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SOME OF THE BASIC METHODS OF NONLINEAR DYNAMICS             485


               Autonomous case
               If A  is a constant real-valued matrix, then the solution of  (F.7) is asymptotically stable
               if  all the eigenvalues of  A  have negative real parts. On the  other hand, if  at least one
               eigenvalue of A  has a positive real part, then the solution is unstable.
                 If there exist real numbers B  > 1, a ? 0, such that the condition

                                             MY, t)l 5 4YlB                         F.8)

               is  satisfied in  a  neighbourhood of  y = 0,  then  the  stability of  trivial  solutions of  the
               nonlinear system (F.6) can be obtained from the eigenvalues of A  in the following form:
                 (i)   if all of the eigenvalues of A have negative real parts, then the equilibrium solution
                     of (F.6) is asymptotically stable;
                 (ii)   if at least one eigenvalue of A has a positive real part, then the trivial solution of
                     (F.6) is unstable.
               These  statements are  valid, independently of  the higher order terms; h(y, t) need  only
               satisfy the inequality (F.8). In cases where A  has at least one eigenvalue with vanishing
               real part,  then  the effect of  nonlinear terms must be taken into account in  the  stability
               analysis.
               Periodic case

               In the case where A(t) is a periodic function of time, A(t + T) = A(t), the stability of  the
               trivial solution of  (F.7) is obtained using Floquet theory: for the system (F.71, it can be
               shown that a&ndamental  solution matrix  can be found, in the form

                                           Y(t) = Z(t) exp(tR),                     (F.9)

               where Z(t) is also periodic of period T, Z(t + T) = Z(t), and R is a (nonunique) constant
               matrix (Nayfeh & Mook  1979). Furthermore, if Z(0) is equal to the identity matrix, then
               Y(T) = eTR. It thus becomes obvious that the stability of the trivial solution is related to
               the eigenvalues of the matrix eTR, since after n periods the trivial solution will be related to
               en TR . These eigenvalues are called the characteristic or Floquet multipliers. Consequently,
               the trivial solution of  (F.7) is asymptotically stable if  and only if all of  the eigenvalues
               of  the matrix eTR have absolute values (modulus) less than unity, while it is unstable if
               one of  the eigenvalues has a modulus greater than  1. In the case where one or several
               eigenvalues have modulus equal to  1, then the trivial solution of  (F.7) may be stable or
               unstable, depending on the  structure of the Jordan normal form'  corresponding to eTR.
               Furthermore, linearization theorems as in the case of  systems with constant coefficients
               can  be  proved,  which  means  that  it  is  possible to  relate  the  stability of  the  nonlinear
               system to the stability of  the linearized one.
                 In  practice,  an  analytical determination of  the  fundamental matrix  is  very  difficult,
               except in  some special cases. Nevertheless, it can be found using perturbation methods,
               or using numerical schemes.

                 +The Jordan form is the simplest form a matrix can take, when transformed  in the appropriate vector space
               (Hirsch & Smale  1974).
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