Результаты поиска по 'formation':
Найдено статей: 120
  1. Aksenov A.A., Zhluktov S.V., Kalugina M.D., Kashirin V.S., Lobanov A.I., Shaurman D.V.
    Reduced mathematical model of blood coagulation taking into account thrombin activity switching as a basis for estimation of hemodynamic effects and its implementation in FlowVision package
    Computer Research and Modeling, 2023, v. 15, no. 4, pp. 1039-1067

    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.

  2. Govorkov D.A., Novikov V.P., Solovyev I.G., Tsibulsky V.R.
    Interval analysis of vegetation cover dynamics
    Computer Research and Modeling, 2020, v. 12, no. 5, pp. 1191-1205

    In the development of the previously obtained result on modeling the dynamics of vegetation cover, due to variations in the temperature background, a new scheme for the interval analysis of the dynamics of floristic images of formations is presented in the case when the parameter of the response rate of the model of the dynamics of each counting plant species is set by the interval of scatter of its possible values. The detailed description of the functional parameters of macromodels of biodiversity, desired in fundamental research, taking into account the essential reasons for the observed evolutionary processes, may turn out to be a problematic task. The use of more reliable interval estimates of the variability of functional parameters “bypasses” the problem of uncertainty in the primary assessment of the evolution of the phyto-resource potential of the developed controlled territories. The solutions obtained preserve not only a qualitative picture of the dynamics of species diversity, but also give a rigorous, within the framework of the initial assumptions, a quantitative assessment of the degree of presence of each plant species. The practical significance of two-sided estimation schemes based on the construction of equations for the upper and lower boundaries of the trajectories of the scatter of solutions depends on the conditions and measure of proportional correspondence of the intervals of scatter of the initial parameters with the intervals of scatter of solutions. For dynamic systems, the desired proportionality is not always ensured. The given examples demonstrate the acceptable accuracy of interval estimation of evolutionary processes. It is important to note that the constructions of the estimating equations generate vanishing intervals of scatter of solutions for quasi-constant temperature perturbations of the system. In other words, the trajectories of stationary temperature states of the vegetation cover are not roughened by the proposed interval estimation scheme. The rigor of the result of interval estimation of the species composition of the vegetation cover of formations can become a determining factor when choosing a method in the problems of analyzing the dynamics of species diversity and the plant potential of territorial systems of resource-ecological monitoring. The possibilities of the proposed approach are illustrated by geoinformation images of the computational analysis of the dynamics of the vegetation cover of the Yamal Peninsula and by the graphs of the retro-perspective analysis of the floristic variability of the formations of the landscapelithological group “Upper” based on the data of the summer temperature background of the Salehard weather station from 2010 to 1935. The developed indicators of floristic variability and the given graphs characterize the dynamics of species diversity, both on average and individually in the form of intervals of possible states for each species of plant.

  3. Makhov S.A.
    Forecasting demographic and macroeconomic indicators in a distributed global model
    Computer Research and Modeling, 2023, v. 15, no. 3, pp. 757-779

    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.

  4. Malkov S.Yu., Shpyrko O.A.
    Features of social interactions: the basic model
    Computer Research and Modeling, 2023, v. 15, no. 6, pp. 1673-1693

    The paper considers the basic model of competitive interactions and its use for the analysis and description of social processes. The peculiarity of the model is that it describes the interaction of several competing actors, while actors can vary the strategy of their actions, in particular, form coalitions to jointly counter a common enemy. As a result of modeling, various modes of competitive interaction were identified, their classification was conducted, and their features were described. In the course of the study, the attention is paid to the so-called “rough” (according to A.A. Andronov) cases of the implementation of competitive interaction, which until now have rarely been considered in the scientific literature, but are quite common in real life. Using a basic mathematical model, the conditions for the implementation of various modes of competitive interactions are considered, the conditions for the transition from one mode to another are determined, examples of the implementation of these modes in the economy, social and political life are given. It is shown that with a relatively low level of competition, which is non-antagonistic in nature, competition can lead to an increase in the activity of interacting actors and to overall economic growth. Moreover, in the presence of expanding resource opportunities (as long as such opportunities remain), this growth may have a hyperbolic character. With a decrease in resource capabilities and increased competition, there is a transition to an oscillatory mode, when weaker actors unite to jointly counteract stronger ones. With a further decrease in resource opportunities and increased competition, there is a transition to the formation of stable hierarchical structures. At the same time, the model shows that at a certain moment there is a loss of stability, the system becomes “rough” according to A.A. Andronov and sensitive to fluctuations in parameter changes. As a result, the existing hierarchies may collapse and be replaced by new ones. With a further increase in the intensity of competition, the actor-leader completely suppresses his opponents and establishes monopolism. Examples from economic, social, and political life are given, illustrating the patterns identified on the basis of modeling using the basic model of competition. The obtained results can be used in the analysis, modeling and forecasting of socioeconomic and political processes.

