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In this paper, we consider convex stochastic optimization problems arising in machine learning applications (e. g., risk minimization) and mathematical statistics (e. g., maximum likelihood estimation). There are two main approaches to solve such kinds of problems, namely the Stochastic Approximation approach (online approach) and the Sample Average Approximation approach, also known as the Monte Carlo approach, (offline approach). In the offline approach, the problem is replaced by its empirical counterpart (the empirical risk minimization problem). The natural question is how to define the problem sample size, i. e., how many realizations should be sampled so that the quite accurate solution of the empirical problem be the solution of the original problem with the desired precision. This issue is one of the main issues in modern machine learning and optimization. In the last decade, a lot of significant advances were made in these areas to solve convex stochastic optimization problems on the Euclidean balls (or the whole space). In this work, we are based on these advances and study the case of arbitrary balls in the $p$-norms. We also explore the question of how the parameter $p$ affects the estimates of the required number of terms as a function of empirical risk.

In this paper, both convex and saddle point optimization problems are considered. For strongly convex problems, the existing results on the same sample sizes in both approaches (online and offline) were generalized to arbitrary norms. Moreover, it was shown that the strong convexity condition can be weakened: the obtained results are valid for functions satisfying the quadratic growth condition. In the case when this condition is not met, it is proposed to use the regularization of the original problem in an arbitrary norm. In contradistinction to convex problems, saddle point problems are much less studied. For saddle point problems, the sample size was obtained under the condition of $\gamma$-growth of the objective function. When $\gamma = 1$, this condition is the condition of sharp minimum in convex problems. In this article, it was shown that the sample size in the case of a sharp minimum is almost independent of the desired accuracy of the solution of the original problem.

Langevin Dynamics, Monte Carlo, and all-atom Molecular Dynamics simulations in implicit solvent require a reliable source of pseudorandom numbers generated at each step of calculation. We present the two main approaches for implementation of pseudorandom number generators on a GPU. In the first approach, inherent in CPU-based calculations, one PRNG produces a stream of pseudorandom numbers in each thread of execution, whereas the second approach builds on the ability of different threads to communicate, thus, sharing random seeds across the entire device. We exemplify the use of these approaches through the development of Ran2, Hybrid Taus, and Lagged Fibonacci algorithms. As an application-based test of randomness, we carry out LD simulations of N independent harmonic oscillators coupled to a stochastic thermostat. This model allows us to assess statistical quality of pseudorandom numbers. We also profile performance of these generators in terms of the computational time, memory usage, and the speedup factor (CPU/GPU time).

The problem of accumulation and the statistical analysis of computer experiment results are solved. The main experiment program is considered as the data source. The results of main experiment are collected on specially prepared sheet Excel with pre-organized structure for the accumulation, statistical processing and visualization of the data. The created method and the program are used at efficiency research of the scientific researches which are carried out by authors.

The article describes the state of the art computer simulation in the field of metal forming processes, the main problem points of traditional methods were identified. The method, that allows to predict the deformation distribution in the volume of deformable metal with taking into account of microstructure behavioral characteristics in deformation load conditions, was described. The method for optimizing computational resources of multiscale models by using statistical similar representative volume elements (SSRVE) was presented. The modeling methods were tested on the process of single pass drawing of round rod from steel grade 20. In a comparative analysis of macro and micro levels models differences in quantitative terms of the stress-strain state and their local distribution have been identified. Microlevel model also allowed to detect the compressive stresses and strains, which were absent at the macro level model. Applying the SSRVE concept repeatedly lowered the calculation time of the model while maintaining the overall accuracy.

The well-known “Sea battle” game is in the focus of the current job. The main goal of the article is to provide modified version of “Sea battle” game and to find optimal players’ strategies in the new rules. Changes were applied to attacking strategies (new option to attack hitting four cells in one shot was added) as well as to the size of the field (sizes of 10 × 10, 20 × 20, 30 × 30 were used) and to the rules of disposal algorithms during the game (new possibility to move the ship off the attacking zone). The game was solved with the use of game theory capabilities: payoff matrices were found for each version of altered rules, for which optimal pure and mixed strategies were discovered. For solving payoff matrices iterative method was used. The simulation was in applying five attacking algorithms and six disposal ones with parameters variation due to the game of players with each other. Attacking algorithms were varied in 100 sets of parameters, disposal algorithms — in 150 sets. Major result is that using such algorithms the modified “Sea battle” game can be solved — that implies the possibility of finding stable pure and mixed strategies of behaviour, which guarantee the sides gaining optimal results in game theory terms. Moreover, influence of modifying the rules of “Sea battle” game is estimated. Comparison with prior authors’ results on this topic was made. Based on matching the payoff matrices with the statistical analysis, completed earlier, it was found out that standard “Sea battle” game could be represented as a special case of game modifications, observed in this article. The job is important not only because of its applications in war area, but in civil areas as well. Use of article’s results could save resources in exploration, provide an advantage in war conflicts, defend devices under devastating impact.

