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Dynamics of systems with Preisach memory near equilibria

Stephen McCarthyDmitrii Rachinskii — 2014

Mathematica Bohemica

We consider autonomous systems where two scalar differential equations are coupled with the input-output relationship of the Preisach hysteresis operator, which has an infinite-dimensional memory. A prototype system of this type is an LCR electric circuit where the inductive element has a ferromagnetic core with a hysteretic relationship between the magnetic field and the magnetization. Further examples of such systems include lumped hydrological models with two soil layers; they can also appear...

Homoclinic orbits in a two-patch predator-prey model with Preisach hysteresis operator

Alexander PimenovDmitrii Rachinskii — 2014

Mathematica Bohemica

Systems of operator-differential equations with hysteresis operators can have unstable equilibrium points with an open basin of attraction. Such equilibria can have homoclinic orbits attached to them, and these orbits are robust. In this paper a population dynamics model with hysteretic response of the prey to variations of the predator is introduced. In this model the prey moves between two patches, and the derivative of the Preisach operator is used to describe the hysteretic flow between the...

The Kurzweil integral in financial market modeling

Certain financial market strategies are known to exhibit a hysteretic structure similar to the memory observed in plasticity, ferromagnetism, or magnetostriction. The main difference is that in financial markets, the spontaneous occurrence of discontinuities in the time evolution has to be taken into account. We show that one particular market model considered here admits a representation in terms of Prandtl-Ishlinskii hysteresis operators, which are extended in order to include possible discontinuities...

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