宏观经济模型中时间延迟诱发的同步

Synchronization Caused by Time Delay in Macroeconomic Systems

本文研究了加入时间延迟的宏观经济模型的动力学行为,发现只有特定长度的时间延迟的加入,同步现象才会产生;本文模拟了宏观经济人基代理模型,并且将时间延迟加入到模型中的更新策略中,进行了数值计算;时间延迟的加入导致更新策略所使用的信息过时,更新策略使用的信息不准确,策略效果就会削弱,这种策略的无效性正是同步现象发生的主要原因;在之前的研究中,足够大的耦合强度可以导致同步的产生,而本文研究的宏观经济模型中并没有类似可以表征同步的耦合强度的量。

The dynamics behaviors are investigated in macroeconomic agent-based models. We introduced time delay into the strategy updating rules of the model and found the synchronization phenomenon emerge only with the time delay is of intermediate length. We did numerical simulations on the microeconomic agent-based model. Time delay made the information strategy updating rules used outdated, so the efficiency of the rules is weak. The inefficiency is the main reason of the occurrence of synchronization phenomenon. In recent studies, synchronization occurs because of strong enough coupling strength, but in macroeconomic agent-models we studied here there is no similar parameter like the coupling strength.