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The physical and mathematical model of combustion of the polydisperse suspension of coal dust was developed. The formulation of the problem takes into account the evaporation of particle volatile components during the heating, the particle emitting and the gas heat transfer to a surrounding area via the sphere volume side surface, heat transfer coefficient as a function of temperature. The polydisperse of coal-dust is taken into consideration. N — the number of fraction. Fractions are subdivided into inert and reacting particles. The oxidizer mass balance equation takes into consideration the oxidizer consumption per each reaction (heterogeneous on the particle surface and homogenous in the gas). Exothermic chemical reactions in gas are determined by Arrhenius equation with second-order kinetics. The heterogeneous reaction on the particle surface was first-order reaction. The numerical simulation was solved by Runge–Kutta–Merson method. Reliability of the calculations was verified by solving the partial problems. During the numerical calculation the percentage composition of inert and reacting particles in coal-dust and their total mass were changed for each simulation. We have determined the influence of the percentage composition of inert and reacting particles on burning characteristics of polydisperse coal-dust methane-air mixture. The results showed that the percent increase of volatile components in the mixture lead to the increase of total pressure in the volume. The value of total pressure decreases with the increasing of the inert components in the mixture. It has been determined that there is the extremism radius value of coarse particles by which the maximum pressure reaches the highest value.

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.

The second part presents numerical studies of the parameters of the lower ionosphere at altitudes of 40–90 km when heated by powerful high-frequency radio waves of various frequencies and powers. The problem statement is considered in the first part of the article. The main attention is paid to the interrelation between the energy and kinetic parameters of the disturbed $D$-region of the ionosphere in the processes that determine the absorption and transformation of the radio beam energy flux in space and time. The possibility of a significant difference in the behavior of the parameters of the disturbed region in the daytime and at nighttime, both in magnitude and in space-time distribution, is shown. In the absence of sufficiently reliable values of the rate constants for a number of important kinetic processes, numerical studies were carried out in stages with the gradual addition of individual processes and kinetic blocks corresponding at the same time to a certain physical content. It is shown that the energy thresholds for inelastic collisions of electrons with air molecules are the main ones. This approach made it possible to detect the effect of the emergence of a self-oscillating mode of changing parameters if the main channel for energy losses in inelastic processes is the most energy-intensive process — ionization. This effect may play a role in plasma studies using high-frequency inductive and capacitive discharges. The results of calculations of the ionization and optical parameters of the disturbed $D$-region for daytime conditions are presented. The electron temperature, density, emission coefficients in the visible and infrared ranges of the spectrum are obtained for various values of the power of the radio beam and its frequency in the lower ionosphere. The height-time distribution of the absorbed radiation power is calculated, which is necessary in studies of higher layers of the ionosphere. The influence on the electron temperature and on the general behavior of the parameters of energy losses by electrons on the excitation of vibrational and metastable states of molecules has been studied in detail. It is shown that under nighttime conditions, when the electron concentration begins at altitudes of about 80 km, and the concentration of heavy particles decreases by two orders of magnitude compared to the average $D$-region, large-scale gas-dynamic motion can develop with sufficient radio emission power The algorithm was developed based on the McCormack method and two-dimensional gas-dynamic calculations of the behavior of the parameters of the perturbed region were performed with some simplifications of the kinetics.

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.

