English
Related papers

Related papers: Synchronization in a market model with time delays

200 papers

Existence of a new type of oscillating synchronization that oscillates between three different types of synchronizations (anticipatory, complete and lag synchronizations) is identified in unidirectionally coupled nonlinear time-delay…

Chaotic Dynamics · Physics 2007-05-23 D. V. Senthilkumar , M. Lakshmanan

Small lattices of $N$ nearest neighbor coupled excitable FitzHugh-Nagumo systems, with time-delayed coupling are studied, and compared with systems of FitzHugh-Nagumo oscillators with the same delayed coupling. Bifurcations of equilibria in…

Chaotic Dynamics · Physics 2009-11-10 Nikola Buric , Dragana Todorovic

Cross-correlation analysis is a powerful tool for understanding the mutual dynamics of time series. This study introduces a new method for predicting the future state of synchronization of the dynamics of two financial time series. To this…

Statistical Finance · Quantitative Finance 2022-11-03 Mostafa Shabani , Martin Magris , George Tzagkarakis , Juho Kanniainen , Alexandros Iosifidis

A basic result in synchronization of linear systems via output coupling is presented. For identical discrete-time linear systems that are detectable from their outputs and neutrally stable, it is shown that a linear output feedback law…

Dynamical Systems · Mathematics 2008-01-21 S. Emre Tuna

We examine the impact of time delay on two coupled massive oscillators within the second-order Kuramoto model, which is relevant to the operations of real-world networks that rely on signal transmission speed constraints. Our analytical and…

Chaotic Dynamics · Physics 2024-08-30 Esmaeil Mahdavi , Mina Zarei , Farhad Shahbazi

Synchronization of coupled continuous-time linear systems is studied in a general setting. For identical neutrally-stable linear systems that are detectable from their outputs, it is shown that a linear output feedback law exists under…

Optimization and Control · Mathematics 2008-01-22 S. Emre Tuna

The mechanism of synchronization of oscillations in two identical coupled flow systems has beenstudied. The time (past the coupling onset) during which a synchronous oscillation regime is establisheddepends on the oscillation phase…

Chaotic Dynamics · Physics 2015-06-26 A. A. Koronovskii , A. E. Hramov , I. A. Khromova

The synchronization stability of a complex network system of coupled phase oscillators is discussed. In case the network is affected by disturbances, a stochastic linearized system of the coupled phase oscillators may be used to determine…

Adaptation and Self-Organizing Systems · Physics 2023-03-31 Kaihua Xi , Zhen Wang , Aijie Cheng , Hai Xiang Lin , Jan H. van Schuppen , Chenghui Zhang

We study the nonlinear dynamics of two delay-coupled neural systems each modelled by excitable dynamics of FitzHugh-Nagumo type and demonstrate that bistability between the stable fixed point and limit cycle oscillations occurs for…

Pattern Formation and Solitons · Physics 2015-05-13 M. A. Dahlem , G. Hiller , A. Panchuk , E. Schoell

Linear stability of synchronized states in networks of delay-coupled oscillators depends on the type of interaction, the network and oscillator properties. For inert oscillator response, found ubiquitously from biology to engineering,…

Adaptation and Self-Organizing Systems · Physics 2022-02-02 Dimitrios Prousalis , Lucas Wetzel

The decision process requires information about the present state of the system, but in economy acquiring data and processing them is an expensive and time consuming process. Therefore the state of the system is measured and announced at…

Physics and Society · Physics 2007-09-21 Janusz Miskiewicz

Time-delay systems are an important class of dynamical systems which provide a solid mathematical framework to deal with many application domains of interest ranging from biology, chemical, electrical, and mechanical engineering, to…

Dynamical Systems · Mathematics 2009-03-28 Giordano Pola , Pierdomenico Pepe , Maria D. Di Benedetto , Paulo Tabuada

Networks of neural mass nodes with delayed interactions are increasingly being used as models for large-scale brain activity. To complement the growing number of computational studies of such networks, it is timely to develop new…

Dynamical Systems · Mathematics 2025-09-29 S Coombes , H G E Meijer

We study the dynamics of phase synchronization in growing populations of discrete phase oscillatory systems when the division process is coupled to the distribution of oscillator phases. Using mean field theory, linear stability analysis,…

Statistical Mechanics · Physics 2015-06-16 Wen Yu , Kevin B. Wood

We study the dynamics of a piecewise-linear second-order delay differential equation that is representative of feedback systems with relays (switches) that actuate after a fixed delay. The system under study exhibits strong…

Dynamical Systems · Mathematics 2023-06-13 Lucas Illing , Pierce Ryan , Andreas Amann

In this paper we analyze a coupled system between a transport equation and an ordinary differential equation with time delay (which is a simplified version of a model for kidney blood flow control). Through a careful spectral analysis we…

Analysis of PDEs · Mathematics 2020-07-20 Serge Nicaise , Alessandro Paolucci , Cristina Pignotti

We present our study on the emergent states of two interacting nonlinear systems with differing dynamical time scales. We find that the inability of the interacting systems to fall in step leads to difference in phase as well as change in…

Chaotic Dynamics · Physics 2016-02-09 Kajari Gupta , G. Ambika

We compare correlations and coherent structures in nuclei and financial markets. In the nuclear physics part we review giant resonances which can be interpreted as a coherent structure embedded in chaos. With similar methods we investigate…

Statistical Finance · Quantitative Finance 2015-05-14 J. Speth , S. Drozdz , F. Gruemmer

Time lags occur in a vast range of real-world dynamical systems due to finite reaction times or propagation speeds. Here we derive an analytical approach to determine the asymptotic stability of synchronous states in networks of coupled…

Dynamical Systems · Mathematics 2020-07-08 Reyk Börner , Paul Schultz , Benjamin Ünzelmann , Deli Wang , Frank Hellmann , Jürgen Kurths

We study the effect of structured higher-order interactions on the collective behavior of coupled phase oscillators. By combining a hypergraph generative model with dimensionality reduction techniques, we obtain a reduced system of…

Adaptation and Self-Organizing Systems · Physics 2023-03-14 Sabina Adhikari , Juan G. Restrepo , Per Sebastian Skardal