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In mathematics, in the theory of [[differential equations]] and [[dynamical systems]], a particular [[stationary state|stationary or quasistationary solution]] to a nonlinear system is called '''linearly''' or '''exponentially unstable''' if the [[linearization]] of the equation at this solution has the form <math>\frac{dr}{dt}=A r</math>, where ''A'' is a linear [[Operator (mathematics)|operator]] whose [[Spectrum (functional analysis)|spectrum]] contains points with positive real part. If there are no such eigenvalues, the solution is called '''linearly''', or '''spectrally''', '''stable'''.
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==Example 1: ODE==
 
The differential equation
:<math>\frac{dx}{dt}=x-x^2</math>
has two stationary (time-independent) solutions: ''x''&nbsp;=&nbsp;0 and ''x''&nbsp;=&nbsp;1.
The linearization at ''x''&nbsp;=&nbsp;0 has the form
<math>\frac{dx}{dt}=x</math>. The solutions to this equation grow exponentially;
the stationary point ''x''&nbsp;=&nbsp;0 is linearly unstable.
 
To derive the linearizaton at ''x''&nbsp;=&nbsp;1, one writes
<math>\frac{dr}{dt}=(1+r)-(1+r)^2=-r-r^2</math>, where ''r''&nbsp;=&nbsp;''x''&nbsp;&minus;&nbsp;1. The linearized equation is then <math>\frac{dr}{dt}=-r</math>; the linearized operator is ''A''&nbsp;=&nbsp;&minus;1, the only eigenvalue is <math>\lambda=-1</math>, hence this stationary point is linearly stable.
 
==Example 2: NLS==
 
The [[nonlinear Schrödinger equation]]
: <math>
i\frac{\partial u}{\partial t}
=-\frac{\partial^2 u}{\partial x^2}-|u|^{2k} u
</math>, where ''u''(''x'',''t'')&nbsp;&isin;&nbsp;ℂ and ''k''&nbsp;>&nbsp;0,
has [[soliton|solitary wave solutions]] of the form <math>\phi(x)e^{-i\omega t}</math>
.<ref>{{ cite journal
|author=H. Berestycki and P.-L. Lions
|title=Nonlinear scalar field equations. I. Existence of a ground state
|journal=Arch. Rational Mech. Anal.
|volume=82
|year=1983
|pages=313–345
|doi=10.1007/BF00250555
|bibcode=1983ArRMA..82..313B}}</ref>
To derive the linearization at a solitary wave, one considers the solution in the form
<math>u(x,t)=(\phi(x)+r(x,t))e^{-i\omega t}</math>. The linearized equation on <math>r(x,t)</math>
is given by
:<math>
\frac{\partial}{\partial t}\begin{bmatrix}\text{Re}\,u\\ \text{Im} \,u\end{bmatrix}=
A
\begin{bmatrix}\text{Re}\,u\\ \text{Im} \,u\end{bmatrix},
</math>
 
where
: <math>A=\begin{bmatrix}0&L_0\\-L_1&0\end{bmatrix},</math>
 
with
 
: <math>L_0=-\frac{\partial}{\partial x^2}-k|u|^2-\omega</math>
 
and
 
: <math>L_1=-\frac{\partial}{\partial x^2}-(2k+1)|u|^2-\omega</math>
 
the [[differential operators]].
According to [[Vakhitov–Kolokolov stability criterion]]
,<ref>{{ cite journal
|author=N.G. Vakhitov and A.A. Kolokolov
|title=Stationary solutions of the wave equation in the medium with nonlinearity saturation
|journal=Radiophys. Quantum Electron.
|volume=16
|year=1973
|pages=783–789
|doi=10.1007/BF01031343
|bibcode=1973R%26QE...16..783V }}</ref>
when ''k''&nbsp;>&nbsp;2, the spectrum of ''A'' has positive point eigenvalues, so that the linearized equation is linearly (exponentially) unstable; for 0&nbsp;<&nbsp;''k''&nbsp;≤&nbsp;2, the spectrum of ''A'' is purely imaginary, so that the corresponding solitary waves are linearly unstable.
 
It should be mentioned that linear stability does not automatically imply stability;
in particular, when ''k''&nbsp;=&nbsp;2, the solitary waves are unstable.  On the other hand, for 0&nbsp;<&nbsp;''k''&nbsp;<&nbsp;2, the solitary waves are not only linearly stable but also [[Orbital stability|orbitally stable]].<ref>{{cite journal
|author=Manoussos Grillakis, Jalal Shatah, and Walter Strauss
|title=Stability theory of solitary waves in the presence of symmetry. I
|journal=J. Funct. Anal.
|volume=74
|year=1987
|pages=160–197
|doi=10.1016/0022-1236(87)90044-9}}</ref>
 
==See also==
*[[Asymptotic stability]]
*[[Linearization#Stability_analysis|Linearization (stability analysis)]]
*[[Lyapunov stability]]
*[[Orbital stability]]
*[[Stability theory]]
*[[Vakhitov–Kolokolov stability criterion]]
 
==References==
<references />
 
[[Category:Stability theory]]
[[Category:Solitons]]

Revision as of 01:27, 15 February 2014

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