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This paper presents algorithm for modeling set of trajectories of non-stationary time series, based on a numerical scheme for approximating the sample density of the distribution function in a problem with fixed ends, when the initial distribution for a given number of steps transforms into a certain final distribution, so that at each step the semigroup property of solving the Liouville equation is satisfied. The model makes it possible to numerically construct evolving densities of distribution functions during random switching of states of the system generating the original time series.

The main problem is related to the fact that with the numerical implementation of the left-hand differential derivative in time, the solution becomes unstable, but such approach corresponds to the modeling of evolution. An integrative approach is used while choosing implicit stable schemes with “going into the future”, this does not match the semigroup property at each step. If, on the other hand, some real process is being modeled, in which goal-setting presumably takes place, then it is desirable to use schemes that generate a model of the transition process. Such model is used in the future in order to build a predictor of the disorder, which will allow you to determine exactly what state the process under study is going into, before the process really went into it. The model described in the article can be used as a tool for modeling real non-stationary time series.

Steps of the modeling scheme are described further. Fragments corresponding to certain states are selected from a given time series, for example, trends with specified slope angles and variances. Reference distributions of states are compiled from these fragments. Then the empirical distributions of the duration of the system’s stay in the specified states and the duration of the transition time from state to state are determined. In accordance with these empirical distributions, a probabilistic model of the disorder is constructed and the corresponding trajectories of the time series are modeled.

Comets and asteroids are recognized by the scientists and the governments of all countries in the world to be one of the most significant threats to the development and even the existence of our civilization. Preventing this threat includes studying the motion of large meteors through the atmosphere that is accompanied by various physical and chemical phenomena. Of particular interest to such studies are the meteors whose trajectories have been recorded and whose fragments have been found on Earth. Here, we study one of such cases. We develop a model for the motion and destruction of natural bodies in the Earth’s atmosphere, focusing on the Benešov bolid (EN070591), a bright meteor registered in 1991 in the Czech Republic by the European Observation System. Unique data, that includes the radiation spectra, is available for this bolid. We simulate the aeroballistics of the Benešov meteoroid and of its fragments, taking into account destruction due to thermal and mechanical processes. We compute the velocity of the meteoroid and its mass ablation using the equations of the classical theory of meteor motion, taking into account the variability of the mass ablation along the trajectory. The fragmentation of the meteoroid is considered using the model of sequential splitting and the statistical stress theory, that takes into account the dependency of the mechanical strength on the length scale. We compute air flows around a system of bodies (shards of the meteoroid) in the regime where mutual interplay between them is essential. To that end, we develop a method of simulating air flows based on a set of grids that allows us to consider fragments of various shapes, sizes, and masses, as well as arbitrary positions of the fragments relative to each other. Due to inaccuracies in the early simulations of the motion of this bolid, its fragments could not be located for about 23 years. Later and more accurate simulations have allowed researchers to locate four of its fragments rather far from the location expected earlier. Our simulations of the motion and destruction of the Benešov bolid show that its interaction with the atmosphere is affected by multiple factors, such as the mass and the mechanical strength of the bolid, the parameters of its motion, the mechanisms of destruction, and the interplay between its fragments.

An algorithm for solving the conjugation of aerodynamic and ballistic problems, which is based on the method of modeling with the help of a grid system, has been complemented by a numerical mechanism that allows to take into account the relative movement and rotation of bodies relative to their centers of mass. For a given configuration of the bodies a problem of flow is solved by relaxation method. After that the state of the system is recalculated after a short amount of time. With the use of iteration it is possible to trace the dynamics of the system over a large period of time. The algorithm is implemented for research of flight of systems of bodies taking into account their relative position and rotation. The algorithm was tested on the problem of flow around a body with segmental-conical form. A good correlation of the results with experimental studies was shown. The algorithm is used to calculate the problem of the supersonic fight of a rotating body. For bodies of rectangular shape, imitating elongated fragments of a meteoroid, it is shown that for elongated bodies the aerodynamically more stable position is flight with a larger area across the direction of flight. This de facto leads to flight of bodies with the greatest possible aerodynamic resistance due to the maximum midship area. The algorithm is used to calculate the flight apart of two identical bodies of a rectangular shape, taking into account their rotation. Rotation leads to the fact that the bodies fly apart not only under the action of the pushing aerodynamic force but also the additional lateral force due to the acquisition of the angle of attack. The velocity of flight apart of two fragments with elongated shape of a meteoric body increases to three times with the account of rotation in comparison with the case, when it is assumed that the bodies do not rotate. The study was carried out in order to evaluate the influence of various factors on the velocity of fragmentation of the meteoric body after destruction in order to construct possible trajectories of fallen on earth meteorites. A developed algorithm for solving the conjugation of aerodynamic and ballistic problems, taking into account the relative movement and rotation of the bodies, can be used to solve technical problems, for example, to study the dynamics of separation of aircraft stages.

