ON THE STABILITY OF RICCATI DIFFERENTIAL EQUATION X˙ = TX+Q(X) IN ℝⁿ

Abstract

The system $\dot{X}=TX+Q(X)$ (in $\mathbb{R}^{n}$), where $T$ is linear and $Q$ is quadratic, is considered via commutative algebras. The case of the linearized system having a centre manifold spanned on vectors $E_{1}$, $E_{2}$ (and $TE_{1}=\omega E_{2}$, $TE_{2}=-\omega E_{1}$) is studied. It is shown that for $\Span(E_{1},E_{2})$ being a subalgebra (of the algebra corresponding to the form $Q(X)$), the system is stable. Necessary and sufficient conditions are given for stability of the system in the case where $\mathrm{span}(E_{1},E_{2})$ is not a subalgebra.

AMS 2000 Mathematics subject classification: Primary 34A34; 34C15; 34C27; 34C35. Secondary 13M99