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Game-theoretic model of coordinations of interests at innovative development of corporations
Computer Research and Modeling, 2016, v. 8, no. 4, pp. 673-684Views (last year): 9. Citations: 6 (RSCI).Dynamic game theoretic models of the corporative innovative development are investigated. The proposed models are based on concordance of private and public interests of agents. It is supposed that the structure of interests of each agent includes both private (personal interests) and public (interests of the whole company connected with its innovative development first) components. The agents allocate their personal resources between these two directions. The system dynamics is described by a difference (not differential) equation. The proposed model of innovative development is studied by simulation and the method of enumeration of the domains of feasible controls with a constant step. The main contribution of the paper consists in comparative analysis of efficiency of the methods of hierarchical control (compulsion or impulsion) for information structures of Stackelberg or Germeier (four structures) by means of the indices of system compatibility. The proposed model is a universal one and can be used for a scientifically grounded support of the programs of innovative development of any economic firm. The features of a specific company are considered in the process of model identification (a determination of the specific classes of model functions and numerical values of its parameters) which forms a separate complex problem and requires an analysis of the statistical data and expert estimations. The following assumptions about information rules of the hierarchical game are accepted: all players use open-loop strategies; the leader chooses and reports to the followers some values of administrative (compulsion) or economic (impulsion) control variables which can be only functions of time (Stackelberg games) or depend also on the followers’ controls (Germeier games); given the leader’s strategies all followers simultaneously and independently choose their strategies that gives a Nash equilibrium in the followers’ game. For a finite number of iterations the proposed algorithm of simulation modeling allows to build an approximate solution of the model or to conclude that it doesn’t exist. A reliability and efficiency of the proposed algorithm follow from the properties of the scenario method and the method of a direct ordered enumeration with a constant step. Some comprehensive conclusions about the comparative efficiency of methods of hierarchical control of innovations are received.
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The discrete form of the equations in the theory of the shifting mode of reproduction with different variants of financial flows
Computer Research and Modeling, 2016, v. 8, no. 5, pp. 803-815Views (last year): 1. Citations: 4 (RSCI).Different versions of the shifting mode of reproduction models describe set of the macroeconomic production subsystems interacting with each other, to each of which there corresponds the household. These subsystems differ among themselves on age of the fixed capital used by them as they alternately stop production for its updating by own forces (for repair of the equipment and for introduction of the innovations increasing production efficiency). It essentially distinguishes this type of models from the models describing the mode of joint reproduction in case of which updating of fixed capital and production of a product happen simultaneously. Models of the shifting mode of reproduction allow to describe mechanisms of such phenomena as cash circulations and amortization, and also to describe different types of monetary policy, allow to interpret mechanisms of economic growth in a new way. Unlike many other macroeconomic models, model of this class in which the subsystems competing among themselves serially get an advantage in comparison with the others because of updating, essentially not equilibrium. They were originally described as a systems of ordinary differential equations with abruptly varying coefficients. In the numerical calculations which were carried out for these systems depending on parameter values and initial conditions both regular, and not regular dynamics was revealed. This paper shows that the simplest versions of this model without the use of additional approximations can be represented in a discrete form (in the form of non-linear mappings) with different variants (continuous and discrete) financial flows between subsystems (interpreted as wages and subsidies). This form of representation is more convenient for receipt of analytical results as well as for a more economical and accurate numerical calculations. In particular, its use allowed to determine the entry conditions corresponding to coordinated and sustained economic growth without systematic lagging in production of a product of one subsystems from others.
