Homework 5 - Due: 02/20

Problem 1

Let \(M\) be a symmetric real-valued \(n\times n\) matrix. Show that the following three statements are equivalent:

  1. \(M\) is positive definite.
  2. All eigenvalues of \(M\) are positive.
  3. \(M=N^TN\) for some nonsingular \(n\times n\) matrix \(N\).

Hint: Show \(a\Rightarrow b\Rightarrow c\Rightarrow a\).

Problem 2

Investigate asymptotic stability of the origin for the system

\[\begin{align*} \dot x_1&=-x_1^3+e^{-x_2}x_2\\ \dot x_2&=x_1-x_1^2 \end{align*}\]

Problem 3

Consider the system \[ \dot x_1=x_2,\qquad \dot x_2=-x_2-\sin x_1\] and the three candidate Lyapunov functions

\[\begin{align*} V_1(x)&=\dfrac{1}{2} x_2^2-\cos x_1,\\ V_2(x)&=1+\dfrac{1}{2} x_2^2-\cos x_1,\\ V_3(x)&=1+\dfrac{1}{4} x_1^2+ \dfrac{1}{2} x_1x_2+\dfrac{1}{2} x_2^2-\cos x_1 \end{align*}\]

  1. For \(i=1,2,3\), compute \(\dot V_i(x)\).
  2. In each case, explain what conclusions (if any) you can reach using Lyapunov’s second method.

Problem 4

Consider the system \[\begin{align*} \dot x_1 &= x_1 - x_1^3 +x_2 \\ \dot x_2 &= 3x_1 - x_2 \end{align*}\]

  1. Find all equilibrium points of the system.
  2. Comment on the stability of each equilibrium point (you may use linearization or Lyapunov functions)
  3. Using some CAS (Mathematica, Python, etc.) construct the phase portrait of the system and comment on the region of attractivity (if applicable) of each equilibrium.