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| :<math> x_{n+1}=f(x_n), \quad n=0,1,2,\ldots.</math> | | :<math> x_{n+1}=f(x_n), \quad n=0,1,2,\ldots.</math> |
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− | <math> [math]\displaystyle{ x_{n+1}=f(x_n), \quad n=0,1,2,\ldots. }[/math]</math>
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| :<math> f(x) \approx f(a)+f'(a)(x-a). </math> | | :<math> f(x) \approx f(a)+f'(a)(x-a). </math> |
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− | <math> f(x) \approx f(a)+f'(a)(x-a). </math>
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| 因此 | | 因此 |
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| :<math>x_{n+1}-x_{n} = f(x_n)-x_n \simeq f(a) + f'(a)(x_n-a)-x_n = a + f'(a)(x_n-a)-x_n = (f'(a)-1)(x_n-a) \to \frac{x_{n+1}-x_{n}}{x_n-a}=f'(a)-1</math> | | :<math>x_{n+1}-x_{n} = f(x_n)-x_n \simeq f(a) + f'(a)(x_n-a)-x_n = a + f'(a)(x_n-a)-x_n = (f'(a)-1)(x_n-a) \to \frac{x_{n+1}-x_{n}}{x_n-a}=f'(a)-1</math> |
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− | <math>x_{n+1}-x_{n} = f(x_n)-x_n \simeq f(a) + f'(a)(x_n-a)-x_n = a + f'(a)(x_n-a)-x_n = (f'(a)-1)(x_n-a) \to \frac{x_{n+1}-x_{n}}{x_n-a}=f'(a)-1</math>
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| 对于一个如下的<font color="#ff8000">自治系统 autonomous system</font> | | 对于一个如下的<font color="#ff8000">自治系统 autonomous system</font> |
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| :<math>x' = Ax,</math> | | :<math>x' = Ax,</math> |
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− | <math>x' = Ax,</math>
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− | where {{Math|''x''(''t'') ∈ '''R'''<sup>''n''</sup>}} and {{Math|''A''}} is an {{Math|''n''×''n''}} matrix with real entries, has a constant solution
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− | where and is an matrix with real entries, has a constant solution
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− | 其中 {{Math|''x''(''t'') ∈ '''R'''<sup>''n''</sup>}} 且 {{Math|''A''}} 是一个{{Math|''n''×''n''}}的实矩阵,它具有常数解
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| + | 当 {{Math|''x''(''t'') ∈ '''R'''<sup>''n''</sup>}} 且 {{Math|''A''}} 是一个 {{Math|''n''×''n''}} 的实矩阵时,它具有常数解 |
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| :<math>x(t)=0.</math> | | :<math>x(t)=0.</math> |
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| <math> x_{n+1}=f(x_n), \quad n=0,1,2,\ldots.</math> | | <math> x_{n+1}=f(x_n), \quad n=0,1,2,\ldots.</math> |
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− | 数学 x (t)0. / 数学
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− | (In a different language, the origin {{Math|0 ∈ '''R'''<sup>''n''</sup>}} is an equilibrium point of the corresponding dynamical system.) This solution is asymptotically stable as {{Math|''t'' → ∞}} ("in the future") if and only if for all eigenvalues {{Math|''λ''}} of {{Math|''A''}}, {{Math|[[Real part|Re]](''λ'') < 0}}. Similarly, it is asymptotically stable as {{Math|''t'' → −∞}} ("in the past") if and only if for all eigenvalues {{Math|''λ''}} of {{Math|''A''}}, {{Math|Re(''λ'') > 0}}. If there exists an eigenvalue {{Math|''λ''}} of {{Math|''A''}} with {{Math|Re(''λ'') > 0}} then the solution is unstable for {{Math|''t'' → ∞}}.
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− | (In a different language, the origin is an equilibrium point of the corresponding dynamical system.) This solution is asymptotically stable as ("in the future") if and only if for all eigenvalues of , . Similarly, it is asymptotically stable as ("in the past") if and only if for all eigenvalues of , . If there exists an eigenvalue of with then the solution is unstable for .
