All issues

The paper estimates the recurrence rate of stock indicies S&P100, CAC40, DAX, FTSE, AMEX, ATX, NASDAQ, BEL20. The introduced qunatitative measure of the recurrence rate underlies type I and type II errors. We show that more than three quarters of the indicies’ falls occur on average during the first quarter of the time between them. This result expands from sufficiently large falls, which are observed on average two times a year, over smaller falls, which occur approximately once 1.5–2 months.

The distribution of the first significant digit in numerals of connected texts is considered. Benford's law is found to hold approximately for them. Deviations from Benford's law are statistically significant author peculiarities that allow, under certain conditions, to distinguish between parts of the text with a different authorship.

The method of the stochastic matrix spectrum analysis is used to build an indicator that allows to determine the subject of scientific texts without keywords usage. This matrix is a matrix of conditional probabilities of bigrams, built on the statistics of the alphabet characters in the text without spaces, numbers and punctuation marks. Scientific texts are classified according to the mutual arrangement of invariant subspaces of the matrix of conditional probabilities of pairs of letter combinations. The separation indicator is the value of the cosine of the angle between the right and left eigenvectors corresponding to the maximum and minimum eigenvalues. The computational algorithm uses a special representation of the dichotomy parameter, which is the integral of the square norm of the resolvent of the stochastic matrix of bigrams along the circumference of a given radius in the complex plane. The tendency of the integral to infinity testifies to the approximation of the integration circuit to the eigenvalue of the matrix. The paper presents the typical distribution of the indicator of identification of specialties. For statistical analysis were analyzed dissertations on the main 19 specialties without taking into account the classification within the specialty, 20 texts for the specialty. It was found that the empirical distributions of the cosine of the angle for the mathematical and Humanities specialties do not have a common domain, so they can be formally divided by the value of this indicator without errors. Although the body of texts was not particularly large, nevertheless, in the case of arbitrary selection of dissertations, the identification error at the level of 2 % seems to be a very good result compared to the methods based on semantic analysis. It was also found that it is possible to make a text pattern for each of the specialties in the form of a reference matrix of bigrams, in the vicinity of which in the norm of summable functions it is possible to accurately identify the theme of the written scientific work, without using keywords. The proposed method can be used as a comparative indicator of greater or lesser severity of the scientific text or as an indicator of compliance of the text to a certain scientific level.

Modern power transportation systems are the complex engineering systems. Such systems include both point facilities (power producers, consumers, transformer substations, etc.) and the distributed elements (f.e. power lines). Such structures are presented in the form of the graphs with different types of nodes under creating the mathematical models. It is necessary to solve the system of partial differential equations of the hyperbolic type to study the dynamic effects in such systems.

An approach similar to one already applied in modeling similar problems earlier used in the work. New variant of the splitting method was used proposed by the authors. Unlike most known works, the splitting is not carried out according to physical processes (energy transport without dissipation, separately dissipative processes). We used splitting to the transport equations with the drain and the exchange between Reimann’s invariants. This splitting makes possible to construct the hybrid schemes for Riemann invariants with a high order of approximation and minimal dissipation error. An example of constructing such a hybrid differential scheme is described for a single-phase power line. The difference scheme proposed is based on the analysis of the properties of the schemes in the space of insufficient coefficients.

Examples of the model problem numerical solutions using the proposed splitting and the difference scheme are given. The results of the numerical calculations shows that the difference scheme allows to reproduce the arising regions of large gradients. It is shown that the difference schemes also allow detecting resonances in such the systems.

The paper considers the problem of transverse impact on a thin preloaded fiber. The commonly accepted theory of transverse impact on a thin fiber is based on the classical works of Rakhmatulin and Smith. The simple relations obtained from the Rakhmatulin – Smith theory are widely used in engineering practice. However, there are numerous evidences that experimental results may differ significantly from estimations based on these relations. A brief overview of the factors that cause the differences is given in this article.

This paper focuses on the shear wave velocity, as it is the only feature that can be directly observed and measured using high-speed cameras or similar methods. The influence of the fiber preload on the wave speed is considered. This factor is important, since it inevitably arises in the experimental results. The reliable fastening and precise positioning of the fiber during the experiments requires its preload. This work shows that the preload significantly affects the shear wave velocity in the impacted fiber.

Numerical calculations were performed for Kevlar 29 and Spectra 1000 yarns. Shear wave velocities are obtained for different levels of initial tension. A direct comparison of numerical results and analytical estimations with experimental data is presented. The speed of the transverse wave in free and preloaded fibers differed by a factor of two for the setup parameters considered. This fact demonstrates that measurements based on high-speed imaging and analysis of the observed shear waves should take into account the preload of the fibers.

This paper proposes a formula for a quick estimation of the shear wave velocity in preloaded fibers. The formula is obtained from the basic relations of the Rakhmatulin – Smith theory under the assumption of a large initial deformation of the fiber. The formula can give significantly better results than the classical approximation, this fact is demonstrated using the data for preloaded Kevlar 29 and Spectra 1000. The paper also shows that direct numerical calculation has better corresponding with the experimental data than any of the considered analytical estimations.

Distributed saddle point problems (SPPs) have numerous applications in optimization, matrix games and machine learning. For example, the training of generated adversarial networks is represented as a min-max optimization problem, and training regularized linear models can be reformulated as an SPP as well. This paper studies distributed nonsmooth SPPs with Lipschitz-continuous objective functions. The objective function is represented as a sum of several components that are distributed between groups of computational nodes. The nodes, or agents, exchange information through some communication network that may be centralized or decentralized. A centralized network has a universal information aggregator (a server, or master node) that directly communicates to each of the agents and therefore can coordinate the optimization process. In a decentralized network, all the nodes are equal, the server node is not present, and each agent only communicates to its immediate neighbors.

