Theorem 70 (Theorem # 70)
Theorem
Let $n \in \mathbb{N}$ and let $U \subseteq \mathbb{R}^n$ be an open set. Let $f: U \times \mathbb{R} \to \mathbb{R}^n$ be a smooth function. Let $\epsilon \in \mathbb{R}$ be a parameter. Assume there exists a continuous family of equilibria $X^*(\epsilon) \in U$ such that for all small $\epsilon$:
\begin{align*}
f(X^*(\epsilon), \epsilon) = 0.
\end{align*}
Let $A(\epsilon)$ denote the Jacobian matrix of $f$ with respect to the state variable $X$ at the equilibrium:
\begin{align*}
A(\epsilon) := \frac{\partial f}{\partial X} \bigg|_{X=X^*(\epsilon)}.
\end{align*}
If all eigenvalues of the matrix $A(0)$ have strictly negative real parts, then for all sufficiently small $\epsilon$, the equilibrium $X^*(\epsilon)$ is exponentially stable. Specifically, there exists a norm $\|\cdot\|_{*}$ on $\mathbb{R}^n$ and a constant $\alpha > 0$ such that for all initial conditions $X_0$ in a sufficiently small neighborhood of $X^*(\epsilon)$:
\begin{align*}
\|X(t, X_0) - X^*(\epsilon)\|_{*} \le \|X_0 - X^*(\epsilon)\|_{*} e^{-\alpha t} \quad \text{for all } t \ge 0.
\end{align*}
Calculus
Differential Equations
Discussion
This theorem establishes local exponential stability of a parameterised equilibrium $X^*(\epsilon)$ of the ODE $\dot{X} = f(X, \epsilon)$ when the Jacobian $A(\epsilon) = D_X f(X^*(\epsilon), \epsilon)$ has all [eigenvalues](/page/Eigenvalue%20and%20Eigenvector) with strictly negative real parts. For initial data $X_0$ sufficiently close to $X^*(\epsilon)$, the solution satisfies $\|X(t, X_0) - X^*(\epsilon)\|_* \le \|X_0 - X^*(\epsilon)\|_* e^{-\alpha t}$ for a suitable norm $\|\cdot\|_*$ and rate $\alpha > 0$. The key idea is that the spectral condition guarantees stability of the linearised system, and the nonlinear remainder $R(Y) = o(|Y|)$ is too small near the equilibrium to overcome the linear decay. Since all norms on $\mathbb{R}^n$ are equivalent, the exponential bound extends to any norm with a modified constant.
Proof
[proofplan]
We prove exponential stability of $X^*(\epsilon)$ for small $\epsilon$ by constructing a norm in which the Lyapunov exponent is strictly negative. First, we centre coordinates at the equilibrium and expand to obtain the linearised system plus a higher-order remainder. Then we transform to a special Jordan basis where the off-diagonal coupling is controlled by a free parameter $\nu > 0$. In this basis, we compute the time [derivative](/page/Derivative) of the squared norm $\|Z\|^2$ and show it satisfies $\frac{d}{dt}\|Z\|^2 \le -2\alpha\|Z\|^2$ for $\alpha = \beta - \nu > 0$, where $-\beta$ bounds the real parts of the eigenvalues. Gronwall's inequality then yields the exponential decay estimate.
[/proofplan]
[step:Centre coordinates at the equilibrium and extract the linearisation]
Since the [eigenvalues](/page/Eigenvalue%20and%20Eigenvector) of $A(0)$ have strictly negative real parts and eigenvalues depend continuously on matrix entries, the eigenvalues of $A(\epsilon)$ also have strictly negative real parts for all sufficiently small $|\epsilon|$. Let $-\beta < 0$ be an upper bound on the real parts of the eigenvalues of $A(\epsilon)$:
\begin{align*}
\max_{j \in \{1, \ldots, n\}} \operatorname{Re}(\lambda_j(\epsilon)) \le -\beta < 0.
\end{align*}
Define the centred variable:
\begin{align*}
Y: [0, \infty) &\to \mathbb{R}^n \\
t &\mapsto X(t) - X^*(\epsilon).
