Результаты поиска по 'sensitivity analysis':
Найдено статей: 17
  1. Safiullina L.F., Gubaydullin I.M.
    Research and reduction of mathematical model of chemical reaction by Sobol’ method
    Computer Research and Modeling, 2016, v. 8, no. 4, pp. 633-646

    The technique of simplification of mathematical model of a chemical reaction by reducing the number of steps of the reaction scheme, based on an analysis of sensitivity to changes in the objective function of the model parameters, is proposed. The reduced scheme of model reaction of formaldehyde oxidation is received. Functional characterizes the measure of proximity to the calculated values for the initial kinetic reaction scheme and the scheme resulting disturbance of its parameters. The advantage of this technique is the ability to analyze complex kinetic schemes and reduction of kinetic models to a size suitable for practical use. The results of computational experiments under different reaction conditions can be included in the functional and thus to receive the reduce scheme, which is consistent the detailed scheme for the desired range of conditions. Sensitivity analysis of the functional model allows to identify those parameters, which provide the largest (or smallest) the contribution to the result of the process simulation. The mathematical model can contain parameters, which change of values do not affect the qualitative and quantitative description of the process. The contribution of these parameters in the functional value won’t be of great importance. Thus it can be eliminated from consideration, which do not serve for modeling kinetic curves substances. The kinetic scheme of formaldehyde oxidation, the detailed mechanism which includes 25 stages and 15 substances, were investigated using this method. On the basis of the local and global sensitivity analysis, the most important stage of the process that affect the overall dynamics of the target concentrations of the reaction. The reduced scheme of model reaction of formaldehyde oxidation is received. This scheme also describes the behavior of the main substances, as detailed scheme, but has a much smaller number of reaction stages. The results of the comparative analysis of modeling of formaldehyde oxidation on detailed and reduced schemes are given. Computational aspects of the problems of chemical kinetics by Sobol’ global method an example of this reaction are specified. The comparison results are local, global and total sensitivity indices are given.

    Views (last year): 10. Citations: 4 (RSCI).
  2. Bashkirtseva I.A., Boyarshinova P.V., Ryazanova T.V., Ryashko L.B.
    Analysis of noise-induced destruction of coexistence regimes in «prey–predator» population model
    Computer Research and Modeling, 2016, v. 8, no. 4, pp. 647-660

    The paper is devoted to the analysis of the proximity of the population system to dangerous boundaries. An intersection of these boundaries results in the collapse of the stable coexistence of interacting populations. As a reason of such destruction one can consider random perturbations inevitably presented in any living system. This study is carried out on the example of the well-known model of interaction between predator and prey populations, taking into account both a stabilizing factor of the competition of predators for another than prey resources, and also a destabilizing saturation factor for predators. To describe the saturation of predators, we use the second type Holling trophic function. The dynamics of the system is studied as a function of the predator saturation, and the coefficient of predator competition for resources other than prey. The paper presents a parametric description of the possible dynamic regimes of the deterministic model. Here, local and global bifurcations are studied, and areas of sustainable coexistence of populations in equilibrium and the oscillation modes are described. An interesting feature of this mathematical model, firstly considered by Bazykin, is a global bifurcation of the birth of limit cycle from the separatrix loop. We study the effects of noise on the equilibrium and oscillatory regimes of coexistence of predator and prey populations. It is shown that an increase of the intensity of random disturbances can lead to significant deformations of these regimes right up to their destruction. The aim of this work is to develop a constructive probabilistic criterion for the proximity of the population stochastic system to the dangerous boundaries. The proposed approach is based on the mathematical technique of stochastic sensitivity functions, and the method of confidence domains. In the case of a stable equilibrium, this confidence domain is an ellipse. For the stable cycle, this domain is a confidence band. The size of the confidence domain is proportional to the intensity of the noise and stochastic sensitivity of the initial deterministic attractor. A geometric criterion of the exit of the population system from sustainable coexistence mode is the intersection of the confidence domain and the corresponding separatrix of the unforced deterministic model. An effectiveness of this analytical approach is confirmed by the good agreement of theoretical estimates and results of direct numerical simulations.