The paper discusses the development and application of the accounting rectangular cell fullness method with material substance, in particular, a liquid, to increase the smoothness and accuracy of a finite-difference solution of hydrodynamic problems with a complex shape of the boundary surface. Two problems of computational hydrodynamics are considered to study the possibilities of the proposed difference schemes: the spatial-twodimensional flow of a viscous fluid between two coaxial semi-cylinders and the transfer of substances between coaxial semi-cylinders. Discretization of diffusion and convection operators was performed on the basis of the integro-interpolation method, taking into account taking into account the fullness of cells and without it. It is proposed to use a difference scheme, for solving the problem of diffusion – convection at large grid Peclet numbers, that takes into account the cell population function, and a scheme on the basis of linear combination of the Upwind and Standard Leapfrog difference schemes with weight coefficients obtained by minimizing the approximation error at small Courant numbers. As a reference, an analytical solution describing the Couette – Taylor flow is used to estimate the accuracy of the numerical solution. The relative error of calculations reaches 70% in the case of the direct use of rectangular grids (stepwise approximation of the boundaries), under the same conditions using the proposed method allows to reduce the error to 6%. It is shown that the fragmentation of a rectangular grid by 2–8 times in each of the spatial directions does not lead to the same increase in the accuracy that numerical solutions have, obtained taking into account the fullness of the cells. The proposed difference schemes on the basis of linear combination of the Upwind and Standard Leapfrog difference schemes with weighting factors of 2/3 and 1/3, respectively, obtained by minimizing the order of approximation error, for the diffusion – convection problem have a lower grid viscosity and, as a corollary, more precisely, describe the behavior of the solution in the case of large grid Peclet numbers.

The review considers a wide range of phenomena and problems associated with the explosion. Detailed numerical studies revealed an interesting physical effect — the formation of discrete vortex structures directly behind the front of a shock wave propagating in dense layers of a heterogeneous atmosphere. The necessity of further investigation of such phenomena and the determination of the degree of their connection with the possible development of gas-dynamic instability is shown. The brief analysis of numerous works on the thermal explosion of meteoroids during their high-speed movement in the Earth’s atmosphere is given. Much attention is paid to the development of a numerical algorithm for calculating the simultaneous explosion of several fragments of meteoroids and the features of the development of such a gas-dynamic flow are analyzed. The work shows that earlier developed algorithms for calculating explosions can be successfully used to study explosive volcanic eruptions. The paper presents and discusses the results of such studies for both continental and underwater volcanoes with certain restrictions on the conditions of volcanic activity.

The mathematical analysis is performed and the results of analytical studies of a number of important physical phenomena characteristic of explosions of high specific energy in the ionosphere are presented. It is shown that the preliminary laboratory physical modeling of the main processes that determine these phenomena is of fundamental importance for the development of sufficiently complete and adequate theoretical and numerical models of such complex phenomena as powerful plasma disturbances in the ionosphere. Laser plasma is the closest object for such a simulation. The results of the corresponding theoretical and experimental studies are presented and their scientific and practical significance is shown. The brief review of recent years on the use of laser radiation for laboratory physical modeling of the effects of a nuclear explosion on asteroid materials is given.

As a result of the analysis performed in the review, it was possible to separate and preliminarily formulate some interesting and scientifically significant questions that must be investigated on the basis of the ideas already obtained. These are finely dispersed chemically active systems formed during the release of volcanoes; small-scale vortex structures; generation of spontaneous magnetic fields due to the development of instabilities and their role in the transformation of plasma energy during its expansion in the ionosphere. It is also important to study a possible laboratory physical simulation of the thermal explosion of bodies under the influence of highspeed plasma flow, which has only theoretical interpretations.