\end{align*}
Differentiating and using $f(X^*(\epsilon), \epsilon) = 0$:
\begin{align*}
\dot{Y}(t) &= f(Y(t) + X^*(\epsilon), \epsilon) \\
&= f(X^*(\epsilon), \epsilon) + A(\epsilon)\,Y(t) + R(Y(t)) \\
&= A(\epsilon)\,Y(t) + R(Y(t)),
\end{align*}
where the remainder $R: \mathbb{R}^n \to \mathbb{R}^n$ satisfies $|R(Y)| = o(|Y|)$ as $|Y| \to 0$ (from the Taylor expansion of $f$ about $X^*(\epsilon)$).
[guided]
The idea is to separate the dynamics into a linear part $A(\epsilon)\,Y$ and a nonlinear remainder $R(Y)$ that is negligible near the equilibrium. The linear part governs the local behaviour: if all eigenvalues of $A(\epsilon)$ have negative real parts, the linear system $\dot{Y} = A(\epsilon)\,Y$ is exponentially stable, and we need to show that the nonlinear remainder does not destroy this stability.
Define the centred variable $Y(t) := X(t) - X^*(\epsilon)$. Since $X^*(\epsilon)$ is an equilibrium (constant in time), we have $\dot{Y}(t) = \dot{X}(t) = f(X(t), \epsilon) = f(Y(t) + X^*(\epsilon), \epsilon)$. The equilibrium condition gives $f(X^*(\epsilon), \epsilon) = 0$.
Expanding $f$ about $X^*(\epsilon)$ via Taylor's theorem:
\begin{align*}
f(Y + X^*(\epsilon), \epsilon) = \underbrace{f(X^*(\epsilon), \epsilon)}_{= 0} + \underbrace{\frac{\partial f}{\partial X}\bigg|_{X = X^*(\epsilon)}}_{= A(\epsilon)} Y + R(Y),
\end{align*}
where the remainder $R: \mathbb{R}^n \to \mathbb{R}^n$ satisfies $|R(Y)| = o(|Y|)$ as $|Y| \to 0$. The remainder captures all quadratic and higher-order terms in the Taylor expansion of $f$ about the equilibrium.
Substituting into the ODE yields the centred equation:
\begin{align*}
\dot{Y}(t) = A(\epsilon)\,Y(t) + R(Y(t)).
\end{align*}
The eigenvalues of $A(\epsilon)$ depend [continuously](/page/Continuity) on $\epsilon$ because they are roots of the characteristic polynomial $\det(A(\epsilon) - \lambda I) = 0$, whose coefficients are continuous functions of the matrix entries. At $\epsilon = 0$, all eigenvalues have strictly negative real parts by hypothesis. By continuity, there exists $\beta > 0$ such that for all sufficiently small $|\epsilon|$:
\begin{align*}
\max_{j \in \{1, \ldots, n\}} \operatorname{Re}(\lambda_j(\epsilon)) \le -\beta < 0.
\end{align*}
This spectral gap $\beta > 0$ is the quantitative input that drives the exponential decay in subsequent steps.
[/guided]
[/step]
[step:Transform to the special Jordan basis with tunable off-diagonal parameter $\nu$]
Let $Q$ be an invertible $n \times n$ matrix (possibly complex) and define $Z := Q^{-1}Y$. The equation for $Z$ becomes:
\begin{align*}
\dot{Z}(t) = Q^{-1}A(\epsilon)\,Q\,Z(t) + Q^{-1}R(QZ(t)) =: \tilde{A}\,Z(t) + \tilde{R}(Z(t)),
\end{align*}
where $\tilde{A} := Q^{-1}A(\epsilon)\,Q$ and $\tilde{R}(Z) := Q^{-1}R(QZ)$ satisfies $|\tilde{R}(Z)| = o(|Z|)$.
We choose $Q$ to place $\tilde{A}$ in **special Jordan form**: the diagonal entries are the eigenvalues $\lambda_1, \ldots, \lambda_n$ of $A(\epsilon)$, and the super-diagonal entries (which are $1$ in the standard Jordan form) are replaced by an arbitrary parameter $\nu > 0$.
