3 Stability Theory I: Lyapunov Direct Method

In this part, we deal with the stability of retarded delya differential equation

x′ (t) = f (t, xt ), t ≥ t0 (3.1)

with initial condition

xt0 = φ ∈ C := C([−τ, 0], Rn ). (3.2)

Here, f : Ω ⊂ R × C → Rn is completely continuous where Ω is an open set in C, f (t, 0̂) = 0

for all t ∈ R, meaning that x(t) ≡ 0 is a constant solution (an equilibrium) of (3.1).

From now on, for any φ ∈ C and r > 0 we will denote by B(φ, r) the ball in C space
centered at φ with radius r, that is, B(φ, r) = {ψ ∈ C : ||ψ − φ|| ≤ r}.

3.1 Some definitions

Definition 3.1. Consider (3.1)-(3.2).

(i) The solution x = 0 is said to be stable if for any t0 ∈ R and ε > 0, there exists a
δ = δ(ε, t0 ) > 0 such that φ ∈ B(0, δ) implies xt (t0 , φ) ∈ B(0, ε) for t ≥ t0 . If x = 0 is
not stable, then is is said to be unstable.

(ii) The solution x = 0 is said to be asymptotically stable if it is stable and there is a

b0 = b0 (t0 ) > 0 such that φ ∈ B(0, b0 ) implies x(t0 , φ)(t) → 0 as t → ∞. If b0 = ∞,
then x = 0 is said to be globally asymptotically stable.

(iii) x = 0 is said to be uniformly stable if δ in (i) is independent of the initial time t0 .

(iv) The solution x = 0 is said to be uniformly asymptotically stable if if it is uniformly

stable and there is a b0 > 0 such that as t → ∞, x(t0 , φ)(t) → 0 uniformly in t0 ∈ R
and φ ∈ B(0, b0 ), that is, for every η > 0, there is a T = T (η) such that φ ∈ B(0, b0 )
implies xt (t0 , φ) ∈ B(0.η) whenever t ≥ t0 + T (η) for every t0 ∈ R.

If x̄(t) is a solution of (3.1). Let y(t) = x(t) − x̄(t), denote g(t, yt ) = f (t, xt ) − f (t, x̄t ) =
f (t, x̄t + yt ) − f (t, x̄t ) Then x(t) is a solution of (3.1) if and only if y(t) is a solution of

y ′ (t) = g(t, yt ), t ≥ t0 (3.3)

1
Then g(t, 0) = 0, i.e., y = 0 is a solution of (3.3). The solution x̄(t) of (3.1) is said to
be stable for (3.1) if y = 0 is stable for (3.3). Other types of stability of x̄(t) for (3.1) are
similarly defined though that of y = 0 for (3.3)

For some equations, there is no difference between stability and uniform stability. Periodic
and autonomous equations are such equations.

Sometimes, we need to make use of various types of boundedness for solutions, as defined
below.

Definition 3.2. Consider (3.1)-(3.2).

(i) A solution x(t0 , φ) is said to be bounded if there exists a β = β(t0 , φ) > 0 such that
|x(t0 , φ)(t)| ≤ β for t ≥ t0 − τ .

(ii) The solutions of (3.1)-(3.2) are said to be uniformly bounded if for any α > 0, there is
a β = β(φ) > 0 such that for all t0 ∈ R and φ ∈ B(0, α), we have |x(t0 , φ)(t)| ≤ β(α)
for all t ≥ t0 .

(iii) The solutions of (3.1)-(3.2) are said to be ultimately bounded if there is a β > 0 such
that for all (t0 , φ) ∈ R × C, there exists T (t0 , φ) > 0 such that |x(t0 , φ)(t)| ≤ β for all
t ≥ t0 + T (t0 , φ).

(iii) The solutions of (3.1)-(3.2) are said to be uniformly bounded if there is a β > 0
such that for every α > 0 there exists T (α) > 0 such that |x(t0 , φ)(t)| ≤ β for all
t ≥ t0 + T (α), t0 ∈ R, φ ∈ B(0, α).

3.2 The method Liapunov functionals

We have known that the method of Liapunov functions powerful in studying stability of
ordinary differential equations. We will see below that this method can be extended to delay
differential equations.

Consider the general form (3.1) of retarded delay differential equation. Throughout the
rest, we will assume f (t, 0) = for all t ∈ R. Let V : R × R → R be continuous and x(t0 , φ)
be a solution of (3.1) through (t0 , φ). The derivative of V along the solution x(t0 , φ) is then
defined by
1
V̇ + = V̇ + (t, φ) = limh→0+ [V (t + h, xt+h (t, φ)) − V (t, φ)]
h

2
 
Sometimes, this derivative is denoted by V̇  .

