scholarly journals Dynamic behavior of a nonlinear macro-financial system

2021 ◽  
Author(s):  
Azadeh Aram
Keyword(s):  
Dynamic Behavior ◽  
Financial Models ◽  
Order Differential Equation ◽  
Financial System ◽  
Economic Policies ◽  
Financial Policies ◽  
First Order ◽  
Investment Demand ◽  
The Relationship ◽  
Hurwitz Theorem

We investigate dynamic behavior of the macro- financial models governed by a system of three first order differential equation involving interest rate, price exponent and investment demand. Using this mathematical model, all the possible behavior that a model shows in the operation of macro-financial system were examined, such as equilibria, stability and Hopf-bifurcations. We find out the ranges of parameters involved in the system under which the equilibria exist the relationship between the parameters and Hopf-bifurcation. Due to changes in conditions in parameters in this financial system, all the behavior of the model as well as the effects of adjustment of the macro-economic policies and adjustment of some parameter on the whole financial system behavior were discussed by applying Ruth-Hurwitz theorem. Hence, It provides better understanding of the lever function of all types of financial policies.

scholarly journals Dynamic behavior of a nonlinear macro-financial system

2021 ◽  
Author(s):  
Azadeh Aram
Keyword(s):  
Dynamic Behavior ◽  
Financial Models ◽  
Order Differential Equation ◽  
Financial System ◽  
Economic Policies ◽  
Financial Policies ◽  
First Order ◽  
Investment Demand ◽  
The Relationship ◽  
Hurwitz Theorem

We investigate dynamic behavior of the macro- financial models governed by a system of three first order differential equation involving interest rate, price exponent and investment demand. Using this mathematical model, all the possible behavior that a model shows in the operation of macro-financial system were examined, such as equilibria, stability and Hopf-bifurcations. We find out the ranges of parameters involved in the system under which the equilibria exist the relationship between the parameters and Hopf-bifurcation. Due to changes in conditions in parameters in this financial system, all the behavior of the model as well as the effects of adjustment of the macro-economic policies and adjustment of some parameter on the whole financial system behavior were discussed by applying Ruth-Hurwitz theorem. Hence, It provides better understanding of the lever function of all types of financial policies.

UNCERTAIN AND STOCHASTIC FINANCIAL MODELS WITH MULTIPLE DELAYS

2012 ◽  
Vol 22 (06) ◽  
pp. 1250131 ◽  
Author(s):  
GABRIELA MIRCEA ◽  
MIHAELA NEAMŢU ◽  
OLIVIA BUNDĂU ◽  
DUMITRU OPRIŞ
Keyword(s):  
Price Index ◽  
Financial Models ◽  
Stochastic Systems ◽  
Deterministic Model ◽  
Financial System ◽  
Mean Value ◽  
Multiple Delays ◽  
Investment Demand ◽  
The Mean ◽  
The Interest Rate

This paper studies the autonomous uncertain and stochastic systems with multiple delays, which describe a financial system involving the interest rate, the investment demand and the price index. For the deterministic model associated to the uncertain financial system, we set the conditions for the existence of the delay parameter value for which the model displays a Hopf bifurcation. For the stochastic system, we identify the differential equations for the mean value as well as for the square mean value. The last part of the paper includes numerical simulations and conclusions.

Nonlinear Analysis of Visual Evoked Potentials Elicited by Color Stimulation

1997 ◽  
Vol 36 (04/05) ◽  
pp. 315-318 ◽  
Author(s):  
K. Momose ◽  
K. Komiya ◽  
A. Uchiyama
Keyword(s):  
Visual System ◽  
Evoked Potentials ◽  
Visual Evoked Potentials ◽  
Normal Subjects ◽  
Second Order ◽  
First Order ◽  
The Relationship ◽  
Perceived Color ◽  
Second Order Nonlinearity ◽  
Visual Evoked

Abstract:The relationship between chromatically modulated stimuli and visual evoked potentials (VEPs) was considered. VEPs of normal subjects elicited by chromatically modulated stimuli were measured under several color adaptations, and their binary kernels were estimated. Up to the second-order, binary kernels obtained from VEPs were so characteristic that the VEP-chromatic modulation system showed second-order nonlinearity. First-order binary kernels depended on the color of the stimulus and adaptation, whereas second-order kernels showed almost no difference. This result indicates that the waveforms of first-order binary kernels reflect perceived color (hue). This supports the suggestion that kernels of VEPs include color responses, and could be used as a probe with which to examine the color visual system.

