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Consideration of psychological factors in models of the battle (conflict)
Computer Research and Modeling, 2016, v. 8, no. 6, pp. 951-964Views (last year): 7. Citations: 4 (RSCI).The course and outcome of the battle is largely dependent on the morale of the troops, characterized by the percentage of loss in killed and wounded, in which the troops still continue to fight. Every fight is a psychological act of ending his rejection of one of the parties. Typically, models of battle psychological factor taken into account in the decision of Lanchester equations (the condition of equality of forces, when the number of one of the parties becomes zero). It is emphasized that the model Lanchester type satisfactorily describe the dynamics of the battle only in the initial stages. To resolve this contradiction is proposed to use a modification of Lanchester's equations, taking into account the fact that at any moment of the battle on the enemy firing not affected and did not abandon the battle fighters. The obtained differential equations are solved by numerical method and allow the dynamics to take into account the influence of psychological factor and evaluate the completion time of the conflict. Computational experiments confirm the known military theory is the fact that the fight usually ends in refusal of soldiers of one of the parties from its continuation (avoidance of combat in various forms). Along with models of temporal and spatial dynamics proposed to use a modification of the technology features of the conflict of S. Skaperdas, based on the principles of combat. To estimate the probability of victory of one side in the battle takes into account the interest of the maturing sides of the bloody casualties and increased military superiority.
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On a possible approach to a sport game with discrete time simulation
Computer Research and Modeling, 2017, v. 9, no. 2, pp. 271-279Views (last year): 9.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.
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Mathematical modeling of thrombin propagation during blood coagulation
Computer Research and Modeling, 2017, v. 9, no. 3, pp. 469-486In case of vessel wall damage or contact of blood plasma with a foreign surface, the chain of chemical reactions called coagulation cascade is launched that leading to the formation of a fibrin clot. A key enzyme of the coagulation cascade is thrombin, which catalyzes formation of fibrin from fibrinogen. The distribution of thrombin concentration in blood plasma determines spatio-temporal dynamics of clot formation. Contact pathway of blood coagulation triggers the production of thrombin in response to the contact with a negatively charged surface. If the concentration of thrombin generated at this stage is large enough, further production of thrombin takes place due to positive feedback loops of the coagulation cascade. As a result, thrombin propagates in plasma cleaving fibrinogen that results in the clot formation. The concentration profile and the speed of propagation of thrombin are constant and do not depend on the type of the initial activator.
Such behavior of the coagulation system is well described by the traveling wave solutions in a system of “reaction – diffusion” equations on the concentration of blood factors involved in the coagulation cascade. In this study, we carried out detailed analysis of the mathematical model describing the main reaction of the intrinsic pathway of coagulation cascade.We formulate necessary and sufficient conditions of the existence of the traveling wave solutions. For the considered model the existence of such solutions is equivalent to the existence of the wave solutions in the simplified one-equation model describing the dynamics of thrombin concentration derived under the quasi-stationary approximation.
Simplified model also allows us to obtain analytical estimate of the thrombin propagation rate in the considered model. The speed of the traveling wave for one equation is estimated using the narrow reaction zone method and piecewise linear approximation. The resulting formulas give a good approximation of the velocity of propagation of thrombin in the simplified, as well as in the original model.
Keywords: traveling waves, blood coagulation.Views (last year): 10. Citations: 1 (RSCI). -
On some properties of short-wave statistics of FOREX time series
Computer Research and Modeling, 2017, v. 9, no. 4, pp. 657-669Views (last year): 10.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.
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Interaction of a breather with a domain wall in a two-dimensional O(3) nonlinear sigma model
Computer Research and Modeling, 2017, v. 9, no. 5, pp. 773-787Views (last year): 6.By numerical simulation methods the interaction processes of oscillating soliton (breather) with a 180-degree Neel domain wall in the framework of a (2 + 1)-dimensional supersymmetric O(3) nonlinear sigma model is studied. The purpose of this paper is to investigate nonlinear evolution and stability of a system of interacting localized dynamic and topological solutions. To construct the interaction models, were used a stationary breather and domain wall solutions, where obtained in the framework of the two-dimensional sine-Gordon equation by adding specially selected perturbations to the A3-field vector in the isotopic space of the Bloch sphere. In the absence of an external magnetic field, nonlinear sigma models have formal Lorentz invariance, which allows constructing, in particular, moving solutions and analyses the experimental data of the nonlinear dynamics of an interacting solitons system. In this paper, based on the obtained moving localized solutions, models for incident and head-on collisions of breathers with a domain wall are constructed, where, depending on the dynamic parameters of the system, are observed the collisions and reflections of solitons from each other, a long-range interactions and also the decay of an oscillating soliton into linear perturbation waves. In contrast to the breather solution that has the dynamics of the internal degree of freedom, the energy integral of a topologically stable soliton in the all experiments the preserved with high accuracy. For each type of interaction, the range of values of the velocity of the colliding dynamic and topological solitons is determined as a function of the rotation frequency of the A3-field vector in the isotopic space. Numerical models are constructed on the basis of methods of the theory of finite difference schemes, using the properties of stereographic projection, taking into account the group-theoretical features of constructions of the O(N) class of nonlinear sigma models of field theory. On the perimeter of the two-dimensional modeling area, specially developed boundary conditions are established that absorb linear perturbation waves radiated by interacting soliton fields. Thus, the simulation of the interaction processes of localized solutions in an infinite two-dimensional phase space is carried out. A software module has been developed that allows to carry out a complex analysis of the evolution of interacting solutions of nonlinear sigma models of field theory, taking into account it’s group properties in a two-dimensional pseudo-Euclidean space. The analysis of isospin dynamics, as well the energy density and energy integral of a system of interacting dynamic and topological solitons is carried out.