(3.1)

Theorem 3.1. Suppose that f : R × C → Rn takes R× {bounded set} into bounded set of
Rn .

(i) Assume that there is a continuous V : R × C → R and continuous non-decreasing

functions u, v, w : R+ → R+ with u(s) > 0, v(s) > 0 for s > 0 and u(0) = 0 = v(0)
such that
u(|φ(0)| ≤ V (t, φ) ≤ v(||φ|)

and
V̇ (t, φ) ≤ −w(|φ(0)|).

Then the solution x = 0 of (3.1) is uniformly stable.

(ii) If, in addition to (i), w(s) > 0 for s > 0, then the solution x = 0 of (3.1) is uniformly
asymptotically stable.

(iii) If, in addition to (i), u(s) → ∞ as s → ∞, then the solutions of (3.1) are uniformly
bounded.

Proof. (i) For any given ε > 0, by the conditions on u(s) and v(s), one knows that there
exist δ = δ(ε) ∈ (0, ε) such that v(δ) < u(ε). Now V̇ (t, φ) ≤ −w(|φ(0)|) ≤ 0 implies that
V (t, xt (t0 , φ)) ≤ V (t0 , φ) ≤ v(||φ||) for any t ≥ t0 . Thus, if φ ∈ B(0, δ) and t ≥ t0 , then

u(|x(t0 , φ)(t)|) = u(|xt (t0 , φ)|) ≤ V (t, xt (t0 , φ)) ≤ V (t0 , φ) ≤ v(||φ||) ≤ v(δ) < u(ε)

which implies, by the monotonicity of u(s), that |x(t0 , φ)(t)| < ε for all φ ∈ B(0, δ) and
t ≥ t0 , concluding the uniform stability of x = 0.
(ii) For any given α > o, since v(α) > 0 and u(s) → ∞, there is a β > 0 such that
u(β) = v(α). Thus, for any φ ∈ B(0, α) and t ≥ t0 (similar to the proof of (i) ), one has

u(|x(t0 , φ)(t)|) = u(|xt (t0 , φ)|) ≤ V (t, xt (t0 , φ)) ≤ V (t0 , φ) ≤ v(||φ||) ≤ v(α) = u(β),

implying |x(t0 , φ)(t)| ≤ β. This proves that the solutions of (3.1) are uniformly bounded.
(iii) For ε = 1, by (i), there is δ0 = δ(1) ∈ (0, 1) such that φ ∈ B(0, δ0 ) implies
|x(t0 , φ)(t)| ≤ 1 for all t ≥ t0 . We show that b0 = δ0 will work out for Definition 3.1-
(vi). To this end, let η > 0, with 0 < η < 1 be given, and let δ = δ(η) be as in (i), that is,
φ ∈ B(0, δ) implies |x(t0 , φ)(t)| ≤ η for all t ≥ t0 and t0 ∈ R.

3
 There are two possible cases:
Case 1— There is φ ∈ B(0, δ0 ) such that ||xt (t0 , φ)|| ≥ δ for all t ≥ t0 . In particular,
||xt (t0 , φ)|| ≥ δ for t ∈ [t0 +2ir, t0 +(2i+1)r], implying that there is a ti ∈ [t0 +2ir, t0 +(2i+1)r]
such that |x(t0 , φ)(ti)| ≥ δ. Note that ti+1 − ti ≥ r. Now, by the assumption on f and
|xt (t0 , φ)| ≤ 1 for t ≥ t0 , we know that there exists L > 0 such that |x′ (t) = |f (xt )| ≥ L for
all t ≥ t0 , implying that x(t0 , φ)(t) is uniformly continuous. Thus, there exists ν > 0 such
that
|x(t0 , φ)(t)| ≥ δ/2 for t ∈ [ti − ν, ti + ν], i = 1, 2, · · · , . (3.4)

Thus,
V̇ (t, xt ) ≤ −w(|xt (t0 , φ)|) ≤ −w(|x(t0 , φ)(t)|)
(3.5)
≤ −w(δ/2) for t ∈ [ti − ν, ti + ν], i = 1, 2, · · · , .
Integrating the above from t0 to tn leads to
Rt Pn−1 R ti +ν
V (tn , xtn (t0 , φ)) ≤ V (t0 , φ) − t0n w(δ/2) dt ≤ V (t0 , φ) − w(δ/2) i=0 ti
1 dt

= V (t0 , φ) − w(δ/2)(n − 1)ν.