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Layered Bénard–Marangoni convection during heat transfer according to the Newton’s law of cooling
Computer Research and Modeling, 2016, v. 8, no. 6, pp. 927-940Views (last year): 10. Citations: 3 (RSCI).The paper considers mathematical modeling of layered Benard–Marangoni convection of a viscous incompressible fluid. The fluid moves in an infinitely extended layer. The Oberbeck–Boussinesq system describing layered Benard–Marangoni convection is overdetermined, since the vertical velocity is zero identically. We have a system of five equations to calculate two components of the velocity vector, temperature and pressure (three equations of impulse conservation, the incompressibility equation and the heat equation). A class of exact solutions is proposed for the solvability of the Oberbeck–Boussinesq system. The structure of the proposed solution is such that the incompressibility equation is satisfied identically. Thus, it is possible to eliminate the «extra» equation. The emphasis is on the study of heat exchange on the free layer boundary, which is considered rigid. In the description of thermocapillary convective motion, heat exchange is set according to the Newton’s law of cooling. The application of this heat distribution law leads to the third-kind initial-boundary value problem. It is shown that within the presented class of exact solutions to the Oberbeck–Boussinesq equations the overdetermined initial-boundary value problem is reduced to the Sturm–Liouville problem. Consequently, the hydrodynamic fields are expressed using trigonometric functions (the Fourier basis). A transcendental equation is obtained to determine the eigenvalues of the problem. This equation is solved numerically. The numerical analysis of the solutions of the system of evolutionary and gradient equations describing fluid flow is executed. Hydrodynamic fields are analyzed by a computational experiment. The existence of counterflows in the fluid layer is shown in the study of the boundary value problem. The existence of counterflows is equivalent to the presence of stagnation points in the fluid, and this testifies to the existence of a local extremum of the kinetic energy of the fluid. It has been established that each velocity component cannot have more than one zero value. Thus, the fluid flow is separated into two zones. The tangential stresses have different signs in these zones. Moreover, there is a fluid layer thickness at which the tangential stresses at the liquid layer equal to zero on the lower boundary. This physical effect is possible only for Newtonian fluids. The temperature and pressure fields have the same properties as velocities. All the nonstationary solutions approach the steady state in this case.
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Optimal control of the motion in an ideal fluid of a screw-shaped body with internal rotors
Computer Research and Modeling, 2017, v. 9, no. 5, pp. 741-759Views (last year): 12. Citations: 1 (RSCI).In this paper we consider the controlled motion of a helical body with three blades in an ideal fluid, which is executed by rotating three internal rotors. We set the problem of selecting control actions, which ensure the motion of the body near the predetermined trajectory. To determine controls that guarantee motion near the given curve, we propose methods based on the application of hybrid genetic algorithms (genetic algorithms with real encoding and with additional learning of the leader of the population by a gradient method) and artificial neural networks. The correctness of the operation of the proposed numerical methods is estimated using previously obtained differential equations, which define the law of changing the control actions for the predetermined trajectory.
In the approach based on hybrid genetic algorithms, the initial problem of minimizing the integral functional reduces to minimizing the function of many variables. The given time interval is broken up into small elements, on each of which the control actions are approximated by Lagrangian polynomials of order 2 and 3. When appropriately adjusted, the hybrid genetic algorithms reproduce a solution close to exact. However, the cost of calculation of 1 second of the physical process is about 300 seconds of processor time.
To increase the speed of calculation of control actions, we propose an algorithm based on artificial neural networks. As the input signal the neural network takes the components of the required displacement vector. The node values of the Lagrangian polynomials which approximately describe the control actions return as output signals . The neural network is taught by the well-known back-propagation method. The learning sample is generated using the approach based on hybrid genetic algorithms. The calculation of 1 second of the physical process by means of the neural network requires about 0.004 seconds of processor time, that is, 6 orders faster than the hybrid genetic algorithm. The control calculated by means of the artificial neural network differs from exact control. However, in spite of this difference, it ensures that the predetermined trajectory is followed exactly.
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Estimation of anisotropy of seismic response from fractured geological objects
Computer Research and Modeling, 2018, v. 10, no. 2, pp. 231-240Views (last year): 11. Citations: 4 (RSCI).Seismic survey process is the common method of prospecting and exploration of deposits: oil and natural gas. Invented at the beginning of the XX century, it has received significant development and is currently used by almost all service oil companies. Its main advantages are the acceptable cost of fieldwork (in comparison with drilling wells) and the accuracy of estimating the characteristics of the subsurface area. However, with the discovery of non-traditional deposits (for example, the Arctic shelf, the Bazhenov Formation), the task of improving existing and creating new seismic data processing technologies became important. Significant development in this direction is possible with the use of numerical simulation of the propagation of seismic waves in realistic models of the geological medium, since it is possible to specify an arbitrary internal structure of the medium with subsequent evaluation of the synthetic signal-response.
The present work is devoted to the study of spatial dynamic processes occurring in geological medium containing fractured inclusions in the process of seismic exploration. The authors constructed a three-dimensional model of a layered massif containing a layer of fluid-saturated cracks, which makes it possible to estimate the signal-response when the structure of the inhomogeneous inclusion is varied. To describe physical processes, we use a system of equations for a linearly elastic body in partial derivatives of the second order, which is solved numerically by a grid-characteristic method on hexahedral grid. In this case, the crack planes are identified at the stage of constructing the grid, and further an additional correction is used to ensure a correct seismic response for the model parameters typical for geological media.