    Views (last year): 14. Citations: 4 (RSCI).
  3. Loenko D.S., Sheremet M.A.
    Numerical modeling of the natural convection of a non-Newtonian fluid in a closed cavity
    Computer Research and Modeling, 2020, v. 12, no. 1, pp. 59-72

    In this paper, a time-dependent natural convective heat transfer in a closed square cavity filled with non- Newtonian fluid was considered in the presence of an isothermal energy source located on the lower wall of the region under consideration. The vertical boundaries were kept at constant low temperature, while the horizontal walls were completely insulated. The behavior of a non-Newtonian fluid was described by the Ostwald de Ville power law. The process under study was described by transient partial differential equations using dimensionless non-primitive variables “stream function – vorticity – temperature”. This method allows excluding the pressure field from the number of unknown parameters, while the non-dimensionalization allows generalizing the obtained results to a variety of physical formulations. The considered mathematical model with the corresponding boundary conditions was solved on the basis of the finite difference method. The algebraic equation for the stream function was solved by the method of successive lower relaxation. Discrete analogs of the vorticity equation and energy equation were solved by the Thomas algorithm. The developed numerical algorithm was tested in detail on a class of model problems and good agreement with other authors was achieved. Also during the study, the mesh sensitivity analysis was performed that allows choosing the optimal mesh.

    As a result of numerical simulation of unsteady natural convection of a non-Newtonian power-law fluid in a closed square cavity with a local isothermal energy source, the influence of governing parameters was analyzed including the impact of the Rayleigh number in the range 104–106, power-law index $n = 0.6–1.4$, and also the position of the heating element on the flow structure and heat transfer performance inside the cavity. The analysis was carried out on the basis of the obtained distributions of streamlines and isotherms in the cavity, as well as on the basis of the dependences of the average Nusselt number. As a result, it was established that pseudoplastic fluids $(n < 1)$ intensify heat removal from the heater surface. The increase in the Rayleigh number and the central location of the heating element also correspond to the effective cooling of the heat source.

  4. Andreeva A.A., Nikolaev A.V., Lobanov A.I.
    Analysis of point model of fibrin polymerization
    Computer Research and Modeling, 2017, v. 9, no. 2, pp. 247-258

    Functional modeling of blood clotting and fibrin-polymer mesh formation is of a significant value for medical and biophysics applications. Despite the fact of some discrepancies present in simplified functional models their results are of the great interest for the experimental science as a handy tool of the analysis for research planning, data processing and verification. Under conditions of the good correspondence to the experiment functional models can be used as an element of the medical treatment methods and biophysical technologies. The aim of the paper in hand is a modeling of a point system of the fibrin-polymer formation as a multistage polymerization process with a sol-gel transition at the final stage. Complex-value Rosenbroke method of second order (CROS) used for computational experiments. The results of computational experiments are presented and discussed. It was shown that in the physiological range of the model coefficients there is a lag period of approximately 20 seconds between initiation of the reaction and fibrin gel appearance which fits well experimental observations of fibrin polymerization dynamics. The possibility of a number of the consequent $(n = 1–3)$ sol-gel transitions demonstrated as well. Such a specific behavior is a consequence of multistage nature of fibrin polymerization process. At the final stage the solution of fibrin oligomers of length 10 can reach a semidilute state, leading to an extremely fast gel formation controlled by oligomers’ rotational diffusion. Otherwise, if the semidilute state is not reached the gel formation is controlled by significantly slower process of translational diffusion. Such a duality in the sol-gel transition led authors to necessity of introduction of a switch-function in an equation for fibrin-polymer formation kinetics. Consequent polymerization events can correspond to experimental systems where fibrin mesh formed gets withdrawn from the volume by some physical process like precipitation. The sensitivity analysis of presented system shows that dependence on the first stage polymerization reaction constant is non-trivial.

    Views (last year): 8.
  5. Bashkirtseva I.A., Ekaterinchuk E.D., Ryazanova T.V., Sysolyatina A.A.
    Mathematical modeling of stochastic equilibria and business cycles of Goodwin model
    Computer Research and Modeling, 2013, v. 5, no. 1, pp. 107-118

    The Goodwin dynamical model under the random external disturbances is considered. A full parametrical analysis for equlibria and cycles of deterministic model is developed. We study probabilistic properties of stochastic attractors using stochastic sensitivity functions technique and numerical methods. A phenomenon of the generation of stochastic business cycles in the zones of stable equilibria is discussed.

