This book is a tool for the theoretical and numerical investigation of nonlinear dynamical systems modelled by means of ordinary differential and difference equations. The work is divided into two parts: a book, comprising a theoretical overview of the subject matter and a number of applications; and an integrated software program. Although the emphasis is laid on dynamical systems arising from economic motivation, and the applications are derived from these systems, both the text and the program will also be of use to researchers in other fields of study. The book first discusses the fundamental concepts and methods of chaos theory, and then applies these theoretical results and the facilities provided by the companion software program to models suggested by economic problems.
Sprache
Verlagsort
Zielgruppe
Produkt-Hinweis
Illustrationen
99 Line drawings, unspecified
Maße
Höhe: 229 mm
Breite: 152 mm
Dicke: 21 mm
Gewicht
ISBN-13
978-0-521-48461-9 (9780521484619)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Klassifikation
Autor*in
Universita degli Studi di Venezia
Universita degli Studi di Venezia
Preface; Part I. Theory: 1. General introduction: chaos and economics; 2. Basic mathematical concepts; 3. A user's guide; 4. Surfaces of sections and Poincare maps; 5. Spectral analysis; 6. Lyapunov characteristic exponents; 7. Dimensions; 8. Symbolic dynamics; 9. Transition to chaos: theoretical predictive criteria; 10. Analysis of experimental signals: some theoretical problems; Part II. Applications to Economics: 11. Discrete and continuous chaos; 12. Cycles and chaos in overlapping generations models with production; 13. Chaos in a continuous-time model of inventory business cycles; 14. Analysis of experimental signals; Part III. Software: 15. DMC manual; 16. MODEL; 17. EVAL; 18. PLOT; 19. STAT; 20. FILES; 21. UTIL; 22. OPTS; 23. QUIT; 24. Internal menu commands; 25. DMC internal compiler.
