Sachin Kumar2
of Mathematics
University of Delhi
M3HPCST - 2015
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Outline
1
2
3
4
5
6
Dynamical System
Real Life Examples with chaotic system
Main Problem under discussion Ultimate Bound
Four Methods to estimate ultimate bound of chaotic systems.
Dynamic Finance Model
Dynamical behaviour of the system
Phase diagrams for the Dynamic Finance Model
Lyapunov Exponent for Dynamic Finance Model
Lyapunov Dimension
Langrange Multiplier Method
Optimization Method
Main Optimization Problem
Numerical Calcualtions for Bound
Ellipsoidal Bound
Future Work
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Dynamical System
Dynamical System
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Dynamical System
Dynamical System
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Dynamical System
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Dynamical System
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Dynamical System
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Dynamical System
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Dynamical System
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Dynamical System
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Main Problem
Ultimate Bound
The estimate of the ultimate bound for a chaotic system is of great
importance for chaos control, chaos synchronization, Hausdorff dimension
and the Lyapunov dimension of chaotic attractors
There are a few studies which have discussed the solution bounds and
invariant sets of the chaotic systems, such as
The Lorenz system in 2001
The hyperchaotic LorenzHaken system in 2009
LorenzStenflo system in 2015
Stochastic cellular neural networks with delays in 2011
One tumor growth model in 2013
A class of HDQA chaotic systems in 2011
Dharmendra Kumar, Sachin Kumar
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= z + (y a)x
= 1 by x 2
(1)
z = x cz
x: interest rate.
y: investment demand.
z: price index.
where a is the saving amount, b is the cost per investment, c is the
elasticity of demand. Dynamical behaviour of the system:
Symmetry and Invariance
Dissipativity and Existence of Attractor
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1.5
5
1
4.5
0.5
4
3.5
3
0.5
2.5
1
2
1.5
2.5
1.5
0.5
0
x
0.5
1.5
1.5
2.5
2.5
1.5
0.5
0
x
0.5
1.5
2.5
1.5
3
2
0.5
1
0
0
1
2
0.5
3
6
1
1
0
2
1.5
1.5
1
2
2.5
3.5
y
4.5
5.5
2
z
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Lyapunov Exponent
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Lyapunov Dimension
1
|Lj+1 |
j
X
Li = 2 +
i=1
L1 + L2
= 2.7582
|L3 |
(2)
Lyapunov exponents
0.5
0.5
1.5
200
400
600
800
1000
Time
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(3)
Subject to constraint:
1
1
11
: 3(x )2 + (y 5)2 + (z 3)2 =
2
10
4
(4)
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Optimization Method
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Optimization Method
(6)
subject to
X T QX + 2(T PA + C T P)X + 2C T P = 0.
(7)
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Optimization Method
Rmax
281560.49
129247.49
56796
79519.34
1.2E48
1.2E12
56796
165775.15
639152.0
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Optimization Method
Ellipsoidal Bound
Ellipsoidal Bound
Attractor formed using finance chaotic system is enclosed with an ellipsoid
which is shown in the following fig:
15
10
x(t)
z(t)
2
5
0
0
2
4
6
5
10
4
2
0
10
y(t)
x(t)
2
z(t)
5
10
10
y(t)
Figure: The bound of the chaotic attractor of system with a = 3, b = 0.1 and
c = 1, p11 = 1, p33 = 2.
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Future Work
Future Work
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Summary
S.H. Strogatz.
Nonlinear Dynamics And Chaos.
Studies in Nonlinearity, 2000.
Wang P, Li D, Wu X, L J, Yu X.
Ultimate bound estimation of a class of high dimensional quadratic
autonomous dynamical systems.
Int. J. Bifurc. Chaos Appl. Sci. Eng., 21(9):26792694, 2011.
Leonov GA.
Bound for attractors and the existence of homoclinic orbit in Lorenz
system.
J. Appl. Math. Mech., 65:1932, 2001.
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