A method is proposed for analyzing the tremor of the earth’s surface, measured by means of space geodesy, in order to highlight the prognostic effects of seismicity activation. The method is illustrated by the example of a joint analysis of a set of synchronous time series of daily vertical displacements of the earth’s surface on the Japanese Islands for the time interval 2009–2023. The analysis is based on dividing the source data (1047 time series) into blocks (clusters of stations) and sequentially applying the principal component method. The station network is divided into clusters using the K-means method from the maximum pseudo-F-statistics criterion, and for Japan the optimal number of clusters was chosen to be 15. The Huang decomposition method into a sequence of independent empirical oscillation modes (EMD — Empirical Mode Decomposition) is applied to the time series of principal components from station blocks. To provide the stability of estimates of the waveforms of the EMD decomposition, averaging of 1000 independent additive realizations of white noise of limited amplitude was performed. Using the Cholesky decomposition of the covariance matrix of the waveforms of the first three EMD components in a sliding time window, indicators of abnormal tremor behavior were determined. By calculating the correlation function between the average indicators of anomalous behavior and the released seismic energy in the vicinity of the Japanese Islands, it was established that bursts in the measure of anomalous tremor behavior precede emissions of seismic energy. The purpose of the article is to clarify common hypotheses that movements of the earth’s crust recorded by space geodesy may contain predictive information. That displacements recorded by geodetic methods respond to the effects of earthquakes is widely known and has been demonstrated many times. But isolating geodetic effects that predict seismic events is much more challenging. In our paper, we propose one method for detecting predictive effects in space geodesy data.

In this paper, we address the mathematical modeling of robots based on tensegrity structures. The pivotal property of such structures is the forming elements working only for compression or tension, which allows the use of materials and structural solutions that minimize the weight of the structure while maintaining its strength.

Tensegrity structures hold several properties important for collaborative robotics, exploration and motion tasks in non-deterministic environments: natural compliance, compactness for transportation, low weight with significant impact resistance and rigidity. The control of such structures remains an open research problem, which is associated with the complexity of describing the dynamics of such structures.

We formulate an approach for describing the dynamics of such structures, based on second-order dynamics of the Cartesian coordinates of structure elements (rods), first-order dynamics for angular velocities of rods, and first-order dynamics for quaternions that are used to describe the orientation of rods. We propose a numerical method for solving these dynamic equations. The proposed methods are implemented in the form of a freely distributed mathematical package with open source code.

Further, we show how the provided software package can be used for modeling the dynamics and determining the operating modes of tensegrity structures. We present an example of a tensegrity structure moving in zero gravity with three rigid rods and nine elastic elements working in tension (cables), showing the features of the dynamics of the structure in reaching the equilibrium position. The range of initial conditions for which the structure operates in the normal mode is determined. The results can be directly used to analyze the nature of passive dynamic movements of the robots based on a three-link tensegrity structure, considered in the paper; the proposed modeling methods and the developed software are suitable for modeling a significant variety of tensegrity robots.

This article is dedicated to a comparison analysis of optimization methods, in order to perform an interval estimation of electrical energy technical losses in distribution networks of voltage 6–20 kV. The issue of interval evaluation is represented as a multi-dimensional conditional minimization/maximization problem with implicit target function. A number of numerical optimization methods of first and zero orders is observed, with the aim of determining the most suitable for the problem of interest. The desired algorithm is BOBYQA, in which the target function is replaced with its quadratic approximation in some trusted region.

The mathematical model based on the linear integro-differential Boltzmann equation is considered in this article. The model describes the radiation transfer in the scattering medium irradiated by a point source. The inverse problem for the transfer equation is defined. This problem consists of determining the scattering coefficient from the time-angular distribution of the radiation flux density at a given point in space. The Neumann series representation for solving the radiation transfer equation is analyzed in the study of the inverse problem. The zero member of the series describes the unscattered radiation, the first member of the series describes a single-scattered field, the remaining members of the series describe a multiple-scattered field. When calculating the approximate solution of the radiation transfer equation, the single scattering approximation is widespread to calculated an approximate solution of the equation for regions with a small optical thickness and a low level of scattering. An analytical formula is obtained for finding the scattering coefficient by using this approximation for problem with additional restrictions on the initial data. To verify the adequacy of the obtained formula the Monte Carlo weighted method for solving the transfer equation is constructed and software implemented taking into account multiple scattering in the medium and the space-time singularity of the radiation source. As applied to the problems of high-frequency acoustic sensing in the ocean, computational experiments were carried out. The application of the single scattering approximation is justified, at least, at a sensing range of about one hundred meters and the double and triple scattered fields make the main impact on the formula error. For larger regions, the single scattering approximation gives at the best only a qualitative evaluation of the medium structure, sometimes it even does not allow to determine the order of the parameters quantitative characteristics of the interaction of radiation with matter.

