Okan Gurel and Leon Lapidus

ver the past eight years a vast outflow of research

and publications has resulted from the use of
Liapunovs second (or direct) method of stability
analysis. This work stems from the appearance of the
original work of Liapunov in 1892, more than half a
century ago, but only recently has this concept been
appreciated to the point where workers in the area of
stability of dynamic systems and automatic control are
aware of its potentialities.
I n its simplest form this method treats the stability
of ordinary differential equations and tries to answer
the question of whether the solution remains arbitrarily
close to an equilibrium solution after being disturbed.
This is carried out via a function V(x), named the
Liapunov function, and its total derivative, p(x),which
are examined for certain properties.
When applied to specific systems, this method may be
used either for analysis or for synthesis. I t is the former
use, namely that of analysis, which is of interest here.
I n such a case, the application of the method lies in
constructing the function, V(x), and its derivative such
that they possess certain properties. When these
properties of V(x) and p(x) are shown, the stability
behavior of the system is known. T h e difficulty, however, arises when the necessary conditions cannot be
exhibited, for then no conclusion can be drawn about
stability. Each problem is a new challenge, for the
functions must be shaped anew for each given system,
or class of systems. The proper choice of V(x) depends
to an extent upon the experience, ingenuity, and, often,
good fortune of the analyst.
Unfortunately, the available material on the second
method has evolved to the point where a n engineer who
wishes to use the method for the analysis of a specific
physical system finds himself confronted with an immense
job of merely searching the literature in many diverse
fields to ascertain the recent developments. This paper
has thus been prepared to allow a novice in the field
to approach this available literature in a rational
manner. Consideration is given only to the deterministic problem described by ordinary differential equations.
We include briefly the theorems necessary for discussing Liapunovs second method and then approach
the different methods for constructing Liapunov functions in a general manner. T h e main theme is to
classify the constructive procedures into a few simple

30

INDUSTRIAL A N D ENGINEERING CHEMISTRY

A Guide to
the Generation
of Liapunov
Functions
This survey aids the
engineering application
of Liapunovs second method
of stability analysis
by bringing together published
work on the construction
of Liapunov functions

2 . T h e system is asymptotically stable, if for any xo

in Rt, lirn /lx(t)ll + 0. Stated in another fashion, this
t+

OJ

says that the trajectory of x(t) eventually ends u p a t the

origin.
3. T h e system is asymptotically stable in the large or
completely stable if it is both asymptotically stable and the
region RZ is the entire state space. Now the trajectory
eventually ends u p a t the origin no matter where its
starting point is.
4. T h e system is unstable, if for some xg in Rz with 0
small, lim
(t)l/ > a. Now the system goes outside
t+

categories and then to outline how the various methods

fall within each category. Because of the almost overwhelming amount of material, only a few of the constructions will be explicitly detailed. Brief descriptions
of all other methods are contained in five sections of a n
appendix ; this appendix is, however, not published
here but can be obtained directly from the authorsdetails are given on page 40.
Liapunov Theorems

I n this section we shall outline, in a simple manner,

those definitions and theorems necessary for the rest of
the discussion. Further and more explicit details can
be found in various books, listed in Section I11 of the
References.
We consider the unforced, continuous-time, dynamic
system
X(t) =

f(x)

(1)

which has a n equilibrium point at the origin x(0) = 0.

Now let R1 be a region in the state space of x(t) for
which the norm Ijxl( < CY,and let R2 be a similar region
for which llxll < @. Assume that a > @, then regions
RIand Rz may be thought of as hyperspheres around the
origin of radius CY and 8, respectively. If the state of the
system a t time t = 0 is x = xo # 0, then we say that:
1. T h e system is stable, if for every xo in Rz there is
a region RBdefined by 11x11 < 7,CY > 7 > 8, such that
lirn \\x(t)ll < a. Stated in another fashion, this says
t-+ m

that the system never goes outside the region Ra.

- XI/

the region Rs.

With these definitions in hand, we now turn to a
variety of properties for a real-valued scalar function,
V(x), to be called the Liapunov function. These
properties are :
1. V(x) is continuously differentiable-Le., all the
first partial derivatives of V(x) exist and are continuous.
2. V(x) is positive definite. This means that V(x)
> 0 for all x # 0, but that Y(x) = 0 for x = 0.
3. T h e derivative of V(x), p(x), is negative definite.
This means that p(x) < 0 for all x # 0 but that v ( x ) = 0
for x = 0. At the same time, we note by the chain rule
of differentiation that
dV dxi
- - = vv X ( t ) = vv . f(x) =
V(x) =
%=I
dt
grad V f(x) (2)
where n is the number of states in the vector x, V V is the
gradient vector of V, and the dot indicates the dot
product of the two vectors.
4. The derivative of V(x), v ( x ) , is negative semi0 for x # 0.
definite. This means that V ( x )
5. As the norm of x ( t ) goes to 00, llxll + Q),V(x)
also goes to 00.
6. T h e derivative of V(x), +(x), is positive-Le.,
V ( x ) > 0.
By combining certain of these six properties, we may
now specify various features of the stability of the system given by Equation 1. Thus:
Theorem 1. If a Liapunov function exists satisfying
properties 1, 2, and 4, then the system is stable in the
vicinity of the origin.
Theorem 2. If a Liapunov function exists satisfying
properties 1, 2, and 3, then the origin is asymptotically
stable.
e

