Результаты поиска по 'mathematical expectation':
Найдено статей: 9
  1. The currently performed mathematical and computer modeling of thermal processes in technical systems is based on an assumption that all the parameters determining thermal processes are fully and unambiguously known and identified (i.e., determined). Meanwhile, experience has shown that parameters determining the thermal processes are of undefined interval-stochastic character, which in turn is responsible for the intervalstochastic nature of thermal processes in the electronic system. This means that the actual temperature values of each element in an technical system will be randomly distributed within their variation intervals. Therefore, the determinative approach to modeling of thermal processes that yields specific values of element temperatures does not allow one to adequately calculate temperature distribution in electronic systems. The interval-stochastic nature of the parameters determining the thermal processes depends on three groups of factors: (a) statistical technological variation of parameters of the elements when manufacturing and assembling the system; (b) the random nature of the factors caused by functioning of an technical system (fluctuations in current and voltage; power, temperatures, and flow rates of the cooling fluid and the medium inside the system); and (c) the randomness of ambient parameters (temperature, pressure, and flow rate). The interval-stochastic indeterminacy of the determinative factors in technical systems is irremediable; neglecting it causes errors when designing electronic systems. A method that allows modeling of unsteady interval-stochastic thermal processes in technical systems (including those upon interval indeterminacy of the determinative parameters) is developed in this paper. The method is based on obtaining and further solving equations for the unsteady statistical measures (mathematical expectations, variances and covariances) of the temperature distribution in an technical system at given variation intervals and the statistical measures of the determinative parameters. Application of the elaborated method to modeling of the interval-stochastic thermal process in a particular electronic system is considered.

    Views (last year): 15. Citations: 6 (RSCI).
  2. Madera A.G.
    Cluster method of mathematical modeling of interval-stochastic thermal processes in electronic systems
    Computer Research and Modeling, 2020, v. 12, no. 5, pp. 1023-1038

    A cluster method of mathematical modeling of interval-stochastic thermal processes in complex electronic systems (ES), is developed. In the cluster method, the construction of a complex ES is represented in the form of a thermal model, which is a system of clusters, each of which contains a core that combines the heat-generating elements falling into a given cluster, the cluster shell and a medium flow through the cluster. The state of the thermal process in each cluster and every moment of time is characterized by three interval-stochastic state variables, namely, the temperatures of the core, shell, and medium flow. The elements of each cluster, namely, the core, shell, and medium flow, are in thermal interaction between themselves and elements of neighboring clusters. In contrast to existing methods, the cluster method allows you to simulate thermal processes in complex ESs, taking into account the uneven distribution of temperature in the medium flow pumped into the ES, the conjugate nature of heat exchange between the medium flow in the ES, core and shells of clusters, and the intervalstochastic nature of thermal processes in the ES, caused by statistical technological variation in the manufacture and installation of electronic elements in ES and random fluctuations in the thermal parameters of the environment. The mathematical model describing the state of thermal processes in a cluster thermal model is a system of interval-stochastic matrix-block equations with matrix and vector blocks corresponding to the clusters of the thermal model. The solution to the interval-stochastic equations are statistical measures of the state variables of thermal processes in clusters - mathematical expectations, covariances between state variables and variance. The methodology for applying the cluster method is shown on the example of a real ES.

  3. Stepin Y.P., Leonov D.G., Papilina T.M., Stepankina O.A.
    System modeling, risks evaluation and optimization of a distributed computer system
    Computer Research and Modeling, 2020, v. 12, no. 6, pp. 1349-1359

    The article deals with the problem of a distributed system operation reliability. The system core is an open integration platform that provides interaction of varied software for modeling gas transportation. Some of them provide an access through thin clients on the cloud technology “software as a service”. Mathematical models of operation, transmission and computing are to ensure the operation of an automated dispatching system for oil and gas transportation. The paper presents a system solution based on the theory of Markov random processes and considers the stable operation stage. The stationary operation mode of the Markov chain with continuous time and discrete states is described by a system of Chapman–Kolmogorov equations with respect to the average numbers (mathematical expectations) of the objects in certain states. The objects of research are both system elements that are present in a large number – thin clients and computing modules, and individual ones – a server, a network manager (message broker). Together, they are interacting Markov random processes. The interaction is determined by the fact that the transition probabilities in one group of elements depend on the average numbers of other elements groups.

    The authors propose a multi-criteria dispersion model of risk assessment for such systems (both in the broad and narrow sense, in accordance with the IEC standard). The risk is the standard deviation of estimated object parameter from its average value. The dispersion risk model makes possible to define optimality criteria and whole system functioning risks. In particular, for a thin client, the following is calculated: the loss profit risk, the total risk of losses due to non-productive element states, and the total risk of all system states losses.

