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Collective aggregation of a linearly coupled stochastic Cucker–Smale ensemble on asymmetric networks.

Authors :
Bae, Hyeong‐Ohk
Ha, Seung‐Yeal
Kim, Doheon
Kim, Yongsik
Lim, Hyuncheul
Yoo, Jane
Source :
Mathematical Methods in the Applied Sciences; 1/30/2021, Vol. 44 Issue 2, p1542-1569, 28p
Publication Year :
2021

Abstract

We study the stochastic aggregation of linearly coupled Cucker–Smale (CS) particles on several asymmetric networks. Our proposed first‐order stochastic CS model was motivated as a stochastic dynamics modeling on the rates of multiasset return. In this study, we consider three asymmetric networks and study sufficient conditions toward stochastic aggregation for each proposed network. We also provide several numerical and empirical examples and compare them with theoretical results. In financial applications, we regard particles or agents as analysts and study their herding behavior based on our proposed model. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01704214
Volume :
44
Issue :
2
Database :
Complementary Index
Journal :
Mathematical Methods in the Applied Sciences
Publication Type :
Academic Journal
Accession number :
147461573
Full Text :
https://doi.org/10.1002/mma.6856