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In mathematics, in the theory of
differential equations In mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, an ...
and
dynamical systems In mathematics, a dynamical system is a system in which a function describes the time dependence of a point in an ambient space. Examples include the mathematical models that describe the swinging of a clock pendulum, the flow of water in a p ...
, a particular stationary or quasistationary solution to a nonlinear system is called linearly unstable if the
linearization In mathematics, linearization 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 study of dynamical systems, lineariz ...
of the equation at this solution has the form \frac = A r, where ''r'' is the perturbation to the steady state, ''A'' is a linear operator whose
spectrum A spectrum (plural ''spectra'' or ''spectrums'') is a condition that is not limited to a specific set of values but can vary, without gaps, across a continuum. The word was first used scientifically in optics to describe the rainbow of colors i ...
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 exist 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 \frac = x - x^2 has two stationary (time-independent) solutions: ''x'' = 0 and ''x'' = 1. The linearization at ''x'' = 0 has the form \frac=x. The linearized operator is ''A''0 = 1. The only eigenvalue is \lambda=1. The solutions to this equation grow exponentially; the stationary point ''x'' = 0 is linearly unstable. To derive the linearization at , one writes \frac = (1+r)-(1+r)^2 = -r-r^2, where . The linearized equation is then \frac = -r; the linearized operator is , the only eigenvalue is \lambda=-1, 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 nonlin ...
i\frac = -\frac - , u, ^ u, where and , has solitary wave solutions of the form \phi(x) e^. To derive the linearization at a solitary wave, one considers the solution in the form u(x,t) = (\phi(x)+r(x,t)) e^. The linearized equation on r(x,t) is given by \frac\begin\text\,r\\ \text \,r\end= A \begin\text\,r \\ \text \,r\end, where A = \begin 0 &L_0 \\ -L_1 & 0 \end, with L_0 = -\frac - k\phi^2-\omega and L_1 = -\frac - (2k+1) \phi^2-\omega 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 return ...
. According to
Vakhitov–Kolokolov stability criterion The Vakhitov–Kolokolov stability criterion is a condition for linear stability (sometimes called ''spectral stability'') of solitary wave solutions to a wide class of U(1)-invariant Hamiltonian systems, named after Soviet scientists Aleksandr K ...
, 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. T ...
* 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 diffe ...
*
Vakhitov–Kolokolov stability criterion The Vakhitov–Kolokolov stability criterion is a condition for linear stability (sometimes called ''spectral stability'') of solitary wave solutions to a wide class of U(1)-invariant Hamiltonian systems, named after Soviet scientists Aleksandr K ...


References

Stability theory Solitons