An important property of a steady state of a dynamical system is its stability. Let be the state of the system at time and let be a steady state. For a system of ODE these are points in Euclidean space while for more general dynamical systems they are functions which can be thought of as points in suitably chosen function spaces. In general it may be useful to have more than one function space in mind when considering a given dynamical system. First I will concentrate on the ODE case. It is possible to linearize the system about to get a linear system . The steady state is said to be linearly stable when the origin is stable for the linearized system. Since the linear system is simpler than the nonlinear one we would ideally like to be able to use linear stability as a criterion for nonlinear stability. In general the relation between linear and nonlinear stability is subtle even for ODE. We can go a step further by trying to replace linear stability by spectral stability. There are relations between eigenvalues of with positive real parts and unstable solutions of the linearized system. Again there are subtleties. Nevertheless there are two simple results about the relation between spectral stability and nonlinear stability which can be proved for ODE. The first is that if there is any eigenvalue of with positive real part then is nonlinearly unstable. The second is that if all eigenvalues of have negative real parts then is nonlinearly stable, in fact asymptotically stable. These two results are far from covering all situations of interest but at least they do define a comfortable region which is often enough. In what follows I will only consider the first of these two results, the one asserting instability.

Up to this point I have avoided giving precise definitions. So what does nonlinear instability of mean? It means that there is a neighbourhood of such that for each neighbourhood of there is a solution satisfying and for some . In other words, there are solutions which start arbitrarily close to and do not stay in . How can this be proved? One way of doing so is to use a suitable monotone function defined on a neighbourhood of . This function should be continuously differentiable and satisfy the conditions that , for and for . Here is the rate of change of along the solution. Let be sufficiently small so that the closed ball is contained in the domain of definition of . We will take this ball to be the neighbourood in the definition of instability. Let be the maximum of on . Thus in order to show that a solution leaves it is enough to show that exceeds . Consider any solution which starts at a point of other than for . The set where is open and the solution can never enter it for . The intersection of its complement with is compact. Thus has a positive minimum there. As long as the solution does not leave we have . Hence . This implies that if the solution remains in for all then eventually exceeds , a contradiction. This result can be generalized as follows. Let be an open set such that is contained in its closure. Suppose that we have a function which vanishes on the part of the boundary of intersecting and for which on except at . Then is nonlinearly unstable with a proof similar to that just given.

Now it will be shown that if has an eigenvalue with positive real part a function with the desired properties exists. We can choose coordinates so that the steady state is at the origin and that the stable, centre and unstable subspaces at the origin are coordinate subspaces. The solution can be written in the form where these three variables are the projections on the three subspaces. Then is a direct sum of matrices , and , whose eigenvalues have real parts which are positive, zero and negative respectively. It can be arranged by a choice of basis in the centre subspace that the symmetric part of is as small as desired. It can also be shown that because of the eigenvalue properties of there exists a positive definite matrix such that . For the same reason there exists a positive definite matrix such that . Let . Then . The set is defined by the condition . There for a positive constant . On this region , where we profit from the special basis of the centre subspace mentioned earlier. The quadratic term in which does not have a good sign has been absorbed in the quadratic term in which does. This completes the proof of nonlinear instability. As they stand these arguments do not apply to the infinite-dimensional case since compactness has been used freely. A discussion of the infinite-dimensional case will be postponed to a later post.

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