A complex system is a system involving particles whose pairwise interactions cannot be composed in the same way as in classical Mechanics, i.e., the result of interaction of each particle with all the remaining ones cannot be expressed as a sum of its interactions with each of them (we cannot even know the functional dependence of the total interaction on the single interactions). Moreover, in view of the wide range of its applications to biologic, social, and economic problems, the variables describing the state of the system (i.e., the states of all of its particles) are not always (only) the usual mechanical variables (position and velocity), but (also) many additional variables describing e.g., health, wealth, social condition, social rôle ⋯, and so on. Thus, in order to achieve a mathematical description of the problems of everyday’s life of any human society, either at a microscopic or at a macroscpoic scale, a new mathematical theory (or, more precisely, a scheme of mathematical models), called KTAP, has been devised, which provides an equation which is a generalized version of the Boltzmann equation, to describe in terms of probability distributions the evolution of a non-mechanical complex system. In connection with applications, the classical problems about existence, uniqueness, continuous dependence, and stability of its solutions turn out to be particularly relevant. As far as we are aware, however, the problem of continuous dependence and stability of solutions with respect to perturbations of the parameters expressing the interaction rates of particles and the transition probability densities (see Section The Basic Equations has not been tackled yet). Accordingly, the present paper aims to give some initial results concerning these two basic problems. In particular, Theorem 2 reveals to be stable with respect to small perturbations of parameters, and, as far as instability of solutions with respect to perturbations of parameters is concerned, Theorem 3 shows that solutions are unstable with respect to “large” perturbations of interaction rates; these hints are illustrated by numerical simulations that point out how much solutions corresponding to different values of parameters stay away from each other as t→+∞.
Random numbers from the tails of probability distributions using the transformation method
