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A procedure of approximate solving of the radiation transfer problem is presented. The approximated solution is being built successively from the domain border along the direction of radiation propagation. The algorithm was tested for model problem of hot ball radiation.

An algorithm for solving the conjugation of aerodynamic and ballistic problems, which is based on the method of modeling with the help of a grid system, has been complemented by a numerical mechanism that allows to take into account the relative movement and rotation of bodies relative to their centers of mass. For a given configuration of the bodies a problem of flow is solved by relaxation method. After that the state of the system is recalculated after a short amount of time. With the use of iteration it is possible to trace the dynamics of the system over a large period of time. The algorithm is implemented for research of flight of systems of bodies taking into account their relative position and rotation. The algorithm was tested on the problem of flow around a body with segmental-conical form. A good correlation of the results with experimental studies was shown. The algorithm is used to calculate the problem of the supersonic fight of a rotating body. For bodies of rectangular shape, imitating elongated fragments of a meteoroid, it is shown that for elongated bodies the aerodynamically more stable position is flight with a larger area across the direction of flight. This de facto leads to flight of bodies with the greatest possible aerodynamic resistance due to the maximum midship area. The algorithm is used to calculate the flight apart of two identical bodies of a rectangular shape, taking into account their rotation. Rotation leads to the fact that the bodies fly apart not only under the action of the pushing aerodynamic force but also the additional lateral force due to the acquisition of the angle of attack. The velocity of flight apart of two fragments with elongated shape of a meteoric body increases to three times with the account of rotation in comparison with the case, when it is assumed that the bodies do not rotate. The study was carried out in order to evaluate the influence of various factors on the velocity of fragmentation of the meteoric body after destruction in order to construct possible trajectories of fallen on earth meteorites. A developed algorithm for solving the conjugation of aerodynamic and ballistic problems, taking into account the relative movement and rotation of the bodies, can be used to solve technical problems, for example, to study the dynamics of separation of aircraft stages.

Efficient method for numerical solving of the steady transport equation in x-y-z-geometry has been suggested. The equation is being solved on hexagonal mesh, reflecting real structure of the reactor active zone cross-section. Method of characteristics is used, that inherits all the outcomes from the two-dimensional r-z-geometry calculation. Two variants of the method of characteristics have been applied for solving the transport equation in a cell: method of short characteristics and its conservative modification. It has been confirmed that in three-dimensional geometry conservative method has advantage over pure characteristic and it produces highly accurate solution, especially for quasi-diffusion tensor components.

Financial mathematics is one of the most natural applications for the statistical analysis of time series. Financial time series reflect simultaneous activity of a large number of different economic agents. Consequently, one expects that methods of statistical physics and the theory of random processes can be applied to them.

In this paper, we provide a statistical analysis of time series of the FOREX currency market. Of particular interest is the comparison of the time series behavior depending on the way time is measured: physical time versus trading time measured in the number of elementary price changes (ticks). The experimentally observed statistics of the time series under consideration (euro–dollar for the first half of 2007 and for 2009 and British pound – dollar for 2007) radically differs depending on the choice of the method of time measurement. When measuring time in ticks, the distribution of price increments can be well described by the normal distribution already on a scale of the order of ten ticks. At the same time, when price increments are measured in real physical time, the distribution of increments continues to differ radically from the normal up to scales of the order of minutes and even hours.

To explain this phenomenon, we investigate the statistical properties of elementary increments in price and time. In particular, we show that the distribution of time between ticks for all three time series has a long (1-2 orders of magnitude) power-law tails with exponential cutoff at large times. We obtained approximate expressions for the distributions of waiting times for all three cases. Other statistical characteristics of the time series (the distribution of elementary price changes, pair correlation functions for price increments and for waiting times) demonstrate fairly simple behavior. Thus, it is the anomalously wide distribution of the waiting times that plays the most important role in the deviation of the distribution of increments from the normal. As a result, we discuss the possibility of applying a continuous time random walk (CTRW) model to describe the FOREX time series.