Analysis of dynamic regimes in stochastically forced Kaldor model

被引:6
作者
Bashkirtseva, Irina [1 ]
Ryazanova, Tatyana [1 ]
Ryashko, Lev [1 ]
机构
[1] Ural Fed Univ, Ekaterinburg, Russia
关键词
EXISTENCE; CYCLE; CHAOS;
D O I
10.1016/j.chaos.2015.02.019
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We consider the business cycle Kaldor model forced by random noise. Detailed parametric analysis of deterministic system is carried out and zones of coexisting stable equilibrium and stable limit cycle are found. Noise-induced transitions between these attractors are studied using stochastic sensitivity function technique and confidence domains method. Critical values of noise intensity corresponding to noise-induced transitions "equilibrium cycle" and "cycle -> equilibrium" are estimated. Dominants in combined stochastic regimes are discussed. (C) 2015 Elsevier Ltd. All rights reserved.
引用
收藏
页码:96 / 104
页数:9
相关论文
共 23 条
[1]  
Arnold L., 1998, RANDOM DYNAMICAL SYS
[2]   Sensitivity and chaos control for the forced nonlinear oscillations [J].
Bashkirtseva, I ;
Ryashko, L .
CHAOS SOLITONS & FRACTALS, 2005, 26 (05) :1437-1451
[3]   Sensitivity analysis of stochastic attractors and noise-induced transitions for population model with Allee effect [J].
Bashkirtseva, I. ;
Ryashko, L. .
CHAOS, 2011, 21 (04)
[4]   Constructive analysis of noise-induced transitions for coexisting periodic attractors of the Lorenz model [J].
Bashkirtseva, Irina ;
Ryashko, Lev .
PHYSICAL REVIEW E, 2009, 79 (04)
[5]  
Bischi CI, 2001, EVAL ECON, V11, P527
[6]   EXISTENCE AND PERSISTENCE OF CYCLES IN A NON-LINEAR MODEL - KALDORS 1940 MODEL RE-EXAMINED [J].
CHANG, WW ;
SMYTH, DJ .
REVIEW OF ECONOMIC STUDIES, 1971, 38 (113) :37-44
[7]  
Freidlin M. I., 2012, Grundlehren der Mathematischen Wissenschaften Fundamental Principles of Mathematical Sciences, V260
[8]  
Gandolfo G, 2010, Economic dynamics, VFourth
[9]   When can noise induce chaos? [J].
Gao, JB ;
Hwang, SK ;
Liu, JM .
PHYSICAL REVIEW LETTERS, 1999, 82 (06) :1132-1135
[10]  
Gardiner C., 2009, Stochastic Methods: A Handbook for the Nat- ural and Social Sciences, V4th