Výsledky vyhledávání - "Perevalova, T."

Conference

Numerical methods for stochastic sensitivity analysis of 2D chaotic attractors.

Autor: Perevalova, T., Satov, A.

Publikováno v: AIP Conference Proceedings; 9/26/2022, Vol. 2522 Issue 1, p1-5, 5p

Zobrazit plný text záznamu

Conference

Stochastic effects in the eco-epidemiological model with multirhythmicity.

Autor: Bashkirtseva, I., Perevalova, T., Ryashko, L.

Publikováno v: AIP Conference Proceedings; 9/26/2022, Vol. 2522 Issue 1, p1-6, 6p

Zobrazit plný text záznamu

Computer Modeling and Analisis of Multistability in an Interaction Between Two Consumers Model

Autor: Pavletsov, M., Perevalova, T.

В работе рассматривается дискретная модель, которая описывает динамику взаимодействия двух потребителей. В рамках детерминированного

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______917::8f4c2bb5c58568732ddc9c98091a1051
https://hdl.handle.net/10995/106059

Zobrazit plný text záznamu

Asset Price Dynamics in a 'Bull and Bear Market'

Autor: Jungeilges, J., Maklakova, E., Perevalova, T.

Publikováno v: Struct. Change Econ. Dyn.
Structural Change and Economic Dynamics

We generalize an existing asset market model with heterogenous agents. In particular, we consider the case in which no-trade and low-trade intervals of chartists and fundamentalists respectively are not congruent. Thus we model chartist and fundament

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______917::4ecbda3ee91d09c737aa8e0756de12b5
https://hdl.handle.net/10995/111203

Zobrazit plný text záznamu

ASSET PRICE DYNAMICS FOR A HYBRID MARKET

Autor: Maklakova, E. I., Perevalova, T. V.

In an attempt to capture a salient feature of hybrid financial markets we propose a simple model of an asset market with heterogenous traders. The resulting asset price dynamics is generated by a one-dimensional 5-piece linear map with discontinuitie

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______917::b5f37270f2f6531efbb23cb97f6dfe6a
https://hdl.handle.net/10995/107099

Zobrazit plný text záznamu

Stochastic sensitivity of quasiperiodic and chaotic attractors of the discrete Lotka–Volterra model

Autor: Belyaev, A. V., Perevalova, T. V.

Publikováno v: Izv. Inst. Mat. Inform. Udmurt. Gos. Univ.
Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta

The aim of the study presented in this article is to analyze the possible dynamic modes of the deterministic and stochastic Lotka–Volterra model. Depending on the two parameters of the system, a map of regimes is constructed. Parametric areas of ex

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______917::703b60378ca075a93f58affe102d2f36
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85093890670&doi=10.35634/2226-3594-2020-55-02&partnerID=40&md5=1b1ea3160d1481b8f799942520036f63

Zobrazit plný text záznamu

STOCHASTIC DESTRUCTION OF THE OSCILLATORY REGIME OF COEXISTENCE OF POPULATIONS IN THE «PREDATOR-TWO PREY» MODEL

Autor: Abramova, E. P., Perevalova, T. V.

We study the model describing the coexistence of three populations of. In the deterministic case, we study the parametric zones of the existence and stability of cycles. Noise-induced phenomena of destruction of the oscillatory regime of the coexiste

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______917::b623d7a883dfab0c8cd1a34712a85983
https://hdl.handle.net/10995/107049

Zobrazit plný text záznamu

Influence of random effects on the equilibrium modes in the population dynamics model

Autor: Abramova, E. P., Perevalova, T. V.

Publikováno v: Izv. Inst. Mat. Inform. Udmurt. Gos. Univ.
Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta

In the paper, we study a dynamic model of interacting populations of the type “predator–two prey”. A detailed parametric analysis of the equilibrium modes arising in the system is carried out. In zones of the bifurcation parameter, where the co

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______917::1094b52fcfd2a54fb6265f33465648de
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85093906917&doi=10.35634/2226-3594-2020-55-01&partnerID=40&md5=bb0b9a00b7061671ae146f89e83ea188

Zobrazit plný text záznamu

Akademický článek

Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.

Vyhledávací nástroje:

Upřesnit hledání