point (geometry), point in an ambient space, such as in a parametric curve. Examples include the mathematical models ...
, a particular
stationary or quasistationary solution to a nonlinear system is called linearly unstable if the
linearization
In mathematics, linearization (British English: linearisation) is finding the linear approximation to a function at a given point. The linear approximation of a function is the first order Taylor expansion around the point of interest. In the ...
of the equation at this solution has the form
, where ''r'' is the perturbation to the steady state, ''A'' is a linear
operator
Operator may refer to:
Mathematics
* A symbol indicating a mathematical operation
* Logical operator or logical connective in mathematical logic
* Operator (mathematics), mapping that acts on elements of a space to produce elements of another sp ...
whose
spectrum
A spectrum (: spectra or spectrums) is a set of related ideas, objects, or properties whose features overlap such that they blend to form a continuum. The word ''spectrum'' was first used scientifically in optics to describe the rainbow of co ...
contains eigenvalues with ''positive'' real part. If all the eigenvalues have ''negative'' real part, then the solution is called linearly stable. Other names for linear stability include exponential stability or stability in terms of first approximation. If there exists an eigenvalue with ''zero'' real part then the question about stability cannot be solved on the basis of the first approximation and we approach the so-called "centre and focus problem".
Examples
Ordinary differential equation
The differential equation
has two stationary (time-independent) solutions: ''x'' = 0 and ''x'' = 1.
The linearization at ''x'' = 0 has the form
. The linearized operator is ''A''
0 = 1. The only eigenvalue is
. The solutions to this equation grow exponentially;
the stationary point ''x'' = 0 is linearly unstable.
To derive the linearization at , one writes
, where . The linearized equation is then
; the linearized operator is , the only eigenvalue is
, hence this stationary point is linearly stable.
Nonlinear Schrödinger Equation
The
nonlinear Schrödinger equation
In theoretical physics, the (one-dimensional) nonlinear Schrödinger equation (NLSE) is a nonlinear variation of the Schrödinger equation. It is a classical field equation whose principal applications are to the propagation of light in nonli ...
where and , has
solitary wave solutions of the form
.
To derive the linearization at a solitary wave, one considers the solution in the form
. The linearized equation on
is given by
where
with
and
the
differential operators
In mathematics, a differential operator is an operator defined as a function of the differentiation operator. It is helpful, as a matter of notation first, to consider differentiation as an abstract operation that accepts a function and retur ...
.
According to
Vakhitov–Kolokolov stability criterion The Vakhitov–Kolokolov stability criterion is a stability criterion, condition for linear stability (sometimes called ''spectral stability'') of soliton, solitary wave solutions to a wide class of unitary invariance, U(1)-invariant Hamiltonian sys ...
,
when , the spectrum of ''A'' has positive point eigenvalues, so that the linearized equation is linearly (exponentially) unstable; for , the spectrum of ''A'' is purely imaginary, so that the corresponding solitary waves are linearly stable.
It should be mentioned that linear stability does not automatically imply stability;
in particular, when , the solitary waves are unstable. On the other hand, for , the solitary waves are not only linearly stable but also
orbitally stable.
[{{cite journal
, author=Manoussos Grillakis, Jalal Shatah, and Walter Strauss
, title=Stability theory of solitary waves in the presence of symmetry. I
, journal=J. Funct. Anal.
, volume=74
, year=1987
, pages=160–197
, doi=10.1016/0022-1236(87)90044-9, doi-access=free
]
See also
*
Asymptotic 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. ...
*
Linearization (stability analysis)
*
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. ...
*
Orbital stability
In mathematical physics and the theory of partial differential equations, the solitary wave solution of the form u(x,t)=e^\phi(x) is said to be orbitally stable if any solution with the initial data sufficiently close to \phi(x) forever remains ...
*
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 differ ...
*
Vakhitov–Kolokolov stability criterion The Vakhitov–Kolokolov stability criterion is a stability criterion, condition for linear stability (sometimes called ''spectral stability'') of soliton, solitary wave solutions to a wide class of unitary invariance, U(1)-invariant Hamiltonian sys ...
References
Stability theory
Solitons