The right hand side become negative when n is sufficiently large, contradicting V (tn , xtn (t0 , φ)) ≥
u(|xtn (t0 , φ)(0)|) = u(|x(t0 , φ)(tn )|) ≥ 0. Therefore, Case 1 is indeed impossible.
Case 2— For any φ ∈ B(0, δ0 ), there is a σ ≥ t0 such that ||xσ (t0 , φ)|| ≤ δ. By (i), this
implies
||xt (σ, xσ (t0 , φ)|| ≤ η, for t ≥ 0,

that is,
||xt+σ (t0 , φ)|| ≤ η fort ≥ 0,

or
||xt (t0 , φ)|| ≤ η for t ≥ σ,

proving the uniform asymptotical stability of x = 0.

Example 3.1. Consider the linear equation

x′ (t) = −a(t)x(t) − b(t)x(t − r(t)) (3.6)

where a(t) and b(t) are bounded continuous, and r(t) is differential satisfying a(t) > 0, r(t) >
0 and r ′ (t) < 1. Let
0
1
Z
V (t, φ) = V (φ) = φ2 (0) + α φ2 (θ) dθ.
2 −r(t)

4
Then R0
V (t, xt ) = V (xt ) = 21 x2t (0) + α −r(t)
φ(θ) dθ
R0
= 21 x2 (t) + α −r(t)
x2 (t + θ) dθ
Rt
= 21 x2 (t) + α t−r(t)
x2 (θ) dθ
Thus,

V̇ (xt ) = −[a(t) − α]x2 (t) − b(t)x(t)x(t − r(t)) − α(1 − r ′ (t))x2 (t − r(t))

When x2 (t) > 0, then

  2   
2 ′ x(t−r(t)) x(t−r(t))
V̇ (t, xt ) = −x α(1 − r (t)) x(t)
+b x(t)
+ (a(t) − α)
(3.7)
4α(1−r ′ (t))(a(t)−α)−b2 (t)
≤− 4α(1−r ′ (t))
x2 (t)

Here we have used the minimal property of the quadratic function: when A > 0, h(y) =
4A
Ay 2 + By + C ≥ 4AC−B 2
for all y ∈ R. This also implies that (3.7) also holds when x(t) = 0.
Let r(t) ≥ r, u(s) = s2 /2 and v(s) = (1/2 + αr)s2 . Then u(|φ(0)| ≤ V (t, φ) ≤ v(||φ|).
Now if
b2 (t) < 4α(1 − r ′ (t))(a(t) − α), (3.8)

then V̇ (xt ) < 0, implying (by the proof of Theorem 3.1) solutions of (3.6) are uniformly
bounded. If
b2 (t)
(a(t) − α) − ≥ ε for some ε > 0, (3.9)
4α(1 − r ′ (t))
then
V̇ (xt ) ≤= −εx2 (t) = −ε|xt (0)|2 =: w(|xt (0)|)

where w(s) = εs2 . By the above estimates and Theorem 3.1, we then have the following
conclusion

Conclusion 3.1. If there exists α > 0 such that (3.9) holds, then the solution x = 0 of
(3.6) is uniformly asymptotically stable.
Note: Since (3.6) is linear, the asymptotically stability of x = 0 also implies its global
asymptotical stability. Why ?
When a(t) = a, b(t) = b and r(t) = r (i.e., all are constants), condition (3.9) is equivalent
to
b2 < 4α(a − α) (3.10)

5
Note that, as a function of α,

4α(a − α) ≤ sup 4α(a − α) = a2 .

α∈R

Therefore, if b2 < a2 , then there exists α > 0 making (3.10) hold. This leads to the following
conclusion

Conclusion 3.2. If b2 < a2 (i.e., |b| < a), then the solution x = 0 of

x′ (t) = −ax(t) − bx(t − r) (3.11)

is (globally) asymptotically stable, regardless the size of the delay r.

Remark 3.1. This is a well known result. The condition |b| < a for (3.11) simply means
that the negative instantaneous term dominates the delayed term. The condition (3.8) also
plays a similar role for (3.6). In a later time, we will see that |b| < a is indeed the necessary
and sufficient condition for x = 0 to be absolutely (i.e., delay independently) asymptotically
stable for the autonomous linear equation (3.11). The actual a − b region for asymptotical
stability of x = 0 is bounded below by b = −a and bounded above by the curve given by the
parametric equations:
π
a = −b cos(rξ), b sin(rξ) = ξ, 0<ξ< (3.12)
ξ

A graph here showing the region in a − b plane in which the solution x = 0 of (3.11) is
asymptotically stable.

