SYSTEM DYNAMIC NONLINEAR MODELING OF PRICE STABILITY

Long scale evolution of a nonlinear stochastic dynamic system for modeling market price bubbles

This Letter investigates the stochastic dynamics of a simplified agent-based microscopic model describing stock market evolution. Our mathematical model includes a stochastic market and a sealed-bid double auction. The dynamics of the model Ž . are determined by the game of two types of traders: i ‘intelligent’ traders whose strategy is based on nonlinear technical 1 Ž . data analysis and ii ‘r...

Dynamic Modeling of Economic System in Iran

The long term goal attaining of economic system management requires the establishment of a dynamic framework to integrate multiple perspectives. This article considers the problem of economic development in macro level. As economic systems are complex adaptive systems composed of numerous numbers of components of dynamic and multidimensional nature, dynamics method is applied in this research. ...

Lyapunov stability of abstract nonlinear dynamic system in Banach space

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...

stability and attraction domains of traffic equilibria in day-to-day dynamical system formulation

در این پژوهش مسئله واگذاری ترافیک را از دید سیستم های دینامیکی فرمول بندی می کنیم.فرض کرده ایم که همه فاکتورهای وابسته در طول زمان ثابت باشند و تعادل کاربر را از طریق فرایند منظم روزبه روز پیگیری کنیم.دینامیک ترافیک توسط یک نگاشت بازگشتی نشان داده می شود که تکامل سیستم در طول زمان را نشان می دهد.پایداری تعادل و دامنه جذب را توسط مطالعه ویژگی های توپولوژیکی تکامل سیستم تجزیه و تحلیل می کنیم.پاید...