کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
975989 933070 2010 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
First-passage failure of a business cycle model under time-delayed feedback control and wide-band random excitation
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
First-passage failure of a business cycle model under time-delayed feedback control and wide-band random excitation
چکیده انگلیسی

First-passage failure of a classical business cycle model subject to time-delayed feedback control and wide-band random excitation is investigated in this paper. First, we get the averaged equation by using a stochastic averaging method, and then a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. The conditional reliability function, the conditional probability density and moments of first-passage time are obtained by solving the backward Kolmogorov equation and generalized Pontryagin equations analytically and numerically with suitable initial and boundary conditions. The results show that time delay in the feedback control forces may remarkably reduce the conditional reliability and the mean first-passage time of the controlled economics system.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 389, Issue 24, 15 December 2010, Pages 5557–5562
نویسندگان
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