    Finally the paper proposes compromise schemes for solving the multi-criteria problem of choosing the optimal operation strategy based on the selected set of compromise criteria.

  4. Priadein R.B., Stepantsov M.Y.
    On a possible approach to a sport game with discrete time simulation
    Computer Research and Modeling, 2017, v. 9, no. 2, pp. 271-279

    The paper proposes an approach to simulation of a sport game, consisting of a discrete set of separate competitions. According to this approach, such a competition is considered as a random processes, generally — a non-Markov’s one. At first we treat the flow of the game as a Markov’s process, obtaining recursive relationship between the probabilities of achieving certain states of score in a tennis match, as well as secondary indicators of the game, such as expectation and variance of the number of serves to finish the game. Then we use a simulation system, modeling the match, to allow an arbitrary change of the probabilities of the outcomes in the competitions that compose the match. We, for instance, allow the probabilities to depend on the results of previous competitions. Therefore, this paper deals with a modification of the model, previously proposed by the authors for sports games with continuous time.

    The proposed approach allows to evaluate not only the probability of the final outcome of the match, but also the probabilities of reaching each of the possible intermediate results, as well as secondary indicators of the game, such as the number of separate competitions it takes to finish the match. The paper includes a detailed description of the construction of a simulation system for a game of a tennis match. Then we consider simulating a set and the whole tennis match by analogy. We show some statements concerning fairness of tennis serving rules, understood as independence of the outcome of a competition on the right to serve first. We perform simulation of a cancelled ATP series match, obtaining its most probable intermediate and final outcomes for three different possible variants of the course of the match.

    The main result of this paper is the developed method of simulation of the match, applicable not only to tennis, but also to other types of sports games with discrete time.

    Views (last year): 9.
  5. Beloborodova E.I., Tamm M.V.
    On some properties of short-wave statistics of FOREX time series
    Computer Research and Modeling, 2017, v. 9, no. 4, pp. 657-669

    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.

    Views (last year): 10.
  6. Matjushev T.V., Dvornikov M.V.
    The analysis of respiratory reactions of the person in the conditions of the changed gas environment on mathematical model
    Computer Research and Modeling, 2017, v. 9, no. 2, pp. 281-296

    The aim of the work was to study and develop methods of forecasting the dynamics of the human respiratory reactions, based on mathematical modeling. To achieve this goal have been set and solved the following tasks: developed and justified the overall structure and formalized description of the model Respiro-reflex system; built and implemented the algorithm in software models of gas exchange of the body; computational experiments and checking the adequacy of the model-based Lite-ture data and our own experimental studies.

    In this embodiment, a new comprehensive model entered partial model modified version of physicochemical properties and blood acid-base balance. In developing the model as the basis of a formalized description was based on the concept of separation of physiologically-fi system of regulation on active and passive subsystems regulation. Development of the model was carried out in stages. Integrated model of gas exchange consisted of the following special models: basic biophysical models of gas exchange system; model physicochemical properties and blood acid-base balance; passive mechanisms of gas exchange model developed on the basis of mass balance equations Grodinza F.; chemical regulation model developed on the basis of a multifactor model D. Gray.

    For a software implementation of the model, calculations were made in MatLab programming environment. To solve the equations of the method of Runge–Kutta–Fehlberga. It is assumed that the model will be presented in the form of a computer research program, which allows implements vat various hypotheses about the mechanism of the observed processes. Calculate the expected value of the basic indicators of gas exchange under giperkap Britain and hypoxia. The results of calculations as the nature of, and quantity is good enough co-agree with the data obtained in the studies on the testers. The audit on Adek-vatnost confirmed that the error calculation is within error of copper-to-biological experiments. The model can be used in the theoretical prediction of the dynamics of the respiratory reactions of the human body in a changed atmosphere.

    Views (last year): 5.
  7. Shumov V.V.
    The model of the rationale for the focus of border security efforts at the state level
    Computer Research and Modeling, 2019, v. 11, no. 1, pp. 187-196

    The most important principle of military science and border security is the principle of concentrating the main efforts on the main directions and tasks. At the tactical level, there are many mathematical models for computing the optimal resource allocation by directions and objects, whereas at the state level there are no corresponding models. Using the statistical data on the results of the protection of the US border, an exponential type border production function parameter is calculated that reflects the organizational and technological capabilities of the border guard. The production function determines the dependence of the probability of detaining offenders from the density of border guards per kilometer of the border. Financial indicators in the production function are not taken into account, as the border maintenance budget and border equipment correlate with the number of border agents. The objective function of the border guards is defined — the total prevented damage from detained violators taking into account their expected danger for the state and society, which is to be maximized. Using Slater's condition, the solution of the problem was found — optimal density of border guard was calculated for the regions of the state. Having a model of resource allocation, the example of the three border regions of the United States has also solved the reverse problem — threats in the regions have been assessed based on the known allocation of resources. The expected danger from an individual offender on the US-Canada border is 2–5 times higher than from an offender on the US-Mexican border. The results of the calculations are consistent with the views of US security experts: illegal migrants are mostly detained on the US-Mexican border, while potential terrorists prefer to use other channels of penetration into the US (including the US-Canadian border), where the risks of being detained are minimal. Also, the results of the calculations are consistent with the established practice of border protection: in 2013 the number of border guards outside the checkpoints on the US-Mexican border increased by 2 times compared with 2001, while on the American-Canadian border — 4 times. The practice of border protection and the views of specialists give grounds for approval of the verification of the model.

