A simple nonlinear dynamic stability problem

Simple Solutions to the Initial Conditions Problem in Dynamic, Nonlinear Panel Data Models with Unobserved Heterogeneity

I study a simple, widely applicable approach to handling the initial conditions problem in dynamic, nonlinear unobserved effects models. Rather than attempting to obtain the joint distribution of all outcomes of the endogenous variables, I propose finding the distribution conditional on the initial value (and the observed history of strictly exogenous explanatory variables). The approach is fle...

A Criterion for Stability of Nonlinear Time-Varying Dynamic System

In this paper, based on the assumption that both the leading principal submatrix of r-order and its complementary submatrix in A(t) have eigenvalues with only negative real parts, we establish a criterion for the stability of a class of nonlinear time-varying dynamic system dx/dt = A(t)x+ f(t, x). Also a feasible method for decomposition and aggregation of large-scale system is provided. Moreov...

A Dynamic Factor Approach to Nonlinear Stability Analysis ∗

A method of principal components is employed to investigate nonlinear dynamic factor structure using a large panel data. The evidence suggests the possibility of nonlinearity in the U.S. while it excludes the class of nonlinearity that can generate endogenous ßuctuation or chaos.

Stability of the Modified Euler Method for Nonlinear Dynamic Analysis of TLP

Efficiency of numerical methods is an important problem in dynamic nonlinear analyses. It is possible to use of numerical methods such as beta-Newmark in order to investigate the structural response behavior of the dynamic systems under random sea wave loads but because of necessity to analysis the offshore systems for extensive time to fatigue study it is important to use of simple stable meth...

The problem of absolute stability: a dynamic programming approach