When b > a, then θ := b/a > 0 and thus b = θa will intercept the upper boundary
curve at some point with parameter r0 ξ0 ∈ (π/2, π) ( cos(r0 ξ0 ) = −a/b < 0). Since sin y is
ξ0 ξ0
decreasing on y ∈ (π/2, π), for r slightly lager than r0 , b = sin(rξ0 )
> sin(r0 ξ0 )
, implying that
the corresponding point (a, b) is above the upper boundary, and hence x = 0 is unstable. In
this case, the instability is destroyed by increasing r.

When b < −a, we will see below by the Liapunov direct method that x = 0 is also
unstable. To this end, we first give the following instability theorem.

Theorem 3.2. Suppose V : C → R is continuous and bounded. If there exist α, β > 0 and
an open set U such that

(i) V (φ) > 0 on U, V (φ) = 0 on the boundary of U

6
 (ii) 0 ∈ cl(U ∩ B(0, β));

(iii) V (φ) ≤ u(|φ(0)|) on U ∩ B(0, β)

(iv) V̇ − (φ) ≥ w(|φ(0)|) for [0, ∞) × U ∩ B(0, β) where

1
V̇ − (φ) = limh→0+ [V (xt+h (t, φ)) − V (φ)]
h
is the lower derivative of V along the solutions of (3.1), and u(s), w(s) are continuous,
positive and increasing for s > 0, u(0) = 0 = w(0).

Then, x = 0 is unstable. More precisely, each solution xt (t0 , φ) with φ ∈ U ∩ B(0, β)) must
reach boundary of B(0, β) at some finite time.
Proof. add later

Back to equation (3.11) with b < −a, i.e., a + b < 0. We now apply Theorem 3.2 to show
the instability of x = 0 under a + b < 0.
Let
0
φ2 (0) 1
Z
V (φ) = − F (θ)[φ(θ) − φ(0)]2 dθ
2 2 −r

Then for any solution x(t) of (3.11),

t
x2 (t) 1
Z
V (xt ) = − F (t − θ)[x(θ) − x(t)]2 dθ
2 2 t−r

Details of verification of conditions in Theorem 3.2 to be added later

Recall that Theorem 3.1 requires that V : R × C → R satisfy

3.3 LaSalle Invariance principle for autonomous RDDEs

Consider the autonomous RDDE equation

x′ (t) = f (xt ) (3.13)

where f : C → Rn is completely continuous. Assume for each φ ∈ C, there is a unique

solution x(t0 , φ)(t), and solutions depends on the initial data continuously. Since the equation
is autonomous, without loss of generality, we fix initial time t0 = 0, and write x(φ) = x(0, φ),
the solution through (0, φ).

7
 For a continuous functional V : C →, as before, we define the derivative of V along the
solution through (0, φ) by

+

+ 1
V̇ (φ) = V̇  (φ) = limh→0+ [V (xh (φ) − V (φ)]
(3.13) h

Definition 3.1. We say V : C → Rn is a Liapunov functional on a set G ⊂ C for Eq.

(3.13) if it is continuous on Ḡ and V̇ + (φ) ≤ 0 on G.

Definition 3.2. A set G ⊂ C is said to be invariant with respect to (3.13) if φ ∈ G implies

xt (φ) ∈ G for all t ≥ 0.

Let V be a Liapunov functional on G ⊂ C for for Eq. (3.13). Then we can define the
following set associated to V :
n o
E = φ ∈ Ḡ : V̇ + (φ) = 0 ,

M = {the largest invariant set of (3.13) contained in E} .

Below is a version of Liapunov-LaSalle type theorem, which is often referred to as LaSalle

Invariance Principle.

Theorem 3.3. If there is a Liapunov functional V on G for (3.13) and xt (φ) is a bounded
solution of (3.13) that stays in G. Then xt (φ) tends to M as t → ∞.
The proof of this theorem involves ω-limit sets, and is omitted here.

Corollary 3.1. Assume that V is a Liapunov functional V on Ul = {φ ∈ C : V (φ) < l} for

(3.13). If there is a constant K = K(l) > 0 such that φ ∈ Ul implies φ(0) < K, then for any
φ ∈ Ul , xt (φ) → M as t → ∞.
Proof. to be added later

Corollary 3.2. Suppose that V : C → R is continuous and V (0̄) = 0. If there exist

non-decreasing and non-negative functions u(s), w(s) satisfying

(i) u(s) > 0 for s > 0, u(0) = 0, u(s) → ∞ as s → ∞;

(ii) u(|φ(0)|) ≤ V (φ)

(iii) V̇ + (φ) ≤ −w(|φ(0)|).

