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From local bi- and quadro-stability to space-time inhomogeneity: a review of mathematical models and meaningful conclusions
Computer Research and Modeling, 2023, v. 15, no. 1, pp. 75-109Bistability is a fundamental property of nonlinear systems and is found in many applied and theoretical studies of biological systems (populations and communities). In the simplest case it is expressed in the coexistence of diametrically opposed alternative stable equilibrium states of the system, and which of them will be achieved depends on the initial conditions. Bistability in simple models can lead to quad-stability as models become more complex, for example, when adding genetic, age and spatial structure. This occurs in different models from completely different subject area and leads to very interesting, often counterintuitive conclusions. In this article, we review such situations. The paper deals with bifurcations leading to bi- and quad-stability in mathematical models of the following biological objects. The first one is the system of two populations coupled by migration and under the action of natural selection, in which all genetic diversity is associated with a single diallelic locus with a significant difference in fitness for homo- and heterozygotes. The second is the system of two limited populations described by the Bazykin model or the Ricker model and coupled by migration. The third is a population with two age stages and density-dependent regulation of birth rate which is determined either only by population density, or additionally depends on the genetic structure of adjacent generations. We found that all these models have similar scenarios for the birth of equilibrium states that correspond to the formation of spatiotemporal inhomogeneity or to the differentiation by phenotypes of individuals from different age stages. Such inhomogeneity is a consequence of local bistability and appears as a result of a combination of pitchfork bifurcation (period doubling) and saddle-node bifurcation.
Keywords: population, dynamics, age structure, migration, genetic divergence, bistability, bifurcations. -
Modelling hydroelastic response of a plate resting on a nonlinear foundation and interacting with a pulsating fluid layer
Computer Research and Modeling, 2023, v. 15, no. 3, pp. 581-597The paper formulates a mathematical model for hydroelastic oscillations of a plate resting on a nonlinear hardening elastic foundation and interacting with a pulsating fluid layer. The main feature of the proposed model, unlike the wellknown ones, is the joint consideration of the elastic properties of the plate, the nonlinearity of elastic foundation, as well as the dissipative properties of the fluid and the inertia of its motion. The model is represented by a system of equations for a twodimensional hydroelasticity problem including dynamics equation of Kirchhoff’s plate resting on the elastic foundation with hardening cubic nonlinearity, Navier – Stokes equations, and continuity equation. This system is supplemented by boundary conditions for plate deflections and fluid pressure at plate ends, as well as for fluid velocities at the bounding walls. The model was investigated by perturbation method with subsequent use of iteration method for the equations of thin layer of viscous fluid. As a result, the fluid pressure distribution at the plate surface was obtained and the transition to an integrodifferential equation describing bending hydroelastic oscillations of the plate is performed. This equation is solved by the Bubnov –Galerkin method using the harmonic balance method to determine the primary hydroelastic response of the plate and phase response due to the given harmonic law of fluid pressure pulsation at plate ends. It is shown that the original problem can be reduced to the study of the generalized Duffing equation, in which the coefficients at inertial, dissipative and stiffness terms are determined by the physical and mechanical parameters of the original system. The primary hydroelastic response and phases response for the plate are found. The numerical study of these responses is performed for the cases of considering the inertia of fluid motion and the creeping fluid motion for the nonlinear and linearly elastic foundation of the plate. The results of the calculations showed the need to jointly consider the viscosity and inertia of the fluid motion together with the elastic properties of the plate and its foundation, both for nonlinear and linear vibrations of the plate.
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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). -
Repressilator with time-delayed gene expression. Part I. Deterministic description
Computer Research and Modeling, 2018, v. 10, no. 2, pp. 241-259Views (last year): 30.The repressor is the first genetic regulatory network in synthetic biology, which was artificially constructed in 2000. It is a closed network of three genetic elements — $lacI$, $\lambda cI$ and $tetR$, — which have a natural origin, but are not found in nature in such a combination. The promoter of each of the three genes controls the next cistron via the negative feedback, suppressing the expression of the neighboring gene. In this paper, the nonlinear dynamics of a modified repressilator, which has time delays in all parts of the regulatory network, has been studied for the first time. Delay can be both natural, i.e. arises during the transcription/translation of genes due to the multistage nature of these processes, and artificial, i.e. specially to be introduced into the work of the regulatory network using synthetic biology technologies. It is assumed that the regulation is carried out by proteins being in a dimeric form. The considered repressilator has two more important modifications: the location on the same plasmid of the gene $gfp$, which codes for the fluorescent protein, and also the presence in the system of a DNA sponge. In the paper, the nonlinear dynamics has been considered within the framework of the deterministic description. By applying the method of decomposition into fast and slow motions, the set of nonlinear differential equations with delay on a slow manifold has been obtained. It is shown that there exists a single equilibrium state which loses its stability in an oscillatory manner at certain values of the control parameters. For a symmetric repressilator, in which all three genes are identical, an analytical solution for the neutral Andronov–Hopf bifurcation curve has been obtained. For the general case of an asymmetric repressilator, neutral curves are found numerically. It is shown that the asymmetric repressor generally is more stable, since the system is oriented to the behavior of the most stable element in the network. Nonlinear dynamic regimes arising in a repressilator with increase of the parameters are studied in detail. It was found that there exists a limit cycle corresponding to relaxation oscillations of protein concentrations. In addition to the limit cycle, we found the slow manifold not associated with above cycle. This is the long-lived transitional regime, which reflects the process of long-term synchronization of pulsations in the work of individual genes. The obtained results are compared with the experimental data known from the literature. The place of the model proposed in the present work among other theoretical models of the repressilator is discussed.