Concretely, if the standard Jordan basis vectors satisfy $A(\epsilon)\,v_j = \lambda_j\,v_j + \delta_j\,v_{j-1}$ (where $\delta_j \in \{0, 1\}$ indicates Jordan block coupling), define scaled basis vectors $\tilde{v}_j := \nu^{-j}\,v_j$. In this basis:
\begin{align*}
(\tilde{A})_{jj} = \lambda_j, \quad (\tilde{A})_{j-1,j} = \nu\,\delta_j.
\end{align*}
The parameter $\nu > 0$ can be chosen arbitrarily small, making the off-diagonal coupling as weak as desired.
[guided]
Why do we need the special Jordan form rather than the standard one? In the standard Jordan form, the super-diagonal entries are $1$, and the energy estimate would involve a fixed off-diagonal contribution that competes with the eigenvalue decay rate $\beta$. By introducing the parameter $\nu$, we can make this competition arbitrarily one-sided in favour of the diagonal (eigenvalue) terms.
Starting from the standard Jordan decomposition $A(\epsilon) = P\,J\,P^{-1}$ where $J$ has blocks of the form $\lambda_j\,I + N$ (with $N$ the nilpotent part having $1$s on the super-diagonal), we rescale: define $D_\nu = \operatorname{diag}(\nu^{-1}, \nu^{-2}, \ldots, \nu^{-n})$ and set $Q = P\,D_\nu^{-1}$. Then:
\begin{align*}
\tilde{A} = D_\nu\,J\,D_\nu^{-1}.
\end{align*}
The diagonal entries of $\tilde{A}$ remain $\lambda_j$ (eigenvalues are similarity-invariant). The super-diagonal entries become $\nu \cdot 1 = \nu$ because the rescaling multiplies each super-diagonal entry by $\nu^{j}/\nu^{j-1} = \nu$. So $\tilde{A}$ has the structure:
\begin{align*}
(\tilde{A})_{jj} = \lambda_j, \quad (\tilde{A})_{j-1,j} = \nu\,\delta_j, \quad \text{all other entries } = 0.
\end{align*}
The remainder transforms as $\tilde{R}(Z) = Q^{-1}R(QZ)$, and since $R(Y) = o(|Y|)$, we have $|\tilde{R}(Z)| = o(|Z|)$ as well (the linear change of coordinates preserves the asymptotic order).
[/guided]
[/step]
[step:Compute the energy estimate $\frac{d}{dt}\|Z\|^2 \le -2\alpha\|Z\|^2$]
Define the squared norm $\|Z\|^2 := \sum_{j=1}^{n} |Z_j|^2$ (using the standard complex modulus if eigenvalues are complex). Define the standard Hermitian inner product $\langle u, v \rangle := \sum_{j=1}^{n} \overline{u}_j \, v_j$ for $u, v \in \mathbb{C}^n$, so that $\|Z\|^2 = \langle Z, Z \rangle$. Differentiating along the trajectory:
\begin{align*}
\frac{d}{dt}\|Z\|^2 = 2\operatorname{Re}\langle \dot{Z}, Z\rangle = 2\operatorname{Re}\langle \tilde{A}\,Z, Z\rangle + 2\operatorname{Re}\langle \tilde{R}(Z), Z\rangle.
\end{align*}
Expanding the linear term using the structure of $\tilde{A}$:
\begin{align*}
2\operatorname{Re}\langle \tilde{A}\,Z, Z\rangle = 2\sum_{j=1}^{n} \operatorname{Re}(\lambda_j)\,|Z_j|^2 + 2\operatorname{Re}\sum_{j} \nu\,\delta_j\,\overline{Z}_{j-1}\,Z_j.
\end{align*}
Since $\operatorname{Re}(\lambda_j) \le -\beta$ for all $j$, the diagonal contribution satisfies $2\sum_j \operatorname{Re}(\lambda_j)|Z_j|^2 \le -2\beta\|Z\|^2$. For the off-diagonal terms, the AM--GM inequality $2|a|\,|b| \le |a|^2 + |b|^2$ gives:
\begin{align*}
\left|2\operatorname{Re}\sum_{j} \nu\,\delta_j\,\overline{Z}_{j-1}\,Z_j\right| \le 2\nu\sum_{j} |Z_{j-1}|\,|Z_j| \le \nu\sum_j (|Z_{j-1}|^2 + |Z_j|^2) \le 2\nu\,\|Z\|^2.
