scholarly journals Analysis of the Financial Chaotic Model with the Fractional Derivative Operator

Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-14 ◽  
Author(s):  
Mamadou Diouf ◽  
Ndolane Sene

Numerical discretization for the fractional differential equations is applied to the chaotic financial model described by the Caputo derivative. The graphical representations to support the numerical discretization are presented. We profit by analyzing the impact generated by the variations of the saving rate, the per investment cost, and the elasticity of demands in the dynamics of the solutions obtained with our numerical scheme. Notably, we use bifurcation diagrams to quantify the impact of the saving rate, the per investment cost, and the elasticity of demands, as well as the Lyapunov exponent to characterize the existence of chaos for the chosen value of the fractional order. The chaos observed depends strongly on these previously mentioned parameters. We finish by proposing a suitable control to synchronize the drive system and the response fractional financial model, using Lyapunov direct methods. The stability analysis of the equilibrium points of the chaotic financial model has been presented.

2021 ◽  
Vol 8 (4) ◽  
pp. 783-796
Author(s):  
H. W. Salih ◽  
◽  
A. Nachaoui ◽  

In this work, we study an impulsive mathematical model proposed by Chavez et al. [1] to describe the dynamics of cancer growth and HIV infection, when chemotherapy and HIV treatment are combined. To better understand these complex biological phenomena, we study the stability of equilibrium points. To do this, we construct an appropriate Lyapunov function for the first equilibrium point while the indirect Lyapunov method is used for the second one. None of the equilibrium points obtained allow us to study the stability of the chemotherapeutic dynamics, we then propose a bifurcation of the model and make a study of the bifurcated system which contributes to a better understanding of the underlying biochemical processes which govern this highly active antiretroviral therapy. This shows that this mathematical model is sufficiently realistic to formulate the impact of this treatment.


Author(s):  
Ndolane Sene

This paper introduces the properties of a fractional-order chaotic system described by the Caputo derivative. The impact of the fractional-order derivative has been focused on. The phase portraits in different orders are obtained with the aids of the proposed numerical discretization, including the discretization of the Riemann-Liouville fractional integral. The stability analysis has been used to help us to delimit the chaotic region. In other words, the region where the order of the Caputo derivative involves and where the presented system in this paper is chaotic. The nature of the chaos has been established using the Lyapunov exponents in the fractional context. The schematic circuit of the proposed fractional-order chaotic system has been presented and simulated in via Mutltisim. The results obtained via Multisim simulation of the chaotic circuit are in good agreement with the results with Matlab simulations. That provided the fractional operators can be applied in real- worlds applications as modeling electrical circuits. The presence of coexisting attractors for particular values of the parameters of the presented fractional-order chaotic model has been studied.


2021 ◽  
Vol 19 (2) ◽  
pp. 1677-1695
Author(s):  
Boli Xie ◽  
◽  
Maoxing Liu ◽  
Lei Zhang

<abstract><p>In order to study the impact of limited medical resources and population heterogeneity on disease transmission, a SEIR model based on a complex network with saturation processing function is proposed. This paper first proved that a backward bifurcation occurs under certain conditions, which means that $ R_{0} &lt; 1 $ is not enough to eradicate this disease from the population. However, if the direction is positive, we find that within a certain parameter range, there may be multiple equilibrium points near $ R_{0} = 1 $. Secondly, the influence of population heterogeneity on virus transmission is analyzed, and the optimal control theory is used to further study the time-varying control of the disease. Finally, numerical simulations verify the stability of the system and the effectiveness of the optimal control strategy.</p></abstract>


2020 ◽  
Vol 30 (04) ◽  
pp. 2050053
Author(s):  
Mainul Hossain ◽  
Nikhil Pal ◽  
Sudip Samanta ◽  
Joydev Chattopadhyay

In the present paper, we investigate the impact of fear in an intraguild predation model. We consider that the growth rate of intraguild prey (IG prey) is reduced due to the cost of fear of intraguild predator (IG predator), and the growth rate of basal prey is suppressed due to the cost of fear of both the IG prey and the IG predator. The basic mathematical results such as positively invariant space, boundedness of the solutions, persistence of the system have been investigated. We further analyze the existence and local stability of the biologically feasible equilibrium points, and also study the Hopf-bifurcation analysis of the system with respect to the fear parameter. The direction of Hopf-bifurcation and the stability properties of the periodic solutions have also been investigated. We observe that in the absence of fear, omnivory produces chaos in a three-species food chain system. However, fear can stabilize the chaos thus obtained. We also observe that the system shows bistability behavior between IG prey free equilibrium and IG predator free equilibrium, and bistability between IG prey free equilibrium and interior equilibrium. Furthermore, we observe that for a suitable set of parameter values, the system may exhibit multiple stable limit cycles. We perform extensive numerical simulations to explore the rich dynamics of a simple intraguild predation model with fear effect.


