Trace–determinant stability criterion
Statement
For a system with characteristic equation , the origin is asymptotically stable (every solution tends to as ) if and only if and ; it is unstable if (a saddle) or .
Why is it true?
The trace and determinant of 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, has roots , and by Vieta's formulas and .
If , then , 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 and : when the eigenvalues are real, means they share a sign, and forces that sign to be negative, so both and ; when the eigenvalues are complex conjugates , gives , so the amplitude factor while stay bounded. In every sub-case, every solution decays to : asymptotic stability.
Conversely if (with , 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
- Morris W. Hirsch, Stephen Smale, Robert L. Devaney (2013). Differential Equations, Dynamical Systems, and an Introduction to Chaos
- Steven H. Strogatz (2015). Nonlinear Dynamics and Chaos