Analysis of stochastic effects in Kaldor-type business cycle discrete model / Bashkirtseva Irina,Ryashko Lev,Sysolyatina Anna // COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION. - 2016. - V. 36, l. . - P. 446-456.

ISSN/EISSN:

1007-5704 / 1878-7274

Type:

Article

Abstract:

We study nonlinear stochastic phenomena in the discrete Kaldor model of business cycles. A numerical parametric analysis of stochastically forced attractors (equilibria, closed invariant curves, discrete cycles) of this model is performed using the stochastic sensitivity functions technique. A spatial arrangement of random states in stochastic attractors is modeled by confidence domains. The phenomenon of noise-induced transitions ``chaos-order{''} is discussed. (C) 2016 Elsevier B.V. All rights reserved.

Author keywords:

Business cycles; Discrete Kaldor model; Stochastic attractors; Stochastic sensitivity function; Noise-induced transitions TIME-SYSTEMS; NOISE; CHAOS; SENSITIVITY; RESONANCE

DOI:

10.1016/j.cnsns.2015.12.020

Web of Science ID:

ISI:000370005100034

Соавторы в МНС:

Другие поля

Поле	Значение
Month	JUL
Publisher	ELSEVIER SCIENCE BV
Address	PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS
Language	English
EISSN	1878-7274
Keywords-Plus	TIME-SYSTEMS; NOISE; CHAOS; SENSITIVITY; RESONANCE
Research-Areas	Mathematics; Mechanics; Physics
Web-of-Science-Categories	Mathematics, Applied; Mathematics, Interdisciplinary Applications; Mechanics; Physics, Fluids \& Plasmas; Physics, Mathematical
Author-Email	lev.ryashko@urfu.ru
Funding-Acknowledgement	RFBR {[}14-01-00181]; Government of the Russian Federation (Act 211) {[}02.A03.21.0006]
Funding-Text	This work was partially supported by RFBR (14-01-00181) and by Government of the Russian Federation (Act 211, contract No 02.A03.21.0006).
Number-of-Cited-References	37
Usage-Count-Last-180-days	2
Usage-Count-Since-2013	23
Journal-ISO	Commun. Nonlinear Sci. Numer. Simul.
Doc-Delivery-Number	DD6AC