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.

A cluster method of mathematical modeling of interval-stochastic thermal processes in complex electronic systems (ES), is developed. In the cluster method, the construction of a complex ES is represented in the form of a thermal model, which is a system of clusters, each of which contains a core that combines the heat-generating elements falling into a given cluster, the cluster shell and a medium flow through the cluster. The state of the thermal process in each cluster and every moment of time is characterized by three interval-stochastic state variables, namely, the temperatures of the core, shell, and medium flow. The elements of each cluster, namely, the core, shell, and medium flow, are in thermal interaction between themselves and elements of neighboring clusters. In contrast to existing methods, the cluster method allows you to simulate thermal processes in complex ESs, taking into account the uneven distribution of temperature in the medium flow pumped into the ES, the conjugate nature of heat exchange between the medium flow in the ES, core and shells of clusters, and the intervalstochastic nature of thermal processes in the ES, caused by statistical technological variation in the manufacture and installation of electronic elements in ES and random fluctuations in the thermal parameters of the environment. The mathematical model describing the state of thermal processes in a cluster thermal model is a system of interval-stochastic matrix-block equations with matrix and vector blocks corresponding to the clusters of the thermal model. The solution to the interval-stochastic equations are statistical measures of the state variables of thermal processes in clusters - mathematical expectations, covariances between state variables and variance. The methodology for applying the cluster method is shown on the example of a real ES.

The study of the properties of seismic noise in Kamchatka is based on the idea that noise is an important source of information about the processes preceding strong earthquakes. The hypothesis is considered that an increase in seismic hazard is accompanied by a simplification of the statistical structure of seismic noise and an increase in spatial correlations of its properties. The entropy of the distribution of squared wavelet coefficients, the width of the carrier of the multifractal singularity spectrum, and the Donoho – Johnstone index were used as statistics characterizing noise. The values of these parameters reflect the complexity: if a random signal is close in its properties to white noise, then the entropy is maximum, and the other two parameters are minimum. The statistics used are calculated for 6 station clusters. For each station cluster, daily median noise properties are calculated in successive 1-day time windows, resulting in an 18-dimensional (3 properties and 6 station clusters) time series of properties. To highlight the general properties of changes in noise parameters, a principal component method is used, which is applied for each cluster of stations, as a result of which the information is compressed into a 6-dimensional daily time series of principal components. Spatial noise coherences are estimated as a set of maximum pairwise quadratic coherence spectra between the principal components of station clusters in a sliding time window of 365 days. By calculating histograms of the distribution of cluster numbers in which the minimum and maximum values of noise statistics are achieved in a sliding time window of 365 days in length, the migration of seismic hazard areas was assessed in comparison with strong earthquakes with a magnitude of at least 7.

The COVID-19 pandemic has caused increased interest in mathematical models of the epidemic process, since only statistical analysis of morbidity does not allow medium-term forecasting in a rapidly changing situation.

Among the specific features of COVID-19 that need to be taken into account in mathematical models are the heterogeneity of the pathogen, repeated changes in the dominant variant of SARS-CoV-2, and the relative short duration of post-infectious immunity.

In this regard, solutions to a system of differential equations for a SIR class model with a heterogeneous duration of post-infectious immunity were analytically studied, and numerical calculations were carried out for the dynamics of the system with an average duration of post-infectious immunity of the order of a year.

For a SIR class model with a heterogeneous duration of post-infectious immunity, it was proven that any solution can be continued indefinitely in time in a positive direction without leaving the domain of definition of the system.

For the contact number $R_0 \leqslant 1$, all solutions tend to a single trivial stationary solution with a zero share of infected people, and for $R_0 > 1$, in addition to the trivial solution, there is also a non-trivial stationary solution with non-zero shares of infected and susceptible people. The existence and uniqueness of a non-trivial stationary solution for $R_0 > 1$ was proven, and it was also proven that it is a global attractor.

Also, for several variants of heterogeneity, the eigenvalues of the rate of exponential convergence of small deviations from a nontrivial stationary solution were calculated.

It was found that for contact number values corresponding to COVID-19, the phase trajectory has the form of a twisting spiral with a period length of the order of a year.

This corresponds to the real dynamics of the incidence of COVID-19, in which, after several months of increasing incidence, a period of falling begins. At the same time, a second wave of incidence of a smaller amplitude, as predicted by the model, was not observed, since during 2020–2023, approximately every six months, a new variant of SARS-CoV-2 appeared, which was more infectious than the previous one, as a result of which the new variant replaced the previous one and became dominant.

The approach to optimization of integral estimation of bio-systems state is presented. The approach is included the procedures of decreasing of variability of integral estimation based on statistical modeling of experimental data set and optimization the quantity of a state characteristics on a base of their relative contribution to the integral estimation using parallel calculation.