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Modeling thermal feedback effect on thermal processes in electronic systems
Computer Research and Modeling, 2018, v. 10, no. 4, pp. 483-494Views (last year): 22. Citations: 3 (RSCI).The article is devoted to the effect of thermal feedback, which occurs during the operation of integrated circuits and electronic systems with their use. Thermal feedback is due to the fact that the power consumed by the functioning of the microchip heats it and, due to the significant dependence of its electrical parameters on temperature, interactive interaction arises between its electrical and thermal processes. The effect of thermal feedback leads to a change in both electrical parameters and temperature levels in microcircuits. Positive thermal feedback is an undesirable phenomenon, because it causes the output of the electrical parameters of the microcircuits beyond the permissible values, the reduction in reliability and, in some cases, burn out. Negative thermal feedback is manifested in stabilizing the electrical and thermal regimes at lower temperature levels. Therefore, when designing microcircuits and electronic systems with their application, it is necessary to achieve the implementation of negative feedback. In this paper, we propose a method for modeling of thermal modes in electronic systems, taking into account the effect of thermal feedback. The method is based on introducing into the thermal model of the electronic system new model circuit elements that are nonlinearly dependent on temperature, the number of which is equal to the number of microcircuits in the electronic system. This approach makes it possible to apply matrix-topological equations of thermal processes to the thermal model with new circuit elements introduced into it and incorporate them into existing thermal design software packages. An example of modeling a thermal process in a real electronic system is presented, taking into account the effect of thermal feedback on the example of a microcircuit installed on a printed circuit board. It is shown that in order to adequately model the electrical and thermal processes of microcircuits and electronic systems, it is necessary to take into account the effects of thermal feedback in order to avoid design errors and create competitive electronic systems.
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A study of nonlinear processes at the interface between gas flow and the metal wall of a microchannel
Computer Research and Modeling, 2022, v. 14, no. 4, pp. 781-794The work is devoted to the study of the influence of nonlinear processes in the boundary layer on the general nature of gas flows in microchannels of technical systems. Such a study is actually concerned with nanotechnology problems. One of the important problems in this area is the analysis of gas flows in microchannels in the case of transient and supersonic flows. The results of this analysis are important for the gas-dynamic spraying techique and for the synthesis of new nanomaterials. Due to the complexity of the implementation of full-scale experiments on micro- and nanoscale, they are most often replaced by computer simulations. The efficiency of computer simulations is achieved by both the use of new multiscale models and the combination of mesh and particle methods. In this work, we use the molecular dynamics method. It is applied to study the establishment of a gas microflow in a metal channel. Nitrogen was chosen as the gaseous medium. The metal walls of the microchannels consisted of nickel atoms. In numerical experiments, the accommodation coefficients were calculated at the boundary between the gas flow and the metal wall. The study of the microsystem in the boundary layer made it possible to form a multicomponent macroscopic model of the boundary conditions. This model was integrated into the macroscopic description of the flow based on a system of quasi-gas-dynamic equations. On the basis of such a transformed gas-dynamic model, calculations of microflow in real microsystem were carried out. The results were compared with the classical calculation of the flow, which does not take into account nonlinear processes in the boundary layer. The comparison showed the need to use the developed model of boundary conditions and its integration with the classical gas-dynamic approach.
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The effect of nonlinear supratransmission in discrete structures: a review
Computer Research and Modeling, 2023, v. 15, no. 3, pp. 599-617This paper provides an overview of studies on nonlinear supratransmission and related phenomena. This effect consists in the transfer of energy at frequencies not supported by the systems under consideration. The supratransmission does not depend on the integrability of the system, it is resistant to damping and various classes of boundary conditions. In addition, a nonlinear discrete medium, under certain general conditions imposed on the structure, can create instability due to external periodic influence. This instability is the generative process underlying the nonlinear supratransmission. This is possible when the system supports nonlinear modes of various nature, in particular, discrete breathers. Then the energy penetrates into the system as soon as the amplitude of the external harmonic excitation exceeds the maximum amplitude of the static breather of the same frequency.
