IDEAS home Printed from
   My bibliography  Save this paper

Controlling Multiparticle System on the Line, II - Periodic Case


  • Andrey Sarychev

    () (Dipartimento di Matematica per le Decisioni, Universita' degli Studi di Firenze)


As in [7] we consider classical system of interacting particles P_1, ... , P_n on the line with only neighboring particles involved in interaction. On the contrast to [7] now periodic boundary conditions are imposed onto the system, i.e. P_1 and P_n are considered neighboring. Periodic Toda lattice would be a typical example. We study possibility to control periodic multiparticle systems by means of forces applied to just few of its particles; mainly we study system controlled by single force. The free dynamics of multiparticle systems in periodic and nonperiodic case differ substantially. We see that also the controlled periodic multiparticle system does not mimic its non-periodic counterpart. Main result established is global controllability by means of single controlling force of the multiparticle system with ageneric potential of interaction. We study the nongeneric potentials for which controllability and accessibility properties may lack. Results are formulated and proven in Sections 2,3.

Suggested Citation

  • Andrey Sarychev, 2009. "Controlling Multiparticle System on the Line, II - Periodic Case," Working Papers - Mathematical Economics 2009-02, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  • Handle: RePEc:flo:wpaper:2009-02

    Download full text from publisher

    File URL:
    Download Restriction: no

    References listed on IDEAS

    1. Elyès Jouini & Clotilde Napp, 2007. "Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs," Review of Economic Studies, Oxford University Press, vol. 74(4), pages 1149-1174.
    2. N. Gregory Mankiw & Ricardo Reis & Justin Wolfers, 2004. "Disagreement about Inflation Expectations," NBER Chapters,in: NBER Macroeconomics Annual 2003, Volume 18, pages 209-270 National Bureau of Economic Research, Inc.
    3. William A. Branch, 2004. "The Theory of Rationally Heterogeneous Expectations: Evidence from Survey Data on Inflation Expectations," Economic Journal, Royal Economic Society, vol. 114(497), pages 592-621, July.
    4. Chiarella, Carl & He, Xue-Zhong & Hung, Hing & Zhu, Peiyuan, 2006. "An analysis of the cobweb model with boundedly rational heterogeneous producers," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 750-768, December.
    5. Evans, George W. & Guesnerie, Roger, 2005. "Coordination on saddle-path solutions: the eductive viewpoint--linear multivariate models," Journal of Economic Theory, Elsevier, vol. 124(2), pages 202-229, October.
    6. Reiner Franke & Tim Nesemann, 1999. "Two destabilizing strategies may be jointly stabilizing," Journal of Economics, Springer, vol. 69(1), pages 1-18, February.
    7. Manzan, Sebastiano & Westerhoff, Frank H., 2007. "Heterogeneous expectations, exchange rate dynamics and predictability," Journal of Economic Behavior & Organization, Elsevier, vol. 64(1), pages 111-128, September.
    8. Honkapohja, Seppo & Mitra, Kaushik, 2005. "Performance of monetary policy with internal central bank forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 627-658, April.
    9. William A. Brock & Cars H. Hommes, 1997. "A Rational Route to Randomness," Econometrica, Econometric Society, vol. 65(5), pages 1059-1096, September.
    10. Berthold Herrendorf & Akos Valentinyi & Robert Waldmann, 2000. "Ruling Out Multiplicity and Indeterminacy: The Role of Heterogeneity," Review of Economic Studies, Oxford University Press, vol. 67(2), pages 295-307.
    11. Branch, William A. & Evans, George W., 2006. "Intrinsic heterogeneity in expectation formation," Journal of Economic Theory, Elsevier, vol. 127(1), pages 264-295, March.
    12. Christopher D. Carroll, 2003. "Macroeconomic Expectations of Households and Professional Forecasters," The Quarterly Journal of Economics, Oxford University Press, vol. 118(1), pages 269-298.
    13. Andrea Buraschi & Alexei Jiltsov, 2006. "Model Uncertainty and Option Markets with Heterogeneous Beliefs," Journal of Finance, American Finance Association, vol. 61(6), pages 2841-2897, December.
    14. Chavas, Jean-Paul, 2000. "On information and market dynamics: The case of the U.S. beef market," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 833-853, June.
    15. J. A. Carlson, 1968. "An Invariably Stable Cobweb Model," Review of Economic Studies, Oxford University Press, vol. 35(3), pages 360-362.
    16. repec:dau:papers:123456789/78 is not listed on IDEAS
    17. Negroni, Giorgio, 2003. "Adaptive expectations coordination in an economy with heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, vol. 28(1), pages 117-140, October.
    Full references (including those not matched with items on IDEAS)

    More about this item


    periodic multi-particle system; accessibility; controllability; Lie extensions;

    NEP fields

    This paper has been announced in the following NEP Reports:


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:flo:wpaper:2009-02. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michele Gori). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.