8
Then, x(t) ≡ 0 is a solution of (3.13) which is uniformly stable, and every solution is bounded.
If, in addition, w(s) > 0 for s > 0, then, x = 0 is even globally asymptotically stable.
Proof. to be added later.

As an application, we can revisit Eq. (3.11) under the condition |b| < a. Let
Z 0
2
V (φ) = φ (0) + a φ2 (θ) dθ
−r

Then, calculation leads to (how?)

V̇ (φ) = −aφ2 (0) − 2bφ(0)φ(−r) − aφ2 (−r)

≤ −(a − |b|)φ2 (0) − (a − |b|)φ2 (−r)

≤ −(a − |b|)φ2 (0)

Thus, all conditions in Corollary 3.4 are satisfied, with u(s) = s2 and w(s) = (a − |b|)s2 .
Therefore, x = 0 is globally asymptotically stable for (3.11) under |b| < a.

Below we give two more examples.

Example 3.2. Consider

x′ (t) = ax3 (t) + bx3 (t − r) (3.14)

For this equation, we choose

0
−1 4
Z
V (φ) = φ (0) + φ6 (θ) dθ
2a −r

Then, we can calculate and estimate V̇ (φ) as below

V̇ (φ) = − φ6 (0) + 2b 3 3 6
 
a
φ (0)φ (−r) + φ (−r)
h i 2
b2
φ6 (0) − φ3 (−r) + ab φ3 (0)

=− 1− a2

h i
b2
≤− 1− a2
φ6 (0).

Now, if |b| ≤ |a|, then V is a Liapunov functional for (3.14) on C. In what follows, we
assume |b| ≤ |a| and we distinguish the following cases:

9
 1 s2
Case I: a < 0. Then V (φ) ≥ 2|a|
φ2 (0). Taking u(s) = 4|a|
, by Corollary 3.2, we conclude
that x = 0 is stable.
Case I-1: a < 0 and |b| < |a| = −a. Then,

E = {φ ∈ C : V̇ (φ) = 0} = {φ ∈ C : φ(0) = 0}.

Thus M = {0}, implying that x = 0 is globally asymptotically stable.

Case I-2: a < 0 and b = a. Then,
V̇ (φ) = − [φ6 (0) + 2φ3 (0)φ3 (−r) + φ6 (−r)]
2
= − [φ3 (0) + φ3 (−r)]
This lead to E = {φ ∈ C : φ(0) = −φ(−r)} Now φ ∈ M ⊂ E implies that xt (φ) ∈ M ⊂ E
for all t ≥ 0 and hence, xt (φ)(0) = −xt (φ)(−r), that is, x(φ)(t) = −x(φ)(t − r) for all t ≥ 0.
This further implies that x′ (φ)(t) = ax(φ)(t) + bx(φ)(t − r) = a[x(φ)(t) + x(φ)(t − r)0 for
all tge0. Thus, x(φ)(t) = C, a constant function. Moreover, by x(φ)(t) = −x(φ)(t − r), one
should have C = −C leading to C = 0. That is x(φ)(t) ≡ 0. By uniqueness of solution,
φ = 0̄ and hence M = {0̄}. Therefore, by Corollary 3.2, every solution of (3.14) tends to
x = 0, proving that x = 0 is globally asymptotically stable.
Case I-3: a < 0 and b = −a. Then,
2
V̇ (φ) == − φ3 (0) − φ2 (−r) .


This gives E = {φ ∈ C : φ(0) = φ(−r)}. By a similar argument to that in Case 1-2, one
also knows that φ ∈ M ⊂ E implies x(φ)(t) = x(φ)(t − r), implying that x(φ)(t) = C is
a constant function. But unlike in Case I-2, in this case, C may not be 0. Thus, we have
shown M = {constantf unctionson[−r, 0]}. By Corollary, we can only conclude that every
solution of (3.14) converges to a constant. How does this constant depends on the initial
function φ remains an open problem (possible project problem).
Case II: a > 0 and |b| < a. In this case, one can use Theorem 3.2 to show that x = 0 is
unstable. (possible assignment question).

Example 3.2. Consider

a b
x′′ (t) + x′ (t) + sin x(t − r) = 0 (3.15)
r r
where a > 0, b > 0, r > 0 are constants. With x(t) being an angle, this equation describe
the circumnutation of plants such as sunflowers.

