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In this paper we study the dynamics of the monoscale Lorenz-96 model using both analytical and numerical means. The bifurcations for positive forcing parameter $F$ are investigated. The main analytical result is the existence of Hopf or…

Dynamical Systems · Mathematics 2018-08-03 Dirk L. van Kekem , Alef E. Sterk

A statistical generalization is made of microeconomics in the spirit of going from classical to statistical mechanics. The price and quantity of every commodity1 traded in the market, at each instant of time, is considered to be an…

General Finance · Quantitative Finance 2012-12-03 Belal E. Baaquie

Sudden transitions in the state of a system are often undesirable in natural and human-made systems. Such transitions under fast variation of system parameters are called rate-induced tipping. We experimentally demonstrate rate-induced…

Applied Physics · Physics 2022-09-15 Induja Pavithran , P. R. Midhun , R. I. Sujith

We consider an opinion dynamics model coupled with an environmental dynamics. Based on a forward invariance argument, we can simplify the analysis of the asymptotic behavior to the case when all the opinions in the social network are…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Anthony Couthures , Anastasia Bizyaeva , Vineeth S. Varma , Alessio Franci , Irinel-Constantin Morarescu

We study pattern-forming instabilities in reaction-advection-diffusion systems. We develop an approach based on Lyapunov-Bloch exponents to figure out the impact of a spatially periodic mixing flow on the stability of a spatially…

Pattern Formation and Solitons · Physics 2010-11-15 A. V. Straube , A. Pikovsky

The properties of the fluctuations large enough to induce bifurcations at open chemical systems at steady constraints are studied. The fluctuations that come from the diffusion-induced noise are considered. It is a generic for the surface…

Statistical Mechanics · Physics 2007-05-23 Maria K. Koleva , L. A. Petrov

We use a free-energy minimization approach to describe the secular and dynamical instabilities as well as the bifurcations along equilibrium sequences of rotating, self-gravitating fluid systems. Our approach is fully nonlinear and stems…

Astrophysics · Physics 2009-10-28 D. M. Christodoulou , D. Kazanas , I. Shlosman , J. E. Tohline

We reinvestigate the dynamical behavior of a first order scalar nonlinear delay differential equation with piecewise linearity and identify several interesting features in the nature of bifurcations and chaos associated with it as a…

Chaotic Dynamics · Physics 2015-06-26 D. V. Senthilkumar , M. Lakshmanan

We present a bifurcation analysis of a normal form for travelling waves in one-dimensional excitable media. The normal form which has been recently proposed on phenomenological grounds is given in form of a differential delay equation. The…

Pattern Formation and Solitons · Physics 2009-11-13 G. A. Gottwald

Necessary and sufficient conditions are given for the asymptotic stability and instability of a two-dimensional incommensurate order autonomous linear system, which consists of a differential equation with a Caputo-type fractional order…

Dynamical Systems · Mathematics 2017-12-14 Oana Brandibur , Eva Kaslik

The problem of non-stationarity in financial markets is discussed and related to the dynamic nature of price volatility. A new measure is proposed for estimation of the current asset volatility. A simple and illustrative explanation is…

Statistical Finance · Quantitative Finance 2016-09-08 Sergey S. Stepanov

We consider a model proposed earlier by us for describing a form of plastic instability found in creep experiments . The model consists of three types of dislocations and some transformations between them. The model is known to reproduce a…

chao-dyn · Physics 2015-06-24 Mulugeta Bekele , G Ananthakrishna

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

Physical concepts developed to describe instabilities in traffic flows can be generalized in a way that allows one to understand the well-known instability of supply chains (the so-called ``bullwhip effect''). That is, small variations in…

Statistical Mechanics · Physics 2009-11-10 Dirk Helbing

In this paper, we investigate a reaction-diffusion-advection model with time delay effect. The stability/instability of the spatially nonhomogeneous positive steady state and the associated Hopf bifurcation are investigated when the given…

Dynamical Systems · Mathematics 2017-06-08 Shanshan Chen , Yuan Lou , Junjie Wei

Keen's model describes the dynamics between wage share, employment rate and debt ratio. In literature, the model was extended to represent the effects of inflation and also the speculative money flow. Based on the inflationary model, we…

Dynamical Systems · Mathematics 2025-04-23 Ali Tolga Dincer , Sevgi Harman , Seyma Gonul , Ayse Tiryakioglu , Cihangir Ozemir

A continuum dynamical model is developed to determine the morphological and compositional instabilities on the free surface of heteroepitaxial alloy films in the absence of growth. We use linear stability analysis to study the early…

Statistical Mechanics · Physics 2009-11-07 Zhi-Feng Huang , Rashmi C. Desai

Many studies assume stock prices follow a random process known as geometric Brownian motion. Although approximately correct, this model fails to explain the frequent occurrence of extreme price movements, such as stock market crashes. Using…

Statistical Finance · Quantitative Finance 2015-05-14 Miguel A. Fuentes , Austin Gerig , Javier Vicente

We present a dynamical analysis of the inflationary flow equations. Our technique uses the Hubble `jerk' parameter as a discriminant of stability of fixed points. The results of the analysis are used to explain qualitatively the…

Astrophysics · Physics 2008-10-30 Sirichai Chongchitnan , George Efstathiou

Mathematical models for physiological processes aid qualitative understanding of the impact of various parameters on the underlying process. We analyse two such models for human physiological processes: the Mackey-Glass and the Lasota…

Systems and Control · Computer Science 2018-10-12 Sreelakshmi Manjunath , Gopal Krishna Kamath , Gaurav Raina
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