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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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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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Simulation of pollution migration processes at municipal solid waste landfills
Computer Research and Modeling, 2020, v. 12, no. 2, pp. 369-385The article reports the findings of an investigation into pollution migration processes at the municipal solid waste (MSW) landfill located in the water protection zone of Lake Seliger (Tver Region). The distribution of pollutants is investigated and migration parameters are determined in field and laboratory conditions at the landfill site. A mathematical model describing physical and chemical processes of substance migration in soil strata is constructed. Pollutant migration is found to be due to a variety of factors. The major ones, having a significant impact on the migration of MSW ingredients and taken into account mathematically, include convective transport, diffusion and sorption processes. A modified mathematical model differs from its conventional counterparts by considering a number of parameters reflecting the decrease in the concentration of ammonium and nitrate nitrogen ions in ground water (transpiration by plant roots, dilution with infiltration waters, etc.). An analytical solution to assess the pollutant spread from the landfill is presented. The mathematical model provides a set of simulation models helping to obtain a computational solution of specific problems, vertical and horizontal migration of substances in the underground flow. Numerical experiments, analytical solutions, as well as field and laboratory data was studied the dynamics of pollutant distribution in the object under study up to the lake. A long-term forecast for the spread of landfill pollution is made. Simulation experiments showed that some zones of clean groundwater interact with those of contaminated groundwater during the pollution migration from the landfill, each characterized by a different pollutant content. The data of a computational experiments and analytical calculations are consistent with the findings of field and laboratory investigations of the object and give grounds to recommend the proposed models for predicting pollution migration from a landfill. The analysis of the pollution migration simulation allows to substantiate the numerical estimates of the increase in $NH_4^+$ and $NO_3^-$ ion concentration with the landfill operation time. It is found that, after 100 years following the landfill opening, toxic filtrate components will fill the entire pore space from the landfill to the lake resulting in a significant deterioration of the ecosystem of Lake Seliger.
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Relaxation oscillations and buckling of thin shells
Computer Research and Modeling, 2020, v. 12, no. 4, pp. 807-820The paper reviews possibilities to predict buckling of thin cylindrical shells with non-destructive techniques during operation. It studies shallow shells made of high strength materials. Such structures are known for surface displacements exceeding the thickness of the elements. In the explored shells relaxation oscillations of significant amplitude can be generated even under relatively low internal stresses. The problem of the cylindrical shell oscillation is mechanically and mathematically modeled in a simplified form by conversion into an ordinary differential equation. To create the model, the researches of many authors were used who studied the geometry of the surface formed after buckling (postbuckling behavior). The nonlinear ordinary differential equation for the oscillating shell matches the well-known Duffing equation. It is important that there is a small parameter before the second time derivative in the Duffing equation. The latter circumstance enables making a detailed analysis of the obtained equation and describing the physical phenomena — relaxation oscillations — that are unique to thin high-strength shells.
It is shown that harmonic oscillations of the shell around the equilibrium position and stable relaxation oscillations are defined by the bifurcation point of the solutions to the Duffing equation. This is the first point in the Feigenbaum sequence to convert the stable periodic motions into dynamic chaos. The amplitude and the period of relaxation oscillations are calculated based on the physical properties and the level of internal stresses within the shell. Two cases of loading are reviewed: compression along generating elements and external pressure.
It is highlighted that if external forces vary in time according to the harmonic law, the periodic oscillation of the shell (nonlinear resonance) is a combination of slow and stick-slip movements. Since the amplitude and the frequency of the oscillations are known, this fact enables proposing an experimental facility for prediction of the shell buckling with non-destructive techniques. The following requirement is set as a safety factor: maximum load combinations must not cause displacements exceeding specified limits. Based on the results of the experimental measurements a formula is obtained to estimate safety against buckling (safety factor) of the structure.
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Numerical study of the mechanisms of propagation of pulsating gaseous detonation in a non-uniform medium
Computer Research and Modeling, 2023, v. 15, no. 5, pp. 1263-1282In the last few years, significant progress has been observed in the field of rotating detonation engines for aircrafts. Scientific laboratories around the world conduct both fundamental researches related, for example, to the issues of effective mixing of fuel and oxidizer with the separate supply, and applied development of existing prototypes. The paper provides a brief overview of the main results of the most significant recent computational work on the study of propagation of a onedimensional pulsating gaseous detonation wave in a non-uniform medium. The general trends observed by the authors of these works are noted. In these works, it is shown that the presence of parameter perturbations in front of the wave front can lead to regularization and to resonant amplification of pulsations behind the detonation wave front. Thus, there is an appealing opportunity from a practical point of view to influence the stability of the detonation wave and control it. The aim of the present work is to create an instrument to study the gas-dynamic mechanisms of these effects.