In the paper, three-component area seismograms with a common explosion point were obtained. On their basis, the effect of the structure of a fractured medium on the anisotropy of the seismic response recorded on the day surface at a different distance from the source was estimated. It is established that the kinematic characteristics of the signal remain constant, while the dynamic characteristics for ordered and disordered models can differ by tens of percents.
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Searching stochastic equilibria in transport networks by universal primal-dual gradient method
Computer Research and Modeling, 2018, v. 10, no. 3, pp. 335-345Views (last year): 28.We consider one of the problems of transport modelling — searching the equilibrium distribution of traffic flows in the network. We use the classic Beckman’s model to describe time costs and flow distribution in the network represented by directed graph. Meanwhile agents’ behavior is not completely rational, what is described by the introduction of Markov logit dynamics: any driver selects a route randomly according to the Gibbs’ distribution taking into account current time costs on the edges of the graph. Thus, the problem is reduced to searching of the stationary distribution for this dynamics which is a stochastic Nash – Wardrope equilibrium in the corresponding population congestion game in the transport network. Since the game is potential, this problem is equivalent to the problem of minimization of some functional over flows distribution. The stochasticity is reflected in the appearance of the entropy regularization, in contrast to non-stochastic case. The dual problem is constructed to obtain a solution of the optimization problem. The universal primal-dual gradient method is applied. A major specificity of this method lies in an adaptive adjustment to the local smoothness of the problem, what is most important in case of the complex structure of the objective function and an inability to obtain a prior smoothness bound with acceptable accuracy. Such a situation occurs in the considered problem since the properties of the function strongly depend on the transport graph, on which we do not impose strong restrictions. The article describes the algorithm including the numerical differentiation for calculation of the objective function value and gradient. In addition, the paper represents a theoretical estimate of time complexity of the algorithm and the results of numerical experiments conducted on a small American town.
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Solving of the Exner equation for morphologically complex bed
Computer Research and Modeling, 2019, v. 11, no. 3, pp. 449-461Views (last year): 10.The Exner equation in conjunction phenomenological sediment transport models is widely used for mathematical modeling non-cohesive river bed. This approach allows to obtain an accurate solution without any difficulty if one models evolution of simple shape bed. However if one models evolution of complex shape bed with unstable soil the numerical instability occurs in some cases. It is difficult to detach this numerical instability from the natural physical instability of bed.
This paper analyses the causes of numerical instability occurring while modeling evolution of complex shape bed by using the Exner equation and phenomenological sediment rate models. The paper shows that two kinds of indeterminateness may occur while solving numerically the Exner equation closed by phenomenological model of sediment transport. The first indeterminateness occurs in the bed area where sediment transport is transit and bed is not changed. The second indeterminateness occurs at the extreme point of bed profile when the sediment rate varies and the bed remains the same. Authors performed the closure of the Exner equation by the analytical sediment transport model, which allowed to transform the Exner equation to parabolic type equation. Analysis of the obtained equation showed that it’s numerical solving does not lead to occurring of the indeterminateness mentioned above. Parabolic form of the transformed Exner equation allows to apply the effective and stable implicit central difference scheme for this equation solving.
The model problem of bed evolution in presence of periodic distribution of the bed shear stress is carried out. The authors used the explicit central difference scheme with and without filtration method application and implicit central difference scheme for numerical solution of the problem. It is shown that the explicit central difference scheme is unstable in the area of the bed profile extremum. Using the filtration method resulted to increased dissipation of the solution. The solution obtained by using the implicit central difference scheme corresponds to the distribution law of bed shear stress and is stable throughout the calculation area.
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Numerical Simulation, Parallel Algorithms and Software for Performance Forecast of the System “Fractured-Porous Reservoir – Producing Well” During its Commissioning Into Operation
Computer Research and Modeling, 2019, v. 11, no. 6, pp. 1069-1075The mathematical model, finite-difference schemes and algorithms for computation of transient thermoand hydrodynamic processes involved in commissioning the unified system including the oil producing well, electrical submersible pump and fractured-porous reservoir with bottom water are developed. These models are implemented in the computer package to simulate transient processes with simultaneous visualization of their results along with computations. An important feature of the package Oil-RWP is its interaction with the special external program GCS which simulates the work of the surface electric control station and data exchange between these two programs. The package Oil-RWP sends telemetry data and current parameters of the operating submersible unit to the program module GCS (direct coupling). The station controller analyzes incoming data and generates the required control parameters for the submersible pump. These parameters are sent to Oil-RWP (feedback). Such an approach allows us to consider the developed software as the “Intellectual Well System”.
