Existence of complete Lyapunov functions with prescribed orbital derivative

Abstract

Complete Lyapunov functions for a dynamical system, given by an autonomous ordinary differential equation, are scalar-valued functions that are strictly decreasing along orbits outside the chain-recurrent set. In this paper we show that we can prescribe the (negative) values of the derivative along orbits in any compact set, which is contained in the complement of the chain-recurrent set. Further, the complete Lyapunov function is as smooth as the vector field defining the dynamics. This delivers a theoretical foundation for numerical methods to construct complete Lyapunov functions and renders them accessible for further theoretical analysis and development.