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In the theory of [[ordinary differential equations]] (ODEs), '''Lyapunov functions''', named after [[Aleksandr Lyapunov]], are scalar functions that may be used to prove the stability of an [[equilibrium point|equilibrium]] of an ODE. Lyapunov functions (also called Lyapunov’s second method for stability) are important to [[stability theory]] of [[dynamical system]]s and [[control theory]]. A similar concept appears in the theory of general state space [[Markov chain]]s, usually under the name Foster–Lyapunov functions.
For certain classes of ODEs, the existence of Lyapunov functions is a necessary and sufficient condition for stability.
== Definition ==
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* {{cite book |first=Joseph |last=La Salle |first2=Solomon |last2=Lefschetz |title=Stability by Liapunov's Direct Method: With Applications |___location=New York |publisher=Academic Press |year=1961 }}
*{{PlanetMath attribution|id=4386|title=Lyapunov function}}
==External links==
* [https://web.archive.org/web/20110926230621/http://www.exampleproblems.com/wiki/index.php/ODELF1 Example] of determining the stability of the equilibrium solution of a system of ODEs with a Lyapunov function
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