10
 Let y(t) = x′ (t). Then

y ′ (t) = x′′ (t) = 2r x′ (t) − rb sin x(t − r)

= ar y(t) − rb sin x(t) + rb [sin x(t) − sin x(t − r)]

R x(t)
= ar y(t) − rb sin x(t) + b
r x(t−r)
cos u du
Rt
= ar y(t) − rb sin x(t) + b
r t−r
cos x(θ) x′ (θ)dθ
Rt
= 2r y(t) − rb sin x(t) + b
r t−r
cos x(θ) y(θ)dθ

Thus, the second order delay differential equation (3.15) can be written as
 ′
 x (t) = y(t)
Rt (3.16)
y ′(t) = 2r y(t) − rb sin x(t) + b
cos x(θ) x′ (θ)dθ

r t−r

Let
0 0
r a
Z Z
V (xt , yt ) = y 2(t) + b[1 − cos x(t)] + y 2 (t + θ) dθ ds
2 2r −r s

Then the derivative of V along solutions of (3.16) can be calculated as

h i
−a b b 0
R
V̇ (xt , yt ) = ry(t) r y(t) − r sin x(t) + r −r cos x(t + θ)y(t + θ) dθ

a
R0
+b sin x(t)y(t) + 2r −r
[y 2 (t) − y 2 (t + s)] ds

a
R0  2rb
−y 2 (t) + cos x(t + θ)y(t)y(t + θ) − y 2 (t + θ) dθ

= 2r −r a

Therefore, if
a
r< , (3.17)
b
then R0
a
V̇ (xt , yt ) ≤ 2r −r
[−y 2 (t) + 2|y(t)||y(t + θ)| − y 2 (t + θ)] dθ
R0
= −a
2r −r
[|y(t)| − |y(t + θ)|]2 dθ ≤ 0.
Let Ub = {φ = (φ1 , φ2 ) ∈ C : V (φ) = V (φ1 , φ2) < b}. Then, one can verify the conditions of
Corollary 3.2 (Details to be added later), and obtain the largest invariant set contained
in E as
M = {(kπ, 0) : k = 0, ±1, ±2, · · · , }

Therefore, for any φ ∈ Ub , the corresponding solution x(φ)(t) → kπ and y(φ)(t) → 0 as

t → ∞ for some k ∈ {0, ±1, ±2, · · · , }.

11
 Note. The above analysis shows under (3.17), every solution converges to a constant kπ,
one does not know which constant it tends to. How does k depends on the initial function
φ = (φ1 , φ2 ) remains an interesting open problem? (possible project problem).

More examples:

Example 3.3. Delayed Hopfield neural network model ( delay independent results on
global asymptotical stability in P. van den Driessche and X. Zou (SIAM J. Appl. Math.,
1998).

3.4 Razumikhin Type Theorem

It is obvious that the finite dimensional space Rn is simpler than the infinite dimensional
space C = C([−r, 0], Rn ), and functionals mapping C to R are generally simpler than func-
tions mapping Rn to R. When implementing Liapunov direct method to a functional differ-
ential equation, although Liapunov functionals are natural choice, due to the above obvious
facts, one may also wonder if it is possible to use the rate of change of a function on Rn to
determine the stability of a delay differential equation.

To get main idea, let us consider V : Rn → R. Let x(t) be a solution of the DDE (3.13).
Then
dV (x(t)) ∂V (x) ′ ∂V (x)
= · x (t) = · f (xt ). (3.18)
dt ∂x ∂x
which requires comparison of x(t) and xt (θ) = x(t + θ), θ ∈ [−r, 0]. How to compare?
Recall the definition of stability of x = 0 is: for any ε > 0, there exists δ > 0 (can always
assume δ < ε), such that φ ∈ B(0, δ) implies that xt (φ) ∈ B(0, ε) for t ≥ 0. The opposite of
the stability (instability) of x = 0 is thus defined as: there exist an ε > 0 such that for any
0 < δ < ε there is φ ∈ B(0, δ) for which the corresponding solution xt (φ) will leave B(0, δ)
at some time t > 0, implying that there is t∗ > 0 such that

|x(φ)(t∗ + θ)| < δ for θ ∈ [−r,  0),

∗ d|x(φ)(t)|  (3.19)
|x(φ)(t )| = δ and dt  ∗ ≥ 0.
t=t

Therefore, if (3.19) can be prevented from happening, then stability will achieved. This
requires that

d|x(φ)(t)|
dt
< 0 for all those t > 0 satisfying |x(t + θ)| ≤ |x(t)|, θ ∈ [−r, 0]. (3.20)

12
Such an idea was due to Razumikhin and stability theorem based on this idea are called
Razumkhin-type stability theorem. We proceed to give such a theorem below.

Consider the DFDE:

x′ (t) = f (t, xt ) (3.21)

for which x = 0 is a solution (equilibrium). If V : R × Rn → R is a continuous function,

then the derivative of V along (3.21) is defined as
1
V̇ (t, x(t)) = limh→0+ [V (t + h, x(t + h)) − V (t, x(t))]
h
where x(t) = x(t0 , φ)(t), t ≥ t0 is the solution of (3.21) through (t0 , φ).

