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Mathematical Economic Model of the Complex System in International Economics

Research Project

Project/Area Number 16530168
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Applied economics
Research InstitutionKyushu Tokai University

Principal Investigator

TAKAGI Ichiro  Kyushu Tokai Univ., School of Information, Professor, 応用情報学部, 教授 (90226746)

Co-Investigator(Kenkyū-buntansha) TABATA Minoru  Osaka Prefecture Univ., Graduate School of Engineering, Dept.of Mathematical Sciences, Professor, 大学院工学研究科, 教授 (70207215)
MATSUDA Haruhide  Tokai University, Research Institute of Education, Associate Professor, 教育研究所, 助教授 (00333237)
Project Period (FY) 2004 – 2006
Project Status Completed (Fiscal Year 2006)
Budget Amount *help
¥3,300,000 (Direct Cost: ¥3,300,000)
Fiscal Year 2006: ¥1,100,000 (Direct Cost: ¥1,100,000)
Fiscal Year 2005: ¥700,000 (Direct Cost: ¥700,000)
Fiscal Year 2004: ¥1,500,000 (Direct Cost: ¥1,500,000)
KeywordsComplex System / Mathematical Economics / International Migration / Self-Organization Phenomenon / Neoclassical Economic Growth Model / International Economics / Nonlinear Diffusion / Master Equation / フォッカー・プランク方程式 / 非線形偏微分積分方程式
Research Abstract

In a field of mathematical social science that belongs to a science of the complex system to be called economics of complex system and economic physics, many mathematical models are built by using technique of statistical mechanics for analysis of a social economic phenomenon. However, in a new field of a science of the complex system, a mathematical foundation equal to that for the theory of statistical mechanics does not almost exist yet. Therefore, we analyzed a mathematical economic model with a method of functional analysis. We built a mathematical model that expresses a self-organization phenomenon that caused by interaction of labor movement and economic growth like that happened in the EU market unification. In statistical mechanics a solution of a master equation in a population movement theory proved to be very close to a solution of the Fokker-Planck equation by using the Kramers-Moyal expansion in closeness of degree permitted in physics when the moving cost that is necessa … More ry for international labor mobility is large enough. In addition, we were able to prove mathematically and precisely the consistency of the theory of population movement of Hotelling's with that of Weidlich-Haag's.
In an article, "A geometrical similarity between migration of human population and diffusion of biological particles", we built an Agent-based Model that describes a population movement phenomenon when a utility function expressing a certain local economic advantage is a linear function or a quadratic function of agent density. Furthermore, in conventional studies, mathematically precise proofs for the convergence of the Kramers-Moyal expansion and an expansion of high degree terms were extremely difficult, so an almost meaningful result was not provided. However, we proved that a solution for a master equation in a theory of population movement by using the limited Kramers-Moyal expansion that modified by us was very close to a solution for the Fokker-Planck equation when the cost of population movement was large enough. Less

Report

(4 results)
  • 2006 Annual Research Report   Final Research Report Summary
  • 2005 Annual Research Report
  • 2004 Annual Research Report
  • Research Products

    (10 results)

All 2006 2004

All Journal Article (10 results)

  • [Journal Article] A geometrical similarity between migration of human population and diffusion of biological particles2006

    • Author(s)
      Tabata, M., N.Eshima, I Takagi
    • Journal Title

      Nonlinear Analysis, Real World Applications, Elsevier Science, Amsterdam Vol.7, Issue 4

      Pages: 872-894

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] A geometrical similarity between migration of human population and diffusion of biological particle,2006

    • Author(s)
      Tabata, M., N.Eshima, I.Takagi
    • Journal Title

      Nonlinear Analysis, Real World Applications(Elsevier Science, Amsterdam) Vol.7, Issue 4

      Pages: 872-894

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] A geometrical similarity between migration of human population and diffusion of biological particles2006

    • Author(s)
      M.Tabata, I.Takagi, et al.
    • Journal Title

      Nonlinear Analysis Real World Applications 7

      Pages: 872-894

    • Related Report
      2006 Annual Research Report
  • [Journal Article] A geometrical similarity between migration of human population and diffusion of biological particles2006

    • Author(s)
      M.Tabata, I.Takagi, et al.
    • Journal Title

      Nonlinear Analysis, Real World Applications In press

    • Related Report
      2005 Annual Research Report
  • [Journal Article] The behavior of stochastic agent-based models when the number of agents and the time variable tend to infinity2004

    • Author(s)
      Tabata, M., N.Eshima, I.Takagi
    • Journal Title

      Applied Mathematics and Computation, Elsevier Science, Amsterdam Vol.152, No.1

      Pages: 47-70

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] The Fokker-Planck equation and the master equation in the theory of migration2004

    • Author(s)
      Tabata, M., N.Eshima
    • Journal Title

      IMA Journal of Applied Mathematics (Oxford University Press) Vol.69

      Pages: 585-603

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] The behavior of stochastic agent-based models when the number of agents and the time variable tend to infinity2004

    • Author(s)
      Tabata, M., N.Eshima, I.Takagi
    • Journal Title

      Applied Mathematics and Computation(Elsevier Science, Amsterdam) Vol. 152, No.1

      Pages: 47-70

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] The Fokker-Planck equation and the master equation in the theory of migration2004

    • Author(s)
      Tabata M., N.Eshima
    • Journal Title

      IMA Journal of Applied Mathematics(Oxford University Press) Vol. 69

      Pages: 585-603

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] The behavior of stochastic agent-based models when the number of agents and the time variable tend to infinity2004

    • Author(s)
      M.Tabata, et al.
    • Journal Title

      Applied Mathematics and Computation 第152巻1号

      Pages: 47-70

    • Related Report
      2004 Annual Research Report
  • [Journal Article] The Fokker-Planck equation and the master equation in the theory of migration2004

    • Author(s)
      M.Tabata, et al.
    • Journal Title

      IMA Journal of Applied Mathematics 第69巻

      Pages: 585-603

    • Related Report
      2004 Annual Research Report

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Published: 2004-04-01   Modified: 2016-04-21  

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