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Related papers: Logistic map with memory from economic model

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A generalization of the economic model of natural growth, which takes into account the power-law memory effect, is suggested. The memory effect means the dependence of the process not only on the current state of the process, but also on…

Economics · Quantitative Finance 2017-01-11 Valentina V. Tarasova , Vasily E. Tarasov

The article discusses a generalization of model of economic growth with constant pace, which takes into account the effects of dynamic memory. Memory means that endogenous or exogenous variable at a given time depends not only on their…

Economics · Quantitative Finance 2019-04-04 Valentina V. Tarasova , Vasily E. Tarasov

Accelerators with power-law memory are proposed in the framework of the discrete time approach. To describe discrete accelerators we use the capital stock adjustment principle, which has been suggested by Matthews.The suggested discrete…

Economics · Quantitative Finance 2017-07-25 Valentina V. Tarasova , Vasily E. Tarasov

Derivatives of fractional order with respect to time describe long-term memory effects. Using nonlinear differential equation with Caputo fractional derivative of arbitrary order $\alpha>0$, we obtain discrete maps with power-law memory.…

Chaotic Dynamics · Physics 2014-03-03 Vasily E. Tarasov

We consider the evolution of logistic maps under long-term memory. The memory effects are characterized by one parameter \alpha. If it equals to zero, any memory is absent. This leads to the ordinary discrete dynamical systems. For \alpha =…

Chaotic Dynamics · Physics 2011-11-15 Aleksander Stanislavsky

Intersectoral dynamic models with power-law memory are proposed. The equations of open and closed intersectoral models, in which the memory effects are described by the Caputo derivatives of non-integer orders, are derived. We suggest…

Economics · Quantitative Finance 2017-12-27 Valentina V. Tarasova , Vasily E. Tarasov

The study of systems with memory requires methods which are different from the methods used in regular dynamics. Systems with power-law memory in many cases can be described by fractional differential equations, which are…

Chaotic Dynamics · Physics 2014-05-20 Mark Edelman

In this paper we discuss a concept of dynamic memory and an application of fractional calculus to describe the dynamic memory. The concept of memory is considered from the standpoint of economic models in the framework of continuous time…

Economics · Quantitative Finance 2017-12-27 Valentina V. Tarasova , Vasily E. Tarasov

Using kicked differential equations of motion with derivatives of noninteger orders, we obtain generalizations of the dissipative standard map. The main property of these generalized maps, which are called fractional maps, is long-term…

Chaotic Dynamics · Physics 2014-03-03 Vasily E. Tarasov , Mark Edelman

Starting from kicked equations of motion with derivatives of non-integer orders, we obtain "fractional" discrete maps. These maps are generalizations of well-known universal, standard, dissipative, kicked damped rotator maps. The main…

Chaotic Dynamics · Physics 2018-04-02 Vasily E. Tarasov , George M. Zaslavsky

Transport equations with a nonlocal velocity field have been introduced as a continuum model for interacting particle systems arising in physics, chemistry and biology. Fractional time derivatives, given by convolution integrals of the…

Analysis of PDEs · Mathematics 2019-04-16 Fabio Camilli , Raul De Maio

In regular dynamics, discrete maps are model presentations of discrete dynamical systems, and they may approximate continuous dynamical systems. Maps are used to investigate general properties of dynamical systems and to model various…

Chaotic Dynamics · Physics 2024-12-31 Mark Edelman

Long and short memory in economic processes is usually described by the so-called discrete fractional differencing and fractional integration. We prove that the discrete fractional differencing and integration are the Grunwald-Letnikov…

Economics · Quantitative Finance 2017-08-08 Vasily E. Tarasov , Valentina V. Tarasova

Discrete maps with long-term memory are obtained from nonlinear differential equations with Riemann-Liouville and Caputo fractional derivatives. These maps are generalizations of the well-known universal map. The memory means that their…

Chaotic Dynamics · Physics 2015-03-17 Vasily E. Tarasov

The logistic growth model is a classical framework for describing constrained growth phenomena, widely applied in areas such as population dynamics, epidemiology, and resource management. This study presents a generalized extension using…

Systems and Control · Electrical Eng. & Systems 2025-10-20 M. O. Aibinu , A. Shoukat , F. M. Mahomed

The most commonly developed inventory models are the classical economic order quantity model, is governed by the integer order differential equations. We want to come out from the traditional thought i.e. classical order inventory model…

Optimization and Control · Mathematics 2019-04-18 Rituparna Pakhira , Uttam Ghosh , Susmita Sarkar , Vishnu Narayan Mishra

This working paper presents a comprehensive study on the development and analysis of various electricity market models, focusing on continuous, discrete, and fractional-order approaches. The continuous model captures the ongoing…

Optimization and Control · Mathematics 2024-07-29 Ioannis Dassios

Long memory in the sense of slowly decaying autocorrelations is a stylized fact in many time series from economics and finance. The fractionally integrated process is the workhorse model for the analysis of these time series. Nevertheless,…

Econometrics · Economics 2023-09-22 Uwe Hassler , Marc-Oliver Pohle

It is shown that due to memory effects the complex behaviour of components in a stochastic system can be transmitted to macroscopic evolution of the system as a whole. Within the Markov approximation widely using in ordinary statistical…

adap-org · Physics 2009-10-30 A. A. Stanislavsky

This article deals with dynamical systems depending on a slowly varying parameter. We present several physical examples illustrating memory effects, such as metastability and hysteresis, which frequently appear in these systems. A…

chao-dyn · Physics 2007-05-23 N. Berglund , H. Kunz
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