<

VOL. 6 1

NO. 3

MARCH

1969

31

Theorem 3. If a Liapunov function exists satisfying

the properties 1, 2 and 3 and 4, then the origin is asymptotically stable in the large.
Theorem 4. If a Liapunov function exists satisfying
the properties 1, 2, 4, and 5 and also V ( x ) = 0 only a t
the origin, then the origin is asymptotically stable in the
large.
Theorem 5. If a Liapunov function exists satisfying
the properties 1, 2, and 6, then the origin is unstable.
Theorem 6. Consider a bounded region Ro in which
V(x) satisfies properties 1 and 2 , then any solution of
Equation 1 (any trajectory) which starts in Ro is
a. stable, and remains in Ro if V(x) satisfies
property 4 in the region
b. asymptotically stable if *(x) satisfies property 3
in this region
While these theorems may be extended in many
directions, this will not benefit subsequent discussions.
However, it does seem worthwhile to discuss further
some of the points above in a qualitative fashion.
First, it is noted that property 5 is concerned with
global properties since it considers the entire state
space. I n effect, property 5 implies that the surfaces
V(x) = constant are closed and bounded in the whole
space and clustering about the origin. The properties 2
and the nonsign equivalence of V(x) and p(x) imply
that the trajectories of the system cross all V(x) = constant surfaces in the direction of the origin, and global
asymptotical stability results. Property 3 or, better,
Equation 2, measures the relative slope between V(x)
and the local tangents to the system trajectories.
Second, it is noted that all of these stability conditions are merely sufficient and they may not be necessary. The word necessary must be interpreted as
there exists at least one such pair V(x) and V(x).
Thus, if one cannot find a pair which satisfies the
theorems, this does not mean that the system is unstable.
Third, it is noticed that the Liapunov function may
not be unique and that a number of pairs may satisfy
a theorem. In such a case, each pair may yield different
quantitative information about the stability characteristics of the system.
Finally, we wish to point out that most of the conditions above hold, in an analogous form, when the system
is represented by a discrete model rather than a continuous model. When the system equations are given
as difference equations, integro-differential equations, or
partial differential equations, certain equivalent results
may also be quoted. However, the reader is referred
to books given in the bibliography, such as (111.6)and
(IIZ.7) for these extensions.
Construction of Liapunov Functions

Since the first publication on the second method by

Liapunov himself (which was based upon the concept
of the energy of a system), there has been a stream of
32

I N D U S T R I A L A N D ENGINEERING C H E M I S T R Y

papers related to extensions, applications, and discussions

of this idea. One of the main themes in these papers is
the means of generating the Liapunov function while
divorcing it from the restriction that it relates to the
system energy. This follows because Liapunovs original
theorems do not reveal a general method for generating
such functions. I n the next section we shall present a
detailed bibliography of all these works and, while they
are not completely definitive, five major categories of
constructive methods will be suggested. These categories are:
1. Chetaev-type methods (integral methods)
2. Krasovskii-type methods (quadratic orms)
3. Zubov-type methods (partial differential equations)
4. Lure-Postnikov-type methods (canonical forms)
5. Miscellaneous-type methods
I n the Chetaev-type methods Liapunov functions are
obtained, either directly or indirectly, from the first
integral of the system equations. I n the Krasovskiitype methods, the construction is based upon quadratic
forms derived directly from the system equations.
Zubov-type methods are quite powerful and are based
upon solving certain partial differential equations.
Lure-Postnikov-type methods are quite specific and
based upon certain canonical equations. Those niethods of construction which do not conveniently fit into
the first four categories are placed in the final category.
We stress the point that this subdivision into categories
is not inclusive, but merely represents a convenient
means of handling the problem of representing all the
different methods. Obviously, there are alternate ways
to define the constructive methods but the above seems
the most general. A typical alternate might be based
upon the first selection of a trial function; thus, some
methods start by selecting V(x), others by selecting the
gradient, vV(x), and others by selecting V(x). Another
possible approach might be to categorize the different
methods into those which form a Liapunov function
directly from the system equations and those which
allow more flexibility in the choice of the function. I t
will be observed that there are essentially two basic
approaches to constructing a Liapunov function : (1)
a trial function which is candidate for a Liapunov function is first formed; if it does not satisfy the necessary
properties it is abandoned. (2) A trial function is
formed, and to satisfy the desired properties either
certain conditions are imposed on the system equations,
or certain components of the candidate function are
adjusted to make the function a Liapunov function.
T o aid the reader in seeing the differences between the
methods and categories, some simple examples will be
detailed where it is felt to be specially instructive.
Further, most of the discussion within a category will
relate to one possible approach, with all other approaches
and extensions within that category described briefly.

We start our discussion with the special linear system

X(t)

(3)

= Bx(t)

where B is a constant nonsingular matrix. I n his

original treatise, Liapunov (III.7) considered the
Liapunov function as a quadratic in the state variables x
to obtain a positive definite function. Here we select
the Liapunov function as a more general quadratic form

V(x) = xAx
(4)
where A is a square positive definite matrix and the
prime denotes the transpose of the vector. I t follows
immediately that properties 1, 2, and 5 mentioned in the
preceding section are satisfied. Now forming the derivative of V(x) yields
$(x) = XAx
=

Figure 7. History of the construction of Liapunov functions

+ XAX
(5)

-xCx

where we have used Equation 3 and

At this point we can introduce a chart, Figure 1,
summarizing the history of the construction of Liapunov
functions. It is clear that following the formulation of
the stability theorems by Liapunov in 1892 (motivated
by the physical phenomena of energy), the first extension
was to use the sum of squares of the state variables xi
as the simple form of the Liapunov function. Exactly
half a century later while Lure and Postnikov were
formulating a n extension of this idea to automatic control
problems, Chetaev presented a more formal framework
for the construction of Liapunov functions. A decade
later Krasovskii extended this idea so that instead of
the state variables, the right-hand side of the system
equations or the velocity variables were suggested as part
of the Liapunov function. This represented a considerable extension of the previous proposal.
About the same time Zubov formulated those Liapunov theorems which allowed the solution of certain
partial differential equations to serve as a means for
finding a Liapunov function. This involves the concept
of first looking a t the partial derivatives of V, VV, rather
than the function itself-Le., this is now termed the
gradient approach. Since the 1950s it is probably fair
to say that all the methods presented fall into the categories of either energy-type analogies (Chetaev) or some
analytic-type construction (generalized Liapunov functions via Krasovskii-type construction).
Table I presents a summary in tabular form of the
different methods in the literature. This table shows
when each method was first discussed and where each
method has been included in surveys in the literature.
The symbols used in this table indicate (1)
the main
category in which the specific method is considered, (2)
0 other categories in which the method can also be
cross-referenced, and (3) 12 survey papers where the
method is included and discussed.

