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
- Issue Date
- Jan-2021
- Publisher
- John Wiley & Sons Inc.
- Keywords
- aggregation; asymmetric networks; consensus; Cucker–Smale particles
- Citation
- Mathematical Methods in the Applied Sciences, v.44, no.2, pp 1542 - 1569
- Pages
- 28
- Indexed
- SCIE
SCOPUS
- Journal Title
- Mathematical Methods in the Applied Sciences
- Volume
- 44
- Number
- 2
- Start Page
- 1542
- End Page
- 1569
- URI
- https://scholarworks.bwise.kr/erica/handle/2021.sw.erica/114121
- DOI
- 10.1002/mma.6856
- ISSN
- 0170-4214
1099-1476
- 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. © 2020 John Wiley & Sons, Ltd.
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