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A discrete mutualism model: analysis and exploration of a financial application

Roberts, Jason A.
; 
Kavallaris, Nikos I.
; 
Rowntree, Andrew P.
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Affiliation
University of Chester
EPub Date
Publication Date
2019-09-16
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Mathematics
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Abstract
We perform a stability analysis on a discrete analogue of a known, continuous model of mutualism. We illustrate how the introduction of delays affects the asymptotic stability of the system’s positive nontrivial equilibrium point. In the second part of the paper we explore the insights that the model can provide when it is used in relation to interacting financial markets. We also note the limitations of such an approach.
Citation
Roberts, J. A., Kavallaris, N. I. & Rowntree, A. P. (2019). A discrete mutualism model: analysis and exploration of a financial application. Applied Numerical Mathematics, 149, 141–152.
Publisher
Elsevier
Journal
Applied Numerical Mathematics
Research Unit
URI
http://hdl.handle.net/10034/622614
DOI
10.1016/j.apnum.2019.09.008
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PubMed Central ID
Type
Article
Language
en
Description
Series/Report no.
ISSN
0168-9274
EISSN
1873-5460
ISBN
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https://www.journals.elsevier.com/applied-numerical-mathematics/