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Molecular dynamics (MD) simulations of rigid water model TIP4P-EW at ambient conditions were carried out. Delaunay’s simplexes were considered as structural elements of liquid water. Topological criterion which allows to identify the water microstructure in snapshot of MD cell was used to allocate its dense part. Geometrical analysis of water Delaunay’s simplexes indicates their strong flatness in comparison with a regular tetrahedron that is fundamentally different from the results for dense part of simple liquids. The statistics of TIP4P-EW water clusters was investigated depending on their cardinality and connectivity. It is similar to the statistics for simple liquids and the structure of this dense part is also a fractal surface consisting of the free edges of the Delaunay’s simplexes.

This work presents the model of heat wall functions FlowVision (WFFV), which allows simulation of nonisothermal flows of fluid and gas near solid surfaces on relatively coarse grids with use of turbulence models. The work follows the research on the development of wall functions applicable in wide range of the values of quantity y+. Model WFFV assumes smooth profiles of the tangential component of velocity, turbulent viscosity, temperature, and turbulent heat conductivity near a solid surface. Possibility of using a simple algebraic model for calculation of variable turbulent Prandtl number is investigated in this study (the turbulent Prandtl number enters model WFFV as parameter). The results are satisfactory. The details of implementation of model WFFV in the FlowVision software are explained. In particular, the boundary condition for the energy equation used in high-Reynolds number calculations of non-isothermal flows is considered. The boundary condition is deduced for the energy equation written via thermodynamic enthalpy and via full enthalpy. The capability of the model is demonstrated on two test problems: flow of incompressible fluid past a plate and supersonic flow of gas past a plate (M = 3).

Analysis of literature shows that there exists essential ambiguity in experimental data and, as a consequence, in empirical correlations for the Stanton number (that being a dimensionless heat flux). The calculations suggest that the default values of the model parameters, automatically specified in the program, allow calculations of heat fluxes at extended solid surfaces with engineering accuracy. At the same time, it is obvious that one cannot invent universal wall functions. For this reason, the controls of model WFFV are made accessible from the FlowVision interface. When it is necessary, a user can tune the model for simulation of the required type of flow.

The proposed model of wall functions is compatible with all the turbulence models implemented in the FlowVision software: the algebraic model of Smagorinsky, the Spalart-Allmaras model, the SST $k-\omega$ model, the standard $k-\varepsilon$ model, the $k-\varepsilon$ model of Abe, Kondoh, Nagano, the quadratic $k-\varepsilon$ model, and $k-\varepsilon$ model FlowVision.

In the framework of modern non-equilibrium thermodynamics (macroscopic approach of description and mathematical modeling of the dynamics of real physical and chemical processes), the authors developed a potential- flow method for describing and mathematical modeling of real physical and chemical processes applicable in the general case of real macroscopic physicochemical systems. In accordance with the potential-flow method, the description and mathematical modeling of these processes consists in determining through the interaction potentials of the thermodynamic forces driving these processes and the kinetic matrix determined by the kinetic properties of the system in question, which in turn determine the dynamics of the course of physicochemical processes in this system under the influence of the thermodynamic forces in it. Knowing the thermodynamic forces and the kinetic matrix of the system, the rates of the flow of physicochemical processes in the system are determined, and according to these conservation laws the rates of change of its state coordinates are determined. It turns out in this way a closed system of equations of physical and chemical processes in the system. Knowing the interaction potentials in the system, the kinetic matrices of its simple subsystems (individual processes that are conjugate to each other and not conjugate with other processes), the coefficients entering into the conservation laws, the initial state of the system under consideration, external flows into the system, one can obtain a complete dynamics of physicochemical processes in the system. However, in the case of a complex physico-chemical system in which a large number of physicochemical processes take place, the dimension of the system of equations for these processes becomes appropriate. Hence, the problem arises of automating the formation of the described system of equations of the dynamics of physical and chemical processes in the system under consideration. In this article, we develop a library of software data types that implement a user-defined physicochemical system at the level of its design scheme (coordinates of the state of the system, energy degrees of freedom, physico-chemical processes, flowing, external flows and the relationship between these listed components) and algorithms references in these types of data, as well as calculation of the described system parameters. This library includes both program types of the calculation scheme of the user-defined physicochemical system, and program data types of the components of this design scheme (coordinates of the system state, energy degrees of freedom, physicochemical processes, flowing, external flows). The relationship between these components is carried out by reference (index) addressing. This significantly speeds up the calculation of the system characteristics, because faster access to data.

The Exner equation in conjunction phenomenological sediment transport models is widely used for mathematical modeling non-cohesive river bed. This approach allows to obtain an accurate solution without any difficulty if one models evolution of simple shape bed. However if one models evolution of complex shape bed with unstable soil the numerical instability occurs in some cases. It is difficult to detach this numerical instability from the natural physical instability of bed.