The mathematical model is based on one-dimensional Euler equations supplemented by a one-stage model of the kinetics of chemical reactions. The defining system of equations is written in the shock-attached frame that leads to the need to add a shock-change equations. A method for integrating this equation is proposed, taking into account the change in the density of the medium in front of the wave front. So, the numerical algorithm for the simulation of detonation wave propagation in a non-uniform medium is proposed.
Using the developed algorithm, a numerical study of the propagation of stable detonation in a medium with variable density as carried out. A mode with a relatively small oscillation amplitude is investigated, in which the fluctuations of the parameters behind the detonation wave front occur with the frequency of fluctuations in the density of the medium. It is shown the relationship of the oscillation period with the passage time of the characteristics C+ and C0 over the region, which can be conditionally considered an induction zone. The phase shift between the oscillations of the velocity of the detonation wave and the density of the gas before the wave is estimated as the maximum time of passage of the characteristic C+ through the induction zone.
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Subgradient methods with B.T. Polyak-type step for quasiconvex minimization problems with inequality constraints and analogs of the sharp minimum
Computer Research and Modeling, 2024, v. 16, no. 1, pp. 105-122In this paper, we consider two variants of the concept of sharp minimum for mathematical programming problems with quasiconvex objective function and inequality constraints. It investigated the problem of describing a variant of a simple subgradient method with switching along productive and non-productive steps, for which, on a class of problems with Lipschitz functions, it would be possible to guarantee convergence with the rate of geometric progression to the set of exact solutions or its vicinity. It is important that to implement the proposed method there is no need to know the sharp minimum parameter, which is usually difficult to estimate in practice. To overcome this problem, the authors propose to use a step adjustment procedure similar to that previously proposed by B. T. Polyak. However, in this case, in comparison with the class of problems without constraints, it arises the problem of knowing the exact minimal value of the objective function. The paper describes the conditions for the inexactness of this information, which make it possible to preserve convergence with the rate of geometric progression in the vicinity of the set of minimum points of the problem. Two analogs of the concept of a sharp minimum for problems with inequality constraints are considered. In the first one, the problem of approximation to the exact solution arises only to a pre-selected level of accuracy, for this, it is considered the case when the minimal value of the objective function is unknown; instead, it is given some approximation of this value. We describe conditions on the inexact minimal value of the objective function, under which convergence to the vicinity of the desired set of points with a rate of geometric progression is still preserved. The second considered variant of the sharp minimum does not depend on the desired accuracy of the problem. For this, we propose a slightly different way of checking whether the step is productive, which allows us to guarantee the convergence of the method to the exact solution with the rate of geometric progression in the case of exact information. Convergence estimates are proved under conditions of weak convexity of the constraints and some restrictions on the choice of the initial point, and a corollary is formulated for the convex case when the need for an additional assumption on the choice of the initial point disappears. For both approaches, it has been proven that the distance from the current point to the set of solutions decreases with increasing number of iterations. This, in particular, makes it possible to limit the requirements for the properties of the used functions (Lipschitz-continuous, sharp minimum) only for a bounded set. Some computational experiments are performed, including for the truss topology design problem.
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Modeling of H2-permeability of alloys for gas separation membranes
Computer Research and Modeling, 2016, v. 8, no. 1, pp. 121-135Views (last year): 1. Citations: 7 (RSCI).High-purity hydrogen is required for clean energy and a variety of chemical technology processes. A considerable part of hydrogen is to be obtained by methane conversion. Different alloys, which may be wellsuited for use in gas-separation plants, were investigated by measuring specific hydrogen permeability. One had to estimate the parameters of diffusion and sorption to numerically model the different scenarios and experimental conditions of the material usage (including extreme ones), and identify the limiting factors. This paper presents a nonlinear model of hydrogen permeability in accordance with the specifics of the experiment, the numerical method for solving the boundary-value problem, and the results of parametric identification for the alloy V85Ni15.
