We have studied the Langevin description of stochastic dynamics of financial time series. A sliding-window algorithm is used for our analysis. We find that the fluctuation of stock prices can be understood from the view of a time-dependent drift force corresponding to the drift parameter in Langevin equation. It is revealed that the statistical results of the drift force estimated from financial time series can be approximately considered as a linear restoring force. We investigate the significance of this linear restoring force to the prices evolution from its two coefficients, the equilibrium position and the slope coefficient. The daily log-returns of S&P 500 index from 1950 to 1999 are especially analysed. The new simple form of the restoring force obtained both from mathematical and numerical analyses suggests that the Langevin approach can effectively present not only the macroscopical but also the detailed properties of the price evolution.
We studied synchronization behaviours of spiral waves in a two-layer coupled inhomogeneous excitable system. It was found that phase synchronization can be observed under weak coupling strength. By increasing the coupling strength, the synchronization is broken down. With the further increase of the coupling strength, complete synchronization and phase synchronization occur again. We also found that the inhomogeneity in excitable systems is helpful to the synchronization.
In this paper, we propose the distributed predictive control strategies of spiral wave in cardiac excitable media. The modified FitzHugh-Nagumo model was used to express the cardiac excitable media approximately. Based on the control-Lyapunov theory, we obtained the distributed control equation, which consists of a positive eontrol-Lyapunov function and a positive cost function. Using the equation, we investigate two kinds of robust control strategies: the time-dependent distributed control strategy and the space-time dependent distributed control strategy. The feasibility of the strategies was demonstrated via an illustrative example, in which the spiral wave was prevented to occur, and the possibility for inducing ventricular fibrillation was eliminated. The strategies are helpful in designing various cardiac devices. Since the second strategy is more efficient and robust than the first one, and the response time in the second strategy is far less than that in the first one, the former is suitable for the quick-response control systems. In addition, our spatiotemporal control strategies, especially the second strategy, can be applied to other cardiac models, even to other reaction-diffusion systems.