کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5011369 1462591 2018 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stochastic sensitivity analysis of the variability of dynamics and transition to chaos in the business cycles model
ترجمه فارسی عنوان
تجزیه و تحلیل حساسیت تصادفی متغیرهای پویایی و انتقال به هرج و مرج در مدل های چرخه های کسب و کار
کلمات کلیدی
مدل کالدور، نوسانات تصادفی عملکرد حساسیت تصادفی، انتقال ناشی از سر و صدا، آشوب،
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی مکانیک
چکیده انگلیسی


- A problem of analysis of stochastic processes in macroeconomics is discussed.
- The variety of stochastic phenomena in Kaldor model is studied.
- An intermittency of small- and large-amplitude oscillations is investigated.
- A constructive approach based on stochastic sensitivity analysis is used.

A problem of mathematical modeling of complex stochastic processes in macroeconomics is discussed. For the description of dynamics of income and capital stock, the well-known Kaldor model of business cycles is used as a basic example. The aim of the paper is to give an overview of the variety of stochastic phenomena which occur in Kaldor model forced by additive and parametric random noise. We study a generation of small- and large-amplitude stochastic oscillations, and their mixed-mode intermittency. To analyze these phenomena, we suggest a constructive approach combining the study of the peculiarities of deterministic phase portrait, and stochastic sensitivity of attractors. We show how parametric noise can stabilize the unstable equilibrium and transform dynamics of Kaldor system from order to chaos.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Communications in Nonlinear Science and Numerical Simulation - Volume 54, January 2018, Pages 174-184
نویسندگان
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