A Lyapunov function is a scalar function defined on a region that is continuous, positive definite, for all ), and has continuous first-order partial derivatives at every point of . The derivative of with respect to the system , written as is defined as the dot product
(1)
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The existence of a Lyapunov function for which on some region containing the origin, guarantees the stability of the zero solution of , while the existence of a Lyapunov function for which is negative definite on some region containing the origin guarantees the asymptotical stability of the zero solution of .
For example, given the system
(2)
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(3)
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and the Lyapunov function , we obtain
(4)
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which is nonincreasing on every region containing the origin, and thus the zero solution is stable.