-C

BA

+ AB

(6)

But we see that if C is positive definite, then property 4 is

satisfied and from Theorem 4 the origin is asymptotically
stable in the large. I n fact, it is possible to state :
Theorem 7. A necessary and sufficient condition
for the complete stability of the origin of the system
given by Equation 3 is that there exists a positive definite
A which is the solution of the linear algebraic equations
of Equation G where C is any positive definite matrix.
As a result, we see that in the linear dynamic case we
can select any C (nonuniqueness) which is positive
definite (say C = I), solve Equation 6 for the elements
of A, and then test A for positive definiteness. Thus,
in this special linear case, we have a straightforward
method for constructing a Liapunov function.
It should be mentioned here that in the linear dynamic
system just considered, local stability implies equivalent
asymptotic stability in the large. I n a nonlinear system,
however, an equilibrium point can be locally asymptotically stable without being stable in the large.
We can now proceed with the general discussions on
the various types of methods.
Chetaev-Type Methods

I n 1946, Chetaev (111.3)proposed a method for constructing a Liapunov function based on some combination of the known integrals of motion--i.e.,
linear
bundles of first integrals. I n essence, he made use of
Liapunovs original idea that the total energy of a
conservative system could serve to define stability of a n
equilibrium point.
Stated in a different manner, if one can find a first
integral for which V ( x ) = k = constant, then it follows
that p(x) = 0 and V(x) can be used to specify stability
conditions within the region k. Thus, for the nonlinear
conservative system
VOL. 6 1

NO. 3

MARCH

1969

33

TABLE I.

METHODS OF GENERATING LIAPUNOV FUNCTIONS

t h e Method

34

INDUSTRIAL A N D E N G I N E E R I N G CHEMISTRY

system so that a Liapunov-like integral could actually

be constructed. Thus, for the system
21 =

one can suggest that the total energy is

XZ

fl(X1,XZ)

22 = fi(X1,XZ)

X Z2

=-2

x14

+2x1~

(8)

Further, it follows directly that k(x) = 0. Thus, if we

select E ( x ) = V ( x ) as the Liapunov function, it behaves
as indicated above. I n fact, it is a simple matter to
show that E ( x ) = V(x) from Equation 8 predicts stability
of the origin.
I n a more rigorous manner, we may state Chetaevs
idea by first assuming that for a nonlinear dynamic
system of dimension n there a r e p first integrals
Ul(X,O,

UP(X,t)

@ < n

which vanish for x = 0. Then we state the theorem:

Theorem 8 (Chetaev). If the given time-dependent
integrals are holomorphic functions of the variables,
then the constants U I , . . ., up, c1, . . ., cp are selected
in such a way that the expansion of the function
Q(U1,

. . ., U p ) = alU1 + . . . +
a,Up

+ c1U12 + . . . + cpUpz (9)

begins with a definite quadratic form.

It was Pozharitskiis work in 1958 (11.77) which
specified further conditions on the constants ul, . . ., u p
and c1, . , ., cp such that Q(U1, . . . , U,) could be definite
with respect to x and thus could serve as a Liapunov
function.
We also point out the more recent work of Infante
and Clark in 1962 and 1964 (11.79, 38), of Walker and
Clark in 1964 and 1965 (11.40, 4 4 , and of Kinnen and
all of which bear a relationship to
Chen in 1967 (11.48))
the work of Chetaev, in the sense that integrals of the
system are used to construct Liapunov Functions.
The work of Infante and Clark, termed the nearby
integral method for reasons which shall be obvious
shortly, dealt largely with two-dimensional systems
(and thus only one time-independent integral). If such
an integral g(x1,xz) = k exists, it must satisfy the relation

A sufficient condition that such an integral exists is that

Unfortunately, most systems do not satisfy this condition; Infante and Clark showed how to modify the

Equation 10 becomes bfz/bx2 = 0. I n this case, a n

integral exists, and the stability question can be approached. If no such integral exists, however, then
dfz/dxz = f 3 # 0 and the system is modified to
Pll

21 = xz -

~ S ( X , X ~ ) ~ X

22 = fz(X1,Xz)

f4(~i,~z)

fs(X1,Xz)

where the new functions f4 and f

such that

have been introduced

-df4+ - = odf6

dXl

bxz

For this new system a Liapunov-like integral can be

found and, iff4 and f 5 can be selected properly, the main
properties of the original system can be retained. Obviously, the proper selection of these two functions is the
key to the method. Such a selection can be obtained
rather easily in the two-dimensional case by some
geometric considerations which look at neighborhood
integrals U1 = c1, Us = cz,. . . in the x1,xz phase plane.
As such, the method is relatively easy to use.
Walker and Clark and Kinnen and Chen extended
this method to nth order systems by constructing
nearby systems containing a set of new functions wi.
I n each case the main question is how to select these new
functions such that a Liapunov function for the original
system can be obtained. Both these approaches appear
promising but largely untested to date.
Krasovskii-Type Methods

Of all the methods for constructing a Liapunov function, the one attributed to Krasovskii and its extensions
have seen the most application. T h e reason for this is
that the method is quite general, the motivation behind
the method being based on the following reasoning.
T h e right-hand sides of the system equations of first
order determine the equilibrium point as f = 0. I t is
then intuitively obvious that these right-hand sides play
an important role in determining the stability behavior
of the trajectories in the neighborhood of the equilibrium
point. Thus, it follows that f should be used in the
Liapunov function itself. Moreover, to guarantee the
positive definiteness of V ( x ) , a quadratic form in f is
imperative. Just as in the Chetaev approach, the
simplest quadratic form in f (rather than in x ) can be
used in many applications. However, for complicated
systems it is necessary to turn to more sophisticated
VOL. 6 1

NO. 3

MARCH

1969

35

forms of Krasovskiis approach. I n fact, most recent

efforts have been in the predicted direction of generalizing the quadratic form in f.
I n the present analysis, we include all methods which
use a suitable quadratic form (or weighted square) of
the system equations as the Liapunov function. T o
illustrate the features of this method, we start with the
usual nonlinear equation
X(t) =

f(x)

(11)

where it is assumed that f(0) = 0. There may be

multiple equilibrium states which satisfy Equation 11,
but we assume that any such state can be transferred to
the origin. We indicate the Jacobian matrix for this
system as

V(x) = x(t)x(t)
(13 4
is usually referred to as Liapunovs original form,
Example. To illustrate the use of this theorem, we
select the system
k1 =

a > O

which has the equilibrium state x = 0.

f(x) =

and note that

is symmetric. N o w we state Krasovskiis theorem as

Theorem 9 (Krasovskii). For Equation 11, with
f(0) = 0 and f(x) differentiable, the equilibrium state
x = 0 is asymptotically stable ifj(x) is negative definitive.
A Liapuiiov function for the system is given by the
quadratic in f

V(x) = f(x)f(x)