Some principal results of the simulations can be briefly presented as follows. The transient time between inaction and quasi-steady operation of the producing well depends on the well stream watering, filtration and capacitive parameters of oil reservoir, physical-chemical properties of phases and technical characteristics of the submersible unit. For the large time solution of the nonstationary equations governing the nonsteady processes is practically identical to the inverse quasi-stationary problem solution with the same initial data. The developed software package is an effective tool for analysis, forecast and optimization of the exploiting parameters of the unified oil-producing complex during its commissioning into the operating regime.
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Numerical simulation of ice accretion in FlowVision software
Computer Research and Modeling, 2020, v. 12, no. 1, pp. 83-96Certifying a transport airplane for the flights under icing conditions requires calculations aimed at definition of the dimensions and shapes of the ice bodies formed on the airplane surfaces. Up to date, software developed in Russia for simulation of ice accretion, which would be authorized by Russian certifying supervisory authority, is absent. This paper describes methodology IceVision recently developed in Russia on the basis of software FlowVision for calculations of ice accretion on airplane surfaces.
The main difference of methodology IceVision from the other approaches, known from literature, consists in using technology Volume Of Fluid (VOF — volume of fluid in cell) for tracking the surface of growing ice body. The methodology assumes solving a time-depended problem of continuous grows of ice body in the Euler formulation. The ice is explicitly present in the computational domain. The energy equation is integrated inside the ice body. In the other approaches, changing the ice shape is taken into account by means of modifying the aerodynamic surface and using Lagrangian mesh. In doing so, the heat transfer into ice is allowed for by an empirical model.
The implemented mathematical model provides capability to simulate formation of rime (dry) and glaze (wet) ice. It automatically identifies zones of rime and glaze ice. In a rime (dry) ice zone, the temperature of the contact surface between air and ice is calculated with account of ice sublimation and heat conduction inside the ice. In a glaze (wet) ice zone, the flow of the water film over the ice surface is allowed for. The film freezes due to evaporation and heat transfer inside the air and the ice. Methodology IceVision allows for separation of the film. For simulation of the two-phase flow of the air and droplets, a multi-speed model is used within the Euler approach. Methodology IceVision allows for size distribution of droplets. The computational algorithm takes account of essentially different time scales for the physical processes proceeding in the course of ice accretion, viz., air-droplets flow, water flow, and ice growth. Numerical solutions of validation test problems demonstrate efficiency of methodology IceVision and reliability of FlowVision results.
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Effect of buoyancy force on mixed convection of a variable density fluid in a square lid-driven cavity
Computer Research and Modeling, 2020, v. 12, no. 3, pp. 575-595The paper considers the problem of stationary mixed convection and heat transfer of a viscous heatconducting fluid in a plane square lid-driven cavity. The hot top cover of the cavity has any temperature $T_\mathrm{H}$ and cold bottom wall has temperature $T_\mathrm{0} (T_\mathrm{H} > T_\mathrm{0})$, whereas in contrast the side walls are insulated. The fact that the fluid density can take arbitrary values depending on the amount of overheating of the cavity cover is a feature of the problem. The mathematical formulation includes the Navier–Stokes equations in the ’velocity–pressure’ variables and the heat balance equation which take into account the incompressibility of the fluid flow and the influence of volumetric buoyancy force. The difference approximation of the original differential equations has been performed by the control volume method. Numerical solutions of the problem have been obtained on the $501 \times 501$ grid for the following values of similarity parameters: Prandtl number Pr = 0.70; Reynolds number Re = 100 and 1000; Richardson number Ri = 0.1, 1, and 10; and the relative cover overheating $(T_\mathrm{H}-T_\mathrm{0})/T_\mathrm{0} = 0, 1, 2, 3$. Detailed flow patterns in the form of streamlines and isotherms of relative overheating of the fluid flow are given in the work. It is shown that the increase in the value of the Richardson number (the increase in the influence of buoyancy force) leads to a fundamental change in the structure of the liquid stream. It is also found out that taking into account the variability of the liquid density leads to weakening of the influence of Ri growth on the transformation of the flow structure. The change in density in a closed volume is the cause of this weakening, since it always leads to the existence of zones with negative buoyancy in the presence of a volumetric force. As a consequence, the competition of positive and negative volumetric forces leads in general to weakening of the buoyancy effect. The behaviors of heat exchange coefficient (Nusselt number) and coefficient of friction along the bottom wall of the cavity depending on the parameters of the problem are also analyzed. It is revealed that the greater the values of the Richardson number are, the greater, ceteris paribus, the influence of density variation on these coefficients is.
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