  5. Moiseev N.A., Nazarova D.I., Semina N.S., Maksimov D.A.
    Changepoint detection on financial data using deep learning approach
    Computer Research and Modeling, 2024, v. 16, no. 2, pp. 555-575

    The purpose of this study is to develop a methodology for change points detection in time series, including financial data. The theoretical basis of the study is based on the pieces of research devoted to the analysis of structural changes in financial markets, description of the proposed algorithms for detecting change points and peculiarities of building classical and deep machine learning models for solving this type of problems. The development of such tools is of interest to investors and other stakeholders, providing them with additional approaches to the effective analysis of financial markets and interpretation of available data.

    To address the research objective, a neural network was trained. In the course of the study several ways of training sample formation were considered, differing in the nature of statistical parameters. In order to improve the quality of training and obtain more accurate results, a methodology for feature generation was developed for the formation of features that serve as input data for the neural network. These features, in turn, were derived from an analysis of mathematical expectations and standard deviations of time series data over specific intervals. The potential for combining these features to achieve more stable results is also under investigation.

    The results of model experiments were analyzed to compare the effectiveness of the proposed model with other existing changepoint detection algorithms that have gained widespread usage in practical applications. A specially generated dataset, developed using proprietary methods, was utilized as both training and testing data. Furthermore, the model, trained on various features, was tested on daily data from the S&P 500 index to assess its effectiveness in a real financial context.

    As the principles of the model’s operation are described, possibilities for its further improvement are considered, including the modernization of the proposed model’s structure, optimization of training data generation, and feature formation. Additionally, the authors are tasked with advancing existing concepts for real-time changepoint detection.

  6. Gorbachev O.G.
    Probabilistic-statistical model of insurance capital
    Computer Research and Modeling, 2012, v. 4, no. 1, pp. 231-235

    The article reveals the necessity of introduction of new economic category such as “insurance capital”. Insurance activity generates a specific kind of capital (as a production factor) – the guarantee fund, which is called “primary insurance monetary capital". The article establishes that, due to its probabilistic and statistical nature, the insurance capital has a number of specific features in addition to conventional characteristics of capital as a production factor. Basing on probabilistic-statistical model author investigates the role of insurance capital in the formation of price for insurance services. In particular, the author exposes that the law of diminishing returns is not universal when talking about insurance capital.

    Views (last year): 1. Citations: 2 (RSCI).
  7. Timiryanova V.M., Lakman I.A., Larkin M.M.
    Retail forecasting on high-frequency depersonalized data
    Computer Research and Modeling, 2023, v. 15, no. 6, pp. 1713-1734

    Technological development determines the emergence of highly detailed data in time and space, which expands the possibilities of analysis, allowing us to consider consumer decisions and the competitive behavior of enterprises in all their diversity, taking into account the context of the territory and the characteristics of time periods. Despite the promise of such studies, they are currently limited in the scientific literature. This is due to the range of problems, the solution of which is considered in this paper. The article draws attention to the complexity of the analysis of depersonalized high-frequency data and the possibility of modeling consumption changes in time and space based on them. The features of the new type of data are considered on the example of real depersonalized data received from the fiscal data operator “First OFD” (JSC “Energy Systems and Communications”). It is shown that along with the spectrum of problems inherent in high-frequency data, there are disadvantages associated with the process of generating data on the side of the sellers, which requires a wider use of data mining tools. A series of statistical tests were carried out on the data under consideration, including a Unit-Root Test, test for unobserved individual effects, test for serial correlation and for cross-sectional dependence in panels, etc. The presence of spatial autocorrelation of the data was tested using modified tests of Lagrange multipliers. The tests carried out showed the presence of a consistent correlation and spatial dependence of the data, which determine the expediency of applying the methods of panel and spatial analysis in relation to high-frequency data accumulated by fiscal operators. The constructed models made it possible to substantiate the spatial relationship of sales growth and its dependence on the day of the week. The limitation for increasing the predictive ability of the constructed models and their subsequent complication, due to the inclusion of explanatory factors, was the lack of open access statistics grouped in the required detail in time and space, which determines the relevance of the formation of high-frequency geographically structured data bases.