    Views (last year): 26.
  8. Neverova G.P., Zhdanova O.L., Kolbina E.A., Abakumov A.I.
    A plankton community: a zooplankton effect in phytoplankton dynamics
    Computer Research and Modeling, 2019, v. 11, no. 4, pp. 751-768

    The paper uses methods of mathematical modeling to estimate a zooplankton influence on the dynamics of phytoplankton abundance. We propose a three-component model of the “phytoplankton–zooplankton” community with discrete time, considering a heterogeneity of zooplankton according to the developmental stage and type of feeding; the model takes into account cannibalism in zooplankton community, during which mature individuals of some of its species consume juvenile ones. Survival rates at the early stages of zooplankton life cycle depend explicitly on the interaction between zooplankton and phytoplankton. Loss of phytoplankton biomass because of zooplankton consumption is explicitly considered. We use the Holling functional response of type II to describe saturation during biomass consumption. The dynamics of the phytoplankton community is represented by the Ricker model, which allows to take into account the restriction of phytoplankton biomass growth by the availability of external resources (mineral nutrition, oxygen, light, etc.) implicitly.

    The study analyzed scenarios of the transition from stationary dynamics to fluctuations in the size of phytoand zooplankton for various values of intrapopulation parameters determining the nature of the dynamics of the species constituting the community, and the parameters of their interaction. The focus is on exploring the complex modes of community dynamics. In the framework of the model used for describing dynamics of phytoplankton in the absence of interspecific interaction, phytoplankton dynamics undergoes a series of perioddoubling bifurcations. At the same time, with zooplankton appearance, the cascade of period-doubling bifurcations in phytoplankton and the community as a whole is realized earlier (at lower reproduction rates of phytoplankton cells) than in the case when phytoplankton develops in isolation. Furthermore, the variation in the cannibalism level in zooplankton can significantly change both the existing dynamics in the community and its bifurcation; e.g., with a certain structure of zooplankton food relationships the realization of Neimark–Sacker bifurcation scenario in the community is possible. Considering the cannibalism level in zooplankton can change due to the natural maturation processes and achievement of the carnivorous stage by some individuals, one can expect pronounced changes in the dynamic mode of the community, i.e. abrupt transitions from regular to quasiperiodic dynamics (according to Neimark–Sacker scenario) and further cycles with a short period (the implementation of period halving bifurcation).

    Views (last year): 3.
  9. Svetlov K.V., Ivanov S.A.
    Stochastic model of voter dynamics in online media
    Computer Research and Modeling, 2019, v. 11, no. 5, pp. 979-997

    In the present article we explore the process of changing the level of approval of a political leader under the influence of the processes taking place in online platforms (social networks, forums, etc.). The driver of these changes is the interaction of users, through which they can exchange opinions with each other and formulate their position in relation to the political leader. In addition to interpersonal interaction, we will consider such factors as the information impact, expressed in the creation of an information flow with a given power and polarity (positive or negative, in the context of influencing the image of a political leader), as well as the presence of a group of agents (opinion leaders), supporting the leader, or, conversely, negatively affecting its representation in the media space.

    The mathematical basis of the presented research is the Kirman model, which has its roots in biology and initially found its application in economics. Within the framework of this model it is considered that each user is in one of the two possible states, and a Markov jump process describing transitions between these states is given. For the problem under consideration, these states are 0 or 1, depending on whether a particular agent is a supporter of a political leader or not. For further research, we find its diffusional approximation, known as the Jacoby process. With the help of spectral decomposition for the infinitesimal operator of this process we have an opportunity to find an analytical representation for the transition probability density.

    Analyzing the probabilities obtained in this way, we can assess the influence of individual factors of the model: the power and direction of the information flow, available to online users and relevant to the tasks of rating formation, as well as the number of supporters or opponents of the politician. Next, using the found eigenfunctions and eigenvalues, we derive expressions for the evaluation of conditional mathematical expectations of a politician’s rating, which can serve as a basis for building forecasts that are important for the formation of a strategy of representing a political leader in the online environment.

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International Interdisciplinary Conference "Mathematics. Computing. Education"