(1 3 4

Further, if V(x) +- 03 as ] ; X I + m , the equilibrium state

is asymptotically stable in the large.
Actually, Krasovskii used a generalized quadratic form

Y ( x ) = f(x)Af(x)
where A is a constant positive definite matrix.
led to the requirement that

JWA

+ AJ(x)

This

+ f(x)f(x)

+ Jb)lf(x)

f(x) IJ(x)

r=

f(x)j(x)f(x)

When J(x) is negative definite, p(x) is negative definite,

and V(x) in Equation 13 is a Liapunov function.
Krasovskii uses the Jacobian matrix of the usual
linearization procedure, but it does not limit trajectories
to the vicinity of the origin. Further, f(x) is used in the
Liapunov function rather than the states, x(t), thernselves. The case where the x(t) are used in the form
36

x2

xZ3

[- -1
1

(-ax1

3x22

j(x)
x2)2

[-2,

(x1

-2 x2

6x22
2

By examining the minors of j ( x ) , we can show that it is

negative definite; further, f(x)f(x)+ 00 as (1xl/+ co,
and thus the equilibrium state (origin) is asymptotically
stable in the large.
Unfortunately, while Krasovskiis method is relatively
easy to use, experience seems to indicate that its greatest
application holds for slightly nonlinear systems.
As a result, there have been many attempts such as
those by Ingwerson (11.73),Szego (11.25), K u and Puri
(I1.29),and others to generalize the procedure.
As a typical illustration of a generalization, we consider briefly the work of Ingwerson. In this approach,
it is required that the gradient VV(x) satisfy the condition
that the curl of a vector is equal to zero. I n particular,
it is known that the necessary and sufficient condition for
a vector function, g, to be the gradient of a scalar is that
the curl matrix must be zero, where the (i,j) element
of the (n x n ) curl matrix is defined by

For the curl matrix to be zero, the following /z [ n ( n - 1)]

conditions on the gl,gz,. . . ,g, must be satisfied

(12b)

f(x) = J(x)X = J(x)f(x)

V(x) = f(x)f(x)

+-

(13b)

be negative definite.
W e note that

and thus

--ax1

x1 - x 2

Here

and

f(x)f(x)
=

x2

k 2 = x1 - x 2 - xZ3

J(d
J(x)

-XI

INDUSTRIAL A N D ENGINEERING CHEMISTRY

Further, these conditions are necessary and sufficient

for the scalar whose gradient is g to be independent of
the path of any line integration.
Ingwersons method starts with the idea already
outlined for a linear or linearized system. Thus, if we
write our linearized equation as

York
Scient$c Center of the I B M Corp. Leon Lapidus is Professor
of Chemical Engineering at Princeton University. They
coauthored Stability via Liakunovs Second Method, which
appeared on page 72 of I&?EC, J u n e 1968.
AUTHORS O k a n Gurel is a Stuz Member ut the N e w

and select a Liapunov function as in Equation 4

V(x) = xAx

(16 )

then, for a truly linear system, Equation 6

JA

+ AJ = - C

(17 )

must be met to ensure stability. But this presupposes

that A is a constant independent of x; in the nonlinear
case this is not true and, in fact, A = A(x). With this
complication in mind, we follow the basic idea of the
linear problem of choosing a C and then calculating a n
A. But now we note that if A is constant,then

or that the elements of A are related to the second

derivatives of V(x). Thus, once we have A, one integration yields the gradient of V(x), vV(x), and a second
integration yields the Liapunov function V(x) itself.
The real question is how to perform this integration,
and it is here that the curl conditions come to bear.
Note a t the same time that this assumes a quadratic
form, Equation 16, for the Liapunov function. As
such it then falls into the broad category of Krasovskiis
method.
Once the matrix C is chosen, the matrix A follows,
and the integrations leading to VV(x) and then to V(x)
are carried out. Thus, first
n x

VV(x) =

J0

Adx

(18)

where the explicit integration is carried out for x t as

though the other variables were constant-Le.,
VV(X) =

UildXl

IZu,,
+

dxz

where the component of vV(x) in the x t direction is v V ~ .

T o summarize, Ingwersons method calculates J(x)
and then chooses a symmetric, definite (or semidefinite)
C. Now A is calculated from Equation 17 but all
terms which violate u i j = a j i are crossed out and all variables in a i j are set to zero except x { and x , . This A
matrix is integrated twice and the resulting V ( x ) tested
for its appropriate properties. If V(x) is definite, then
the solution to the problem is known.
Of specific interest is that Ingwerson has tabulated
solutions of Equation 17 for J, a constant matrix, up to
the 4th order. This helps in calculating A after having
chosen C. However, it must be mentioned that the
method is not completely general and since the A matrix
is not unique, considerable ingenuity may be required
in some cases to make the proper choice of the important
matrices.
Szego (11.25) and a series of investigators beginning
with Ku and Puri (11.29)and including Puri (11.33),
Puri and Weygandt (11.3#),and Haley (11.27) have all
approached the problem of forming generalized quadratics in either the pure Krasovskii form [involving
f(x)] or in the state form [involving x(t)]. As a n
example, the Liapunov function is taken as

V(x) = xA(x)x
and a set of conditions is set up in terms of a specific
form for A(x) such that the definite or semidefinite
conditions on V(x) and ?(x) are established. Sufficient
details on these methods are given in the Appendix.
Finally, we mention the work of Mangasarian (11.31)
and Rosenbrock (11.22). Each of these may be considered a form of Krasovskiis approach. Thus, Mangasarian proposed certain conditions on xf(x) and was
able to relax the differentiability requirement on f(x)
at x = 0. Rosenbrock suggested a Liapunov function
given as the sum of some measures on the function fi(x)
as follows:

and second

V(X)

vV(x)dx

(20)

I n this last integral, the unique scalar V(x) is obtained

by a line integration of VV(x) along any path. For
this integral to be independent of the path, the curl of
VV(x) must vanish or

This relation can be satisfied if the a t j are allowed to

contain only the variables x i and x j . The simplest path
for the integration is given by

VVz(x1,hz,O,. . .,O)dXz

J2

+ ... +

If the quadratic form is used as a measure, Krasovskiis

form is obtained.
Zu bov-Type Methods

Zubov-type methods start with derivatives of V(x) and

then proceed back to the function itself. Thus, in this section we consider methods based upon the use of ?(x)
rather than V(x) directly. I n other words, a type of indirect approach is used. I n Zubovs method itself (11.6),
a partial differential equation is solved (hopefully in
closed form) to yield stability information; in the
variable gradient method of Schultz and Gibson (11.23)
the analysis proceeds through the gradient V V P ) which
is related directly to ?(x).
I n Zubovs method the solution of the equation