  8. Aronov I.Z., Maksimova O.V.
    Theoretical modeling consensus building in the work of standardization technical committees in coalitions based on regular Markov chains
    Computer Research and Modeling, 2020, v. 12, no. 5, pp. 1247-1256

    Often decisions in social groups are made by consensus. This applies, for example, to the examination in the technical committee for standardization (TC) before the approval of the national standard by Rosstandart. The standard is approved if and only if the secured consensus in the TC. The same approach to standards development was adopted in almost all countries and at the regional and international level. Previously published works of authors dedicated to the construction of a mathematical model of time to reach consensus in technical committees for standardization in terms of variation in the number of TC members and their level of authoritarianism. The present study is a continuation of these works for the case of the formation of coalitions that are often formed during the consideration of the draft standard to the TC. In the article the mathematical model is constructed to ensure consensus on the work of technical standardization committees in terms of coalitions. In the framework of the model it is shown that in the presence of coalitions consensus is not achievable. However, the coalition, as a rule, are overcome during the negotiation process, otherwise the number of the adopted standards would be extremely small. This paper analyzes the factors that influence the bridging coalitions: the value of the assignment and an index of the effect of the coalition. On the basis of statistical modelling of regular Markov chains is investigated their effects on the time to ensure consensus in the technical Committee. It is proved that the time to reach consensus significantly depends on the value of unilateral concessions coalition and weakly depends on the size of coalitions. Built regression model of dependence of the average number of approvals from the value of the assignment. It was revealed that even a small concession leads to the onset of consensus, increasing the size of the assignment results (with other factors being equal) to a sharp decline in time before the consensus. It is shown that the assignment of a larger coalition against small coalitions takes on average more time before consensus. The result has practical value for all organizational structures, where the emergence of coalitions entails the inability of decision-making in the framework of consensus and requires the consideration of various methods for reaching a consensus decision.

  9. Dobrynin V.N., Filozova I.A.
    Cataloging technology of information fund
    Computer Research and Modeling, 2015, v. 7, no. 3, pp. 661-673

    The article discusses the approach to the improvement of information processing technology on the basis of logical-semantic network (LSN) Question–Answer–Reaction aimed at formation and support of the catalog service providing efficient search of answers to questions.

    The basis of such a catalog service are semantic links, reflecting the logic of presentation of the author's thoughts within the framework this publication, theme, subject area. Structuring and support of these links will allow working with a field of meanings, providing new opportunities for the study the corps of digital libraries documents. Cataloging of the information fund includes: formation of lexical dictionary; formation of the classification tree for several bases; information fund classification for question–answer topics; formation of the search queries that are adequate classification trees the question–answer; automated search queries on thematic search engines; analysis of the responses to queries; LSN catalog support during the operational phase (updating and refinement of the catalog). The technology is considered for two situations: 1) information fund has already been formed; 2) information fund is missing, you must create it.

    Views (last year): 3.
  10. Bogdanov A.V., Mareev V.V., Stepanov E.A., Panchenko M.V.
    Modeling of behavior of the option. The formulation of the problem
    Computer Research and Modeling, 2015, v. 7, no. 3, pp. 759-766

    Object of research: The creation of algorithm for mass computations of options‘ price for formation of a riskless portfolio. The method is based on the generalization of the Black–Scholes method. The task is the modeling of behavior of all options and tools for their insurance. This task is characterized by large volume of realtime complex computations that should be executed concurrently The problem of the research: depending on conditions approaches to the solution should be various. There are three methods which can be used with different conditions: the finite difference method, the path-integral approach and methods which work in conditions of trade stop. Distributed computating in these three cases is organized differently and it is necessary to involve various approaches. In addition to complexity the mathematical formulation of the problem in literature is not quite correct. There is no complete description of boundary and initial conditions and also several hypotheses of the model do not correspond to real market. It is necessary to give mathematically correct formulation of the task, and to neutralize a difference between hypotheses of the model and their prototypes in the market. For this purpose it is necessary to expand standard formulation by additional methods and develop methods of realization for each of solution branches.

    Views (last year): 2. Citations: 1 (RSCI).
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