All issues

A simple non-linear model allowing to calculate daily and monthly GPP and NPP of forests using parameters characterizing the light-use efficiencies for GPP and NPP, and integral values of absorbed photosynthetically active radiation, obtained using field measurements and remotes sensing data was suggested. Daily and monthly GPP, NPP of the forest ecosystems were derived from the field measurements of the net ecosystem exchange of CO₂ in the spruce and tropical rain forests using a process-based Mixfor-SVAT model.

The principle of minimal differentiation, based on the Hotelling model, is well known in the economy. It is applicable to horizontal differentiated goods of almost any nature. The Hotelling approach to modeling competition of oligopolies corresponds to a modern description of monopolistic competition with increasing returns to scale and imperfect competition. We develop a modification of the Hotelling model that endows a firm with a non-market advantage, which is introduced alike the valence advantage known in problems of political economy. The nonmarket (valence) advantage can be interpreted as advertisement (brand awareness of firms). Problem statement. Consider two firms competing with prices and location. Homogeneous consumers vary with its location on a segment. They minimize their costs, which additively includes the price of the product and the distance from them to the product. The utility function is linear with respect to the price and quadratic with respect to the distance. It is also expected that one of the firms (for certainty, firm № 1) has a market advantage d. The consumers are assumed to take into account the sum of the distance to the product and the market advantage of firm 1. Thus, the strategy of the firms and the consumers depend on two parameters: the unit t of the transport costs and the non-market advantage d. I explore characteristics of the equilibrium in the model as a function of the non-market advantage for different fixed t. The aim of the research is to assess the impact of the non-market advantage on the equlibrium. We prove that the Nash equilibrium exists and it is unique under additive consumers' preferences de-pending on the square of the distance between consumers and firms. This equilibrium is ‘richer’ than that in the original Hotelling model. In particular, non-market advantage can be excessive and inefficient to use.

Study of work of heating equipment is an actual issue because it allows determining optimal regimes to reach highest efficiency. At that it is very helpful to use computer simulation to predict how different heating modes influence the effectiveness of the heating process and wear of heating equipment. Computer simulation provides results whose accuracy is proven by many studies and requires costs and time less than real experiments. In terms of present research, computer simulation of heating of air tuyere of blast furnace was realized with the help of FEM software. Background studies revealed possibility to simulate it as a flat, axisymmetric problem and DEFORM-2D software was used for simulation. Geometry, necessary for simulation, was designed with the help of SolidWorks, saved in .dxf format. Then it was exported to DEFORM-2D pre-processor and positioned. Preliminary and boundary conditions were set up. Several modes of operating regimes were under analysis. In order to demonstrate influence of eah of the modes and for better visualization point tracking option of the DEFORM-2D post-processor was applied. Influence of thermal insulation box plugged into blow channel, with and without air gap, and thermal coating on air tuyere’s temperature field was investigated. Simulation data demonstrated significant effect of thermal insulation box on air tuyere’s temperature field. Designed model allowed to simulate tuyere’s burnout as a result of interaction with liquid iron. Conducted researches have demonstrated DEFORM-2D effectiveness while using it for simulation of heat transfer and heating processes. DEFORM-2D is about to be used in further studies dedicated to more complex process connected with temperature field of blast furnace’s air tuyere.

It is known that the sound speed in medium that contain highly compressible inclusions, e.g. air pores in an elastic medium or gas bubbles in the liquid may be significantly reduced compared to a homogeneous medium. Effective nonlinear parameter of medium, describing the manifestation of nonlinear effects, increases hundreds and thousands of times because of the large differences in the compressibility of the inclusions and the medium. Spatial change in the concentration of such inclusions leads to the variable local sound speed, which in turn calls the spatial-temporal redistribution of acoustic energy in the wave and the distortion of its temporal profiles and cross-section structure of bounded beams. In particular, focal areas can form. Under certain conditions, the sound channel is formed that provides waveguide propagation of acoustic signals in the medium with similar inclusions. Thus, it is possible to control spatial-temporal structure of acoustic waves with the introduction of highly compressible inclusions with a given spatial distribution and concentration. The aim of this work is to study the propagation of acoustic waves in a rubberlike material with non-uniform spatial air cavities. The main objective is the development of an adequate theory of such structurally inhomogeneous media, theory of propagation of nonlinear acoustic waves and beams in these media, the calculation of the acoustic fields and identify the communication parameters of the medium and inclusions with characteristics of propagating waves. In the work the evolutionary self-consistent equation with integro-differential term is obtained describing in the low-frequency approximation propagation of intense acoustic beams in a medium with highly compressible cavities. In this equation the secondary acoustic field is taken into account caused by the dynamics of the cavities oscillations. The method is developed to obtain exact analytical solutions for nonlinear acoustic field of the beam on its axis and to calculate the field in the focal areas. The obtained results are applied to theoretical modeling of a material with non-uniform distribution of strongly compressible inclusions.