J. Tobin's Monetary Dynamic Model and the Analysis of Russian Economy

2009 ◽  
pp. 70-93
Author(s):  
V. Manevich
Keyword(s):  
Dynamic Model ◽  
Economic Thought ◽  
Financial Policies ◽  
Russian Economy ◽  
Q Theory ◽  
Keynesian Economic ◽  
The Relationship ◽  
Monetary Assets

The paper considers the monetary dynamic model developed by J. Tobin, the leader of Keynesian economic thought in 1970-1990. Particularly, the author examines q-theory of investment proposed by Tobin which allows to expose the relationship between supply of monetary assets and investment in real capital. Application of various tools of monetary and financial policies is also considered in its different forms. The author aspires to use Tobin's model for the analysis of processes existing in the Russian economy and to test theoretical propositions and relationships elaborated by Tobin on Russian statistics.

scholarly journals On the correspondence between nested calculi and semantic systems for intuitionistic logics

2020 ◽  
Author(s):  
Tim Lyon
Keyword(s):  
Intuitionistic Logic ◽  
Structural Rules ◽  
First Order ◽  
Constant Domains ◽  
The Relationship ◽  
Intuitionistic Logics

Abstract This paper studies the relationship between labelled and nested calculi for propositional intuitionistic logic, first-order intuitionistic logic with non-constant domains and first-order intuitionistic logic with constant domains. It is shown that Fitting’s nested calculi naturally arise from their corresponding labelled calculi—for each of the aforementioned logics—via the elimination of structural rules in labelled derivations. The translational correspondence between the two types of systems is leveraged to show that the nested calculi inherit proof-theoretic properties from their associated labelled calculi, such as completeness, invertibility of rules and cut admissibility. Since labelled calculi are easily obtained via a logic’s semantics, the method presented in this paper can be seen as one whereby refined versions of labelled calculi (containing nested calculi as fragments) with favourable properties are derived directly from a logic’s semantics.

scholarly journals An exact expression of positive periodic solution for a first-order singular equation

2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Yun Xin ◽  
Xiaoxiao Cui ◽  
Jie Liu
Keyword(s):  
Differential Equation ◽  
Periodic Solution ◽  
Lower Bounds ◽  
Topological Degree ◽  
Order Differential Equation ◽  
Positive Periodic Solution ◽  
Exact Expression ◽  
Upper And Lower Bounds ◽  
Singular Equation ◽  
First Order

Abstract The main purpose of this paper is to obtain an exact expression of the positive periodic solution for a first-order differential equation with attractive and repulsive singularities. Moreover, we prove the existence of at least one positive periodic solution for this equation with an indefinite singularity by applications of topological degree theorem, and give the upper and lower bounds of the positive periodic solution.

Relational Chase Procedures Interpreted as Resolution with Paramodulation1

1991 ◽  
Vol 15 (2) ◽  
pp. 123-138
Author(s):  
Joachim Biskup ◽  
Bernhard Convent
Keyword(s):  
Alternative Interpretation ◽  
Order Logic ◽  
First Order Logic ◽  
Inference Problem ◽  
First Order ◽  
Inference Problems ◽  
The One ◽  
The Relationship ◽  
Theoretical Foundations ◽  
Insight Into

In this paper the relationship between dependency theory and first-order logic is explored in order to show how relational chase procedures (i.e., algorithms to decide inference problems for dependencies) can be interpreted as clever implementations of well known refutation procedures of first-order logic with resolution and paramodulation. On the one hand this alternative interpretation provides a deeper insight into the theoretical foundations of chase procedures, whereas on the other hand it makes available an already well established theory with a great amount of known results and techniques to be used for further investigations of the inference problem for dependencies. Our presentation is a detailed and careful elaboration of an idea formerly outlined by Grant and Jacobs which up to now seems to be disregarded by the database community although it definitely deserves more attention.

Asymptotics for third-order nonlinear differential equations: Non-oscillatory and oscillatory cases

2021 ◽  
pp. 1-19
Author(s):  
Calogero Vetro ◽  
Dariusz Wardowski
Keyword(s):  
Differential Equation ◽  
Differential Equations ◽  
Order Differential Equation ◽  
Nonlinear Differential Equations ◽  
Oscillatory Behavior ◽  
Third Order ◽  
First Order ◽  
Third Order Differential Equation ◽  
Comparison Technique ◽  
First Order Differential Equations

We discuss a third-order differential equation, involving a general form of nonlinearity. We obtain results describing how suitable coefficient functions determine the asymptotic and (non-)oscillatory behavior of solutions. We use comparison technique with first-order differential equations together with the Kusano–Naito’s and Philos’ approaches.

scholarly journals WORLD VOLUME SOLITONS OF THE D3-BRANE IN THE BACKGROUND OF (p, q) FIVE-BRANES

2000 ◽  
Vol 15 (28) ◽  
pp. 4477-4498 ◽  
Author(s):  
P. M. LLATAS ◽  
A. V. RAMALLO ◽  
J. M. SÁNCHEZ DE SANTOS
Keyword(s):  
Differential Equation ◽  
Order Differential Equation ◽  
Brane World ◽  
Invariant Solutions ◽  
First Order ◽  
World Volume ◽  
The World ◽  
Energy Bound

We analyze the world volume solitons of a D3-brane probe in the background of parallel (p, q) five-branes. The D3-brane is embedded along the directions transverse to the five-branes of the background. By using the S duality invariance of the D3-brane, we find a first-order differential equation whose solutions saturate an energy bound. The SO(3) invariant solutions of this equation are found analytically. They represent world volume solitons which can be interpreted as formed by parallel (-q, p) strings emanating from the D3-brane world volume. It is shown that these configurations are 1/4 supersymmetric and provide a world volume realization of the Hanany–Witten effect.

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