Numerical Solutions of a Variable‐Order Fractional Financial System
Shichang MaSchool of Business, Central South University, Hunan, Changsha 410083, ChinaYufeng XuDepartment of Applied Mathematics, Central South University, Hunan, Changsha 410083, ChinaWei YueSchool of Business, Central South University, Hunan, Changsha 410083, China
2012en
ABI
Аннотация
The numerical solution of a variable‐order fractional financial system is calculated by using the Adams‐Bashforth‐Moulton method. The derivative is defined in the Caputo variable‐order fractional sense. Numerical examples show that the Adams‐Bashforth‐Moulton method can be applied to solve such variable‐order fractional differential equations simply and effectively. The convergent order of the method is also estimated numerically. Moreover, the stable equilibrium point, quasiperiodic trajectory, and chaotic attractor are found in the variable‐order fractional financial system with proper order functions.
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