Related papers: Instability and bifurcation in a trend depending p…
We study a model due to J.M. Lasry and P.L. Lions, describing the evolution of a scalar price which is realized as a free boundary in a 1-D diffusion equation with dynamically evolving, non-standard sources. We establish global existence…
We present a set of models of the main stylized facts of market price fluctuations. These models comprise dynamical evolution with threshold dynamics and Langevin price equation with multiplicative noise, percolation models to describe the…
We propose a reduced form set of two coupled continuous time equations linking the price of a representative asset and the price of a bond, the later quantifying the cost of borrowing. The feedbacks between asset prices and bonds are…
Quantifying the stability of an equilibrium is central in the theory of dynamical systems as well as in engineering and control. A comprehensive picture must include the response to both small and large perturbations, leading to the…
In order to investigate the emergence of periodic oscillations of rimming flows, we study analytically the stability of steady states for the model of (Benilov, Kopteva, O'Brien, 2005), which describes the dynamics of a thin fluid film…
Logistic functions are good models of biological population growth. They are also popular in marketing in modelling demand-supply curves and in a different context, to chart the sales of new products over time. Delays being inherent in any…
We investigate a diffusive, stage-structured epidemic model with the maturation delay and freely-moving delay. Choosing delays and diffusive rates as bifurcation parameters, the only possible way to destabilize the endemic equilibrium is…
We study the emergence of periodic oscillations through a Hopf bifurcation in a scalar diffusion equation on the half line coupled to a dynamic boundary condition. Our results quantify the effect of delay through the buffering in the…
Using in a simple way the theory of non linear dynamical systems, we show that increasing climatic instabilities may be a qualitative warning sign for the occurrence of a nearby bifurcation, yielding a discontinuous and sudden climate…
The aim of this work is to investigate the qualitative behaviour of a financial dynamical system which contains a time delay. We investigate the dynamic response of this system of which variables are interest rate, investment demand, price…
A study was made of the instability that arises when acoustic and gravity waves propagate in an inhomogeneous medium which is characterized by oscillatory approach of the reaction coordinates to the steady state. It is shown that loss of…
We investigate the non-linear dynamics of a two-dimensional film flowing down a finite heater, for a non-volatile and a volatile liquid. An oscillatory instability is predicted beyond a critical value of Marangoni number using linear…
The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates…
This paper presents a general framework to derive the weakly nonlinear stability near a Hopf bifurcation in a special class of multi-scale reaction-diffusion equations. The main focus is on how the linearity and nonlinearity of the fast…
Convection in an infinite fluid layer is often modelled by considering a finite box with periodic boundary conditions in the two horizontal directions. The translational invariance of the problem implies that any solution can be translated…
In this paper we investigate the impact of delayed tax revenues on the fiscal policy out-comes. Choosing the delay as a bifurcation parameter we study the direction and the stability of the bifurcating periodic solutions. With respect to…
Breaking the chiral symmetry, rotation induces a secondary Hopf bifurcation in weakly nonlinear hexagon patterns which gives rise to oscillating hexagons. We study the stability of the oscillating hexagons using three coupled…
We present a model of financial markets originally proposed for a turbulent flow, as a dynamic basis of its intermittent behavior. Time evolution of the price change is assumed to be described by Brownian motion in a power-law potential,…
We study the emergence of instabilities in a stylized model of a financial market, when different market actors calculate prices according to different (local) market measures. We derive typical properties for ensembles of large random…
Since the seminal work by H.L.F. Helmholtz in 1863, to understand the basic principles of hearing has been a great, but still unresolved, challenge for physicists. Some time ago, it has been pointed out (Egu\'{\i}luz et al., Phys. Rev.…