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The article proposes a method of joint analysis of multidimensional financial time series based on the evaluation of the set of properties of stock quotes in a sliding time window and the subsequent averaging of property values for all analyzed companies. The main purpose of the analysis is to construct measures of joint behavior of time series reacting to the occurrence of a synchronous or coherent component. The coherence of the behavior of the characteristics of a complex system is an important feature that makes it possible to evaluate the approach of the system to sharp changes in its state. The basis for the search for precursors of sharp changes is the general idea of increasing the correlation of random fluctuations of the system parameters as it approaches the critical state. The increments in time series of stock values have a pronounced chaotic character and have a large amplitude of individual noises, against which a weak common signal can be detected only on the basis of its correlation in different scalar components of a multidimensional time series. It is known that classical methods of analysis based on the use of correlations between neighboring samples are ineffective in the processing of financial time series, since from the point of view of the correlation theory of random processes, increments in the value of shares formally have all the attributes of white noise (in particular, the “flat spectrum” and “delta-shaped” autocorrelation function). In connection with this, it is proposed to go from analyzing the initial signals to examining the sequences of their nonlinear properties calculated in time fragments of small length. As such properties, the entropy of the wavelet coefficients is used in the decomposition into the Daubechies basis, the multifractal parameters and the autoregressive measure of signal nonstationarity. Measures of synchronous behavior of time series properties in a sliding time window are constructed using the principal component method, moduli values of all pairwise correlation coefficients, and a multiple spectral coherence measure that is a generalization of the quadratic coherence spectrum between two signals. The shares of 16 large Russian companies from the beginning of 2010 to the end of 2016 were studied. Using the proposed method, two synchronization time intervals of the Russian stock market were identified: from mid-December 2013 to mid- March 2014 and from mid-October 2014 to mid-January 2016.

In this paper we present Rayleigh formulas obtained from Kirchhoff integral formulas, which can later be used to obtain migration images. The relevance of the studies conducted in the work is due to the widespread use of migration in the interests of seismic oil and gas seismic exploration. A special feature of the work is the use of an elastic approximation to describe the dynamic behaviour of a geological environment, in contrast to the widespread acoustic approximation. The proposed approach will significantly improve the quality of seismic exploration in complex cases, such as permafrost and shelf zones of the southern and northern seas. The complexity of applying a system of equations describing the state of a linear-elastic medium to obtain Rayleigh formulas and algorithms based on them is a significant increase in the number of computations, the mathematical and analytical complexity of the resulting algorithms in comparison with the case of an acoustic medium. Therefore in industrial seismic surveys migration algorithms for the case of elastic waves are not currently used, which creates certain difficulties, since the acoustic approximation describes only longitudinal seismic waves in geological environments. This article presents the final analytical expressions that can be used to develop software systems using the description of elastic seismic waves: longitudinal and transverse, thereby covering the entire range of seismic waves: longitudinal reflected PP-waves, longitudinal reflected SP-waves, transverse reflected PS-waves and transverse reflected SS-waves. Also, the results of comparison of numerical solutions obtained on the basis of Rayleigh formulas with numerical solutions obtained by the grid-characteristic method are presented. The value of this comparison is due to the fact that the method based on Rayleigh integrals is based on analytical expressions, while the grid-characteristic method is a method of numerical integration of solutions based on a calculated grid. In the comparison, different types of sources were considered: a point source model widely used in marine and terrestrial seismic surveying and a flat wave model, which is also sometimes used in field studies.

Work is devoted to modeling instrumental errors of a laser beam diameter measurement using a method based on a lambertian transmissive screen. Super-Lorenz distribution was used as a model of the beam. To determine the effect of each parameter on the measurement error were performed computational experiments, results of which were approximated by analytic functions. There were obtained the errors depending on relative beam size, spatial non-uniformity of the transmission screen, lens distortion, physical vignetting, beam tilt, CCD spatial resolution, ADC resolution of a camera. There was shown that the error can be less then 1 %.

