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As someone whose spent way too long and way too much time in over my head with non linear systems ( this area has been trendy and fruitful in the quantitative f
by chollida1 11y ago
As someone whose spent way too long and way too much time in over my head with non linear systems ( this area has been trendy and fruitful in the quantitative finance community since hte late 90's) I can second the post's book recommendation....
http://www.amazon.com/Nonlinear-Dynamics-And-Chaos-Applications/dp/0738204536 http://www.amazon.com/Nonlinear-Dynamics-And-Chaos-Applicati...
In fact everything by that author is great, buy and read it all:)
http://www.amazon.com/Steven-H.-Strogatz/e/B001KHB290/ref=dp_byline_cont_book_1 http://www.amazon.com/Steven-H.-Strogatz/e/B001KHB290/ref=dp...
Just make sure you've read up on your differential equations before you start:) This isn't a topic for someone without a strong background in the mathematics!
Unfortunately I have yet to find a good introductory course, video, book, pdf....anything for this topic. I had to jump in with a specific model in mind and keep banging away until I iterated my way towards the solution.
Suggestions for introductory material are welcome!!!