一类金融系统的分岔分析与混沌  

BIFURCATION AND CHAOS OF A FINANCIAL SYSTEM

作　　者：王晶囡[1] 吕静[1] 李想[1] 

机构地区：[1]哈尔滨理工大学应用数学系,哈尔滨150080

出　　处：《动力学与控制学报》2016年第6期508-512,共5页Journal of Dynamics and Control

基　　金：黑龙江省教育厅项目(12541168)~~

摘　　要：将金融系统中的价格指数前的固定常数系数改进为弹性系数.利用Routh-Hurwitz定理和分岔定理,讨论了该弹性系数对改进后的金融系统的平衡点稳定性,Pitchfork分岔,Hopf分岔及混沌的影响.运用Matlab进行数值模拟,验证了所得到的理论结果.并给出参数变化时利率振幅的变化图和对应的相图,直观地展示了金融系统的稳定状态、周期状态及混沌状态的规律.In this paper, the coefficient of the price index in the financial system is modified from a fixed constant to an elastic coefficient. Based on the Routh Hurwitz theorem and the bifurcation theorem, the effect of the elastic coefficient on the stability of equilibrium points, pitchfork bifurcation, Hopf bifurcation and the chaos of the modified finance system are discussed. Moreover, numerical simulations by Matlab are used to test the obtained theoretical results. In addition, by means of numerical simulations, a change figure of the interest rate amplitude and the corresponding phase planes with parameter variations for the financial system are obtained and investigated. It visually exhibits the stability state, the periodic state and the chaos state of the financial system.

关 键 词：金融系统 picthfork分岔 HOPF分岔 混沌 

分 类 号：O175[理学—数学]