Algorithm for computing time correlation functions in non-stationary complex dynamic systems  

作　　者：Jiu Zhang Lifu Jin Bo Zheng Xiongfei Jiang Tingting Chen Cong Xu Yanqing Hu 张鹫;金立孚;郑波;蒋雄飞;陈婷婷;徐匆;胡延庆

机构地区：[1]Department of Statistics and Data Science,Southern University of Science and Technology,Shenzhen 518055,China [2]School of Economics and Management,Wenzhou University of Technology,Wenzhou 325035,China [3]School of Physics and Astronomy,Yunnan University,Kunming 650091,China [4]College of Finance and Information,Ningbo University of Finance and Economics,Ningbo 315175,China [5]School of Finance,Zhejiang University of Finance and Economics,Hangzhou 310000,China

出　　处：《Chinese Physics B》2025年第3期77-83,共7页中国物理B(英文版)

基　　金：Project supported by the Postdoctoral Fellowship Program of China Postdoctoral Science Foundation(Grant No.GZC20231050);the National Natural Science Foundation of China(Grant Nos.12175193 and 11905183);the 13th Five-year plan for Education Science Funding of Guangdong Province(Grant No.2021GXJK349)。

摘　　要：For non-stationary complex dynamic systems,a standardized algorithm is developed to compute time correlation functions,addressing the limitations of traditional methods reliant on the stationary assumption.The proposed algorithm integrates two-point and multi-point time correlation functions into a unified framework.Further,it is verified by a practical application in complex financial systems,demonstrating its potential in various complex dynamic systems.

关 键 词：complex dynamic systems non-stationary states time correlation functions 

分 类 号：O17[理学—数学]