Linear Stability Analysis

To have a more quantitative measure of stability, such as the rate of decay to a stable fixed point. This sort of information may be obtained by linearizing about a fixed point

Let \( x^* \) be a fixed point, and let \( \eta(t) = x(t) - x^* \) be a small perturbation away from \( x^* \). To see whether the perturbation grows or decays, derive a differential equation for \( \eta \): \(\quad \boxed{ \dot{\eta} = \frac{d}{dt}(x - x^*) = \dot{x}}\)

\( \because \text{\( x^* \) is constant} \quad \therefore \dot{\eta} = \dot{x} = f(x) = f(x^* + \eta) \)
\( \therefore \text{Using Taylor’s expansion } f(x^* + \eta) = f(x^*) + \eta f'(x^*) + \mathcal{O}(\eta^2) \quad \because \text{\( x^* \) is a fixed point, } f(x^*) = 0 \)
\( \therefore \dot{\eta} = \eta f'(x^*) + \mathcal{O}(\eta^2) \)
\( \text{If \( f'(x^*) \neq 0 \), the \( \mathcal{O}(\eta^2) \) terms are negligible and we may write the approximation } \boxed{\dot{\eta} \approx \eta f'(x^*)} \)
\( \therefore \frac{d\eta}{\eta} = f'(x^*) \, dt \quad \therefore \int \frac{d\eta}{\eta} = \int f'(x^*) \, dt \Rightarrow \ln|\eta| = f'(x^*) t + C \)
\(\therefore |\eta| = e^{f'(x^*) t + C} = C_1 e^{f'(x^*) t} \Rightarrow \eta(t) = C_1 e^{f'(x^*) t}\)

\[ f'(x^*) = \begin{cases} > 0 & \Rightarrow \eta \text{ grows exponentially} \\ < 0 & \Rightarrow \eta \text{ decays exponentially} \end{cases} \Rightarrow \text{slope } f'(x^*) \text{ determines stability at fixed points} \]

This is a linear equation in \( \eta \), and is called the linearization about \( x^* \). It shows that the perturbation \( \eta(t) \) grows exponentially if \( f'(x^*) > 0 \) and decays if \( f'(x^*) < 0 \). If \( f'(x^*) = 0 \), the \( \mathcal{O}(\eta^2) \) terms are not negligible and a nonlinear analysis is needed to determine stability

The slope \( f'(x^*) \) at the fixed point determines its stability. The importance of the sign of \( f'(x^*) \) was clear from graphical approach; the new feature is that now we have a measure of how stable a fixed point is — that’s determined by the magnitude of \( f'(x^*) \). This magnitude plays the role of an exponential growth or decay rate. Its reciprocal \( 1/|f'(x^*)| \) is a characteristic time scale; it determines the time required for \( x(t) \) to vary significantly in the neighborhood of \( x^* \)


1Strogatz, S.H. (2015). Nonlinear Dynamics and Chaos: With Applications to Physics, Biology, Chemistry, and Engineering (2nd ed.). CRC Press.