D-Stability and Structured Singular Values Analysis and Applications to Economic Models

Main Article Content

Mutti-Ur Rehman, Abdukholik Mukhtorov, Nazimjon Askarov, Muqaddas Turdiyeva, Shahlokhon Gafurova, Zufar Qoryog’diyev, Ghulam Abbas Memon

Abstract

The stability analysis of transportation and economic models plays a fundamental role in understanding dynamic systems. The term stability means the ability of a system under consideration to return to an equilibrium state subject to perturbations. The analysis on D-stability extends the concept of stability by ensuring that the system is stable under a predefined set of various uncertainties. The computation of structured singular values plays a critical role in analyzing the dynamical system’s robustness and performance. For transportation models, structured singular value analysis helps evaluate traffic demand fluctuations. On the other hand, in economic systems, structured singular values aid in understanding the impacts of interest rates or supply chain disruptions on the performance and stability of the system. This article discusses the interplay between stability analysis, D-stability analysis, and structured singular values, and then emphasizes their applications to transportation and economic models. The aim is to study how one can ensure a robust and resilient system design. Through practical and numerical examples, the study illustrates how these concepts may set up a mathematical foundation for advancing robust modeling practices in dynamic and uncertain environments.

Article Details

References

  1. K.J. Arrow, M. McManus, A Note on Dynamic Stability, Econometrica 26 (1958), 448–454. https://doi.org/10.2307/1907624.
  2. A.Y. Aleksandrov, A.V. Platonov, V.N. Starkov, N.A. Stepenko, Mathematical Modeling and Study of Stability of Biological Communities, SOLO, St. Petersburg, (2006).
  3. G.V. Kanovei, On One Necessary Condition of the D-Stability of Matrices Having No Less Than Two Zero Elements on the Main Diagonal, Autom. Remote. Control. 62 (2001), 704–708. https://doi.org/10.1023/a:1010210504451.
  4. G.V. Kanovei, D.O. Logofet, D-Stability of $4 times 4$ matrices, Zh. Vychisl. Mat. i Mat. Fiz, 38 (1999), 1429–1435.
  5. H.K. Khalil, P.V. Kokotovic, $D$-Stability and Multi-Parameter Singular Perturbation, SIAM J. Control Optim. 17 (1979), 56–65. https://doi.org/10.1137/0317006.
  6. G.V. Kanovei, D.O. Logofet, Relations, Properties, and Invariant Transformations of $D$- and $aD$-Stable Matrices, Vestnik Moskov. Univ. Ser. I. Mat. Mekh. 6 (2001), 40–43.
  7. J. Magni, C. Döll, C. Chiappa, B. Frapard, B. Girouart, Mixed-$mu$-Analysis for Flexible Systems. Part I: Theory 1, IFAC Proc. Vol. 32 (1999), 8003–8008. https://doi.org/10.1016/s1474-6670(17)57365-6.
  8. M.S. Yu, D.O. Logofet, Stability of Biological Communities, Nauka, Moscow, (1978).
  9. A.Y. Yu, Equilibrium and Stability in the Models of Population Dynamics. Nauka, Moscow, (1983).
  10. A.C. Enthoven, K.J. Arrow, A Theorem on Expectations and the Stability of Equilibrium, Econometrica 24 (1956), 288–293. https://doi.org/10.2307/1911633.
  11. B.M. Norboevna, R.T. Husenovich, The Method of Using Problematic Education in Teaching Theory of Matrix to Students, Academy 4 (2020), 68–71.
  12. D. Carlson, A New Criterion for H-Stability of Complex Matrices, Linear Algebr. Appl. 1 (1968), 59–64. https://doi.org/10.1016/0024-3795(68)90048-7.
  13. H.K. Khalil, P.V. Kokotovic, Control of Linear Systems with Multiparameter Singular Perturbations, Automatica 15 (1979), 197–207. https://doi.org/10.1016/0005-1098(79)90070-0.
  14. D.O. Logofet, Svicobians of compartment models and the $DaD$-stability of svicobians, Dokl. Akad. Nauk, Ross. Akad. Nauk. 360 (1998), 167–170.
  15. J. Doyle, Analysis of Feedback Systems with Structured Uncertainties, IEE Proc. D Control. Theory Appl. 129 (1982), 242–250. https://doi.org/10.1049/ip-d.1982.0053.
  16. N. Guglielmi, M. Rehman, D. Kressner, A Novel Iterative Method to Approximate Structured Singular Values, SIAM J. Matrix Anal. Appl. 38 (2017), 361–386. https://doi.org/10.1137/16m1074977.
  17. R.L. Dailey, A New Algorithm for the Real Structured Singular Value, 1990 Am. Control. Conf. (1990), 3036–3040. https://doi.org/10.23919/acc.1990.4791276.
  18. A. Yazıcı, A. Karamancıoğlu, R. Kasimbeyli, A Nonlinear Programming Technique to Compute a Tight Lower Bound for the Real Structured Singular Value, Optim. Eng. 12 (2010), 445–458. https://doi.org/10.1007/s11081-010-9120-4.
  19. P. Seiler, G. Balas, A. Packard, A Gain-Based Lower Bound Algorithm for Real and Mixed $mu$ Problems, in: Proceedings of the 45th IEEE Conference on Decision and Control, IEEE, 2006. https://doi.org/10.1109/CDC.2006.377123.
