LaSalle's invariance principle

LaSalle's invariance principle (also known as the invariance principle,[1] Barbashin-Krasovskii-LaSalle principle,[2] or Krasovskii-LaSalle principle) is a criterion for the asymptotic stability of an autonomous (possibly nonlinear) dynamical system.

Suppose a system is represented as where

can be found such that then the set of accumulation points of any trajectory [clarification needed] is contained in

is the union of complete trajectories contained entirely in the set

contains no trajectory of the system except the trivial trajectory

, then the origin is asymptotically stable.

is radially unbounded, i.e. then the origin is globally asymptotically stable.

of the origin, and the set does not contain any trajectories of the system besides the trajectory

, then the local version of the invariance principle states that the origin is locally asymptotically stable.

is negative definite, then the global asymptotic stability of the origin is a consequence of Lyapunov's second theorem.

The invariance principle gives a criterion for asymptotic stability in the case when

Example taken from "LaSalle's Invariance Principle, Lecture 23, Math 634", by Christopher Grant.

[3] Consider the vector field

, and is radially unbounded, showing that the origin is globally asymptotically stable.

This section will apply the invariance principle to establish the local asymptotic stability of a simple system, the pendulum with friction.

This system can be modeled with the differential equation[4] where

is the angle the pendulum makes with the vertical normal,

is the friction coefficient, and g is acceleration due to gravity.

This, in turn, can be written as the system of equations Using the invariance principle, it can be shown that all trajectories that begin in a ball of certain size around the origin

asymptotically converge to the origin.

is simply the scaled energy of the system.

is positive definite in an open ball of radius

Computing the derivative, Observe that

, we could conclude that every trajectory approaches the origin by Lyapunov's second theorem.

However, the set which is simply the set does not contain any trajectory of the system, except the trivial trajectory

As a result, the trajectory will not stay in the set

All the conditions of the local version of the invariance principle are satisfied, and we can conclude that every trajectory that begins in some neighborhood of the origin will converge to the origin as

[5] The general result was independently discovered by J.P. LaSalle (then at RIAS) and N.N.

Krasovskii, who published in 1960 and 1959 respectively.

While LaSalle was the first author in the West to publish the general theorem in 1960, a special case of the theorem was communicated in 1952 by Barbashin and Krasovskii, followed by a publication of the general result in 1959 by Krasovskii.