All issues
- 2024 Vol. 16
- 2023 Vol. 15
- 2022 Vol. 14
- 2021 Vol. 13
- 2020 Vol. 12
- 2019 Vol. 11
- 2018 Vol. 10
- 2017 Vol. 9
- 2016 Vol. 8
- 2015 Vol. 7
- 2014 Vol. 6
- 2013 Vol. 5
- 2012 Vol. 4
- 2011 Vol. 3
- 2010 Vol. 2
- 2009 Vol. 1
-
Views (last year): 2.
The paper demonstrates a fractal system of thin plates connected with hinges. The system can be studied using the methods of mechanics of solids with internal degrees of freedom. The structure is deployable — initially it is close to a small diameter one-dimensional manifold that occupies significant volume after deployment. The geometry of solids is studied using the method of the moving hedron. The relations enabling to define the geometry of the introduced manifolds are derived based on the Cartan structure equations. The proof substantially makes use of the fact that the fractal consists of thin plates that are not long compared to the sizes of the system. The mechanics is described for the solids with rigid plastic hinges between the plates, when the hinges are made of shape memory material. Based on the ultimate load theorems, estimates are performed to specify internal pressure that is required to deploy the package into a three-dimensional structure, and heat input needed to return the system into its initial state.
-
Synchronous components of financial time series
Computer Research and Modeling, 2017, v. 9, no. 4, pp. 639-655The 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.
Keywords: financial time series, wavelets, entropy, multi-fractals, predictability, synchronization.Views (last year): 12. Citations: 2 (RSCI). -
Simulation of lightning initiation on the basis of dynamical grap
Computer Research and Modeling, 2021, v. 13, no. 1, pp. 125-147Despite numerous achievements of modern science the problem of lightning initiation in an electrodeless thundercloud, the maximum electric field strength inside which is approximately an order of magnitude lower than the dielectric strength of air, remains unsolved. Although there is no doubt that discharge activity begins with the appearance of positive streamers, which can develop under approximately half the threshold electric field as compared to negative ones, it remains unexplored how cold weakly conducting streamer systems unite in a joint hot well-conducting leader channel capable of self-propagation due to effective polarization in a relatively small external field. In this study, we present a self-organizing transport model which is applied to the case of electric discharge tree formation in a thundercloud. So, the model is aimed at numerical simulation of the initial stage of lightning discharge development. Among the innovative features of the model are the absence of grid spacing, high spatiotemporal resolution, and consideration of temporal evolution of electrical parameters of transport channels. The model takes into account the widely known asymmetry between threshold fields needed for positive and negative streamers development. In our model, the resulting well-conducting leader channel forms due to collective effect of combining the currents of tens of thousands of interacting streamer channels each of which initially has negligible conductivity and temperature that does not differ from the ambient one. The model bipolar tree is a directed graph (it has both positive and negative parts). It has morphological and electrodynamic characteristics which are intermediate between laboratory long spark and developed lightning. The model has universal character which allows to use it in other tasks related to the study of transport (in the broad sense of the word) networks.
-
Mathematicity of physics is surprising, but it enables us to understand the laws of nature through the analysis of mathematical structures describing it. This concerns, however, only physics. The degree of the mathematization of biology is low, and attempts to mathematize it are limited to the application of mathematical methods used for the description of physical systems. When doing so, we are likely to commit an error of attributing to biological systems features that they do not have. Some argue that biology does need new mathematical methods conforming to its needs, and not known from physics. However, because of a specific complexity of biological systems, we should speak of their algorithmicity, rather than of their mathematicity. As an example of algorithmic approach one can indicate so called individual-based models used in ecology to describe population dynamics or fractal models applied to describe geometrical complexity of such biological structures as trees.
-
Biomathematical system of the nucleic acids description
Computer Research and Modeling, 2020, v. 12, no. 2, pp. 417-434The article is devoted to the application of various methods of mathematical analysis, search for patterns and studying the composition of nucleotides in DNA sequences at the genomic level. New methods of mathematical biology that made it possible to detect and visualize the hidden ordering of genetic nucleotide sequences located in the chromosomes of cells of living organisms described. The research was based on the work on algebraic biology of the doctor of physical and mathematical sciences S. V. Petukhov, who first introduced and justified new algebras and hypercomplex numerical systems describing genetic phenomena. This paper describes a new phase in the development of matrix methods in genetics for studying the properties of nucleotide sequences (and their physicochemical parameters), built on the principles of finite geometry. The aim of the study is to demonstrate the capabilities of new algorithms and discuss the discovered properties of genetic DNA and RNA molecules. The study includes three stages: parameterization, scaling, and visualization. Parametrization is the determination of the parameters taken into account, which are based on the structural and physicochemical properties of nucleotides as elementary components of the genome. Scaling plays the role of “focusing” and allows you to explore genetic structures at various scales. Visualization includes the selection of the axes of the coordinate system and the method of visual display. The algorithms presented in this work are put forward as a new toolkit for the development of research software for the analysis of long nucleotide sequences with the ability to display genomes in parametric spaces of various dimensions. One of the significant results of the study is that new criteria were obtained for the classification of the genomes of various living organisms to identify interspecific relationships. The new concept allows visually and numerically assessing the variability of the physicochemical parameters of nucleotide sequences. This concept also allows one to substantiate the relationship between the parameters of DNA and RNA molecules with fractal geometric mosaics, reveals the ordering and symmetry of polynucleotides, as well as their noise immunity. The results obtained justified the introduction of new terms: “genometry” as a methodology of computational strategies and “genometrica” as specific parameters of a particular genome or nucleotide sequence. In connection with the results obtained, biosemiotics and hierarchical levels of organization of living matter are raised.
Indexed in Scopus
Full-text version of the journal is also available on the web site of the scientific electronic library eLIBRARY.RU
The journal is included in the Russian Science Citation Index
The journal is included in the RSCI
International Interdisciplinary Conference "Mathematics. Computing. Education"