The effect of nonlinear supratransmission is an important property of many discrete structures. A necessary condition for its existence is the discreteness and nonlinearity of the medium. Its manifestation in systems of various nature speaks of its fundamentality and significance. This review considers the main works that touch upon the issue of nonlinear supratransmission in various systems, mainly model ones.
Many teams of authors are studying this effect. First of all, these are models described by discrete equations, including sin-Gordon and the discrete Schr¨odinger equation. At the same time, the effect is not exclusively model and manifests itself in full-scale experiments in electrical circuits, in nonlinear chains of oscillators, as well as in metastable modular metastructures. There is a gradual complication of models, which leads to a deeper understanding of the phenomenon of supratransmission, and the transition to disordered structures and those with elements of chaos structures allows us to talk about a more subtle manifestation of this effect. Numerical asymptotic approaches make it possible to study nonlinear supratransmission in complex nonintegrable systems. The complication of all kinds of oscillators, both physical and electrical, is relevant for various real devices based on such systems, in particular, in the field of nano-objects and energy transport in them through the considered effect. Such systems include molecular and crystalline clusters and nanodevices. In the conclusion of the paper, the main trends in the research of nonlinear supratransmission are given.
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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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Application of the streamline method for nonlinear filtration problems acceleration
Computer Research and Modeling, 2018, v. 10, no. 5, pp. 709-728Views (last year): 18.The paper contains numerical simulation of nonisothermal nonlinear flow in a porous medium. Twodimensional unsteady problem of heavy oil, water and steam flow is considered. Oil phase consists of two pseudocomponents: light and heavy fractions, which like the water component, can vaporize. Oil exhibits viscoplastic rheology, its filtration does not obey Darcy's classical linear law. Simulation considers not only the dependence of fluids density and viscosity on temperature, but also improvement of oil rheological properties with temperature increasing.
To solve this problem numerically we use streamline method with splitting by physical processes, which consists in separating the convective heat transfer directed along filtration from thermal conductivity and gravitation. The article proposes a new approach to streamline methods application, which allows correctly simulate nonlinear flow problems with temperature-dependent rheology. The core of this algorithm is to consider the integration process as a set of quasi-equilibrium states that are results of solving system on a global grid. Between these states system solved on a streamline grid. Usage of the streamline method allows not only to accelerate calculations, but also to obtain a physically reliable solution, since integration takes place on a grid that coincides with the fluid flow direction.
In addition to the streamline method, the paper presents an algorithm for nonsmooth coefficients accounting, which arise during simulation of viscoplastic oil flow. Applying this algorithm allows keeping sufficiently large time steps and does not change the physical structure of the solution.
Obtained results are compared with known analytical solutions, as well as with the results of commercial package simulation. The analysis of convergence tests on the number of streamlines, as well as on different streamlines grids, justifies the applicability of the proposed algorithm. In addition, the reduction of calculation time in comparison with traditional methods demonstrates practical significance of the approach.
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Numerical study of intense shock waves in dusty media with a homogeneous and two-component carrier phase
Computer Research and Modeling, 2020, v. 12, no. 1, pp. 141-154The article is devoted to the numerical study of shock-wave flows in inhomogeneous media–gas mixtures. In this work, a two-speed two-temperature model is used, in which the dispersed component of the mixture has its own speed and temperature. To describe the change in the concentration of the dispersed component, the equation of conservation of “average density” is solved. This study took into account interphase thermal interaction and interphase pulse exchange. The mathematical model allows the carrier component of the mixture to be described as a viscous, compressible and heat-conducting medium. The system of equations was solved using the explicit Mac-Cormack second-order finite-difference method. To obtain a monotone numerical solution, a nonlinear correction scheme was applied to the grid function. In the problem of shock-wave flow, the Dirichlet boundary conditions were specified for the velocity components, and the Neumann boundary conditions were specified for the other unknown functions. In numerical calculations, in order to reveal the dependence of the dynamics of the entire mixture on the properties of the solid component, various parameters of the dispersed phase were considered — the volume content as well as the linear size of the dispersed inclusions. The goal of the research was to determine how the properties of solid inclusions affect the parameters of the dynamics of the carrier medium — gas. The motion of an inhomogeneous medium in a shock duct divided into two parts was studied, the gas pressure in one of the channel compartments is more important than in the other. The article simulated the movement of a direct shock wave from a high-pressure chamber to a low–pressure chamber filled with a dusty medium and the subsequent reflection of a shock wave from a solid surface. An analysis of numerical calculations showed that a decrease in the linear particle size of the gas suspension and an increase in the physical density of the material from which the particles are composed leads to the formation of a more intense reflected shock wave with a higher temperature and gas density, as well as a lower speed of movement of the reflected disturbance reflected wave.
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