As part of the paper, a physical and theoretical analysis of the impact processes of various factors of a highaltitude and high-energy nuclear explosion on the asteroid in extra-atmospheric conditions of open space is done. It is shown that, in accordance with the energy and permeability of the plasma of explosion products, X-ray and gamma-neutron radiation, a layered structure with a different energy density depending on angular coordinates is formed on the surface of the asteroid. The temporal patterns of the energy transformation for each layer is clarified and the roles of various photo- and collision processes are determined. The effect of a high-speed plasma flow is erosive in nature, and the plasma pulse is transmitted to the asteroid. The paper presents that in a thin layer of x-ray absorption, the asteroid substance is heated to high temperatures and as a result of its expansion, a recoil impulse is formed, which is not decisive due to the small mass of the expanding high-temperature plasma. Calculations shows that the main impulse received by an asteroid is associated with the entrainment of a heated layer of a substance formed by a neutron flux (7.5 E 10¹⁴ g E cm/s). It is shown that an asteroid with a radius of ~100 m acquires a velocity of . 100 cm/s. The calculations were performed taking into account the explosion energy spent on the destruction of the amorphous structure of the asteroid material (~1 eV/atom = 3.8 E 10¹⁰ erg/g) and ionization in the region of the high-temperature layer. Based on a similar analysis, an approximation is obtained for estimating the average size of fragments in the event of the possible destruction of the asteroid by shock waves generated inside it under the influence of pressure impulses. A physical experiment was conducted in laboratory conditions, simulating the fragmentation of a stone asteroid and confirming the validity of the obtained dependence on the selected values of certain parameters. As a result of numerical studies of the effects of the explosion, carried out at different distances from the surface of the asteroid, it is shown that taking into account the real geometry of the spallation layer gives the optimal height for the formation of the maximum asteroid momentum by a factor of 1.5 greater than similar estimates according to the simplified model. A two-stage concept of the impact of nuclear explosions on an asteroid using radar guidance tools is proposed. The paper analyzes the possible impact of the emerging ionization interference on the radar tracking of the movement of large fragments of the asteroid in the space-time evolution of all elements of the studied dynamic system.

The paper presents the results of numerical simulation and experimental data on the high-speed penetration of the impactor into the obstacle. In the calculations, a discrete-element model has been used, based on the representation of the impactor and the target by a set of close packed interconnected particles. This class of models finds an increasingly wide application in the problems of high-speed interaction of bodies. In the previous works of the authors, the questions of application of the discrete-element model to the problem of the penetration of spherical impactors into massive targets were considered. On the basis of a comparative analysis of the data of computational and physical experiments, it was found out that for a wide class of high-speed penetration problems, a high accuracy of discrete-element modeling can be achieved using the two-parameter Lennard–Jones potential. The binding energy was identified as a function of the dynamic hardness of materials. It was shown that the use of this approach makes it possible to describe accurately the penetration process in the range of impactor velocities 500–2500 m/c.

In this paper, we compare the results of discrete-element modeling with experimental data on penetration of high-strength targets of different thickness by steel impactors. The use of computational parallelization technologies on graphic processors in combination with 3D visualization and animation of the results makes it possible to obtain detailed spatio-temporal patterns of the penetration process and compare them with experimental data.

A comparative analysis of the experimental and calculated data has shown a sufficiently high accuracy of discrete-element modeling for a wide range of target thicknesses: for thin targets pierced with preservation of the integrity of the deformed impactor, for targets of medium thickness, pierced with practically complete fragmentation of the impactor at the exit from the target, and for thick impenetrable targets.

This paper considers various approaches to averaging the generalized travel costs calculated for different modes of travel in the transportation network. The mode of transportation is understood to mean both the mode of transport, for example, a car or public transport, and movement without the use of transport, for example, on foot. The task of calculating the trip matrices includes the task of calculating the total matrices, in other words, estimating the total demand for movements by all modes, as well as the task of splitting the matrices according to the mode, also called modal splitting. To calculate trip matrices, gravitational, entropy and other models are used, in which the probability of movement between zones is estimated based on a certain measure of the distance of these zones from each other. Usually, the generalized cost of moving along the optimal path between zones is used as a distance measure. However, the generalized cost of movement differs for different modes of movement. When calculating the total trip matrices, it becomes necessary to average the generalized costs by modes of movement. The averaging procedure is subject to the natural requirement of monotonicity in all arguments. This requirement is not met by some commonly used averaging methods, for example, averaging with weights. The problem of modal splitting is solved by applying the methods of discrete choice theory. In particular, within the framework of the theory of discrete choice, correct methods have been developed for averaging the utility of alternatives that are monotonic in all arguments. The authors propose some adaptation of the methods of the theory of discrete choice for application to the calculation of the average cost of movements in the gravitational and entropy models. The transfer of averaging formulas from the context of the modal splitting model to the trip matrix calculation model requires the introduction of new parameters and the derivation of conditions for the possible value of these parameters, which was done in this article. The issues of recalibration of the gravitational function, which is necessary when switching to a new averaging method, if the existing function is calibrated taking into account the use of the weighted average cost, were also considered. The proposed methods were implemented on the example of a small fragment of the transport network. The results of calculations are presented, demonstrating the advantage of the proposed methods.

The results of computer simulation of deformation behavior of bone fragment at axial compression, containing compact and spongy layers of different density, are presented. The result of calculations show that changing of prevailing type of deformation of compression of bone sample on deformation of bend and vice versa is possible at densities change of his spongy constituent and compact constituent

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.