Stability in linear systems

Theorem. Let $A$ be an $n\times n$ matrix for which all eigenvalues satisfy $\real\lambda \lt \delta$. Then there is a constant $C\lt \infty$ such that \[ \forall t\ge0:\; \|e^{tA}\| \leq C e^{\delta t} \]

Proof (in the case that $A$ has distinct eigenvalues)

Suppose that $A$ has $\ell$ real eigenvalues $\lambda_1, \ldots, \lambda_\ell$ and $k$ pairs of complex eigenvalues $ \alpha_1 \pm i\omega_1$, $\dots$, $\alpha_k\pm i\omega_k$. Let $D$ and $V$ be the matrices defined in the the complex diagonalization theorem. Then $A = V D V^{-1}$, and the matrix exponential $e^{tA}$ is given by $e^{tA} = Ve^{tD}V^{-1}$.
We find that the norm, or maximal row sum, of the matrix $e^{tA}$ satisfies
\[ \|e^{tA}\| = \|V e^{tD} V^{-1}\| \leq \|V\| \, \|V^{-1}\|\, \|e^{tD}\|. \] To compute $\|e^{tD}\|$ we first find $e^{tD}$: \[ e^{tD} = \begin{pmatrix} e^{\lambda_1t} & & & & & & \\ & \ddots\\ & & e^{\lambda_\ell t} & & & & & \\ & & & e^{\alpha_1 t}\cos\omega_1t & e^{\alpha_1 t}\sin \omega_1 t & & \\ & & & -e^{\alpha_1 t}\sin\omega_1 t& e^{\alpha_1 t}\cos\omega_1 t & & \\ & & & & & \ddots & \\ & & & & & & e^{\alpha_k t}\cos\omega_kt & e^{\alpha_k t}\sin \omega_k t \\ & & & & & & -e^{\alpha_k t}\sin\omega_k t& e^{\alpha_k t}\cos\omega_k t \end{pmatrix} \] Each row has either one or two non zero entries, which makes it easier to compute the maximal row sum. It is \begin{align*} \|e^{tD}\| &= \max\Bigl\{ e^{\lambda_1t}, \dots, e^{\lambda_\ell t}, e^{\alpha_1 t}\bigl(|\cos\omega_1t| + |\sin\omega_1 t| \bigr), \dots, e^{\alpha_k t}\bigl(|\cos\omega_kt| + |\sin\omega_k t| \bigr) \Bigr\}\\ &\leq \sqrt{2}\max\Bigl\{ e^{\lambda_1t}, \dots, e^{\lambda_\ell t}, e^{\alpha_1 t}, \dots, e^{\alpha_k t} \Bigr\} \end{align*} By assumption $\delta$ is larger than each of the $\lambda_i$ and $\alpha_i$, so \[ e^{\lambda_1 t} \leq e^{\delta t}, \dots, e^{\lambda _\ell t}\leq e^{\delta t}, e^{\alpha_1t}\leq e^{\delta t}, \dots, e^{\alpha_k t}\leq e^{\delta t}, \] and therefore $\|e^{tD}\| \leq 2e^{\delta t}$ for all $t\geq 0$.

Hence we have \[ \|e^{tA}\| \leq \sqrt{2} \|V^{-1}\| \, \|V\|\, e^{\delta t} = Ce^{\delta t} \] for all $t\geq 0$.

An example with a repeated eigenvalue

Consider the matrix \[ A= \begin{pmatrix} 0& 1 \\ 0 & 0 \end{pmatrix}. \] Both eigenvalues are $\lambda_1=\lambda_2 = 0$, so the maximal real part of the eigenvalues is $0$.

Since $A^2=0$ we find that $A^3=A^4=A^5=\cdots=0$, and thus \[ e^{tA} = I + tA = \begin{pmatrix} 1 & t \\ 0 & 1 \end{pmatrix}. \] Hence for all $t\geq 0$ we have \[ \|e^{tA}\| = 1+t, \] The theorem predicts that for any $\delta\gt 0$ there will be a constant $C_\delta \lt \infty$ for which \begin{equation} 1+t = \|e^{tD}\| \leq C_{\delta}e^{\delta t} \qquad\text{ for all }t\geq0. \label{eq:exponential-growth-of-1plust} \end{equation}