In this paper we propose high-order (tensor) methods for two types of saddle point problems. Firstly, we consider the classic min-max saddle point problem. Secondly, we consider the search for a stationary point of the saddle point problem objective by its gradient norm minimization. Obviously, the stationary point does not always coincide with the optimal point. However, if we have a linear optimization problem with linear constraints, the algorithm for gradient norm minimization becomes useful. In this case we can reconstruct the solution of the optimization problem of a primal function from the solution of gradient norm minimization of dual function. In this paper we consider both types of problems with no constraints. Additionally, we assume that the objective function is $\mu$-strongly convex by the first argument, $\mu$-strongly concave by the second argument, and that the $p$-th derivative of the objective is Lipschitz-continous.

For min-max problems we propose two algorithms. Since we consider strongly convex a strongly concave problem, the first algorithm uses the existing tensor method for regular convex concave saddle point problems and accelerates it with the restarts technique. The complexity of such an algorithm is linear. If we additionally assume that our objective is first and second order Lipschitz, we can improve its performance even more. To do this, we can switch to another existing algorithm in its area of quadratic convergence. Thus, we get the second algorithm, which has a global linear convergence rate and a local quadratic convergence rate.

Finally, in convex optimization there exists a special methodology to solve gradient norm minimization problems by tensor methods. Its main idea is to use existing (near-)optimal algorithms inside a special framework. I want to emphasize that inside this framework we do not necessarily need the assumptions of strong convexity, because we can regularize the convex objective in a special way to make it strongly convex. In our article we transfer this framework on convex-concave objective functions and use it with our aforementioned algorithm with a global linear convergence and a local quadratic convergence rate.

Since the saddle point problem is a particular case of the monotone variation inequality problem, the proposed methods will also work in solving strongly monotone variational inequality problems.

Instrument of numerical-analytical modeling of characteristics of propagation of electromagnetic waves in chaotic space plasma with taking into account effects of gravitation is developed for interpretation of data of measurements of astrophysical precision instruments of new education. The task of propagation of waves in curved (Riemann’s) space is solved in Euclid’s space by introducing of the effective index of refraction of vacuum. The gravitational potential can be calculated for various model of distribution of mass of astrophysical objects and at solution of Poisson’s equation. As a result the effective index of refraction of vacuum can be evaluated. Approximate model of the effective index of refraction is suggested with condition that various objects additively contribute in total gravitational field. Calculation of the characteristics of electromagnetic waves in the gravitational field of astrophysical objects is performed by the approximation of geometrical optics with condition that spatial scales of index of refraction a lot more wavelength. Light differential equations in Euler’s form are formed the basis of numerical-analytical instrument of modeling of trajectory characteristic of waves. Chaotic inhomogeneities of space plasma are introduced by model of spatial correlation function of index of refraction. Calculations of refraction scattering of waves are performed by the approximation of geometrical optics. Integral equations for statistic moments of lateral deviations of beams in picture plane of observer are obtained. Integrals for moments are reduced to system of ordinary differential equations the firsts order with using analytical transformations for cooperative numerical calculation of arrange and meansquare deviations of light. Results of numerical-analytical modeling of trajectory picture of propagation of electromagnetic waves in interstellar space with taking into account impact of gravitational fields of space objects and refractive scattering of waves on inhomogeneities of index of refraction of surrounding plasma are shown. Based on the results of modeling quantitative estimation of conditions of stochastic blurring of the effect of gravitational lensing of electromagnetic waves at various frequency ranges is performed. It’s shown that operating frequencies of meter range of wavelengths represent conditional low-frequency limit for observational of the effect of gravitational lensing in stochastic space plasma. The offered instrument of numerical-analytical modeling can be used for analyze of structure of electromagnetic radiation of quasar propagating through group of galactic.