Theorem 3.4. Suppose f : R × C → Rn maps R× (bounded sets of C) into bounded sets

of Rn . Assume that there is a continuous function V : R × Rn → R such that

u(|x|) ≤ V (t, x) ≤ v(|x|), (3.22)

where u, v : R+ → R+ are continuous, non-decreasing function satisfying u(0) = 0 = v(0)

and u(s) > 0, v(s) > 0 for s > 0.

(i) If there is another continuous, non-decreasing function w : R+ → R+ with w(0) = 0

such that

V̇ (t, x(t)) ≤ −w(|x(t)|) for t satisfyingV (t + θ, x(t + θ)) ≤ V (t, x(t)), θ ∈ [−r, 0],

then x = 0 is uniformly stable.

(ii) If the function w in (i) further satisfies w(s) > 0 for s > 0, and moreover, there is a
continuous non-decreasing funciton p(s) > s for s > 0 such that

V̇ (t, x(t)) ≤ −w(|x(t)|) for t satisfyingV (t + θ, x(t + θ)) < p(V (t, x(t))), θ ∈ [−r, 0],

then x = 0 is uniformly asymptotically stable. If, in addition, the function u in (i)

further satisfies u(s) → ∞ as s → ∞, then x = 0 is globally asymptotically stable.

Proof. to be added later.

Example 3.4.1. Let us re-consider the linear DDE (3.6), with a(t), b(t) and r(t) being
the same as in example 3.1 with r = max r(t) (refer to Exmaple 3.1). In example 3.1, we

13
 R0
used the Liapubnov functions V (φ) = 21 φ2 (0) + α −r(t)
φ2 (θ)dθ. Now we try the Razumihkin
type Theorem 3.4 by using the very simple function V (x) = 21 x2 . For this function, we can
calculate and estimate
V̇ (x(t)) = −a(t)x2 (t) − b(t)x(t)x(t − r) ≤ −a(t)x2 (t) + |b(t)| |x(t)| |x(t − r)|
(3.23)
2
≤ −(−a(t) − |b(t)|)x (t) when V (x(t + θ)) ≤ V (x(t) for θ ∈ [−r, 0]
Therefore, by applying Theorem 3.4.1, we have the following conclusions:

(i) If a(t) ≥ |b(t)|, then x = 0 is uniformly stable.

(ii) If a(t) ≥ δ > 0, and there is k ∈ (0, 1) such that |b(t)| ≤ kδ, then we can choose
q ∈ (0, 1) such that qk < 1 and let p(s) = q 2 s. Thus (3.23) leads to

V̇ (x(t)) ≤ −δ(1−qk)x2 (t) =: −w(|x(t)|) when V (x(t+θ)) ≤ p(V (x(t)) for θ ∈ [−r, 0].

It follows from theorem 3.4.1-(ii) that x = 0 is uniformly asymptotically stable.

Note that he conditions in (i)-(ii) above are all independent of the delay r(t), this is
because these conditions assume that the negative instantaneous term dominate the delayed
term.

The above results are can be easily extended to the following equation with multiple
delays:
n
X
x′ (t) = −a(t)x(t) − bj (t)x(t − rj (t)) (3.24)
j=1

where a(t), bj (t) and rj (t), j = 1, 2, · · · , n are all continuous and bounded with a(t) > 0,
rj (t) > 0 and rj′ (t) < 1. Let r = max{rj (t) : t ≥ 0, j = 1, 2, · · · , n}. Then,

(i) If a(t) ≥ nj=1 |bj (t)|, then x = 0 is uniformly stable.

P

Pn
(ii) If a(t) ≥ δ > 0, and there is k ∈ (0, 1) such that j=1 |bj (t)| ≤ kδ, then x = 0 is
uniformly asymptotically stable.

For autonomous DDE

x′ (t) = f (xt ) (3.25)

Bélair (JDDE 1993) provided the following simpler version of the Razumihkin type theorem

Theorem 3.4.2. Assume that f is continuous and maps bounded sets of C = C([−r, 0], Rn )
into bounded sets in Rn . Suppose that f (0) = 0, i.e., x = 0 is an equilibrium. Assume that
there exists a function V (x) and a constant N > 0 such that

14
 i) V (0) = 0, V (x) > 0 when 0 < |x| ≤ N;

ii) V̇ (0) = 0 and V̇ (φ(0)) < 0 for all 0 < ||φ|| ≤ N such that maxθ∈[−r,0] V (φ(θ)) = V (φ(0)).

