Definition · Stability of the originThe origin is asymptotically stable when every solution tends to it as t → ∞. It is stable when every solution that starts near it stays near it. It is unstable when some solution that starts arbitrarily near it does not.
Asymptotic stability implies stability. A centre is stable and not asymptotically stable.
Theorem · The stability criterionThe origin of x′ = A·x is asymptotically stable exactly when τ < 0 and Δ > 0.
Suppose the roots are real. Their product is Δ > 0, so they have the same sign, and their sum is τ < 0, so that sign is negative. Every term of the general solution then decays.
Suppose the roots are α ± β·i. The real solutions are multiples of e^(αt) times cosines and sines, as in “Complex Roots and Oscillation”, and α = τ/2 < 0, so they decay.
Conversely, if Δ < 0 there is a positive root. If Δ > 0 and τ > 0 the real parts or the common sign are positive. In each case some solution does not tend to the origin. The borderline cases τ = 0 and Δ = 0 are treated below.
□
Example · A stable spiralThe matrix with rows −1 2 and −2 −1 has τ = −2 and Δ = 1 + 4 = 5. Both conditions hold. The discriminant is 4 − 20 = −16, so λ = −1 ± 2i.
Both roots have real part −1, so every solution carries a factor e^(−t) and tends to the origin, turning as it goes. It is a stable spiral. Compare the spiral in the last lesson: the signs of the diagonal flipped, and the picture is the same unwound.
The borderline cases
At τ = 0 with Δ > 0 the roots are ±i·√Δ, with real part zero. Nothing grows and nothing decays; orbits are closed curves. For rows 0 2 and −2 0 they are circles, since (x² + y²)′ = 2x·(2y) + 2y·(−2x) = 0. The origin is stable, because a start near it stays near it, and it is not asymptotically stable, because no orbit tends to it. The criterion says “not asymptotically stable”, and does not say “unstable”.
At Δ = 0 one root is zero. The matrix with rows −1 1 and 1 −1 has τ = −2, Δ = 0 and roots 0 and −2. The vector (1, 1) is sent to zero, so every point of that line is an equilibrium: the origin is not isolated. Every orbit comes in to the line from the side, along the direction (1, −1), and settles on it, but not at the origin: the start (1, 0) has constants 1/2 and 1/2, and ends at (1/2, 1/2). The lab calls this non-isolated equilibria.
Euler's polygon follows its own arithmetic and can disagree with the classification. On the centre, with h = 1/4 the squared distance from the origin is multiplied at each step by 1 + 4·h² = 5/4, which is the lab's ratio. The true orbit is a circle and the polygon spirals out. The classification is a statement about the equation. The polygon is a method applied to it, and the gap between them is exactly the one the material clause names.
Example · A saddle and the one stable lineFor rows 1 2 and 3 0 the eigenvalues are −2 and 3. One of them is negative, and the solution e^(−2t)·(2, −3) does tend to the origin.
That is a single line of starts out of the whole plane. Any start with a component along (1, 1) carries an e^(3t) term that grows without limit. So one negative eigenvalue does not make the origin stable: every eigenvalue has to be negative, which Δ < 0 rules out.