  20. A. Sideris, R.S.S. Pena, Robustness Margin Calculation with Dynamic and Real Parametric Uncertainty, in: 1988 American Control Conference, IEEE, 1988, pp. 1201-1206. https://doi.org/10.23919/ACC.1988.4789903.
  21. Piga, Dario, Computation of the structured singular value via moment lmi relaxations, IEEE Trans. Autom. Control. 61 (2015), 520–525. https://doi.org/10.1109/TAC.2015.2438452.
  22. K.J. Arrow, M. McManus, A Note on Dynamic Stability, Econometrica 26 (1958), 448–454. https://doi.org/10.2307/1907624.
  23. H.K. Khalil, P.V. Kokotovic, D-Stability and Multi-Parameter Singular Perturbation, SIAM J. Control. Optim. 17 (1979), 56–65. https://doi.org/10.1137/0317006.
  24. D. Hershkowitz, N. Mashal, $P^alpha$-Matrices and Lyapunov Scalar Stability, Electron. J. Linear Algebr. 4 (1998), 39–47. https://doi.org/10.13001/1081-3810.1024.
  25. M. Rehman, T.H. Rasulov, F. Amir, D-Stability, Strong D-Stability and $mu$-Values, Lobachevskii J. Math. 45 (2024), 1227–1233. https://doi.org/10.1134/s1995080224600754.
  26. L.N. Trefethen, M. Embree, Spectra and Pseudospectra: The Behavior of Nonnormal Matrices and Operators, Princeton University Press, 2005.
  27. D.L.K. Oanh, S.H. Pan, Review of Matrix Theory with Applications in Economics and Finance, Adv. Decis. Sci. 26 (2022), 54–74. https://doi.org/10.47654/v26y2022i3p54-74.
  28. A. Packard, J. Doyle, The Complex Structured Singular Value, Automatica 29 (1993), 71–109. https://doi.org/10.1016/0005-1098(93)90175-s.
  29. M. Newlin, R. Smith, A Generalization of the Structured Singular Value and Its Application to Model Validation, IEEE Trans. Autom. Control. 43 (1998), 901–907. https://doi.org/10.1109/9.701088.
  30. R. Castellanos, A. Messina, H. Sarmiento, Robust Stability Analysis of Large Power Systems Using the Structured Singular Value Theory, Int. J. Electr. Power Energy Syst. 27 (2005), 389–397. https://doi.org/10.1016/j.ijepes.2005.02.001.
  31. K. Weischedel, T.J. McAvoy, Feasibility of Decoupling in Conventionally Controlled Distillation Columns, Ind. Eng. Chem. Fundam. 19 (1980), 379–384. https://doi.org/10.1021/i160076a010.
  32. Y. Arkun, C. Morgan, On the Use of the Structured Singular Value for Robustness Analysis of Distillation Column Control, Comput. Chem. Eng. 12 (1988), 303–306. https://doi.org/10.1016/0098-1354(88)85042-7.
  33. H. Bulut, Algebraic Characterizations of the Singular Value Decompositions in the Transportation Problem, J. Math. Anal. Appl. 154 (1991), 13–21. https://doi.org/10.1016/0022-247x(91)90066-9.
  34. R.E. Cline, L.D. Pyle, The Generalized Inverse in Linear Programming—An Intersection Projection Method and the Solution of a Class of Structured Linear Programming Problems, SIAM J. Appl. Math. 24 (1973), 338–351. https://doi.org/10.1137/0124036.
  35. F.L. Hitchcock, The Distribution of a Product from Several Sources to Numerous Localities, J. Math. Phys. 20 (1941), 224–230. https://doi.org/10.1002/sapm1941201224.
  36. M. Embree, N. Lloyd, Trefethen. Pseudospectra Gateway, http://www.comlab.ox.ac.uk/pseudospectra.
  37. A. Packard, M. Fan, J. Doyle, A Power Method for the Structured Singular Value, in: Proceedings of the 27th IEEE Conference on Decision and Control, IEEE, pp. 2132-2137. https://doi.org/10.1109/CDC.1988.194710.
  38. M. Halton, M.J. Hayes, P. Iordanov, State‐space $mu$ Analysis for an Experimental Drive‐by‐wire Vehicle, Int. J. Robust Nonlinear Control. 18 (2008), 975–992. https://doi.org/10.1002/rnc.1322.
  39. N. Guglielmi, M. Rehman, D. Kressner, A Novel Iterative Method to Approximate Structured Singular Values, SIAM J. Matrix Anal. Appl. 38 (2017), 361–386. https://doi.org/10.1137/16m1074977.
  40. R.H. Warren, Classes of Matrices for the Traveling Salesman Problem, Linear Algebr. Appl. 139 (1990), 53–62. https://doi.org/10.1016/0024-3795(90)90387-r.
  41. F. Greco, I. Gerace, The Symmetric Circulant Traveling Salesman Problem, InTech, 2008. https://doi.org/10.5772/5581.
  42. D. Rückert, M. Stamminger, An Efficient Solution to Structured Optimization Problems Using Recursive Matrices, Comput. Graph. Forum 38 (2019), 33–39. https://doi.org/10.1111/cgf.13758.
  43. M. Rehman, B. Aminov, M.N. Alshehri, M.M. Mohammed, A.O. Mustafa, et al., Spectral Properties of Structured Matrices in Transportation Problems, Eur. J. Pure Appl. Math. 18 (2025), 5637. https://doi.org/10.29020/nybg.ejpam.v18i1.5637.
  44. M. Rehman, S.H. Alshabhi, A.O. Mustafa, M.M. Mohammed, S. Aljohani, et al., Spectrum and Pseudspectrum of $D$-Stable Matrices of Economy Models, J. Math. Comput. Sci. 38 (2024), 298–312. https://doi.org/10.22436/jmcs.038.03.02.