Spatiotemporal chaotic behavior induced by the multiplicative noise process

1992 ◽  
Vol 161 (6) ◽  
pp. 489-492 ◽  
Author(s):  
Tomoji Yamada
2020 ◽  
pp. 107754632097137
Author(s):  
Ali Reza Asnafi

In this study, the chaotic behavior of a viscoelastic plate under integrated non-Gaussian additive and multiplicative bounded noise is investigated with an analytical approach. First, the governing equation of motion of the system was derived by introducing a set of dimensionless parameters. After that, the modified version of Melinkov’s function in terms of statistical indices was obtained, and then, for a spectrum of bounded noises, the boarder curves of chaotic areas were obtained. The model of sine/cosine Wiener was chosen for the bounded noise which enables the researcher to produce a range of wide and narrowband noises. For the case that the excitation is only additive, or only multiplicative, and that both excitations exist simultaneously, the effect of variations in structural properties and noise characteristics on the chaos area were investigated. It was shown that at frequencies close to the natural frequency of the corresponding linear system, narrowband excitations affected the chaotic behavior more than the wideband ones and vice versa. To validate the results, a numerical simulation was also made.


Author(s):  
Angelo Marcelo Tusset ◽  
Rodrigo Tumolin Rocha ◽  
Frederic Conrad Janzen ◽  
José Manoel Balthazar

2012 ◽  
Vol 38 (3) ◽  
pp. 444-451 ◽  
Author(s):  
Xu-Dong WANG ◽  
Xiang-Chu FENG ◽  
Lei-Gang HUO

Author(s):  
Athina Bougioukou

The intention of this research is to investigate the aspect of non-linearity and chaotic behavior of the Cyprus stock market. For this purpose, we use non-linearity and chaos theory. We perform BDS, Hinich-Bispectral tests and compute Lyapunov exponent of the Cyprus General index. The results show that existence of non-linear dependence and chaotic features as the maximum Lyapunov exponent was found to be positive. This study is important because chaos and efficient market hypothesis are mutually exclusive aspects. The efficient market hypothesis which requires returns to be independent and identically distributed (i.i.d.) cannot be accepted.


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