Motivation
Most differential equations that model physical, biological or engineered systems cannot be solved in closed form, yet the question asked about them is usually qualitative: does the system settle down to an equilibrium, and does it stay near the equilibrium when perturbed? Liapunov's direct method answers that question without solving the equation, by exhibiting a function that does not increase along solutions. It is the standard tool of nonlinear stability analysis and of control design, where a controller is typically certified by a Liapunov function for the closed-loop system (Khalil, Nonlinear Systems).
A Liapunov function whose values strictly decrease along every non-constant solution gives asymptotic stability directly. In practice the natural candidate, often the total energy of a damped mechanical system, only satisfies a non-strict inequality. The Krasovskii–LaSalle invariance principle closes that gap: if the function is not constant along any complete orbit other than the equilibrium, the equilibrium is still asymptotically stable. It was established by Barbashin and Krasovskii (1952) and by LaSalle (1960, IRE Trans. Circuit Theory 7).
This mission formalizes Chapter 6 of Teschl, Ordinary Differential Equations and Dynamical Systems (AMS Graduate Studies in Mathematics 140, 2012; author's preliminary version), from the local flow of an autonomous equation, through limit sets, to the principle itself.
Setting
Fix n∈N, an open set M⊆Rn (the phase space) and a vector field f:M→Rn of class C1. The autonomous system is x˙=f(x). An integral curve is a differentiable map φ from an open interval J into M with φ˙(t)=f(φ(t)) for all t∈J.
For each x∈M there is a maximal interval Ix=(T−(x),T+(x))∋0 and a unique maximal integral curve t↦Φ(t,x) on Ix with Φ(0,x)=x: every integral curve through x at time 0 is a restriction of it. The map Φ on W={(t,x):x∈M, t∈Ix} is the flow. It is a local flow: Ix may be bounded, because solutions can leave M or blow up in finite time.
The orbit of x is γ(x)={Φ(t,x):t∈Ix} and the forward orbit is γ+(x)={Φ(t,x):t∈Ix, t>0} (γ−(x) with t<0). The ω+-limit set ω+(x) is the set of y∈M with Φ(tk,x)→y for some times tk→+∞ in Ix; ω−(x) uses tk→−∞.
A point x0∈M with f(x0)=0 is a fixed point. It is stable if every neighborhood U′ of x0 contains a neighborhood V of x0 such that solutions starting in V exist and stay in U′ for all t≥0. It is asymptotically stable if moreover Φ(t,x)→x0 as t→∞ for all x in some neighborhood of x0.
A Liapunov function at x0 is a continuous L:U→R on an open neighborhood U⊆M of x0 with L(x0)=0, L>0 on U∖{x0}, and L(φ(t0))≥L(φ(t1)) for every integral curve φ and all t0<t1 with φ(t0),φ(t1)∈U∖{x0}. It is strict if the inequality is always strict. Sδ denotes the connected component of {x∈U:L(x)≤δ} containing x0.
Formalization targets
Goal: Theorem 6.14 (Krasovskii–LaSalle principle)
Let x0 be a fixed point and L a Liapunov function at x0 on U. Write (∗) for: L is not constant on any orbit lying entirely in U∖{x0}, i.e. every y∈M with γ(y)⊆U∖{x0} has points a,b∈γ(y) with L(a)=L(b). Then
(∗) ⟹ x0 is asymptotically stable;L strict ⟹ (∗);
and, under (∗), every x∈M whose forward orbit lies in a compact subset of U satisfies Φ(t,x)→x0 as t→∞.
Milestones
In attack order: Theorem 6.1 (the maximal flow exists, W is open, Φ is Ck on W, and Φ(t+s,x)=Φ(t,Φ(s,x))); Lemma 6.3 (a forward orbit in a compact subset of M forces T+(x)=∞); Lemma 6.6 (ω±(x) is then nonempty, compact and connected); Lemma 6.7 (d(Φ(t,x),ω±(x))→0); Theorem 6.15 (a function non-increasing along γ+(x)⊆U is constant on ω+(x)∩U); Lemma 6.11 (a closed Sδ is positively invariant); Lemma 6.12 (Sε⊆Bδ(x0) and Bε(x0)⊆Sδ); Theorem 6.13 (Liapunov: a Liapunov function makes x0 stable).