Execution or violation of the principle of competitive exclusion in communities is the subject of many studies. The principle of competitive exclusion means that coexistence of species in community is impossible if the number of species exceeds the number of controlling mutually independent factors. At that time there are many examples displaying the violations of this principle in the natural systems. The explanations for this paradox vary from inexact identification of the set of factors to various types of spatial and temporal heterogeneities. One of the factors breaking the principle of competitive exclusion is intraspecific competition. This study holds the model of community with two species and one influencing factor with density-dependent mortality and spatial heterogeneity. For such models possibility of the existence of stable equilibrium is proved in case of spatial homogeneity and negative effect of the species on the factor. Our purpose is analysis of possible variants of dynamics of the system with spatial heterogeneity under the various directions of the species effect on the influencing factor. Numerical analysis showed that there is stable coexistence of the species agreed with homogenous spatial distributions of the species if the species effects on the influencing factor are negative. Density-dependent mortality and spatial heterogeneity lead to violation of the principle of competitive exclusion when equilibriums are Turing unstable. In this case stable spatial heterogeneous patterns can arise. It is shown that Turing instability is possible if at least one of the species effects is positive. Model nonlinearity and spatial heterogeneity cause violation of the principle of competitive exclusion in terms of both stable spatial homogenous states and quasistable spatial heterogeneous patterns.

The paper considers the problem of estimating the parameters of time series described by regression models with Markov switching of two regimes at random instants of time with independent Gaussian noise. For the solution, we propose a variant of the EM algorithm based on the iterative procedure, during which an estimation of the regression parameters is performed for a given sequence of regime switching and an evaluation of the switching sequence for the given parameters of the regression models. In contrast to the well-known methods of estimating regression parameters in the models with Markov switching, which are based on the calculation of a posteriori probabilities of discrete states of the switching sequence, in the paper the estimates are calculated of the switching sequence, which are optimal by the criterion of the maximum of a posteriori probability. As a result, the proposed algorithm turns out to be simpler and requires less calculations. Computer modeling allows to reveal the factors influencing accuracy of estimation. Such factors include the number of observations, the number of unknown regression parameters, the degree of their difference in different modes of operation, and the signal-to-noise ratio which is associated with the coefficient of determination in regression models. The proposed algorithm is applied to the problem of estimating parameters in regression models for the rate of daily return of the RTS index, depending on the returns of the S&P 500 index and Gazprom shares for the period from 2013 to 2018. Comparison of the estimates of the parameters found using the proposed algorithm is carried out with the estimates that are formed using the EViews econometric package and with estimates of the ordinary least squares method without taking into account regimes switching. The account of regimes switching allows to receive more exact representation about structure of a statistical dependence of investigated variables. In switching models, the increase in the signal-to-noise ratio leads to the fact that the differences in the estimates produced by the proposed algorithm and using the EViews program are reduced.