\end{align*}
Combining, and using $|\tilde{R}(Z)| = o(|Z|)$ so that $|2\operatorname{Re}\langle \tilde{R}(Z), Z\rangle| \le o(1)\|Z\|^2$:
\begin{align*}
\frac{d}{dt}\|Z\|^2 \le -2\beta\,\|Z\|^2 + 2\nu\,\|Z\|^2 + o(1)\,\|Z\|^2 = -2(\beta - \nu)\,\|Z\|^2 + o(1)\,\|Z\|^2.
\end{align*}
Choose $\nu < \beta/2$ and set $\alpha := \beta - \nu > 0$. For $\|Z\|$ sufficiently small (i.e., within a neighbourhood where the $o(1)$ term is at most $\alpha$):
\begin{align*}
\frac{d}{dt}\|Z\|^2 \le -2\alpha\,\|Z\|^2.
\end{align*}
[guided]
The energy method is the heart of the proof. We want to show that $\|Z(t)\|$ decreases exponentially. Define the standard Hermitian inner product $\langle u, v \rangle := \sum_{j=1}^{n} \overline{u}_j \, v_j$ for $u, v \in \mathbb{C}^n$. The squared norm $\|Z\|^2 = \langle Z, Z \rangle = \sum_j |Z_j|^2$ serves as a Lyapunov function. Its time derivative splits into three contributions:
1. **Diagonal (eigenvalue) terms:** $2\sum_j \operatorname{Re}(\lambda_j)|Z_j|^2 \le -2\beta\|Z\|^2$. This is the stabilising force -- it drives the energy down at rate $2\beta$.
2. **Off-diagonal (Jordan) terms:** $2\operatorname{Re}\sum_j \nu\,\delta_j\,\overline{Z}_{j-1}\,Z_j$. These arise from the Jordan block coupling and could potentially destabilise the system. Applying AM--GM: $2\nu|Z_{j-1}|\,|Z_j| \le \nu(|Z_{j-1}|^2 + |Z_j|^2)$, so the total off-diagonal contribution is at most $2\nu\|Z\|^2$. This is why we introduced $\nu$: by choosing $\nu$ small, we ensure the off-diagonal terms are dominated by the diagonal decay.
3. **Nonlinear remainder:** $2\operatorname{Re}\langle \tilde{R}(Z), Z\rangle$. Since $|\tilde{R}(Z)| = o(|Z|)$, by Cauchy--Schwarz $|2\operatorname{Re}\langle \tilde{R}(Z), Z\rangle| \le 2|\tilde{R}(Z)|\,|Z| = o(|Z|^2) = o(1)\|Z\|^2$. Near the origin, this term is negligible.
Combining all three:
\begin{align*}
\frac{d}{dt}\|Z\|^2 \le (-2\beta + 2\nu + o(1))\|Z\|^2.
\end{align*}
Choose $\nu < \beta/2$. Then for $Z$ in a sufficiently small ball around $0$ (so that the $o(1)$ term is at most $\beta - 2\nu > 0$, leaving the coefficient negative), we get:
\begin{align*}
\frac{d}{dt}\|Z\|^2 \le -2\alpha\,\|Z\|^2
\end{align*}
with $\alpha := \beta - \nu > \beta/2 > 0$.
[/guided]
[/step]
[step:Integrate the differential inequality to obtain exponential decay]
If $Z(0) = 0$, then $X_0 = X^*(\epsilon)$ and the estimate $\|X(t) - X^*(\epsilon)\| = 0 \le 0$ is trivially true. For $Z(0) \neq 0$, the energy estimate $\frac{d}{dt}\|Z\|^2 \le -2\alpha\,\|Z\|^2 < 0$ shows $\|Z(t)\|^2$ is strictly decreasing, hence $\|Z(t)\|^2 > 0$ for all $t \ge 0$. Dividing by $\|Z(t)\|^2$ and integrating over $[0, t]$:
\begin{align*}
\frac{d}{dt}\ln(\|Z(t)\|^2) \le -2\alpha.
\end{align*}
Integrating:
\begin{align*}
\ln(\|Z(t)\|^2) - \ln(\|Z(0)\|^2) \le -2\alpha\,t,
\end{align*}
which gives:
\begin{align*}
\|Z(t)\| \le \|Z(0)\|\,e^{-\alpha t} \quad \text{for all } t \ge 0.