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Uncertainty factor in modeling dynamics of economic systems
Computer Research and Modeling, 2018, v. 10, no. 2, pp. 261-276Views (last year): 39.Analysis and practical aspects of implementing developed in the control theory robust control methods in studying economic systems is carried out. The main emphasis is placed on studying results obtained for dynamical systems with structured uncertainty. Practical aspects of implementing such results in control of economic systems on the basis of dynamical models with uncertain parameters and perturbations (stabilization of price on the oil market and inflation in macroeconomic systems) are discussed. With the help of specially constructed aggregate model of oil price dynamics studied the problem of finding control which provides minimal deviation of price from desired levels over middle range period. The second real problem considered in the article consists in determination of stabilizing control providing minimal deviation of inflation from desired levels (on the basis of constructed aggregate macroeconomic model of the USA over middle range period).
Upper levels of parameters uncertainty and control laws guaranteeing stabilizability of the real considered economic systems have been found using the robust method of control with structured uncertainty. At the same time we have come to the conclusion that received estimates of parameters uncertainty upper levels are conservative. Monte-Carlo experiments carried out for the article made it possible to analyze dynamics of oil price and inflation under received limit levels of models parameters uncertainty and under implementing found robust control laws for the worst and the best scenarios. Results of these experiments show that received robust control laws may be successfully used under less stringent uncertainty constraints than it is guaranteed by sufficient conditions of stabilization.
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Numerical simulation of the process of activation of the safety valve
Computer Research and Modeling, 2018, v. 10, no. 4, pp. 495-509Views (last year): 34. Citations: 1 (RSCI).The conjugate problem of disk movement into gas-filled volume of the spring-type safety valve is solved. The questions of determining the physically correct value of the disk initial lift are considered. The review of existing approaches and methods for solving of such type problems is conducted. The formulation of the problem about the valve actuation when the vessel pressure rises and the mathematical model of the actuation processes are given. A special attention to the binding of physical subtasks is paid. Used methods, numerical schemes and algorithms are described. The mathematical modeling is performed on basе the fundamental system of differential equations for viscous gas movement with the equation for displacement of disk valve. The solution of this problem in the axe symmetric statement is carried out numerically using the finite volume method. The results obtained by the viscous and inviscid models are compared. In an inviscid formulation this problem is solved using the Godunov scheme, and in a viscous formulation is solved using the Kurganov – Tadmor method. The dependence of the disk displacement on time was obtained and compared with the experimental data. The pressure distribution on the disk surface, velocity profiles in the cross sections of the gap for different disk heights are given. It is shown that a value of initial drive lift it does not affect on the gas flow and valve movement part dynamic. It can significantly reduce the calculation time of the full cycle of valve work. Immediate isotahs for various elevations of the disk are presented. The comparison of jet flow over critical section is given. The data carried out by two numerical experiments are well correlated with each other. So, the inviscid model can be applied to the numerical modeling of the safety valve dynamic.
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Methods and problems in the kinetic approach for simulating biological structures
Computer Research and Modeling, 2018, v. 10, no. 6, pp. 851-866Views (last year): 31.The biological structure is considered as an open nonequilibrium system which properties can be described on the basis of kinetic equations. New problems with nonequilibrium boundary conditions are introduced. The nonequilibrium distribution tends gradually to an equilibrium state. The region of spatial inhomogeneity has a scale depending on the rate of mass transfer in the open system and the characteristic time of metabolism. In the proposed approximation, the internal energy of the motion of molecules is much less than the energy of translational motion. Or in other terms we can state that the kinetic energy of the average blood velocity is substantially higher than the energy of chaotic motion of the same particles. We state that the relaxation problem models a living system. The flow of entropy to the system decreases in downstream, this corresponds to Shrödinger’s general ideas that the living system “feeds on” negentropy. We introduce a quantity that determines the complexity of the biosystem, more precisely, this is the difference between the nonequilibrium kinetic entropy and the equilibrium entropy at each spatial point integrated over the entire spatial region. Solutions to the problems of spatial relaxation allow us to estimate the size of biosystems as regions of nonequilibrium. The results are compared with empirical data, in particular, for mammals we conclude that the larger the size of animals, the smaller the specific energy of metabolism. This feature is reproduced in our model since the span of the nonequilibrium region is larger in the system where the reaction rate is shorter, or in terms of the kinetic approach, the longer the relaxation time of the interaction between the molecules. The approach is also used for estimation of a part of a living system, namely a green leaf. The problems of aging as degradation of an open nonequilibrium system are considered. The analogy is related to the structure, namely, for a closed system, the equilibrium of the structure is attained for the same molecules while in the open system, a transition occurs to the equilibrium of different particles, which change due to metabolism. Two essentially different time scales are distinguished, the ratio of which is approximately constant for various animal species. Under the assumption of the existence of these two time scales the kinetic equation splits in two equations, describing the metabolic (stationary) and “degradative” (nonstationary) parts of the process.