This paper analyses the causes of numerical instability occurring while modeling evolution of complex shape bed by using the Exner equation and phenomenological sediment rate models. The paper shows that two kinds of indeterminateness may occur while solving numerically the Exner equation closed by phenomenological model of sediment transport. The first indeterminateness occurs in the bed area where sediment transport is transit and bed is not changed. The second indeterminateness occurs at the extreme point of bed profile when the sediment rate varies and the bed remains the same. Authors performed the closure of the Exner equation by the analytical sediment transport model, which allowed to transform the Exner equation to parabolic type equation. Analysis of the obtained equation showed that it’s numerical solving does not lead to occurring of the indeterminateness mentioned above. Parabolic form of the transformed Exner equation allows to apply the effective and stable implicit central difference scheme for this equation solving.

The model problem of bed evolution in presence of periodic distribution of the bed shear stress is carried out. The authors used the explicit central difference scheme with and without filtration method application and implicit central difference scheme for numerical solution of the problem. It is shown that the explicit central difference scheme is unstable in the area of the bed profile extremum. Using the filtration method resulted to increased dissipation of the solution. The solution obtained by using the implicit central difference scheme corresponds to the distribution law of bed shear stress and is stable throughout the calculation area.

Kuramoto model of non-linearly coupled oscillators provides a simple but effective approach to the study of the synchronization phenomenon in complex systems. In the present article we consider a particular Kuramoto model with three non-identical oscillators associated with a multi-cell radial profile of the solar meridional circulation. The top and the bottom oscillators are coupled through the middle one. The main difference of the present Kuramoto model from the previous ones consists in the non-identical coupling: coupling coefficients which tie the middle oscillator with the top and the bottom ones are different. We investigate how the value of the coupling asymmetry of the middle oscillator influences the synchronization. In the present model the synchronization conditions appear to be different the classical Kuramoto model allowing the synchronization to be reached with weaker coupling. We perform a reconstruction of coupling coefficients from the phase difference between the top and the bottom oscillators, assuming that the synchronization is reached and the natural frequencies are known. The absolute cumulative coupling is uniquely determined by the phase difference between the top and the bottom oscillators and the coupling asymmetry of the middle oscillator. In general case, higher values of the coupling asymmetry of the middle oscillator correspond to lower cumulative coupling. A unique coupling reconstruction with unknown coupling asymmetry is possible in general case only for the weak cumulative coupling. Deviations from the general case are discussed. We perform a model simulation with natural frequencies estimated from the velocities of the solar meridional flow. Heliseismological observations of the deep flow may be attributed either to the middle cell or to the deep one. We discuss the difference between these two cases in terms of the coupling reconstruction.

We propose a three-component discrete-time model of the phytoplankton-zooplankton community, in which toxic and non-toxic species of phytoplankton compete for resources. The use of the Holling functional response of type II allows us to describe an interaction between zooplankton and phytoplankton. With the Ricker competition model, we describe the restriction of phytoplankton biomass growth by the availability of external resources (mineral nutrition, oxygen, light, etc.). Many phytoplankton species, including diatom algae, are known not to release toxins if they are not damaged. Zooplankton pressure on phytoplankton decreases in the presence of toxic substances. For example, Copepods are selective in their food choices and avoid consuming toxin-producing phytoplankton. Therefore, in our model, zooplankton (predator) consumes only non-toxic phytoplankton species being prey, and toxic species phytoplankton only competes with non-toxic for resources.

We study analytically and numerically the proposed model. Dynamic mode maps allow us to investigate stability domains of fixed points, bifurcations, and the evolution of the community. Stability loss of fixed points is shown to occur only through a cascade of period-doubling bifurcations. The Neimark – Sacker scenario leading to the appearance of quasiperiodic oscillations is found to realize as well. Changes in intrapopulation parameters of phytoplankton or zooplankton can lead to abrupt transitions from regular to quasi-periodic dynamics (according to the Neimark – Sacker scenario) and further to cycles with a short period or even stationary dynamics. In the multistability areas, an initial condition variation with the unchanged values of all model parameters can shift the current dynamic mode or/and community composition.

The proposed discrete-time model of community is quite simple and reveals dynamics of interacting species that coincide with features of experimental dynamics. In particular, the system shows behavior like in prey-predator models without evolution: the predator fluctuations lag behind those of prey by about a quarter of the period. Considering the phytoplankton genetic heterogeneity, in the simplest case of two genetically different forms: toxic and non-toxic ones, allows the model to demonstrate both long-period antiphase oscillations of predator and prey and cryptic cycles. During the cryptic cycle, the prey density remains almost constant with fluctuating predators, which corresponds to the influence of rapid evolution masking the trophic interaction.

