Asymptotic Stability of Non-Autonomous Systems and a Generalization of Levinson’s Theorem

Min-Gi Lee
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Min-Gi Lee: Department of Mathematics, Kyungpook National University, 80 Daehak-ro, Buk-gu, Daegu 41566, Korea

Mathematics, 2019, vol. 7, issue 12, 1-10

Abstract: We study the asymptotic stability of non-autonomous linear systems with time dependent coefficient matrices { A ( t ) } t ∈ R . The classical theorem of Levinson has been an indispensable tool for the study of the asymptotic stability of non-autonomous linear systems. Contrary to constant coefficient system, having all eigenvalues in the left half complex plane does not imply asymptotic stability of the zero solution. Levinson’s theorem assumes that the coefficient matrix is a suitable perturbation of the diagonal matrix. Our objective is to prove a theorem similar to Levinson’s Theorem when the family of matrices merely admits an upper triangular factorization. In fact, in the presence of defective eigenvalues, Levinson’s Theorem does not apply. In our paper, we first investigate the asymptotic behavior of upper triangular systems and use the fixed point theory to draw a few conclusions. Unless stated otherwise, we aim to understand asymptotic behavior dimension by dimension, working with upper triangular with internal blocks adds flexibility to the analysis.

Keywords: asymptotic stability; non-autonomous system; Levinson’s Theorem (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2019
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