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Parameter estimation methods for random point fields with local interactions
Computer Research and Modeling, 2016, v. 8, no. 2, pp. 323-332Views (last year): 3.The paper gives an overview of methods for estimating the parameters of random point fields with local interaction between points. It is shown that the conventional method of the maximum pseudo-likelihood is a special case of the family of estimation methods based on the use of the auxiliary Markov process, invariant measure of which is the Gibbs point field with parameters to be estimated. A generalization of this method, resulting in estimating equation that can not be obtained by the the universal Takacs–Fiksel method, is proposed. It is shown by computer simulations that the new method enables to obtain estimates which have better quality than those by a widely used method of the maximum pseudolikelihood.
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On possible changes in phytocenoses of the Sea of Azov under climate warming
Computer Research and Modeling, 2017, v. 9, no. 6, pp. 981-991Views (last year): 11.Base long-term modern scenarios of hydrochemical and temperature regimes of the Sea of Azov were considered. New schemes of modeling mechanisms of algal adaptation to changes in the hydrochemical regime and temperature were proposed. In comparison to the traditional ecological-evolutionary schemes, these models have a relatively small dimension, high speed and allow carrying out various calculations on long-term perspective (evolutionally significant times). Based on the ecology-evolutionary model of the lower trophic levels the impact of these environmental factors on the dynamics and microevolution of algae in the Sea of Azov was estimated. In each scenario, the calculations were made for 100 years, with the final values of the variables and parameters not depending on the choice of the initial values. In the process of such asymptotic computer analysis, it was found that as a result of climate warming and temperature adaptation of organisms, the average annual biomass of thermophilic algae (Pyrrophyta and Cyanophyta) naturally increases. However, for a number of diatom algae (Bacillariophyta), even with their temperature adaptation, the average annual biomass may unexpectedly decrease. Probably, this phenomenon is associated with a toughening of competition between species with close temperature parameters of existence. The influence of the variation in the chemical composition of the Don River’s flow on the dynamics of nutrients and algae of the Sea of Azov was also investigated. It turned out that the ratio of organic forms of nitrogen and phosphorus in sea waters varies little. This stabilization phenomenon will take place for all high-productive reservoirs with low flow, due to autochthonous origin of larger part of organic matter in water bodies of this type.
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Biohydrochemical portrait of the White Sea
Computer Research and Modeling, 2018, v. 10, no. 1, pp. 125-160The biohydrochemical portrait of the White Sea is constructed on the CNPSi-model calculations based on long-term mean annual observations (average monthly hydrometeorological, hydrochemical and hydrobiological parameters of the marine environment) as well as on updated information on the nutrient input to the sea with the runoff of the main river tributaries (Niva, Onega, Northern Dvina, Mezen, Kem, Keret). Parameters of the marine environment are temperature, light, transparency, and biogenic load. Ecological characteristics of the sea “portrait” were calculated for nine marine areas (Kandalaksha, Onega, Dvinsky, Mezensky Bays, Solovetsky Islands, Basin, Gorlot, Voronka, Chupa Bay), these are: the concentration changes of organic and mineral compounds of biogenic elements (C, N, P, Si), the biomass of organisms of the lower trophic level (heterotrophic bacteria, diatomic phytoplankton, herbivorous and predatory zooplankton) and other ones (rates of substance concentration and organism biomass changes, internal and external substance flows, balances of individual substances and nutrients as a whole). Parameters of the marine environment state (water temperature, ratio of mineral fractions N < P) and dominant diatom phytoplankton in the sea (abundance, production, biomass, chlorophyll content a) were calculated and compared with the results of individual surveys (for 1972–1991 and 2007–2012) of the White Sea water areas. The methods for estimating the values of these parameters from observations and calculations differ, however, the calculated values of the phytoplankton state are comparable with the measurements and are similar to the data given in the literature. Therefore, according to the literature data, the annual production of diatoms in the White Sea is estimated at 1.5–3 million tons C (at a vegetation period of 180 days), and according to calculations it is ~2 and 3.5 million tons C for vegetation period of 150 and 180 days respectively.
Keywords: White Sea ecosystem, nutrients, heterotrophic bacterioplankton, diatom phytoplankton, herbivorous and predatory zooplankton, detritus, trophic chain, CNPSi-model of nutrient biotransformation, ecological portrait of the White Sea, the comparison of the observed and calculated parameters of diatoms (abundance, products, biomass, chlorophyll a).Views (last year): 15. Citations: 1 (RSCI).
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