Lasalle's Invariance Principle on Measure Chains

Anders Floor '00, Illinois Wesleyan University


It was in 1892 that Lyapunov published his paper giving his "second method". The basic guiding principle was that we might be able to know something about the stability of the system from the form of the equations describing it. Specifically, the idea was that it would not be necessary to know the solutions of the equations involved. This is of course very useful since in most cases solutions are extremely difficult or even impossible to find. Lyapunov's insight was that if a function could be found with, among other properties, a negative rate of change along the solution of the system except in the equilibrium case, then disturbances from the equilibrium solution would return to that solution. (In the equilibrium case, the solution is constant.) The kind of function involved is called a Lyapunov function, and it is defined in such a way that it mimics the energy function. In fact, it was the energy function which originally inspired these ideas. There is an intuitive physical appeal about the assertion that systems that lose energy "fall" to an equilibrium state.