Generalization of the concept of diagonal dominance with applications to matrix D-stability

Author(s):  
Olga Y. Kushel ◽  
Raffaella Pavani
Keyword(s):  
2020 ◽  
Vol 20 (1) ◽  
pp. 128-153
Author(s):  
Anna S. Bogomolova ◽  
Dmitriy V. Kolyuzhnov

We provide sufficient conditions for stability of a linear structurally heterogeneous economy under heterogeneous learning of agents, extending the results of Honkapohja and Mitra (2006), Kolyuzhnov (2011), and Bogomolova and Kolyuzhnov (2019). Sufficient conditions for stability under heterogeneous mixed RLS/SG learning for four classes of models: models without lags and with lags of the endogenous variable and with t or t-1- dating of expectations, are provided for the cases of the diagonal structure of the shock process behaviour or the heterogeneous RLS learning and are presented in terms of structural heterogeneity and are independent of heterogeneity in learning. The results are based on the negative diagonal dominance approach and are provided, first, in terms of the existence of the weights for aggregation of endogenous variables and of expectations across agents, interrelated in a special way, and then in terms of the E-stability of a suitably defined aggregate economy. The fundamental nature of the approach adopted in the paper allows one to apply its results to a vast majority of the existing and prospective linear and linearized economic models (including estimated DSGE models) with adaptive learning of agents.


Author(s):  
Владимир Дмитриевич Лисейкин ◽  
Виктор Иванович Паасонен

Проведено сравнение качества решений модельного уравнения второго порядка с малым параметром, полученных по трем различным разностным схемам на специальных адаптивных сетках, явно задаваемых координатным преобразованием, а также на равномерных сетках в новых переменных, соответствующих этому преобразованию. Исследуются схемы второго порядка точности с диагональным преобладанием и без него и простейшая противопотоковая схема. На основе оценок погрешностей сделаны прогнозы относительно свойств решений, подтвержденные анализом и численными экспериментами. Показано, что схема второго порядка аппроксимации с диагональным преобладанием сходится равномерно по малому параметру со вторым порядком лишь в частном случае, когда коэффициент при старшей производной мал только в слое; если же он мал также и вне слоя, порядок сходимости первый. Установлено также, что схема без диагонального преобладания имеет существенно более качественные решения без осцилляций в новых переменных на равномерной сетке, чем в соответствующих им исходных физических координатах. В противоположность ей схемы с диагональным преобладанием не чувствительны к выбору системы координат. The paper compares solution quality to some model second- order equation with a small parameter obtained through three different schemes both on special adaptive grids specified explicitly by coordinate transformations eliminating layers and on uniform grids in a new coordinate related to the transformations. The schemes up to second order in physical and transformation variables both with a diagonal and not diagonal dominance and the simplest counter-flow scheme are analyzed. Predictions of a solution behavior based on estimates of solution errors are described, which are confirmed by numerical experiments and proofs. It is established, in particular, that the scheme of the second order with a diagonal dominance converges uniformly if the coefficient before the second derivative is small at the points of the boundary layer only. It was also demonstrated for the schemes without a diagonal dominance, mach better solutions without oscillations are obtained on uniform grids in new variables than on corresponding adaptive grids in the original physical coordinates.


Author(s):  
Matthias Morzfeld ◽  
Nopdanai Ajavakom ◽  
Fai Ma

The principal coordinates of a non-classically damped linear system are coupled by nonzero off-diagonal element of the modal damping matrix. In the analysis of non-classically damped systems, a common approximation is to ignore the off-diagonal elements of the modal damping matrix. This procedure is termed the decoupling approximation. It is widely accepted that if the modal damping matrix is diagonally dominant, then errors due to the decoupling approximation must be small. In addition, it is intuitively believed that the more diagonal the modal damping matrix, the less will be the errors in the decoupling approximation. Two quantitative measures are proposed in this paper to measure the degree of being diagonal dominant in modal damping matrices. It is demonstrated that, over a finite range, errors in the decoupling approximation can continuously increase while the modal damping matrix becomes more and more diagonal with its off-diagonal elements decreasing in magnitude continuously. An explanation for this unexpected behavior is presented. Within a practical range of engineering applications, diagonal dominance of the modal damping matrix may not be sufficient for neglecting modal coupling in a damped system.


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