Let $M \in M_{n}(\mathbf{R})$. We denote by (S) the differential system: $$(\mathrm{S}) \quad X' = MX$$ where $X$ is a function from the variable $t$ in $\mathbf{R}$ to $\mathbf{R}^{n}$, differentiable on $\mathbf{R}$.
Let $T \in M_{n}(\mathbf{R})$. We assume that $M$ is similar to $T$ in $M_{n}(\mathbf{R})$ and we denote by $(\mathrm{S}^{*})$ the differential system $$(\mathrm{S}^{*}) \quad Y' = TY$$
We consider the following assertions:
- [$\mathbf{A}_{1}$] $\chi_{M}$ is a Hurwitz polynomial;
- [$\mathbf{A}_{2}$] The solutions of (S) tend to $0_{\mathbf{R}^{n}}$ as $t$ tends to $+\infty$;
- [$\mathbf{A}_{3}$] There exist $\alpha > 0$ and $k > 0$ such that for every solution $\Phi$ of (S), $$\forall t \geq 0 \quad : \quad \|\Phi(t)\| \leq k e^{-\alpha t} \|\Phi(0)\|.$$
Let $T \in M_{n}(\mathbf{R})$. We assume that $T$ satisfies the following condition: $$(\mathrm{C}) \quad \exists \beta \in \mathbf{R}_{+}^{*}, \forall X \in \mathbf{R}^{n} : \langle TX, X \rangle \leq -\beta \|X\|^{2}.$$
Prove that $\mathrm{A}_{3}$ is true with $k = 1$ for every solution $\Phi$ of $(\mathrm{S}^{*})$.
Hint: one may introduce the function $t \mapsto e^{2\beta t} \|\Phi(t)\|^{2}$.