V(x) = VVX = VVf(x)

VOL. 6 1

NO. 3

MARCH

1969

37

Kate that v(x1,xz) vanishes only at X I = x2 = 0 and is

positive everywhere else; as such, it fulfills the requirement of a Liapunov function. Also

for V will yield the Liapunov function where +(x) is a

definite or at least semidefinite function of x. For the
two-dimensional case, as an illustration,
21 = fl(Xl,X2)
x 2

= fz(x1,xz)

Equation 23 becomes

Zubov solved this problem by a change of variable

V(x1,xd = -In [I - v(xl,xz>l

(25)

so that from

Equation 24 becomes

-@(xi,xz) [1 - V(XI,XZ)](26)
Actually, Zubov also considered a more general righthand side of Equation 26, but we shall not go into this
here. Of particular importance was that Zubov was
able to show, under mild restrictions on the differential
equations, the following almost sweeping results :
1. If Equation 26 can be solved for v, and if 0 5
v < 1, v is a Liapunov function, and this is a necessary
and sufficient condition for complete stability of the
origin, X I = x2 = 0.
2. If v = 1, assuming it exists, it is an integral curve
of the system equations and is the boundary of the
region of asymptotic stability.
Example. As an illustration of a system which can
be solved by Zubovs method, we consider
21

= -x1

2X12X2

2 2

fz(X1,Xd

-22

= fl(x1,xz)

with the same properties. When ~ 1 x 2= 1, we see that

v(x1,x~) = 1, and thus x ~ x z = 1 is the boundary of
stability; in other words, when xlxz < 1, the system is
asymptotically stable.
Obviously, the main difficulty in using Zubovs
method is the problem of solving the partial differential
equation in closed form and the need to choose +(x1,xZ)
in an intelligent fashion to facilitate the solution. Authors
such as Szego (11.26) have reinterpreted the approach
in an effort to make this selection easier. But even
here the problem remains a most difficult one which
cannot be recommended for general applicability.
The variable gradient method, by contrast, tends to
develop a relatively straightforward procedure for tailoring a specific Liapunov function to each particular nonlinear system. It does not start with the assumption
of a quadratic form for the Liapunov function but rather
defines an arbitrary gradient function with coefficients
to be determined. With this gradient, an integration
of the form previously discussed as used in Ingwersons
method is performed to yield V(x)--i.e., we have from
Equation 2 ,

V ( x ) = VV(x)X(t)
and
V(x)

vV(x)dx

The coefficients in the gradient are determined so as to

make $(x) negative semidefinite. Note that in this
procedure one gets away from the purely quadratic
Liapunov function which may not exist for some systems.
The first step is to assume a completely arbitrary
column vector VV(x)--i.e.,

VV(x) =

(27)

Since +(x~,xz)must be positive definite, we make the

obvious choice
+(Xl,XZ) = x?

The coefficients ai,(x) are functions of x and, in particular, may have the explicit form of a constant plus a
function of the state variables,

x22

such that using Equation 27, Equation 26 becomes

+ a,&>

a t ) = at]&.

-(XI

+ xz2)(l - V)

(28)

The solution to this equation can be obtained by elementary means as

38

I N D U S T R I A L A N D E N G I N E E R I N G CHEMISTRY

These coefficients are to be determined from constraints

put on $(x), by the curl conditions, by obvious inspection and even by the necd for V(x) to be positive definite.
This feature will be seen shortly.
Once vV(x) has been assumed, it follows directly
that $(x) = V V ( x ) x can be calculated; v ( x ) is constrained to be at least negative semidefinite, that is,

possess the same negative sign throughout state space

except a t isolated points [this determines some of the
aij(x) above]. Now the curl equations are invoked to
determine the remaining unknown aij(x) and allow
the calculation of V(x) = svV(x) dx.
Example. T o illustrate this method, we choose the
system
21 =

x2

i 2= - x 2

- x13

It is not difficult to show that Equation 33 is a valid

Liapunov function for the nonlinear system. Note that a
nonquadratic in x1,x2 has resulted.
Extensions and generalizations of the gradient method
have been proposed by Puri (11.32) and by Szego (11.24).
Details are presented in the Appendix. Of interest,
however, in the present context is the recent work of
Peczkowskii and Liu (11.46). Whereas the variable
gradient method starts with the form
VV(x) = [A(x)lx

We choose the gradient as

Peczkowskii and Liu start with

[A(x)lf(x)

and calculate, using azz(x) = 2 for simplicity, and dropping the x functionally notation for ease in writing,

V(x) = VV(x)X = (UllXl

+ a12x2)21 +
(azm

X1XZ(U11

UzzX2)22

- 2x12 - a21) +
~ 2 ~ ( ~-1 2)
2 - az1x14

Lure-Postn ikov-Type Method

(30)

T o make V(x) at least negative semidefinite we put

a11

- 2x12 - a 2 1
0

< a12 < 2

I n particular, we choose a12 = 1. As a result, Equation

30 becomes

V(x) =

-x22

(31)

~21x4

and

with the only unknown coefficient left being

we determine from the curl equations

a21.

This

bVVl - dVV2

axz

where VV,

axl

bV/bxl, or using Equation 32

When we recall that a21 is really a function of x in the

two parts discussed previously, then

a218

aUzl2
+ a211 + x1 ax1

This identity can be satisfied if we choose

a212 = 1. Thus

Reiss and Geiss (11.35) have suggested essentially

a n iterative technique for forming V(x) as linear combinations of the squares of the individual states. The
usual test for definiteness is used to determine the iteration and to yield an approximate Liapunov function.

