Non-monotonicity of Lyapunov functions for functional differential equations with enlightenments for related research methods

In this paper, a particular property of Lyapunov functions for functional differential equations (FDEs) is developed, that is the direct dependence of the signs of the derivatives of the Lyapunov functions on the initial data. This property implies that the derivatives of the Lyapunov functions for FDEs cannot be guaranteed to be negative definite generally, and then makes the FDEs differ from the ordinary differential equations constitutionally. With this property, we give some enlightenments for the research methods for establishing stability theorems or criteria for FDEs, which may help us to form a common view about the choice of the investigation methods on the stability of FDEs. The conclusion is stated in both the deterministic and stochastic versions. Two illustrative examples are given to show and verify our conclusion through the paper.