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TheoremProved

Trace–determinant stability criterion

Statement

For a 2×22\times 2 system x′=Ax\mathbf{x}'=A\mathbf{x} with characteristic equation λ2−(tr A)λ+det⁡A=0\lambda^2-(\text{tr}\,A)\lambda+\det A=0, the origin is asymptotically stable (every solution tends to 0\mathbf{0} as t→∞t\to\infty) if and only if tr A<0\text{tr}\,A<0 and det⁡A>0\det A>0; it is unstable if det⁡A<0\det A<0 (a saddle) or tr A>0\text{tr}\,A>0.

Why is it true?

The trace and determinant of AA are, respectively, the sum and product of its eigenvalues — so this theorem translates a statement about roots of a quadratic (both have negative real part) into a statement about two easily computed numbers, without ever solving for the eigenvalues explicitly.

Proof sketch

By definition of the characteristic polynomial, λ2−(tr A)λ+det⁡A=0\lambda^2-(\text{tr}\,A)\lambda+\det A=0 has roots λ1,2=tr A±(tr A)2−4det⁡A2\lambda_{1,2}=\dfrac{\text{tr}\,A\pm\sqrt{(\text{tr}\,A)^2-4\det A}}{2}, and by Vieta's formulas λ1+λ2=tr A\lambda_1+\lambda_2=\text{tr}\,A and λ1λ2=det⁡A\lambda_1\lambda_2=\det A.

If det⁡A<0\det A<0, then λ1λ2<0\lambda_1\lambda_2<0, so the eigenvalues are real with opposite signs (a saddle); solutions grow without bound along the positive-eigenvalue direction, so the origin is unstable.

If det⁡A>0\det A>0 and tr A<0\text{tr}\,A<0: when the eigenvalues are real, λ1λ2>0\lambda_1\lambda_2>0 means they share a sign, and λ1+λ2<0\lambda_1+\lambda_2<0 forces that sign to be negative, so both eλ1t→0e^{\lambda_1t}\to 0 and eλ2t→0e^{\lambda_2t}\to 0; when the eigenvalues are complex conjugates α±iβ\alpha\pm i\beta, tr A=2α<0\text{tr}\,A=2\alpha<0 gives α<0\alpha<0, so the amplitude factor eαt→0e^{\alpha t}\to 0 while cos⁡(βt),sin⁡(βt)\cos(\beta t),\sin(\beta t) stay bounded. In every sub-case, every solution decays to 0\mathbf{0}: asymptotic stability.

Conversely if tr A>0\text{tr}\,A>0 (with det⁡A>0\det A>0, so real eigenvalues share the trace's sign, or complex with positive real part), at least one exponential factor grows, so solutions starting near but not at the origin move away: instability. This covers every sign combination, proving the equivalence.

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. Morris W. Hirsch, Stephen Smale, Robert L. Devaney (2013). Differential Equations, Dynamical Systems, and an Introduction to Chaos
  2. Steven H. Strogatz (2015). Nonlinear Dynamics and Chaos