    Views (last year): 5. Citations: 4 (RSCI).
  6. Burlakov E.A.
    Relation between performance of organization and its structure during sudden and smoldering crises
    Computer Research and Modeling, 2016, v. 8, no. 4, pp. 685-706

    The article describes a mathematical model that simulates performance of a hierarchical organization during an early stage of a crisis. A distinguished feature of this stage of crisis is presence of so called early warning signals containing information on the approaching event. Employees are capable of catching the early warnings and of preparing the organization for the crisis based on the signals’ meaning. The efficiency of the preparation depends on both parameters of the organization and parameters of the crisis. The proposed simulation agentbased model is implemented on Java programming language and is used for conducting experiments via Monte- Carlo method. The goal of the experiments is to compare how centralized and decentralized organizational structures perform during sudden and smoldering crises. By centralized organizations we assume structures with high number of hierarchy levels and low number of direct reports of every manager, while decentralized organizations mean structures with low number of hierarchy levels and high number of direct reports of every manager. Sudden crises are distinguished by short early stage and low number of warning signals, while smoldering crises are defined as crises with long lasting early stage and high number of warning signals not necessary containing important information. Efficiency of the organizational performance during early stage of a crisis is measured by two parameters: percentage of early warnings which have been acted upon in order to prepare organization for the crisis, and time spent by top-manager on working with early warnings. As a result, we show that during early stage of smoldering crises centralized organizations process signals more efficiently than decentralized organizations, while decentralized organizations handle early warning signals more efficiently during early stage of sudden crises. However, occupation of top-managers during sudden crises is higher in decentralized organizations and it is higher in centralized organizations during smoldering crises. Thus, neither of the two classes of organizational structures is more efficient by the two parameters simultaneously. Finally, we conduct sensitivity analysis to verify the obtained results.

    Views (last year): 2. Citations: 2 (RSCI).
  7. Ryashko L.B., Slepukhina E.S.
    Analysis of additive and parametric noise effects on Morris – Lecar neuron model
    Computer Research and Modeling, 2017, v. 9, no. 3, pp. 449-468

    This paper is devoted to the analysis of the effect of additive and parametric noise on the processes occurring in the nerve cell. This study is carried out on the example of the well-known Morris – Lecar model described by the two-dimensional system of ordinary differential equations. One of the main properties of the neuron is the excitability, i.e., the ability to respond to external stimuli with an abrupt change of the electric potential on the cell membrane. This article considers a set of parameters, wherein the model exhibits the class 2 excitability. The dynamics of the system is studied under variation of the external current parameter. We consider two parametric zones: the monostability zone, where a stable equilibrium is the only attractor of the deterministic system, and the bistability zone, characterized by the coexistence of a stable equilibrium and a limit cycle. We show that in both cases random disturbances result in the phenomenon of the stochastic generation of mixed-mode oscillations (i. e., alternating oscillations of small and large amplitudes). In the monostability zone this phenomenon is associated with a high excitability of the system, while in the bistability zone, it occurs due to noise-induced transitions between attractors. This phenomenon is confirmed by changes of probability density functions for distribution of random trajectories, power spectral densities and interspike intervals statistics. The action of additive and parametric noise is compared. We show that under the parametric noise, the stochastic generation of mixed-mode oscillations is observed at lower intensities than under the additive noise. For the quantitative analysis of these stochastic phenomena we propose and apply an approach based on the stochastic sensitivity function technique and the method of confidence domains. In the case of a stable equilibrium, this confidence domain is an ellipse. For the stable limit cycle, this domain is a confidence band. The study of the mutual location of confidence bands and the boundary separating the basins of attraction for different noise intensities allows us to predict the emergence of noise-induced transitions. The effectiveness of this analytical approach is confirmed by the good agreement of theoretical estimations with results of direct numerical simulations.

