According to the risk management process of financial markets,a financial risk dynamic system is constructed in this paper.Through analyzing the basic dynamic properties,we obtain the conditions for stability and bifu...According to the risk management process of financial markets,a financial risk dynamic system is constructed in this paper.Through analyzing the basic dynamic properties,we obtain the conditions for stability and bifurcation of the system based on Hopf bifurcation theory of nonlinear dynamic systems.In order to make the system＇s chaos disappear,we select the feedback gain matrix to design a class of chaotic controller.Numerical simulations are performed to reveal the change process of financial market risk.It is shown that,when the parameter of risk transmission rate changes,the system gradually comes into chaos from the asymptotically stable state through bifurcation.The controller can then control the chaos effectively.展开更多
The chaos in the KdV Burgers equation describing a ferroelectric system has been successfully controlled by using a continuous feedback control. This system has two stationaxy points. In order to know whether the chao...The chaos in the KdV Burgers equation describing a ferroelectric system has been successfully controlled by using a continuous feedback control. This system has two stationaxy points. In order to know whether the chaos is controlled or not, the instability of control equation has been analysed numerically. The numerical analysis shows that the chaos can be converted to one point by using one control signal, however, it can converted to the other point by using three control signals. The chaotic motion is converted to two desired stationary points and periodic orbits in numerical experiment sepaxately.展开更多
基金Project supported by the National Natural Science Foundation of China (Grant No. 70271068)
文摘According to the risk management process of financial markets,a financial risk dynamic system is constructed in this paper.Through analyzing the basic dynamic properties,we obtain the conditions for stability and bifurcation of the system based on Hopf bifurcation theory of nonlinear dynamic systems.In order to make the system＇s chaos disappear,we select the feedback gain matrix to design a class of chaotic controller.Numerical simulations are performed to reveal the change process of financial market risk.It is shown that,when the parameter of risk transmission rate changes,the system gradually comes into chaos from the asymptotically stable state through bifurcation.The controller can then control the chaos effectively.
基金Project supported by the National Natural Science Foundation of China （Grant Nos 10475066 and 10347006）.
文摘The chaos in the KdV Burgers equation describing a ferroelectric system has been successfully controlled by using a continuous feedback control. This system has two stationaxy points. In order to know whether the chaos is controlled or not, the instability of control equation has been analysed numerically. The numerical analysis shows that the chaos can be converted to one point by using one control signal, however, it can converted to the other point by using three control signals. The chaotic motion is converted to two desired stationary points and periodic orbits in numerical experiment sepaxately.