Bistability is a fundamental property of nonlinear systems and is found in many applied and theoretical studies of biological systems (populations and communities). In the simplest case it is expressed in the coexistence of diametrically opposed alternative stable equilibrium states of the system, and which of them will be achieved depends on the initial conditions. Bistability in simple models can lead to quad-stability as models become more complex, for example, when adding genetic, age and spatial structure. This occurs in different models from completely different subject area and leads to very interesting, often counterintuitive conclusions. In this article, we review such situations. The paper deals with bifurcations leading to bi- and quad-stability in mathematical models of the following biological objects. The first one is the system of two populations coupled by migration and under the action of natural selection, in which all genetic diversity is associated with a single diallelic locus with a significant difference in fitness for homo- and heterozygotes. The second is the system of two limited populations described by the Bazykin model or the Ricker model and coupled by migration. The third is a population with two age stages and density-dependent regulation of birth rate which is determined either only by population density, or additionally depends on the genetic structure of adjacent generations. We found that all these models have similar scenarios for the birth of equilibrium states that correspond to the formation of spatiotemporal inhomogeneity or to the differentiation by phenotypes of individuals from different age stages. Such inhomogeneity is a consequence of local bistability and appears as a result of a combination of pitchfork bifurcation (period doubling) and saddle-node bifurcation.

Theory of anomalous diffusion, which describe a vast number of transport processes with power law mean squared displacement, is actively advancing in recent years. Diffusion of liquids in porous media, carrier transport in amorphous semiconductors and molecular transport in viscous environments are widely known examples of anomalous deceleration of transport processes compared to the standard model.

Direct Monte Carlo simulation is a convenient tool for studying such processes. An efficient stochastic simulation algorithm is developed in the present paper. It is based on simple renewal process with interarrival times that have power law asymptotics. Analytical derivations show a deep connection between this class of random process and equations with fractional derivatives. The algorithm is further generalized by coupling it with chemical reaction simulation. It makes stochastic approach especially useful, because the exact form of integrodifferential evolution equations for reaction — subdiffusion systems is still a matter of debates.

Proposed algorithm relies on non-markovian random processes, hence one should carefully account for qualitatively new effects. The main question is how molecules leave the system during chemical reactions. An exact scheme which tracks all possible molecule combinations for every reaction channel is computationally infeasible because of the huge number of such combinations. It necessitates application of some simple heuristic procedures. Choosing one of these heuristics greatly affects obtained results, as illustrated by a series of numerical experiments.

In this paper, we develop a new first-order method for composite nonconvex minimization problems with simple constraints and inexact oracle. The objective function is given as a sum of «hard», possibly nonconvex part, and «simple» convex part. Informally speaking, oracle inexactness means that, for the «hard» part, at any point we can approximately calculate the value of the function and construct a quadratic function, which approximately bounds this function from above. We give several examples of such inexactness: smooth nonconvex functions with inexact H¨older-continuous gradient, functions given by the auxiliary uniformly concave maximization problem, which can be solved only approximately. For the introduced class of problems, we propose a gradient-type method, which allows one to use a different proximal setup to adapt to the geometry of the feasible set, adaptively chooses controlled oracle error, allows for inexact proximal mapping. We provide a convergence rate for our method in terms of the norm of generalized gradient mapping and show that, in the case of an inexact Hölder-continuous gradient, our method is universal with respect to Hölder parameters of the problem. Finally, in a particular case, we show that the small value of the norm of generalized gradient mapping at a point means that a necessary condition of local minimum approximately holds at that point.

Financial mathematics is one of the most natural applications for the statistical analysis of time series. Financial time series reflect simultaneous activity of a large number of different economic agents. Consequently, one expects that methods of statistical physics and the theory of random processes can be applied to them.

In this paper, we provide a statistical analysis of time series of the FOREX currency market. Of particular interest is the comparison of the time series behavior depending on the way time is measured: physical time versus trading time measured in the number of elementary price changes (ticks). The experimentally observed statistics of the time series under consideration (euro–dollar for the first half of 2007 and for 2009 and British pound – dollar for 2007) radically differs depending on the choice of the method of time measurement. When measuring time in ticks, the distribution of price increments can be well described by the normal distribution already on a scale of the order of ten ticks. At the same time, when price increments are measured in real physical time, the distribution of increments continues to differ radically from the normal up to scales of the order of minutes and even hours.

To explain this phenomenon, we investigate the statistical properties of elementary increments in price and time. In particular, we show that the distribution of time between ticks for all three time series has a long (1-2 orders of magnitude) power-law tails with exponential cutoff at large times. We obtained approximate expressions for the distributions of waiting times for all three cases. Other statistical characteristics of the time series (the distribution of elementary price changes, pair correlation functions for price increments and for waiting times) demonstrate fairly simple behavior. Thus, it is the anomalously wide distribution of the waiting times that plays the most important role in the deviation of the distribution of increments from the normal. As a result, we discuss the possibility of applying a continuous time random walk (CTRW) model to describe the FOREX time series.