The methods to be detailed here originated in the

work of Lure and Postnikov although Lure is frequently referenced singly. The methods apply to a
special class of systems suitable for feedback control
applications with a single, special type of nonlinearity.
Because of the lengthy details of the development, we
shall merely present the necessary highlights.
First, however, we wish to point out that there are
two forms of the equations which belong to the LurePostnikov class. These are the so-called indirect control
and the direct control cases. The difference is due to
the manner in which the input (control) variable, u, is
defined. However, since one case can be shown to be
transformable into the other, we shall not bother with the
distinction.
The basic idea of the present approach is to take the
system equation with its special nonlinearity and convert it into canonical form. Then a Liapunov function
may be defined which is an extension of the quadratic
type we have already discussed. I n particular, consider a scalar nonlinear element whose input is given by u
and whose output is a ( u ) , and which satisfies the requirements

1
La(+
a(u)du

2 0,u

a ( 0 ) = 0,

=1

0~ and

# 0

cr =
a3,

u+

(41)
03

This nonlinearity is included in the system equation as

X

Bx

+ ua(u)

(42)

u = vx

and the line integration of VV(x) yields V(x),

where B is a constant n X n matrix and u and v are

constant vectors.
T o analyze this system, we first make a transformation
to diagonal form by

(33)

VOL. 6 1

Ty
NO. 3

(43)
MARCH

1969

39

where T is the Vandermonde matrix containing the

eigenvalues (A,) of A. These A $ are assumed to be real,
distinct, and nonzero. The transformation of Equation
43 converts Equation 42 to

y = Ay
Q

+ T-lua!(u)

vTy

(44)

with A the diagonal matrix having elements Xi.

O n this basis, Lure and Postnikov suggested the
Liapunov function

V ( x ) = yAy

+la(,)&

functions for systems of deterministic ordinary differential equations. I n addition, surveys which appeared
between 1960 and 1967 have also been cited. As seen, a
type of classification is possible within which almost all
the different methods can be contained. I n a basic
sense, very little work has been done since Krasovskii
proposed his generalized quadratic construction. I t is
hoped a new- approach to this problem might lead to
fruitful results.

APPENDIX

(45)

which is seen to be a quadratic term in the states y plus

an integral term involving the system nonlinearity.
After some manipulation this leads to

V(X) =

-yCy

+ CY(~UT-A+ v T A ) ~+

A five-part appendix containing details of the five

methods for constructing Liapunov functions (Chetaevtype, Krasovskii-type, Zubov-type, Lure-Postnikov-type,
and miscellaneous-type) can be obtained by citing this
article and writing Dr. Okan Gurel, IBM Carp., New York
Scientific Center, 410 E. 62nd St., New York, N. Y. 10021.

O.*VU

(46)
where C has the form we have previously encountered,
viz:

-C

(AA

+ AA)

Because of the special character of the eigenvalues, if C

is positive definite then A is positive definite and vice
versa. Thus, Lure and Postnikov further suggested that
C be chosen by

C = bb
which, when substituted into Equation 46, leads to a
set of n algebraic equations for the components of b.
Assuming these equations can be solved, we see the
result is a positive definite V(x) and a t least a negative
definite V ( x ) .
Further work in this area has been detailed by Letov
(11.3),Yakubovich (11.g), Popov (ZI.I O ) , Lefschetz
( Z 1 . 7 4 , and Mufti (11.27), in particular. However, we
do not wish to detail these in the present writeup, but
details are given in the Appendix.
Miscellaneous-Type Methods

Here, we have a number of different methods which

do not seem to fit conveniently into our previous categories. I n general, these methods do not introduce
basic changes in the development of Liapunov function
generation. They can be viewed as either energy-type
analogies which fall back into Chetaev-type methods
or analytic-type constructions using various mathematical techniques to form a suitable function, which
fall into the Krasovskii-type group. I n particular, there
are the methods of Zubov (11.4,Barbashin (11.72))
Karendra-Ho-Goldwyn (11.
75), Harris (11.28),Antipenko (11.36), Puri (Z1.39), Boyanovich (11.47), Ponzo
(ZI. 42), and Kinnen-Chen (11.47).
Conclusion

This paper summarizes the historical development and

classification of methods for generating Liapunov
40

INDUSTRIAL A N D E N G I N E E R I N G CHEMISTRY

Bibliography

This bibliography is made up of three parts. The

first part contains those survey papers which are currently available. As seen, the first surveys were published in 1960 by three Russian scientists (1.7, 1.2). The
most comprehensive survey is by Drake and associates
(1.6) in 1965 as a NASA report. I n reading some of
these surveys the reader should be aware that a bias
seems to exist, in the sense that certain papers strike the
authors favor.
The second part of this bibliography lists chronologically all the papers and reports of interest. The first
paper in connection with construction of a Liapunov
function was written half a century after the original
treatise of Liapunov (ZIZ. 7) by Lure and Postnikov
(11.7)in 1944. The first work in the Western world
appeared 16 years later in 1960 in a thesis by Ingwerson

(ZZ.73).
The third part of this bibliography presents a list
of books in the English language. Except for one, all
of these originally appeared in Russian and have now
been translated. The first book by Liapunov is a
French translation.
I.

SURVEY PAPERS

1960

(1.7) Barbashin, E. A., T h e Construction of Liapunov Functions for Non-linear

Systems, Vol. 2 , p p 943-7, Proc. First Intern. Congr. of Int. Fed. Auto. Cunt.,

Moscow, 1960, Butterworths, London.

(1.2) Lure A. I. and Rorenvasser E. K. O n Methods of Constructing Liapunov
Functions in tge Theory of Non-]:near dontrol Systems, ibid., Vol. 2, pp 928-33.
1964

(1.3) G . R . Geiss, T h e Analysis and Design of Nonlinear Control Systems via

Liapunovs Direct Method, Air Force Flight-Dynamics Laboratory Research
and Technologv Division U. S. Air Force Wright-Patterson Air Force Base,
Ohio, Tech. Do; R e p . No.RTD-TDR-63-40?6, August 1964.
(1.4)Parks, P. C., Stability Analysis for Linear and Nonlinear Systems Using
Liapunovs Second Method, Progress in Conrrol Engineering, (Ed, R . H,
Macmillan), Vol. 2, pp 29-64, Academic, New York, N. Y . , 1964.
1965

(1.5)Derman, C. C., and LeMay, A. R . , A Survey of Methods for Generating

Liapunov Functions, (N66-35556), pp 114-32, Aero-Astrodvnamics Research
Review No. 2, July I-Dec. 30, 1964, N66-35546*, 156 pp, Naiional Aeronautics
and Space Administration, Marshall Space Flight Center, Huntsville, Ala.,
1 April 1965.
(1.6)Drake, R. L., Methods for Systematic Generation of Liapunov Functions,
Parts I and 11, NASA CR-67863 and NASA CR-6?864,1965.
(1.7) Lefferts, E. J., A G u i i e of the Application of the Liapunovs Direct Method
to Flight Control Systems, NASA CR-209, April 1965.