In the paper we construct the model of phase change. Process of hydriding / dehydriding is taken as an example. A single powder particle is considered under the assumption about its symmetry. A ball, a cylinder, and a flat plate are examples of such symmetrical shapes. The model desribes both the "shrinking core"(when the skin of the new phase appears on the surface of the particle) and the "nucleation and growth"(when the skin does not appear till complete vanishing of the old phase) scenarios. The model is the non-classical boundary-value problem with the free boundary and nonlinear Neumann boundary condition. The symmetry assumptions allow to reduce the problem to the single spatial variable. The model was tested on the series of experimental data. We show that the particle shape’s influence on the kinetics is insignificant. We also show that a set of particles of different shapes with size distribution can be approxomated by the single particle of the "average" size and of a simple shape; this justifies using single particle approximation and simple shapes in mathematical models.

It proposes a new alternative approach to explain the flat spectrum of the velocity for stars orbital motion on the periphery of spiral galaxies. In particular, that velocity significant excess of speed calculated according to the virial theorem. The concept is the assumption of the existence for gravitational field of the Central body of the galaxy cylindrical, and not spherical, symmetry. The configuration of this field can be explained by the presence on galaxy axis the cosmic string, the length of which covers the diameter of the disk of the galaxy. This model will be subjected to comparison with the more traditional concept of the availability of the spiral galaxy ball halo of dark matter. For this approach it will also be offered a kinematic model, and the hypothesis about the nature of dark matter. It examines the data of astronomical observations about the presence of cosmic strings in the zones adjacent to galaxies.

Study of work of heating equipment is an actual issue because it allows determining optimal regimes to reach highest efficiency. At that it is very helpful to use computer simulation to predict how different heating modes influence the effectiveness of the heating process and wear of heating equipment. Computer simulation provides results whose accuracy is proven by many studies and requires costs and time less than real experiments. In terms of present research, computer simulation of heating of air tuyere of blast furnace was realized with the help of FEM software. Background studies revealed possibility to simulate it as a flat, axisymmetric problem and DEFORM-2D software was used for simulation. Geometry, necessary for simulation, was designed with the help of SolidWorks, saved in .dxf format. Then it was exported to DEFORM-2D pre-processor and positioned. Preliminary and boundary conditions were set up. Several modes of operating regimes were under analysis. In order to demonstrate influence of eah of the modes and for better visualization point tracking option of the DEFORM-2D post-processor was applied. Influence of thermal insulation box plugged into blow channel, with and without air gap, and thermal coating on air tuyere’s temperature field was investigated. Simulation data demonstrated significant effect of thermal insulation box on air tuyere’s temperature field. Designed model allowed to simulate tuyere’s burnout as a result of interaction with liquid iron. Conducted researches have demonstrated DEFORM-2D effectiveness while using it for simulation of heat transfer and heating processes. DEFORM-2D is about to be used in further studies dedicated to more complex process connected with temperature field of blast furnace’s air tuyere.

One of problems in developing the gas condensate fields lies on the fact that the condensed hydrocarbons in the gas-bearing layer can get stuck in the pores of the formation and hence cannot be extracted. In this regard, research is underway to increase the recoverability of hydrocarbons in such fields. This research includes a wide range of studies on mathematical simulations of the passage of gas condensate mixtures through a porous medium under various conditions.

In the present work, within the classical approach based on the Darcy law and the law of continuity of flows, we formulate an initial-boundary value problem for a system of nonlinear differential equations that describes a depletion of a multicomponent gas-condensate mixture in porous reservoir. A computational scheme is developed on the basis of the finite-difference approximation and the fourth order Runge .Kutta method. The scheme can be used for simulations both in the spatially one-dimensional case, corresponding to the conditions of the laboratory experiment, and in the two-dimensional case, when it comes to modeling a flat gas-bearing formation with circular symmetry.

The computer implementation is based on the combination of C++ and Maple tools, using the MPI parallel programming technique to speed up the calculations. The calculations were performed on the HybriLIT cluster of the Multifunctional Information and Computing Complex of the Laboratory of Information Technologies of the Joint Institute for Nuclear Research.