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Application of a balanced identification method for gap-filling in CO2 flux data in a sphagnum peat bog
Computer Research and Modeling, 2019, v. 11, no. 1, pp. 153-171Views (last year): 19.The method of balanced identification was used to describe the response of Net Ecosystem Exchange of CO2 (NEE) to change of environmental factors, and to fill the gaps in continuous CO2 flux measurements in a sphagnum peat bog in the Tver region. The measurements were provided in the peat bog by the eddy covariance method from August to November of 2017. Due to rainy weather conditions and recurrent periods with low atmospheric turbulence the gap proportion in measured CO2 fluxes at our experimental site during the entire period of measurements exceeded 40%. The model developed for the gap filling in long-term experimental data considers the NEE as a difference between Ecosystem Respiration (RE) and Gross Primary Production (GPP), i.e. key processes of ecosystem functioning, and their dependence on incoming solar radiation (Q), soil temperature (T), water vapor pressure deficit (VPD) and ground water level (WL). Applied for this purpose the balanced identification method is based on the search for the optimal ratio between the model simplicity and the data fitting accuracy — the ratio providing the minimum of the modeling error estimated by the cross validation method. The obtained numerical solutions are characterized by minimum necessary nonlinearity (curvature) that provides sufficient interpolation and extrapolation characteristics of the developed models. It is particularly important to fill the missing values in NEE measurements. Reviewing the temporary variability of NEE and key environmental factors allowed to reveal a statistically significant dependence of GPP on Q, T, and VPD, and RE — on T and WL, respectively. At the same time, the inaccuracy of applied method for simulation of the mean daily NEE, was less than 10%, and the error in NEE estimates by the method was higher than by the REddyProc model considering the influence on NEE of fewer number of environmental parameters. Analyzing the gap-filled time series of NEE allowed to derive the diurnal and inter-daily variability of NEE and to obtain cumulative CO2 fluxs in the peat bog for selected summer-autumn period. It was shown, that the rate of CO2 fixation by peat bog vegetation in August was significantly higher than the rate of ecosystem respiration, while since September due to strong decrease of GPP the peat bog was turned into a consistent source of CO2 for the atmosphere.
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Neuro-fuzzy model of fuzzy rules formation for objects state evaluation in conditions of uncertainty
Computer Research and Modeling, 2019, v. 11, no. 3, pp. 477-492Views (last year): 12.This article solves the problem of constructing a neuro-fuzzy model of fuzzy rules formation and using them for objects state evaluation in conditions of uncertainty. Traditional mathematical statistics or simulation modeling methods do not allow building adequate models of objects in the specified conditions. Therefore, at present, the solution of many problems is based on the use of intelligent modeling technologies applying fuzzy logic methods. The traditional approach of fuzzy systems construction is associated with an expert attraction need to formulate fuzzy rules and specify the membership functions used in them. To eliminate this drawback, the automation of fuzzy rules formation, based on the machine learning methods and algorithms, is relevant. One of the approaches to solve this problem is to build a fuzzy neural network and train it on the data characterizing the object under study. This approach implementation required fuzzy rules type choice, taking into account the processed data specificity. In addition, it required logical inference algorithm development on the rules of the selected type. The algorithm steps determine the number and functionality of layers in the fuzzy neural network structure. The fuzzy neural network training algorithm developed. After network training the formation fuzzyproduction rules system is carried out. Based on developed mathematical tool, a software package has been implemented. On its basis, studies to assess the classifying ability of the fuzzy rules being formed have been conducted using the data analysis example from the UCI Machine Learning Repository. The research results showed that the formed fuzzy rules classifying ability is not inferior in accuracy to other classification methods. In addition, the logic inference algorithm on fuzzy rules allows successful classification in the absence of a part of the initial data. In order to test, to solve the problem of assessing oil industry water lines state fuzzy rules were generated. Based on the 303 water lines initial data, the base of 342 fuzzy rules was formed. Their practical approbation has shown high efficiency in solving the problem.
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