(18) Letov A. M., Liapunov Theory of Stability of Motion, Disciplines and

Techniqdes of System Control, (Ed. J. Peschon), p p 267-314, Blaisdell, New
York, N. Y., 1965.
(I 9) Schultz, D. G., T h e Generation of Liapunov Functions, Advances i n Control
Systems, (Ed. C. T. Leondes), p p 1-64, Vol. 2, Academic, New York, N. Y.,

(2I.26) SzegB, G. P., O n New Partial Differential Equations for the Stability
Analysis of Time-Invariant Control Systems, J. SIAM Control, Ser. A , l(1)
63-7 (1962). (Same work has appeared in Proc. of the 2nd Congress of the Int:
Fed. of Auto. Cont., Basle, Switzerland, 1763, under the title: New Methods
for Constructing Liapunov Functions for Time-Invariant Control Systems.)

1765.
1969
1966

(I 10) Salah, M . M., Investigating Stability of Differential Equations b Liap-

unovs Direct Method, Middle East Technical University, Ankara, qurkey,

M.S. Thesis, 1966.
(1.77) SzegB, G . P.,Liapunov Second Method, Appl. Mech. Rev., 19 (lo), 833-8

(1766).
1967
(1.72)Gurel, O.,and Salah, M . M A Surve of Methods of Conatructing Liapunov Functions, IBM New YorkScientific &enter, Rept. No. 39-022,February

1967.
ORIGINAL PAPERS
1944
(11.7)Lure, A. I., and Postnikov, V. N., O n the Theory of Stability of Control
Systems, P M M , 8 (1944).

11.

1949
(112)Aizerman M A On a Problem Concerning the Stability in the Large
ofDynamical $ystkms;i Us$. Mat. Nauk., 4 (4), 187-8 (1947).
1950
(1I.3) Letov, A. M., Inherently Unstable Control Systems, P M M , 14 (1950).
1953
(11.4)Zubov V I. Some Sufficient Conditions of Stability of Nonlinear Systems
of Differen;ialEc;uations, ibid., 17 (1953).
1954
(I15) Krasovskii, N. N.,,YOn the Stability in the Large of a System of Nonlinear
Differential Equations, rbid., 18, 735-7 (1954). (See also 11.7below.)
1955
(11.6)Zubov V. I. Problems in the Theor of the Second Method of Liapunov,
Constructich of h e General Solution in tLe Domain of Asymptotic Stabilit$,
ibid., 19, 179-210 (1955).

(11.27)Haley, R . L. Generation of Liapunov Functions for Certain Classes of

Nonlinear S stems Ph.D. Thesis, Moore School of Electrical Engineering,
University o8Penniylvania, 1963.
(21.28) Harris S. Application of Routh Criterion to Phase-Space Stability
Masters TLesis, Moore School of Electrical Engineering, University of Penns;lvania, 1963.
(11.29),Ku, Y. H., and Puri, N , N., O n Liapunov Functions of Higher O r d e r
Nonlinear Systems, J . Franklin Inst., 276, 349-64 (1763).
(11.30)Lei hton W On t h e . Construction of Certain Liapunov Functions,
Proc. Nat?. Acab. Scl 50 (1763). ,[See also W. Leighton O n the Construction
of Liapunov Functjbns for Certain Autonomous NonliAear Differential Equations, Contributions20 Diferentiul Equations, 2(1-41, 367-83 (19631.1
(11.39)Mangasarian 0. L Stability Criteria for Nonlinear Ordinary Differential
Eguations, SIAMJ. C o n h , Ser. A , 1(3), 311-13 (1963).
(11.32)Puri, N . N., NASA Proposal for Study and Research in New Methods for
Systematic Generation of Liapunov Functions for Control Systems, Submitted
.to NASA. October 1763. (See 1.6.)
(11.33)Puri, N. N., N S F Proposal for Study and Research in the Generation of
Liapunov Functions and the Design of Optimal Systems, Submitted to NSF,
1963. [See 1.6.1 (See also 11.43below.)
(11.34)Pari, N. N., and Weygandt C. N. Second Method of Liapunov and
Rouths C h o n i c a l Form, J . Frankiin Inst., 576,365-83 (1763).
(1135)Reiss, R., and Geiss, G., T h e Construction of Liapunov Functions, IEEE
?ratis. Auto. Cont., 8 , 382-3 (1963).

1964
(ZI.36) h t i p e n k o V I New Method of Determining Liapunov Functions,
Avtomatiku, 9 (Zj,7i-5(1764). (English translation NASA Report N66-11716.)
(11.37)Brockett, R . W., O n the Stability of Nonlinear Feedback Systems,
IEEE Trans. on Appl. andIndurtry, 83, 443-7 (1764).
(11.38)Infante, E. F., and Clark, L. G . , A Method for theDetermination of the
Domain of Stability of Second-Order Nonlinear Autonomous Systems, J .
Appl. Mech., Trans. of ASME, Ser. E , 86,315-20 (1964).
(11.39),pu:i, N . N . , O n the Global Stability of a Class ofNonlinear Time-Varying
Systems, Presented a t Dubrovnik, IFCA Symposium on Sensitivity Analysis,
September 1764. (See also 11.43below.)
(11.40)Walker J. A. A n Integral Method of Liapunov Function Generation for
Nonlinear A h o n o k o u s Systems, Ph.D. Thesis, University of Texas, 1964.
(See also 11.44 below.)

1957
(I17) Krasovskii N. N . Stability in the Case of Large Initial Disturbances,
ibtd., 21, 309-{9 (17573.
(11.8)Letov, A. M., D i e Stabilitat von Regelsystemen mit nach ebender Ruck-

1965
(11.41)Boyanovich, D., O n the Application of Hydrodynamics to the Study of

Munich, 1957.
(11.9)Yakubovich, V. A. O n a Class of Nonlinear Differential Equations,
Dokl. Akad. Nauk SSSR, 117, 44-6 (1957). [Engl. Trans.: AMS Translations
Series 2, pp 1-4, Vol. 25 (1963).1

tions,-IEEE Trans. Auto. Cont., 10,470-2 (1965).