Numerical results are compared with the experimental data on the pressure dependence of output of a ninecomponent hydrocarbon mixture obtained at a laboratory facility (VNIIGAZ, Ukhta). The calculations were performed for two types of porous filler in the laboratory model of the formation: terrigenous filler at 25 .„R and carbonate one at 60 .„R. It is shown that the approach developed ensures an agreement of the numerical results with experimental data. By fitting of numerical results to experimental data on the depletion of the laboratory reservoir, we obtained the values of the parameters that determine the inter-phase transition coefficient for the simulated system. Using the same parameters, a computer simulation of the depletion of a thin gas-bearing layer in the circular symmetry approximation was carried out.

Original representation of statistical digital model of measurement of a macroroughness on a local site (to 15) consisting of determined (bias), correlated (standard periodic making and periodic deviations from flatness) and actually casual making (values of a macroroughness) Is offered.

Laminar-turbulent transition is the subject of an active research related to improvement of economic efficiency of air vehicles, because in the turbulent boundary layer drag increases, which leads to higher fuel consumption. One of the directions of such research is the search for efficient methods, that can be used to find the position of the transition in space. Using this information about laminar-turbulent transition location when designing an aircraft, engineers can predict its performance and profitability at the initial stages of the project. Traditionally, $e^N$ method is applied to find the coordinates of a laminar-turbulent transition. It is a well known approach in industry. However, despite its widespread use, this method has a number of significant drawbacks, since it relies on parallel flow assumption, which limits the scenarios for its application, and also requires computationally expensive calculations in a wide range of frequencies and wave numbers. Alternatively, flow analysis can be done by using Dynamic Mode Decomposition, which allows one to analyze flow disturbances using flow data directly. Since Dynamic Mode Decomposition is a dimensionality reduction method, the number of computations can be dramatically reduced. Furthermore, usage of Dynamic Mode Decomposition expands the applicability of the whole method, due to the absence of assumptions about the parallel flow in its derivation.

The presented study proposes an approach to finding the location of a laminar-turbulent transition using the Dynamic Mode Decomposition method. The essence of this approach is to divide the boundary layer region into sets of subregions, for each of which the transition point is independently calculated, using Dynamic Mode Decomposition for flow analysis, after which the results are averaged to produce the final result. This approach is validated by laminar-turbulent transition predictions of subsonic and supersonic flows over a 2D flat plate with zero pressure gradient. The results demonstrate the fundamental applicability and high accuracy of the described method in a wide range of conditions. The study focuses on comparison with the $e^N$ method and proves the advantages of the proposed approach. It is shown that usage of Dynamic Mode Decomposition leads to significantly faster execution due to less intensive computations, while the accuracy is comparable to the such of the solution obtained with the $e^N$ method. This indicates the prospects for using the described approach in a real world applications.

The paper presents the results of applying a scheme of very high accuracy and resolution to obtain numerical solutions of the Navier – Stokes equations of a compressible gas describing the occurrence and development of instability of a two-dimensional laminar boundary layer on a flat plate. The peculiarity of the conducted studies is the absence of commonly used artificial exciters of instability in the implementation of direct numerical modeling. The multioperator scheme used made it possible to observe the subtle effects of the birth of unstable modes and the complex nature of their development caused presumably by its small approximation errors. A brief description of the scheme design and its main properties is given. The formulation of the problem and the method of obtaining initial data are described, which makes it possible to observe the established non-stationary regime fairly quickly. A technique is given that allows detecting flow fluctuations with amplitudes many orders of magnitude smaller than its average values. A time-dependent picture of the appearance of packets of Tollmien – Schlichting waves with varying intensity in the vicinity of the leading edge of the plate and their downstream propagation is presented. The presented amplitude spectra with expanding peak values in the downstream regions indicate the excitation of new unstable modes other than those occurring in the vicinity of the leading edge. The analysis of the evolution of instability waves in time and space showed agreement with the main conclusions of the linear theory. The numerical solutions obtained seem to describe for the first time the complete scenario of the possible development of Tollmien – Schlichting instability, which often plays an essential role at the initial stage of the laminar-turbulent transition. They open up the possibilities of full-scale numerical modeling of this process, which is extremely important for practice, with a similar study of the spatial boundary layer.