Collective aggregation of a linearly coupled stochastic Cucker-Smale ensemble on asymmetric networks
- Title
- Collective aggregation of a linearly coupled stochastic Cucker-Smale ensemble on asymmetric networks
- Author
- 김도헌
- Keywords
- aggregation; asymmetric networks; consensus; Cucker-Smale particles
- Issue Date
- 2021-01
- Publisher
- WILEY
- Citation
- MATHEMATICAL METHODS IN THE APPLIED SCIENCES; JAN 30 2021, 44 2, p1542-p1569, 28p.
- 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.
- URI
- https://onlinelibrary.wiley.com/doi/full/10.1002/mma.6856https://repository.hanyang.ac.kr/handle/20.500.11754/171877
- ISSN
- 01704214; 10991476
- DOI
- 10.1002/mma.6856
- Appears in Collections:
- COLLEGE OF SCIENCE AND CONVERGENCE TECHNOLOGY[E](과학기술융합대학) > APPLIED MATHEMATICS(응용수학과) > Articles
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