(11.43)Ruri, N. N.,
the Liapunov Functions for a Class of Nonlinear Nonautonomous System, Proc. 7965 Joint Auto. Cant. Conf. Rensselaer Polytechnic

fuhrung, Regelunstechnick, Moderne Theorien und ihre gerwendbarkeit,

1958
(11.70)Popov, V. M Relaxing the Sufficiency Conditions for Absolute Stability,
Automat. i Telerneh.,l9, 1-7 (1958). (See also 11.78 below.)
(11.77)Pozharitskii, G. K., O n the Construction of the Liapunov Functions from
the Integrals of the Equations for Perturbed Motion, P M M , 22,145-54 (1958).
1960
(II.72) Barbashin E. A

O n Constructing Liapunov Functions for Nonlinear

Systems, Proc.of IFA&, Moscow, 1960 (Butterworths 1961).
(11.73)Ingwerson, D . R., A Modified Liapunov Method for Nonlinear Stabilit
Problems, Ph.D. Thesis, Stanford University, November 1960. (See also 11.

rb

below.)

(11.74)Lefschetz, S., Controls: An Application of the Direct Method of Liapunov, Bol. Sac. Maternat. Mex., p p 139-43, 1760. (See also 11.20 below.)
(11.75)Narendra, K . S., and Ho, Y. C., On the Construction of Liapunov Functions for Nonlinear Systems, Cruft Lab. Tech. Rep. N. 328, Harvard University
Cambridge, Mass., 1960.
1961
(11.76)Chang, S. ,?. L. Kinetic Function for Stabilit Analysis of Nonlinear
Control Systems, J . ojBaszc Engineering, ASME, 83, 91-i (1961).
(11.17) Ingwerson, D. R., A Modified Liapunov Method for Nonlinear Stability
Analysis, IRE Trans., pp 199-210, 6 (2) (1961).
(21.78) Poppv V

M Absolute Stability of Nonlinear Systems of Automatic

Control, A h m a t . i kelernch., 22, 961-77 (1761).

1962
(11.19)Infante, E. F., A New Approach of the Determination

:!the Domain of

Stability of Nonlinear Autonomous Second Order Systems,

Ph.D. Thesis,

University of Texas, 1962. (See also 11.38below.)

(11.20) Lefschetz, S., Some Mathematical Considerations on Nonlinear Automatic
Controls, Contributionsto Differential Equations, 1(1), 1-28 (1962).
(11.27) Mufti, I. M . On the Stability of Nonlinear Controlled Systems, J .
Math. Anal. Appls.,4,257-75 (1962).
(11.22)kosenbrock, H. H., A Liapunov Function with Applications to Some
Nonlinear Physical Systems, Autornatica, 1, 31-53 (1962).
(11.23) Schultz,. D. G., and Gibson, J. E., T h e Variable Gradient Method for
Generating Liapunov Functions, AZEE Trans. Part 11,Appls. and Ind., 81, 203-10
(1 962).
(11.24) SzegB, G . P., On the Application of the Zubov M,ethod for Construction
of Lia unovs Functions for Nonlinear Control S stems Proc. 7962 Joint Auto.
Cont. Conf., New York, N. Y. [Trans. ASME, S e r . 6 , 85023, 137-42 (1963).]
(11.25)SzegB, G. P.,
Contribution to Lia unovs Second Method Nonlinear
Autonomous Systems Traw ASME Ser
J Basic Eng 84 573-8 (1962).

8
(Presented a t the Widter A k a 1 Meekng of ASME, NewYo;k,

G. Y.)

the Stability of Singular Points of Differential Equations: Autonomous Systems,

P ~ G c7965
.
Joint Auto. Cont. Conf., Rensselaer Polytechnic Institute,

(11.42) Ponzo, P. J., O n the Stability of Certain Nonlinear Differential Equa-

qn

Institute.
.......
(11.44)Walker J. A and Clark, L. G A n Integral Method of Liapunov Function
Generation tor N&linear Autonorr;bus Systems, J . Appl. Mechanics, Tranr. of
ASME,Ser. E , 32 (3),569-75 (1765).
~

1966
(11.45)George, J. H., O n the Construction and Interpretation of Liapunov
Functions, Ph.D. Thesis, University of Alabama, 1766.
(11.46)Peczkowski, J. L., A Format Method of Generating Liapunov Functions,
Ph.D. Thesis, University o f N o t r e Dame, April 1766. (See also 11.49 below.)
1967
(11.47)Kinnen E

and Chen C. S ?,apunov Functions for a Class of n-th

Order NonliAea;bifferentialEquazons, NASA CR-687, January 1967.
(N.48)Kinnen, E., and Chen, C. S Liapunov Functions from Auxiliary Exact
Differential Equations, NASA C R 7 7 7 , M a y 1767.
(11.49)Peczkowski J. L., and Liu, R. W., A Format Method for Generating
Liapunov Functions, Trans. ASME, J . Basic Eng., Series D , 89,433-7 (1967).

COMPREHENSIVE BOOKS
1949.

111.

(211.7) Liapunov, A. M Problbme General d e la Stabilite du Moiivemmt,

Princeton University Piess, Princeton, N . J. 1949. (Russian Edition 1892.)

1957
(111.2)Lure A. I., Some Nonlinear Problems in the Theory of Automatic Control, Her Majestys Stationery Office, London, 1957. (Russian Edition 1952.)
1961
(111.3) Chetaey, N. G., Stability of Motion, Pergamon Press, London, 1961.
(Russian Edition 1946,1950.)
(111.4)Letov, A. M., Stability in Nonlinear Control Systems, Princeton University Press, Princeton, N. J., 1961. (Russian Edition 1955.)
1963
(111.5) Hahn, W., Theory and Application of Liapunovs Direct Method,
Prentice Hall, Inc., Englewood Cliffs, N. J., 1963. (German Edition 1759.)
(111.6)Krasovskii N. N Stability of Motion, Stanford University Press, Stanford, Calif., 196j. (RAssian Edition 1959.)
(121.7)Z u p y , V. I., Mathematical Methods for the Study of Automatic Control
Systems, Pergamon Press, New York, 1963. (Russian Edition 1757.)

1964
(111.8) Aizerman, M. A., and Gantmacher, F. R., Absolute Stability of Regulator
Systems, Holden Day, Inc., San Francisco, Calif., 1964. (Russian Edition
1763.)

VOL. 6 1

NO. 3

MARCH

1969

41