Significance
The result itself. The invariance principle is the form of Liapunov's method used in applications. It gives asymptotic stability of damped mechanical systems from their energy, of gradient systems from their potential, and of adaptive and passivity-based controllers, where the natural Liapunov function is only non-increasing. Its limit-set formulation (Theorem 6.15) is also the entry point to the Poincaré–Bendixson theory of the next chapter, which uses the same ω-limit sets.
Formalizing it. Mathlib has local existence and uniqueness for ODEs and a theory of ω-limit sets for global flows (omegaLimit, Flow). It has no maximal solution of an ODE, no local flow with its maximal intervals, and no Liapunov stability theory. The results are classical and proved in the book; none has a machine-checked proof on this platform. This mission builds the local-flow and limit-set layer and the Liapunov layer on top of it.
Difficulty
The central difficulty is that the flow is local. The book's arguments pass freely between "the solution stays in a compact set" and "the solution exists for all positive time" (Lemma 6.3). In a formal setting every statement about Φ(t,x) must first establish t∈Ix, and the maximal interval must be constructed from local solutions. Theorem 6.1 on its own requires gluing local solutions into a maximal one and proving that the domain W is open with Ck dependence on initial conditions.
A common first idea is to assume the vector field is complete, so that Mathlib's global Flow and omegaLimit apply directly. That assumption is not available: the goal concerns orbits that stay in the neighborhood U, and completeness of such orbits is a consequence of the argument, not a hypothesis. Similarly, L is only continuous, so a derivative-based criterion ∇L⋅f≤0 cannot replace condition (6.36).
Formalization scope
The state space is EuclideanSpace ℝ (Fin n), so ∣x∣ is the Euclidean norm, and Br(x0) is the open ball Metric.ball. The standing assumption f∈Ck(M,Rn), k≥1, M open, is a binder of every theorem (as ContDiffOn ℝ 1 f M, the weakest case, and for general k≥1 in Theorem 6.1). The flow enters as a pair (I, Φ) satisfying IsMaximalFlow f M I Φ, which characterizes the maximal integral curves uniquely. Theorem 6.1 proves that such a pair exists, so no completeness or extra regularity is assumed. The two time directions σ∈{±} of Lemmas 6.3–6.7 are one statement with a real parameter σ = 1 ∨ σ = -1. The ω-limit set contains only points of M, as in the book.
Stability conclusions include existence of the solution for all t≥0. The Liapunov condition quantifies over every integral curve and constrains only the two endpoint values, exactly as (6.36). L is a total function whose values off U are never read.
Correction to the printed statement. The book's final sentence of Theorem 6.14, "every orbit lying entirely in U(x0) converges to x0", is false as printed. With U=M=R2 and a strict Liapunov function, some orbits escape to infinity (Khalil, §4.1). The goal therefore asks for convergence of every forward orbit contained in a compact subset of U, which is what the book's argument uses. The other two parts are as printed.
A trivializing formalization is ruled out: stability and asymptotic stability are stated for the maximal flow, with existence for all t≥0 required, and not for an arbitrary map Φ or a flow assumed global. Asymptotic stability keeps both conjuncts, stability and attraction.
Needed infrastructure: maximal solutions of C1 autonomous ODEs and their continuation (reusable across Chapters 6–13), openness of W and smooth dependence on initial data, compactness arguments for limit sets, and connected components of sublevel sets. Contributions of the local-flow layer as standalone lemmas are especially welcome, since later missions of this series rely on the same objects.
Selected references
- G. Teschl, Ordinary Differential Equations and Dynamical Systems, Graduate Studies in Mathematics 140, AMS, 2012; author's preliminary version, Chapter 6, pp. 187–208. https://www.mat.univie.ac.at/~gerald/ftp/book-ode/ode.pdf (published book: https://doi.org/10.1090/gsm/140)
- J. P. LaSalle, Some extensions of Liapunov's second method, IRE Transactions on Circuit Theory 7 (1960), 520–527. https://doi.org/10.1109/TCT.1960.1086720
- E. A. Barbashin and N. N. Krasovskii, On global stability of motion, Doklady Akademii Nauk SSSR 86 (1952), 453–456.
- H. K. Khalil, Nonlinear Systems, 3rd ed., Prentice Hall, 2002, §4.1–4.2. https://www.pearson.com/en-us/subject-catalog/p/nonlinear-systems/P200000003359