We consider “predator – prey” model taking into account the competition of prey, predator for different from the prey resources, and their interaction described by the second type Holling trophic function. An analysis of the attractors is carried out depending on the coefficient of competition of predators. In the deterministic case, this model demonstrates the complex behavior associated with the local (Andronov –Hopf and saddlenode) and global (birth of a cycle from a separatrix loop) bifurcations. An important feature of this model is the disappearance of a stable cycle due to a saddle-node bifurcation. As a result of the presence of competition in both populations, parametric zones of mono- and bistability are observed. In parametric zones of bistability the system has either coexisting two equilibria or a cycle and equilibrium. Here, we investigate the geometrical arrangement of attractors and separatrices, which is the boundary of basins of attraction. Such a study is an important component in understanding of stochastic phenomena. In this model, the combination of the nonlinearity and random perturbations leads to the appearance of new phenomena with no analogues in the deterministic case, such as noise-induced transitions through the separatrix, stochastic excitability, and generation of mixed-mode oscillations. For the parametric study of these phenomena, we use the stochastic sensitivity function technique and the confidence domain method. In the bistability zones, we study the deformations of the equilibrium or oscillation regimes under stochastic perturbation. The geometric criterion for the occurrence of such qualitative changes is the intersection of confidence domains and the separatrix of the deterministic model. In the zone of monostability, we evolve the phenomena of explosive change in the size of population as well as extinction of one or both populations with minor changes in external conditions. With the help of the confidence domains method, we solve the problem of estimating the proximity of a stochastic population to dangerous boundaries, upon reaching which the coexistence of populations is destroyed and their extinction is observed.

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).

The volume and structure of accumulated credit debt to the banking system depends on many factors, the most important of which is the level of interest rates. The correct assessment of borrowers’ reaction to the changes in the monetary policy allows to develop econometric models, representing the structure of the credit portfolio in the banking system by terms of lending. These models help to calculate indicators characterizing the level of interest rate risk in the whole system. In the study, we carried out the identification of four types of models: discrete linear model based on transfer functions; the state-space model; the classical econometric model ARMAX, and a nonlinear Hammerstein –Wiener model. To describe them, we employed the formal language of automatic control theory; to identify the model, we used the MATLAB software pack-age. The study revealed that the discrete linear state-space model is most suitable for short-term forecasting of both the volume and the structure of credit debt, which in turn allows to predict trends in the structure of accumulated credit debt on the forecasting horizon of 1 year. The model based on the real data has shown a high sensitivity of the structure of credit debt by pay back periods reaction to the changes in the Ñentral Bank monetary policy. Thus, a sharp increase in interest rates in response to external market shocks leads to shortening of credit terms by borrowers, at the same time the overall level of debt rises, primarily due to the increasing revaluation of nominal debt. During the stable falling trend of interest rates, the structure shifts toward long-term debts.

The Lipschitz continuous property has been used for a long time to solve the global optimization problem and continues to be used. Here we can mention the work of Piyavskii, Yevtushenko, Strongin, Shubert, Sergeyev, Kvasov and others. Most papers assume a priori knowledge of the Lipschitz constant, but the derivation of this constant is a separate problem. Further still, we must prove that an objective function is really Lipschitz, and it is a complicated problem too. In the case where the Lipschitz continuity is established, Strongin proposed an algorithm for global optimization of a satisfying Lipschitz condition on a compact interval function without any a priori knowledge of the Lipschitz estimate. The algorithm not only finds a global extremum, but it determines the Lipschitz estimate too. It is known that every function that satisfies the Lipchitz condition on a compact convex set is uniformly continuous, but the reverse is not always true. However, there exist models (Arutyunova, Dulliev, Zabotin) whose study requires a minimization of the continuous but definitely not Lipschitz function. One of the algorithms for solving such a problem was proposed by R. J. Vanderbei. In his work he introduced some generalization of the Lipchitz property named $\varepsilon$-Lipchitz and proved that a function defined on a compact convex set is uniformly continuous if and only if it satisfies the $\varepsilon$-Lipchitz condition. The above-mentioned property allowed him to extend Piyavskii’s method. However, Vanderbei assumed that for a given value of $\varepsilon$ it is possible to obtain an associate Lipschitz $\varepsilon$-constant, which is a very difficult problem. Thus, there is a need to construct, for a function continuous on a compact convex domain, a global optimization algorithm which works in some way like Strongin’s algorithm, i.e., without any a priori knowledge of the Lipschitz $\varepsilon$-constant. In this paper we propose an extension of Strongin’s global optimization algorithm to a function continuous on a compact interval using the $\varepsilon$-Lipchitz conception, prove its convergence and solve some numerical examples using the software that implements the developed method.