Multidimensional Transitional Dynamics: A Simple Numerical Procedure (Mathematica)
Multidimensional Transitional Dynamics: A Simple Numerical Procedure (Mathematica)
复制标题
多维过渡动力学：一个简单的数值过程 (Mathematica)
DOI：
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发表时间：
2008
期刊：
影响因子：
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通讯作者：
Thomas Steger
中科院分区：
文献类型：
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作者：
Timo Trimborn;K. Koch;Thomas Steger
针对文中提出的程序方法。我们提出松弛算法作为一种简单而有力的方法来确定生长模型中的过渡过程。这种方法有许多重要的优点：(1)它可以很容易地处理范围广泛的动态系统，包括刚性微分方程和引起平稳平衡连续体的系统。(2)程序的应用相当人性化。唯一需要的输入由动态系统组成。(3)我们提出的松弛算法的变体以自然的方式利用了无限时间范围，这通常是经济学中最优控制问题的基础。作为一个说明性的应用，我们计算了Jones（1995）和Lucas（1988）模型的过渡过程。
Programs for the method proposed in the article. We propose the relaxation algorithm as a simple and powerful method for determining the transition process in growth models numerically. This method has a number of important advantages: (1) It can easily deal with a wide range of dynamic systems including stiff differential equations and systems giving rise to a continuum of stationary equilibria. (2) The application of the procedure is fairly user-friendly. The only input required consists of the dynamic system. (3) The variant of the relaxation algorithm we propose exploits in a natural manner the infinite time horizon, which usually underlies optimal control problems in economics. As an illustrative application, we compute the transition process of the models of Jones (1995) and Lucas (1988).