相关论文: Numerical Modeling of Kondratyev's Long Waves Taki…

The article proposes a computer program for calculating economic crises according to the generalized mathematical model of S.V. Dubovsky. This model is represented by a system of ordinary nonlinear differential equations with fractional…

The paper presents a numerical analysis of the class of mathematical models of linear fractional oscillators, which is the Cauchy problem for a differential equation with derivatives of fractional orders in the sense of Gerasimov-Caputo. A…

To predict the future evolution of dynamical systems purely from observations of the past data is of great potential application. In this work, a new formulated paradigm of reservoir computing is proposed for achieving model-free…

This paper introduces a novel mathematical framework for examining the regularity and energy dissipation properties of solutions to the stochastic Navier-Stokes equations. By integrating Sobolev-Besov hybrid spaces, fractional differential…

This paper presents an innovative framework for analyzing the regularity of solutions to the stochastic Navier-Stokes equations by integrating Sobolev-Besov hybrid spaces with fractional operators and quantum-inspired dynamics. We propose…

This study evaluates data-driven models from a dynamical system perspective, such as unstable fixed points, periodic orbits, chaotic saddle, Lyapunov exponents, manifold structures, and statistical values. We find that these dynamical…

One of the main tasks in the study of financial and economic processes is forecasting and analysis of the dynamics of these processes. Within this task lie important research questions including how to determine the qualitative properties…

In this paper, an efficient technique is employed to study the modified Boussinesq and approximate long wave equations of the Caputo fractional time derivative, namely q-homotopy analysis transform method. These equations are playing a…

In multi-state life insurance, an adequate balance between analytic tractability, computational efficiency, and statistical flexibility is of great importance. This might explain the popularity of Markov chain modelling, where matrix…

Chaotic dynamics in systems ranging from low-dimensional nonlinear differential equations to high-dimensional spatio-temporal systems including fluid turbulence is supported by non-chaotic, exactly recurring time-periodic solutions of the…

A dynamical systems approach to turbulence envisions the flow as a trajectory through a high-dimensional state space transiently visiting the neighbourhoods of unstable simple invariant solutions (E. Hopf, Commun. Appl. Maths 1, 303, 1948).…

We study a novel large dimensional approximate factor model with regime changes in the loadings driven by a latent first order Markov process. By exploiting the equivalent linear representation of the model, we first recover the latent…

Standard dynamical systems approaches to economic modeling, such as those deriving the Cobb-Douglas and CES production functions from exponential growth trajectories, typically rely on integer-order differential equations. While effective,…

Temporal surrogate models are effective for predicting chaotic dynamical systems where computational cost can be prohibitive. Several deep neural network architectures can be used for such purposes. In this work, a few commonly used…

I present a data-driven predictive modeling tool that is applicable to high-dimensional chaotic systems with unstable periodic orbits. The basic idea is using deep neural networks to learn coordinate transformations between the trajectories…

Mathematical analysis with numerical application of the newly formulated fractional version of the Adams-Bashforth method using the Atangana-Baleanu derivative which has nonlocal and nonsingular properties is considered in this paper. We…

Chaotic dynamics, commonly seen in weather systems and fluid turbulence, are characterized by their sensitivity to initial conditions, which makes accurate prediction challenging. Recent approaches have focused on developing data-driven…

We present a stochastic model of population dynamics exploiting cross-sectional data in trend analysis and forecasts for groups and cohorts of a population. While sharing the convenient features of classic Markov models, it alleviates the…

Recurrent boom-and-bust cycles are a salient feature of economic and financial history. Cycles found in the data are stochastic, often highly persistent, and span substantial fractions of the sample size. We refer to such cycles as "long".…

The three-compartmental demographic model by Korotaeyv-Malkov-Khaltourina, connecting population size, economic surplus, and educational level, is considered from the point of view of dynamical systems theory. It is shown that there exist…