相关论文: Bifurcation patterns of market regime transition
Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…
The aim of this work is to study the effect of diffusion on the stability of the equilibria in a general two-components reaction-diffusion system with Neumann boundary conditions in the space of continuous functions. As by product, we…
We introduce and study a non-equilibrium continuous-time dynamical model of the price of a single asset traded by a population of heterogeneous interacting agents in the presence of uncertainty and regulatory constraints. The model takes…
The structural properties of an economical model for a confined plasma turbulence governor are investigated through bifurcation and stability analyses. A close relationship is demonstrated between the underlying bifurcation framework of the…
The stationary and highly non-stationary resonant dynamics of the harmonically forced pendulum are described in the framework of a semi-inverse procedure combined with the Limiting Phase Trajectory concept. This procedure, implying only…
Patterns in reaction-diffusion systems often contain two spatial scales; a long scale determined by a typical wavelength or domain size, and a short scale pertaining to front structures separating different domains. Such patterns naturally…
Bifurcations can cause dynamical systems with slowly varying parameters to transition to far-away attractors. The terms ``critical transition'' or ``tipping point'' have been used to describe this situation. Critical transitions have been…
We study a dynamical counterpart of bifurcation to invariant torus for a system of interconnected fast phase variables and slowly varying parameters. We show that in such a system, due to the slow evolution of parameters, there arise…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
Fast-slow dynamical systems have subsystems that evolve on vastly different timescales, and bifurcations in such systems can arise due to changes in any or all subsystems. We classify bifurcations of the critical set (the equilibria of the…
Nonlinear and non-stationary processes are prevalent in various natural and physical phenomena, where system dynamics can change qualitatively due to bifurcation phenomena. Traditional machine learning methods have advanced our ability to…
In this paper the Turing pattern formation mechanism of a two component reaction-diffusion system modeling the Schnakenberg chemical reaction coupled to linear cross-diffusion terms is studied. The linear cross-diffusion terms favors the…
In several natural and engineering systems, changes in control parameters can trigger bifurcations that lead to sustained or growing periodic oscillations, indicating the onset of oscillatory instabilities. Such emergent behaviour often…
The principal aim of this work is the evidence on empirical way that catastrophic bifurcation breakdowns or transitions, proceeded by flickering phenomenon, are present on notoriously significant and unpredictable financial markets.…
Reaction diffusion systems are often used to study pattern formation in biological systems. However, most methods for understanding their behavior are challenging and can rarely be applied to complex systems common in biological…
In many non-linear systems, such as plasma oscillation, boson condensation, chemical reaction, and even predatory-prey oscillation, the coarse-grained dynamics are governed by an equation containing anti-symmetric transitions, known as the…
Using a Boltzmann equation, we investigate the nonequilibrium dynamics of nonperturbative fluctuations within the context of Ginzburg-Landau models. As an illustration, we examine how a two-phase system initially prepared in a homogeneous,…
Near a parity breaking front bifurcation, small perturbations may reverse the propagation direction of fronts. Often this results in nonsteady asymptotic motion such as breathing and domain breakup. Exploiting the time scale differences of…
Markets have internal dynamics leading to excess volatility and other phenomena that are difficult to explain using rational expectations models. This paper studies these using a nonequilibrium price formation rule, developed in the context…
We investigate a specific reaction-diffusion system that admits a monostable pulled front propagating at constant critical speed. When a small parameter changes sign, the stable equilibrium behind the front destabilizes, due to essential…