Then x = 0 is asymptotically stable for (3.25). Moreover, for each solution with ||xt (φ)|| ≤ N
for all t > 0, one has xt (φ) → 0̄ in C as t → ∞. If N = 0, the asymptotical stability of
x = 0 for (3.25) is global.

Example 3.4.2. (van den Diessche and Zou [SIMA J. Appl Math., 2008]) Consider the
delayed Hopfield neural network model:
n
dxi (t) X
= −bi xi (t) + aij gj (xj (t − r)) (3.26)
dt j=1

where

(A1) fj (0) = 0 and |fj (u) − fj (v)| ≤ Lj |u − v| for some constants Lj > 0 and all u, v ∈ Rn ,
j = 1, 2, · · · , n.

(A2) fj , j = 1, 2, · · · , n are bounded.

1 L
Using V (x) = 2
||x||2 , and the above theorem, one can show that if b
||A||2 < 1 where
L = max{Lj , j = 1, 2, · · · , n}, b = min{bj , j = 1, 2, · · · , n} and ||A||2 is the matrix norm of
A = (aij ) induced by the Euclidean norm in R2 , then x = 0 is globally asymptotically stable.
details to be added later, or see the notes from class.

In employing Liapunov functionals, there is a LaSalle invariance principle, as we have

seen earlier in this chapter. When using Liapunov functions by Razumihkn’s idea, there is
also a corresponding version of LaSalle invariance principle, called LaSalle-Razumihkon type
theorem, as is given below.

Consider the autonomous DDE (3.25). Let V (x) be a Liapunov function for (3.25), that
is,

V̇ (x(t)) ≤ 0 when max V (x(t + θ)) = V (x(t)).

(3.25) θ∈[−r,0]

For a given cloased set G, denote

 
E = E(G, V ) = φ ∈ G : max V (xt (φ)(θ) = max V (φ(θ)) for all t ≥ 0 .
θ∈[−r,0] θ∈[−r,0]

Denote by M the largest invariant set of (3.25) in E. Then we have the following theorem.

15
Theorem 3.4.3. (Haddock and Terjeki [1983]) Suppose are a V = V (x) for (3.25) and a
set G ⊂ C that is positively invariant with respect to (3.25), such that

V̇ (φ(0)) ≤ 0 for φ ∈ G such that max V (φ(θ)) = V (φ(0)). (3.27)

θ∈[−r,0]

Then, for any φ ∈ G such that xt (φ) is bounded in C for t ≥ 0, we must have xt (φ) → M as
t → ∞.

Note: If φ ∈ M ⊂ E, then
max V (φ(θ)) = V (φ(0)), (3.28)
θ∈[−r,0]

This implies that V̇ (φ(0)) = 0, because otherwise, V̇ (φ(0)) < 0 and hence there is ε ∈ (0, r)
such that V̇ (φ(s)) < 0 for s ∈ [−ε, 0], implying V (φ(s)) > V (φ(0)) for s ∈ [−ε, 0], a
contradiction to (3.28).

Example 3.4.3. (Cooke [1977]) Consider

x′ (t) = bx(t − r)[1 − x(t)] − cx(t) (3.29)

where b, c, r are positive constants. Let V (x) = 21 x2 .

Case 1. b ≥ c.
Case 2. b > c.

Example 3.4.4. Consider

x′ (t) = βx(t)[1 − α0 x(t) − α1 x(t − r1 ) + α2 x(t − r2 )] (3.30)

where β, α0 , α1 , α2 and r1 , r2 are non-negative constants. We are interested in the stability

of the positive equilibrium x+ = 1/(α0 + α1 − α2 ). The deviation function y(t) = x(t) = x+
satisfies
y ′(t) = β[x+ y(t)][α0 y(t) + α1 y(t − r1 ) − α2 y(t − r2 )]. (3.31)

The stability of x = x+ for (3.30) is equivalent to the stability of y = 0 for (3.31).

It is easily shown that for (3.30), if φ(0) > 0, then the corresponding solution x(t) :=
x(φ)(t) > 0 for all t ≥ 0, and thus, the corresponding solution y(t) of (3.31) satisfies
y(t) + x+ > 0 for all t ≥ 0.
Let V (y) = 21 y 2. Then
V̇ (y(t)) = −βy(t)[x+ + y(t)][α0 y(t) + α1 y(t − r1 ) − α2 y(t − r2 )]

= −β[x+ + y(t)][α0 y 2 (t) + α1 y(t)y(t − r1 ) − α2 y(t)y(t − r2 )]

16