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October  2005, 13(5): 1325-1342. doi: 10.3934/dcds.2005.13.1325

Convergence to square waves for a price model with delay

Hans-Otto Walther 1,

1. 

Mathematisches Institut, Universität Gieβen, Arndtstr. 2, 35392 Gieβen

Received  August 2004 Revised  April 2005 Published  September 2005

It is shown that periodic solutions of a delay differential equation approach a square wave if a parameter becomes large. The equation models short-term prize fluctuations. The proof relies on the fact that the branches of the unstable manifold at equilibrium tend to the periodic orbit.
Keywords: Delay differential equation, periodic solution, square wave, limiting profile..
Mathematics Subject Classification: Primary: 34K13, 34K15; Secondary: 37L99, 91B2.
Citation: Hans-Otto Walther. Convergence to square waves for a price model with delay. Discrete & Continuous Dynamical Systems - A, 2005, 13 (5) : 1325-1342. doi: 10.3934/dcds.2005.13.1325
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