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一类分数阶金融风险模型的混沌动力学行为分析及控制 被引量:4
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作者 张文娟 张晓丹 张英晗 《中国管理信息化》 2017年第14期114-115,共2页
本文提出了一类分数阶的金融风险模型。首先,研究了风险模型对初始值的敏感依赖性;然后,研究了风险模型对风险传递效率及分数阶次的敏感性;最后,采用增加反馈增益矩阵的方法,构造了风险模型的受控系统,数值模拟结果表明该控制方法可以... 本文提出了一类分数阶的金融风险模型。首先,研究了风险模型对初始值的敏感依赖性;然后,研究了风险模型对风险传递效率及分数阶次的敏感性;最后,采用增加反馈增益矩阵的方法,构造了风险模型的受控系统,数值模拟结果表明该控制方法可以有效地控制混沌。 展开更多
关键词 一类分数阶 金融风险模型 混沌动力学行为
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混合编程在Lorenz混沌系统动力学行为仿真中应用
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作者 周鹏 许钢 +2 位作者 张明艳 陈亮 查君君 《电源技术》 CAS CSCD 北大核心 2014年第11期2144-2146,共3页
Lorenz混沌系统的动力学行为是由控制参数决定。以Lorenz混沌系统的动力学行为为实例,采用更加直观的相图和时域图并借助于Lab VIEW与MATLAB软件对之进行仿真,实现系统的动力学行为。分析了Lab VIEW与MATLAB两种编程语言的特点和混合编... Lorenz混沌系统的动力学行为是由控制参数决定。以Lorenz混沌系统的动力学行为为实例,采用更加直观的相图和时域图并借助于Lab VIEW与MATLAB软件对之进行仿真,实现系统的动力学行为。分析了Lab VIEW与MATLAB两种编程语言的特点和混合编程技术,采用两者混合编程技术实现了有效仿真,给出了混合编程的具体实现过程。实践证明,Lab VIEW与MATLAB的结合运用,简单可行,相互补充,有利于程序的仿真,提高编程效率。 展开更多
关键词 LABVIEW MATLAB 混合编程 Lorenz混沌系统:动力学行为
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A Cryptographic Scheme Based on Spatiotemporal Chaos of Coupled Map Lattices 被引量:1
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作者 MA Hui CHEN Tian-Lun 《Communications in Theoretical Physics》 SCIE CAS CSCD 2006年第3期477-482,共6页
We propose a cryptographic scheme based on spatiotemporal chaos of coupled map lattices (CIVIL) ,which is based on one-time pad. The structure of the cryptosystem determines that the progress in decryption implies t... We propose a cryptographic scheme based on spatiotemporal chaos of coupled map lattices (CIVIL) ,which is based on one-time pad. The structure of the cryptosystem determines that the progress in decryption implies the progress in exploring the dynamical behavior of spatiotemporal chaos in CML. A part of the initial condition of CML is used as a secret key, and the recovery of the secret key by exhaustive search is impossible due to the sensitivity to the initial condition in spatiotemporal chaos system. Specially the software implementation of the scheme is easy. 展开更多
关键词 spatiotemporal chaos coupled map lattices CRYPTOGRAPHY
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Dynamics and circuit implementation of three simplified chaotic systems 被引量:1
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作者 孙克辉 王艳丽 朱从旭 《Journal of Central South University》 SCIE EI CAS 2013年第3期663-669,共7页
To improve the performance of chaotic secure communication,three simplified chaotic systems with one variable parameter were investigated.Basic properties were analyzed including symmetry,dissipation and topological s... To improve the performance of chaotic secure communication,three simplified chaotic systems with one variable parameter were investigated.Basic properties were analyzed including symmetry,dissipation and topological structure.Complex dynamical behaviors of the systems including chaos and periodic orbits were verified by numerical simulations,Lyapunov exponents and bifurcation diagrams.Interestingly,the three systems were integrated in a common circuit,and their dynamical behaviors were easily observed by adjusting regulable resistors R28,R14 and R17,respectively,and the relations between the variable resistor and the system parameter were deduced.The circuit experiment results agree well with the simulation results.Finally,a secure communication scheme based on chaos shift keying(CSK) was presented,which lays an experiment foundation for chaotic digital secure communication. 展开更多
关键词 CHAOS single-parameter system circuit realization secure communication chaos shift keying
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CODIMENSION-TWO BIFURCATIONS ANALYSIS AND TRACKING CONTROL ON A DISCRETE EPIDEMIC MODEL 被引量:1
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作者 Na YI Qingling ZHANG Peng LIU Yanping LIN 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2011年第6期1033-1056,共24页
In this paper, the dynamic behaviors of a discrete epidemic model with a nonlinear incidence rate obtained by Euler method are discussed, which can exhibit the periodic motions and chaotic behaviors under the suitable... In this paper, the dynamic behaviors of a discrete epidemic model with a nonlinear incidence rate obtained by Euler method are discussed, which can exhibit the periodic motions and chaotic behaviors under the suitable system parameter conditions. Codimension-two bifurcations of the discrete epidemic model, associated with 1:1 strong resonance, 1:2 strong resonance, 1:3 strong resonance and 1:4 strong resonance, are analyzed by using the bifurcation theorem and the normal form method of maps. Moreover, in order to eliminate the chaotic behavior of the discrete epidemic model, a tracking controller is designed such that the disease disappears gradually. Finally, numerical simulations are obtained by the phase portraits, the maximum Lyapunov exponents diagrams for two different varying parameters in 3-dimension space, the bifurcation diagrams, the computations of Lyapunov exponents and the dynamic response. They not only illustrate the validity of the proposed results, but also display the interesting and complex dynamical behaviors. 展开更多
关键词 CHAOS codimension-two bifurcations discrete epidemic model tracking control.
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Relativization of dynamical properties
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作者 ZHANG GuoHua 《Science China Mathematics》 SCIE 2012年第5期913-936,共24页
In the past twenty years,great achievements have been made by many researchers in the studies of chaotic behavior and local entropy theory of dynamical systems.Most of the results have been generalized to the relative... In the past twenty years,great achievements have been made by many researchers in the studies of chaotic behavior and local entropy theory of dynamical systems.Most of the results have been generalized to the relative case in the sense of a given factor map.In this survey we offer an overview of these developments. 展开更多
关键词 relative entropy asymptotic pair scrambled set local variational principles relative entropy tuple relative topological Pinsker factor relative UPE relative CPE
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