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− | (在另一种语言中,原点是该动力系统的平衡点。)这个解是随着{{Math|''t'' → ∞}}(未来)是渐近稳定的当且仅当对于{{Math|''A''}}的所有特征值{{Math|''λ''}}有{{Math|[[Real part|Re]](''λ'') < 0}}。类似地,它随着{{Math|''t'' → -∞}}(过去)是渐近稳定的当且仅当对于{{Math|''A''}}的所有特征值{{Math|''λ''}}有{{Math|[[Real part|Re]](''λ'') > 0}}。如果存在一个{{Math|''A''}}的特征值{{Math|''λ''}}使得{{Math|[[Real part|Re]](''λ'') > 0}},则该解在{{Math|''t'' → ∞}}时是不稳定的。
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| + | 可以这样描述:最初的原点({{Math|0 ∈ '''R'''<sup>''n''</sup>}} ) 是该动力系统的平衡点。当且仅当对于{{Math|''A''}}的所有特征值 {{Math|''λ''}} 有 {{Math|[[Real part|Re]](''λ'') < 0}} 时,这个解是随着{{Math|''t'' → ∞}}是渐近稳定的(未来趋势)。类似地,当且仅当对于 {{Math|''A''}} 的所有特征值 {{Math|''λ''}} 有{{Math|[[Real part|Re]](''λ'') > 0}} 时,系统随着{{Math|''t'' → -∞}}是渐近稳定的(负号表示方向指向过去趋势)。如果存在一个{{Math|''A''}}的特征值 {{Math|''λ''}} 使得 {{Math|[[Real part|Re]](''λ'') > 0}},则该解在{{Math|''t'' → ∞}}时是不稳定的。 |
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− | | + | 为了判定线性系统原点的稳定性,可以使用劳斯-赫尔维茨稳定性判据<font color="#ff8000">Routh–Hurwitz stability criterion</font>,来将这一结果应用在实践中。矩阵的特征值是其特征多项式的根。如果所有根的实部都是严格负的,那么一个具有实系数的单变量多项式称为赫尔维茨多项式 <font color="#ff8000">Hurwitz polynomial</font> 。劳斯-赫尔维茨定理 <font color="#ff8000">Routh–Hurwitz theorem</font>通过一种避免计算根的算法来描述赫尔维茨多项式的特征。 |
− | Application of this result in practice, in order to decide the stability of the origin for a linear system, is facilitated by the [[Routh–Hurwitz stability criterion]]. The eigenvalues of a matrix are the roots of its [[characteristic polynomial]]. A polynomial in one variable with real coefficients is called a [[Hurwitz polynomial]] if the real parts of all roots are strictly negative. The [[Routh–Hurwitz theorem]] implies a characterization of Hurwitz polynomials by means of an algorithm that avoids computing the roots.
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− | Application of this result in practice, in order to decide the stability of the origin for a linear system, is facilitated by the Routh–Hurwitz stability criterion. The eigenvalues of a matrix are the roots of its characteristic polynomial. A polynomial in one variable with real coefficients is called a Hurwitz polynomial if the real parts of all roots are strictly negative. The Routh–Hurwitz theorem implies a characterization of Hurwitz polynomials by means of an algorithm that avoids computing the roots.
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− | 为了判定线性系统原点的稳定性,劳斯-赫尔维茨稳定性判据推动了这一结果在实践中的应用。矩阵的特征值是其特征多项式的根。如果所有根的实部都是严格负的,那么一个具有实系数的单变量多项式称为赫尔维茨多项式。劳斯-赫尔维茨定理通过避免计算根的算法暗示了赫尔维茨多项式的特征。
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| ===Non-linear autonomous systems 非线性自治系统=== | | ===Non-linear autonomous systems 非线性自治系统=== |
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| :<math>x'=v(x)</math> | | :<math>x'=v(x)</math> |
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− | <math>x'=v(x)</math>
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− | 数学 x’ v (x) / 数学
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| *[[von Neumann stability analysis 冯诺依曼稳定性分析]] | | *[[von Neumann stability analysis 冯诺依曼稳定性分析]] |
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− | ==References== | + | == References== |
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| {{Reflist}} | | {{Reflist}} |