2018 ◽  
Vol 2018 ◽  
pp. 1-13 ◽  
Author(s):  
Meriem Bentounsi ◽  
Imane Agmour ◽  
Naceur Achtaich ◽  
Youssef El Foutayeni

We define and study a tritrophic bioeconomic model of Lotka-Volterra with a prey, middle predator, and top predator populations. These fish populations are exploited by two fishermen. We study the existence and the stability of the equilibrium points by using eigenvalues analysis and Routh-Hurwitz criterion. We determine the equilibrium point that maximizes the profit of each fisherman by solving the Nash equilibrium problem. Finally, following some numerical simulations, we observe that if the price varies, then the profit behavior of each fisherman will be changed; also, we conclude that the price change mechanism improves the fishing effort of the fishermen.


1996 ◽  
Vol 04 (04) ◽  
pp. 459-477 ◽  
Author(s):  
MARC ARTZROUNI ◽  
JEAN-PAUL GOUTEUX

We present a five-variable compartmental model for the spread of Trypanosoma brucei gambiense, the parasite responsible for the transmission (through tsetse flies) of sleeping sickness in Central Africa. The model’s equilibrium points depend on two “summary parameters”: gr, the proportion removed among human infectives, and R0, the basic reproduction rate. Stability results are obtained for the origin but not for other equilibrium points. A two-variable simplified version of the model is presented and the stability of all its equilibrium points can be investigated analytically. Both models are applied to the Niari focus of Central Africa and used to test the impact of a vector control strategy. The models’ results are in agreement with the extinction of the epidemic that was brought about by a fifty percent decrease in vector density.


2019 ◽  
Vol 13 (11) ◽  
pp. 116
Author(s):  
Hegagi Mohamed Ali ◽  
Ismail Gad Ameen

In this work, we execute a generally new analytical technique, the modified generalized Mittag-Leffler function method (MGMLFM) for solving nonlinear partial differential equations containing fractional derivative emerging in predator-prey biological population dynamics system. This dynamics system are given by a set of fractional differential equations in the Caputo sense. A new solution is constructed in a power series. The stability of equilibrium points is studied. Moreover, numerical solutions for different cases are given and the methodology is displayed. We conducted a comparing between the results obtained by our method with the results obtained by other methods to illustrate the reliability and effectiveness of our main results.


Author(s):  
SANTOSHI PANIGRAHI ◽  
Sunita Chand ◽  
S Balamuralitharan

We investigate the fractional order love dynamic model with time delay for synergic couples in this manuscript. The quantitative analysis of the model has been done where the asymptotic stability of the equilibrium points of the model have been analyzed. Under the impact of time delay, the Hopf bifurcation analysis of the model has been done. The stability analysis of the model has been studied with the reproduction number less than or greater than 1. By using Laplace transformation, the analysis of the model has been done. The analysis shows that the fractional order model with a time delay can sufficiently improve the components and invigorate the outcomes for either stable or unstable criteria. In this model, all unstable cases are converted to stable cases under neighbourhood points. For all parameters, the reproduction ranges have been described. Finally, to illustrate our derived results numerical simulations have been carried out by using MATLAB. Under the theoretical outcomes from parameter estimation, the love dynamical system is verified.


2015 ◽  
Vol 2015 ◽  
pp. 1-12
Author(s):  
Xubin Gao ◽  
Qiuhui Pan ◽  
Mingfeng He

This paper discusses the impact on human health caused by the addition of antibiotics in the feed of food animals. We use the established transmission rule of resistant bacteria and combine it with a predator-prey system to determine a differential equations model. The equations have three steady equilibrium points corresponding to three population dynamics states under the influence of resistant bacteria. In order to quantitatively analyze the stability of the equilibrium points, we focused on the basic reproduction numbers. Then, both the local and global stability of the equilibrium points were quantitatively analyzed by using essential mathematical methods. Numerical results are provided to relate our model properties to some interesting biological cases. Finally, we discuss the effect of the two main parameters of the model, the proportion of antibiotics added to feed and the predation rate, and estimate the human health impacts related to the amount of feed antibiotics used. We further propose an approach for the prevention of the large-scale spread of resistant bacteria and illustrate the necessity of controlling the amount of in-feed antibiotics used.


2020 ◽  
Vol 18 (06) ◽  
pp. 2050029
Author(s):  
Xinli Zhang ◽  
Deshan Sun ◽  
Wei Jiang

This paper analyzes the chaotic dynamics of a quantum Cournot duopoly game with bounded rational players by applying quantum game theory. We investigate the impact of quantum entanglement on the stability of the quantum Nash equilibrium points and chaotic dynamics behaviors of the system. The result shows that the stability region decreases with the quantum entanglement increasing. The adjustment speeds of bounded rational players can lead to chaotic behaviors, and quantum entanglement accelerates the bifurcation and chaos of the system. Numerical simulations demonstrate the chaotic features via stability region, bifurcation, largest Lyapunov exponent, strange attractors, sensitivity to initial conditions and fractal dimensions.


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