Related papers: Chaos Models in Economics
Defect-chaos is studied numerically in coupled Ginzburg-Landau equations for parametrically driven waves. The motion of the defects is traced in detail yielding their life-times, annihilation partners, and distances traveled. In a regime in…
We introduce the notion of multi-dimensional chaos that applies to processes described by erratic functions of several dynamical variables. We employ this concept in the interpretation of classical and quantum scattering off a pinball…
In this article we model chaotic dynamics in financial markets by treating the market price, and market makers' inventory, as anharmonic oscillators with a nonlinear coupling. The market makers' risk appetite being the key parameter that…
Small networks of chaotic units which are coupled by their time-delayed variables, are investigated. In spite of the time delay, the units can synchronize isochronally, i.e. without time shift. Moreover, networks can not only synchronize…
A cell dynamical system model for deterministic chaos enables precise quantification of the round-off error growth,i.e., deterministic chaos in digital computer realizations of mathematical models of continuum dynamical systems. The model…
Many complex systems exhibit extreme events far more often than expected for a normal distribution. This work examines how self-similar bursts of activity across several orders of magnitude can emerge from first principles in systems that…
The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…
In recent years, the investigation of chaos has become a bridge connecting gravity theory and quantum field theory, especially within the framework of gauge-gravity duality. In this work, we study holographically the chaos in the matrix…
Our work is dedicated to the introduction and investigation of a new asymptotic correlation relation in the field of mean field models and limits. This new notion, order (as opposed to chaos), revolves around a tendency for self…
We consider the Kirchhoff equation on tori of any dimension and we construct solutions whose Sobolev norms oscillates in a chaotic way on certain long time scales. The chaoticity is encoded in the time between oscillations of the norm,…
We evoke the idea of representation of the chaotic attractor by the set of unstable periodic orbits and disclose a novel noise-induced ordering phenomenon. For long unstable periodic orbits forming the strange attractor the weights (or…
We make three observations that help clarify the relation between CFT and quantum chaos. We show that any 1+1-D system in which conformal symmetry is non-linearly realized exhibits two main characteristics of chaos: maximal Lyapunov…
Agent-based models have demonstrated their power and flexibility in Econophysics. However their major challenge is still to devise more realistic simulation scenarios. The complexity of Economy makes appealing the idea of introducing…
Arrangement theory plays an essential role in the study of the unfolding model used in many fields. This paper describes how arrangement theory can be usefully employed in solving the problems of counting (i) the number of admissible…
We investigate species-rich mathematical models of ecosystems. While much of the existing literature focuses on the properties of equilibrium fixed points, persistent dynamics (e.g., limit cycles or chaos) have also been observed, both in…
A precise definition of chaos for discrete processes based on iteration already exists. We shall first reformulate it in a more general frame, taking into account the fact that discrete chaotic behavior is neither necessarily based on…
In this paper we study the price dynamics in a simple model of financial markets with heterogeneous agents. We concentrate on how increases in the total number of active traders influences fluctuations of asset prices. We find that a…
In order to analyze the effect of chaos or order on the rate of decoherence in a subsystem, we aim to distinguish effects of the two types of dynamics by choosing initial states as random product states from two factor spaces representing…
The statistical properties of the quantum chaotic spectra have been studied, so far, only up to the second order correlation effects. The numerical as well as the analytical evidence that random matrix theory can successfully model the…
Strong nonlinear effects combined with diffusive coupling may give rise to unpredictable evolution in spatially extended deterministic dynamical systems even in the presence of a fully negative spectrum of Lyapunov exponents. This regime,…