    Views (last year): 11.
  8. Bashkirtseva I.A., Perevalova T.V., Ryashko L.B.
    Stochastic sensitivity analysis of dynamic transformations in the “two prey – predator” model
    Computer Research and Modeling, 2022, v. 14, no. 6, pp. 1343-1356

    This work is devoted to the study of the problem of modeling and analyzing complex oscillatory modes, both regular and chaotic, in systems of interacting populations in the presence of random perturbations. As an initial conceptual deterministic model, a Volterra system of three differential equations is considered, which describes the dynamics of prey populations of two competing species and a predator. This model takes into account the following key biological factors: the natural increase in prey, their intraspecific and interspecific competition, the extinction of predators in the absence of prey, the rate of predation by predators, the growth of the predator population due to predation, and the intensity of intraspecific competition in the predator population. The growth rate of the second prey population is used as a bifurcation parameter. At a certain interval of variation of this parameter, the system demonstrates a wide variety of dynamic modes: equilibrium, oscillatory, and chaotic. An important feature of this model is multistability. In this paper, we focus on the study of the parametric zone of tristability, when a stable equilibrium and two limit cycles coexist in the system. Such birhythmicity in the presence of random perturbations generates new dynamic modes that have no analogues in the deterministic case. The aim of the paper is a detailed study of stochastic phenomena caused by random fluctuations in the growth rate of the second population of prey. As a mathematical model of such fluctuations, we consider white Gaussian noise. Using methods of direct numerical modeling of solutions of the corresponding system of stochastic differential equations, the following phenomena have been identified and described: unidirectional stochastic transitions from one cycle to another, trigger mode caused by transitions between cycles, noise-induced transitions from cycles to the equilibrium, corresponding to the extinction of the predator and the second prey population. The paper presents the results of the analysis of these phenomena using the Lyapunov exponents, and identifies the parametric conditions for transitions from order to chaos and from chaos to order. For the analytical study of such noise-induced multi-stage transitions, the technique of stochastic sensitivity functions and the method of confidence regions were applied. The paper shows how this mathematical apparatus allows predicting the intensity of noise, leading to qualitative transformations of the modes of stochastic population dynamics.

  9. Lukianchenko P.P., Danilov A.M., Bugaev A.S., Gorbunov E.I., Pashkov R.A., Ilyina P.G., Gadzhimirzayev Sh.M.
    Approach to Estimating the Dynamics of the Industry Consolidation Level
    Computer Research and Modeling, 2023, v. 15, no. 1, pp. 129-140

    In this article we propose a new approach to the analysis of econometric industry parameters for the industry consolidation level. The research is based on the simple industry automatic control model. The state of the industry is measured by quarterly obtained econometric parameters from each industry’s company provided by the tax control regulator. An approach to analysis of the industry, which does not provide for tracking the economy of each company, but explores the parameters of the set of all companies as a whole, is proposed. Quarterly obtained econometric parameters from each industry’s company are Income, Quantity of employers, Taxes, and Income from Software Licenses. The ABC analysis method was modified by ABCD analysis (D — companies with zero-level impact to industry metrics) and used to make the results obtained for different indicators comparable. Pareto charts were formed for the set of econometric indicators.

    To estimate the industry monopolization, the Herfindahl – Hirschman index was calculated for the most sensitive companies metrics. Using the HHI approach, it was proved that COVID-19 does not lead to changes in the monopolization of the Russian IT industry.

    As the most visually obvious approach to the industry visualization, scattering diagrams in combination with the Pareto graph colors were proposed. The affect of the accreditation procedure is clearly observed by scattering diagram in combination with red/black dots for accredited and nonaccredited companies respectively.

    The last reported result is the proposal to use the Licenses End-to-End Product Identification as the market structure control instrument. It is the basis to avoid the multiple accounting of the licenses reselling within the chain of software distribution.

    The results of research could be the basis for future IT industry analysis and simulation on the agent based approach.

  10. Ekaterinchuk E.D., Ryashko L.B.
    Analysis of stochastic attractors for time-delayed quadratic discrete model of population dynamics
    Computer Research and Modeling, 2015, v. 7, no. 1, pp. 145-157

    We consider a time-delayed quadratic discrete model of population dynamics under the influence of random perturbations. Analysis of stochastic attractors of the model is performed using the methods of direct numerical simulation and the stochastic sensitivity function technique. A deformation of the probability distribution of random states around the stable equilibria and cycles is studied parametrically. The phenomenon of noise-induced transitions in the zone of discrete cycles is demonstrated.

    Views (last year): 3. Citations: 1 (RSCI).
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