The research deals with the construction, implementation and analysis of the model of the non-equilibrium financial market using econophysical approach and the theory of nonlinear oscillations. We used the scaled variation of supply and demand prices and elasticity of these two variables as dynamic variables in the simulation of the non-equilibrium financial market. View of the dynamic variables data was determined based on the strength of econophysical prerequisites using the model of hydrodynamic type. As a result, we found that the non-equilibrium market can be described with a good degree of accuracy with oscillator models with nonlinear rigidity and a self-oscillating system with inertial self-excitation. The most important states of model of oscillation non-equilibrium model of the market were found, including the appearance of chaos and its mechanisms. We have made the calculations of the correlation dimension for the financial time series. The results show that all observed time series have a clearly defined chaotic dynamic nature.
In this paper we consider initial-boundary problems with integral conditions for certain fourth order equation. Unique solvability of posed problems is proved. The proof is based on apriori estimates, regularization method, auxiliary problems method, embedding theorems.
Initial boundary-value problems with non-local boundary conditions which contain integral operator for the equations of higher order are studied. The uniqueness of generalized solution is proved.
The aim of this paper is to study the solvability of solution of non-local problem with integral condition in spatial variables for high-order linear equation in the classe of regular solutions (which have all the squaredderivatives generalized by S.L. Sobolev that are included in the corresponding equation). It is indicated that at first similar problems were studied for high-order equations either in the one-dimensional case, or under certain conditions of smallness by the value of T. A list of new works for the multidimensional case is also given. In this paper, we present new results on the solvability of non-local problem with integral spatial variables for high-order equation a) in the multidimensional case with respect to spatial variables; b) in the absence of smallness conditions by the value T; however, this condition exists for the kernel K(x; y; t). The research method is based on obtaining a priori estimates of the solution of the problem, which implies its existence and uniqueness in a given space.
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