\end{align*}
[guided]
The differential inequality $\frac{d}{dt}\|Z\|^2 \le -2\alpha\,\|Z\|^2$ is a standard Gronwall-type estimate. If $Z(0) = 0$, the conclusion is trivial ($X_0 = X^*(\epsilon)$ is already at the equilibrium). For $Z(0) \neq 0$, the negative sign of the derivative ensures $\|Z(t)\|^2$ remains strictly positive for all $t \ge 0$, so we may divide by $\|Z(t)\|^2$:
\begin{align*}
\frac{d}{dt}\ln(\|Z(t)\|^2) = \frac{1}{\|Z(t)\|^2} \frac{d}{dt}\|Z(t)\|^2 \le -2\alpha.
\end{align*}
Integrating both sides over $[0, t]$:
\begin{align*}
\ln(\|Z(t)\|^2) - \ln(\|Z(0)\|^2) \le -2\alpha\,t.
\end{align*}
Exponentiating: $\|Z(t)\|^2 \le \|Z(0)\|^2 \, e^{-2\alpha t}$. Taking square roots: $\|Z(t)\| \le \|Z(0)\| \, e^{-\alpha t}$. This is the exponential decay in the transformed coordinates.
[/guided]
[/step]
[step:Translate back to the original coordinates to conclude]
Since $Y = QZ$, define the norm $\|\cdot\|_*$ on $\mathbb{R}^n$ by $\|Y\|_* := \|Q^{-1}Y\| = \|Z\|$. Then:
\begin{align*}
\|X(t) - X^*(\epsilon)\|_* = \|Y(t)\|_* = \|Z(t)\| \le \|Z(0)\|\,e^{-\alpha t} = \|Y(0)\|_*\,e^{-\alpha t} = \|X_0 - X^*(\epsilon)\|_*\,e^{-\alpha t}.
\end{align*}
This holds for all $t \ge 0$ provided $X_0$ lies in a sufficiently small neighbourhood of $X^*(\epsilon)$ (the neighbourhood where the $o(1)$ bound on the nonlinear remainder is valid). The estimate holds for all sufficiently small $\epsilon$ (the range where the eigenvalues of $A(\epsilon)$ remain in the left half-plane with real parts below $-\beta$).
[guided]
The exponential decay $\|Z(t)\| \le \|Z(0)\| e^{-\alpha t}$ was proved in the special Jordan coordinates. We now translate this back to the original coordinates $X(t)$.
Recall $Z = Q^{-1}Y$ where $Y(t) = X(t) - X^*(\epsilon)$. The norm $\|Y\|_* := \|Q^{-1}Y\|$ is equivalent to the standard Euclidean norm on $\mathbb{R}^n$ (since $Q$ is invertible, $\|Q^{-1}\|^{-1} |Y| \le \|Y\|_* \le \|Q^{-1}\| |Y|$). In this norm:
\begin{align*}
\|X(t) - X^*(\epsilon)\|_* = \|Y(t)\|_* = \|Z(t)\| \le \|Z(0)\| e^{-\alpha t} = \|X_0 - X^*(\epsilon)\|_* \, e^{-\alpha t}.
\end{align*}
The restriction to a small neighbourhood of $X^*(\epsilon)$ is necessary because the $o(1)$ bound on the nonlinear remainder $\tilde{R}$ was used in the energy estimate — specifically, we required $|\tilde{R}(Z)| \le (\alpha - \beta + 2\nu)|Z|$ (or equivalently, the $o(1)$ coefficient at most $\alpha$), which holds only for $\|Z\|$ below some threshold $r > 0$. The solution remains in this ball for all $t \ge 0$ because $\|Z(t)\| \le \|Z(0)\| e^{-\alpha t} \le \|Z(0)\| < r$ provided $\|Z(0)\| < r$.
The estimate holds for all sufficiently small $|\epsilon|$ because the spectral gap $\beta > 0$ was obtained from continuity of eigenvalues, which guarantees a uniform $\beta$ on a neighbourhood of $\epsilon = 0$. This completes the proof of exponential stability.
[/guided]
[/step]