We assume that each of the nodes locally holds its objective and can compute its value at given points, i. e. has access to zero-order oracle. Zero-order information is used when the gradient of the function is costly, not possible to compute or when the function is not differentiable. For example, in reinforcement learning one needs to generate a trajectory to evaluate the current policy. This policy evaluation process can be interpreted as the computation of the function value. We propose an approach that uses a smoothing technique, i. e., applies a first-order method to the smoothed version of the initial function. It can be shown that the stochastic gradient of the smoothed function can be viewed as a random two-point gradient approximation of the initial function. Smoothing approaches have been studied for distributed zero-order minimization, and our paper generalizes the smoothing technique on SPPs.

Despite the widespread use of cancer chemotherapy drugs, the molecular mechanisms of action of many of them remain unclear. Some of these drugs, such as taxol, are known to affect the dynamics of microtubule assembly and stop the process of cell division in prophase-prometaphase. Recently, new spatial structures of microtubules and individual tubulin oligomers have emerged associated with various regulatory proteins and cancer chemotherapy drugs. However, knowledge of the spatial structure in itself does not provide information about the mechanism of action of drugs.

In this work, we applied the molecular dynamics method to study the behavior of taxol-bound tubulin oligomers and used our previously developed method for analyzing the conformation of tubulin protofilaments, based on the calculation of modified Euler angles. Recent structures of microtubule fragments have demonstrated that tubulin protofilaments bend not in the radial direction, as many researchers assume, but at an angle of approximately 45◦ from the radial direction. However, in the presence of taxol, the bending direction shifts closer to the radial direction. There was no significant difference between the mean bending and torsion angles of the studied tubulin structures when bound to the various natural regulatory ligands, guanosine triphosphate and guanosine diphosphate. The intra-dimer bending angle was found to be greater than the interdimer bending angle in all analyzed trajectories. This indicates that the bulk of the deformation energy is stored within the dimeric tubulin subunits and not between them. Analysis of the structures of the latest generation of tubulins indicated that the presence of taxol in the tubulin beta subunit pocket allosterically reduces the torsional rigidity of the tubulin oligomer, which could explain the underlying mechanism of taxol’s effect on microtubule dynamics. Indeed, a decrease in torsional rigidity makes it possible to maintain lateral connections between protofilaments, and therefore should lead to the stabilization of microtubules, which is what is observed in experiments. The results of the work shed light on the phenomenon of dynamic instability of microtubules and allow to come closer to understanding the molecular mechanisms of cell division.

The possibility of numerical 3D simulation of thrombi formation is considered.

The developed up to now detailed mathematical models describing formation of thrombi and clots include a great number of equations. Being implemented in a CFD code, the detailed mathematical models require essential computer resources for simulation of the thrombi growth in a blood flow. A reasonable alternative way is using reduced mathematical models. Two models based on the reduced mathematical model for the thrombin generation are described in the given paper.

The first model describes growth of a thrombus in a great vessel (artery). The artery flows are essentially unsteady. They are characterized by pulse waves. The blood velocity here is high compared to that in the vein tree. The reduced model for the thrombin generation and the thrombus growth in an artery is relatively simple. The processes accompanying the thrombin generation in arteries are well described by the zero-order approximation.

A vein flow is characterized lower velocity value, lower gradients, and lower shear stresses. In order to simulate the thrombin generation in veins, a more complex system of equations has to be solved. The model must allow for all the non-linear terms in the right-hand sides of the equations.

The simulation is carried out in the industrial software FlowVision.

The performed numerical investigations have shown the suitability of the reduced models for simulation of thrombin generation and thrombus growth. The calculations demonstrate formation of the recirculation zone behind a thrombus. The concentration of thrombin and the mass fraction of activated platelets are maximum here. Formation of such a zone causes slow growth of the thrombus downstream. At the upwind part of the thrombus, the concentration of activated platelets is low, and the upstream thrombus growth is negligible.

When the blood flow variation during a hart cycle is taken into account, the thrombus growth proceeds substantially slower compared to the results obtained under the assumption of constant (averaged over a hard cycle) conditions. Thrombin and activated platelets produced during diastole are quickly carried away by the blood flow during systole. Account of non-Newtonian rheology of blood noticeably affects the results.

The paper present a dynamic macro model of world dynamics. The world is divided into 19 geographic regions in the model. The internal development of the regions is described by regression equations for demographic and economic indicators (Population, Gross Domestic Product, Gross Capital Formation). The bilateral trade flows from region to region describes interregional interactions and represented the trade submodel. Time, the gross product of the exporter and the gross product of the importer were used as regressors. Four types were considered: time pair regression — dependence of trade flow on time, export function — dependence of the share of trade flow in the gross product of the exporter on the gross product of the importer, import function — dependence of the share of trade flow in the gross product of the importer on the gross product of the exporter, multiple regression — dependence of trade flow on the gross products of the exporter and importer. Two types of functional dependence were used for each type: linear and log-linear, in total eight variants of the trading equation were studied. The quality of regression models is compared by the coefficient of determination. By calculations the model satisfactorily approximates the dynamics of monotonically changing indicators. The dynamics of non-monotonic trade flows is analyzed, three types of functional dependence on time are proposed for their approximation. It is shown that the number of foreign trade series can be approximated by the space of seven main components with a 10% error. The forecast of regional development and global dynamics up to 2040 is constructed.

An approach to computation of open-loop optimal Nash–Cournot strategies in dynamical games which is based on the Z-transform method and factorization is proposed. The main advantage of the proposed approach is that it permits to overcome the problems of instability of economic indicators of oligopolies arising when generalized Riccati equations are used.