Course detail

Stability of Solutions to Non-autonomous Differential Equations

FSI-SN0-AAcad. year: 2026/2027

The course provides advanced topics on the theory of stability of solutions to systems of non-autonomous differential equations. The stability of solutions will be described in terms of the largest Lyapunov characteristic exponent, a crucial notion for detecting the chaotic behaviour of general dynamical systems.

Language of instruction

English

Mode of study

Not applicable.

Entry knowledge

Linear algebra, differential calculus of functions of one and several variables, integral calculus of functions of one variable, solving of linear ordinary differential equations and their systems, fundamentals of dynamical systems theory (in particular, autonomous systems of ODEs).

Rules for evaluation and completion of the course

Attendance at lectures and seminars is obligatory and checked. Absence may be compensated for based on an agreement with the teacher. 

Course-unit credit is awarded on the following conditions: Active participation at seminars.

Examination: The exam tests the knowledge of definitions, theorems, and selected proofs and the ability to apply theoretical apparatus to the given problems. Detailed information will be announced at the end of the semester.

Aims

Aim of the course: The aim of the course is to acquaint the students with the advanced topics on the theory of stability of solutions to systems of non-autonomous differential equations and to show a possible use of the theoretical results in the analysis of stability of motions (not equilibria only) of mechanical systems with one or more degrees of freedom.

Acquired knowledge and skills: Students will acquire the skills to apply theoretical mathematical apparatus in analysing the stability of the equilibria and the periodic solutions to Hamiltonian systems in classical mechanics. They will thus be ready to study the chaotic behaviour of mechanical systems.

Study aids

Not applicable.

Prerequisites and corequisites

Not applicable.

Basic literature

DEMIDOVICH B. P. Lectures on the mathematical theory of stability. Izdat. "Nauka'', Moscow 1967. (RU)
HARTMAN, P. Ordinary differential equations. Philadelphia: SIAM, 2002. ISBN 0-89871-510-5. (EN)
CHICONE, C. Ordinary Differential Equations with Applications. Netherlands: Springer Nature, 2008. ISBN 9780387226231. (EN)
LEONOV G. A., KUZNETSOV N. V. Time-varying linearization and the Perron effects. Int. J. Bifurcation Chaos Appl. Sci. Eng. 17 (2007), 1079–1107. (EN)
YAKUBOVICH V. A., V. M. STARZHINSKII. Linear differential equations with periodic coeffcients, Volume 1. Halsted Press, John Wiley & Sons, New York-Toronto, 1975. (EN)

Recommended reading

HARTMAN, P. Ordinary differential equations. Philadelphia: SIAM, 2002. ISBN 0-89871-510-5. (EN)
HARTMAN, P. Ordinary differential equations. Philadelphia: SIAM, 2002. ISBN 0-89871-510-5. (EN)
CHICONE, C. Ordinary Differential Equations with Applications. Netherlands: Springer Nature, 2008. ISBN 9780387226231. (EN)
LEONOV G. A., KUZNETSOV N. V. Time-varying linearization and the Perron effects. Int. J. Bifurcation Chaos Appl. Sci. Eng. 17 (2007), 1079–1107. (EN)

Classification of course in study plans

  • Programme N-MAI-A Master's 2 year of study, winter semester, elective
  • Programme N-MAI-P Master's 2 year of study, winter semester, elective

Type of course unit

 

Lecture

26 hod., compulsory

Teacher / Lecturer

Syllabus

Lyapunov characteristic exponent
Floquet theory
Stability of systems of linear non-autonomous differential equations
Stability of linear systems with a periodic matrix function
Stability of solutions to systems of non-linear non-autonomous differential equations
Stability of equilibria
Stability of periodic solutions
Stability of solutions to non-autonomous second-order differential equations

Exercise

26 hod., compulsory

Teacher / Lecturer

Syllabus

Proofs of the statement presented at lectures, examples.