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JOURNALS // Computing, Telecommunication and Control // Archive

St. Petersburg Polytechnical University Journal. Computer Science. Telecommunication and Control Sys, 2013 Issue 6(186), Pages 117–125 (Mi ntitu76)

COMOD-2013 Conference

Noise-induced transitions for business cycles goodwin model

E. D. Ekaterinchuk, T. V. Ryazanova, L. B. Ryashko

Ural Federal University named after first president of Russia B.N. Yeltsin

Abstract: The Goodwin economic dynamical model under random disturbances is considered. We study probabilistic properties of stochastic attractors numerically and theoretically via stochastic sensitivity functions technique. Confidence domains are constructed on the base of this method. We have found critical values of the noise intensity corresponding to the noise-induced transitions between basins of attractors.

Keywords: goodwin model, business cycles, random distributions, stochastic sensitivity function, noise-induced transitions, confident domains.

UDC: 536.421



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