Результаты поиска по 'systems theory':
Найдено статей: 48
  1. 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.

    Views (last year): 1. Citations: 4 (RSCI).
  2. Chernavskaya O.D.
    Dynamical theory of information as a basis for natural-constructive approach to modeling a cognitive process
    Computer Research and Modeling, 2017, v. 9, no. 3, pp. 433-447

    The main statements and inferences of the Dynamic Theory Information (DTI) are considered. It is shown that DTI provides the possibility two reveal two essentially important types of information: objective (unconventional) and subjective (conventional) informtion. There are two ways of obtaining information: reception (perception of an already existing one) and generation (production of new) information. It is shown that the processes of generation and perception of information should proceed in two different subsystems of the same cognitive system. The main points of the Natural-Constructivist Approach to modeling the cognitive process are discussed. It is shown that any neuromorphic approach faces the problem of Explanatory Gap between the “Brain” and the “Mind”, i. e. the gap between objectively measurable information about the ensemble of neurons (“Brain”) and subjective information about the human consciousness (“Mind”). The Natural-Constructive Cognitive Architecture developed within the framework of this approach is discussed. It is a complex block-hierarchical combination of several neuroprocessors. The main constructive feature of this architecture is splitting the whole system into two linked subsystems, by analogy with the hemispheres of the human brain. One of the subsystems is processing the new information, learning, and creativity, i.e. for the generation of information. Another subsystem is responsible for processing already existing information, i.e. reception of information. It is shown that the lowest (zero) level of the hierarchy is represented by processors that should record images of real objects (distributed memory) as a response to sensory signals, which is objective information (and refers to the “Brain”). The next hierarchy levels are represented by processors containing symbols of the recorded images. It is shown that symbols represent subjective (conventional) information created by the system itself and providing its individuality. The highest hierarchy levels containing the symbols of abstract concepts provide the possibility to interpret the concepts of “consciousness”, “sub-consciousness”, “intuition”, referring to the field of “Mind”, in terms of the ensemble of neurons. Thus, DTI provides an opportunity to build a model that allows us to trace how the “Mind” could emerge basing on the “Brain”.

    Views (last year): 6.
  3. Aleshin I.M., Malygin I.V.
    Machine learning interpretation of inter-well radiowave survey data
    Computer Research and Modeling, 2019, v. 11, no. 4, pp. 675-684

    Traditional geological search methods going to be ineffective. The exploration depth of kimberlite bodies and ore deposits has increased significantly. The only direct exploration method is to drill a system of wells to the depths that provide access to the enclosing rocks. Due to the high cost of drilling, the role of inter-well survey methods has increased. They allows to increase the mean well spacing without significantly reducing the kimberlite or ore body missing probability. The method of inter-well radio wave survey is effective to search for high contrast conductivity objects. The physics of the method based on the dependence of the electromagnetic wave propagation on the propagation medium conductivity. The source and receiver of electromagnetic radiation is an electric dipole, they are placed in adjacent wells. The distance between the source and receiver is known. Therefore we could estimate the medium absorption coefficient by the rate of radio wave amplitude decrease. Low electrical resistance rocks corresponds to high absorption of radio waves. The inter-well measurement data allows to estimate an effective electrical resistance (or conductivity) of the rock. Typically, the source and receiver are immersed in adjacent wells synchronously. The value of the of the electric field amplitude measured at the receiver site allows to estimate the average value of the attenuation coefficient on the line connecting the source and receiver. The measurements are taken during stops, approximately every 5 m. The distance between stops is much less than the distance between adjacent wells. This leads to significant spatial anisotropy in the measured data distribution. Drill grid covers a large area, and our point is to build a three-dimensional model of the distribution of the electrical properties of the inter-well space throughout the whole area. The anisotropy of spatial distribution makes hard to the use of standard geostatistics approach. To build a three-dimensional model of attenuation coefficient, we used one of machine learning theory methods, the method of nearest neighbors. In this method, the value of the absorption coefficient at a given point is calculated by $k$ nearest measurements. The number $k$ should be determined from additional reasons. The spatial distribution anisotropy effect can be reduced by changing the spatial scale in the horizontal direction. The scale factor $\lambda$ is one yet external parameter of the problem. To select the parameters $k$ and $\lambda$ values we used the determination coefficient. To demonstrate the absorption coefficient three-dimensional image construction we apply the procedure to the inter-well radio wave survey data. The data was obtained at one of the sites in Yakutia.

    Views (last year): 3.
  4. Bogomolov S.V.
    Stochastic formalization of the gas dynamic hierarchy
    Computer Research and Modeling, 2022, v. 14, no. 4, pp. 767-779

    Mathematical models of gas dynamics and its computational industry, in our opinion, are far from perfect. We will look at this problem from the point of view of a clear probabilistic micro-model of a gas from hard spheres, relying on both the theory of random processes and the classical kinetic theory in terms of densities of distribution functions in phase space, namely, we will first construct a system of nonlinear stochastic differential equations (SDE), and then a generalized random and nonrandom integro-differential Boltzmann equation taking into account correlations and fluctuations. The key feature of the initial model is the random nature of the intensity of the jump measure and its dependence on the process itself.

    Briefly recall the transition to increasingly coarse meso-macro approximations in accordance with a decrease in the dimensionalization parameter, the Knudsen number. We obtain stochastic and non-random equations, first in phase space (meso-model in terms of the Wiener — measure SDE and the Kolmogorov – Fokker – Planck equations), and then — in coordinate space (macro-equations that differ from the Navier – Stokes system of equations and quasi-gas dynamics systems). The main difference of this derivation is a more accurate averaging by velocity due to the analytical solution of stochastic differential equations with respect to the Wiener measure, in the form of which an intermediate meso-model in phase space is presented. This approach differs significantly from the traditional one, which uses not the random process itself, but its distribution function. The emphasis is placed on the transparency of assumptions during the transition from one level of detail to another, and not on numerical experiments, which contain additional approximation errors.

    The theoretical power of the microscopic representation of macroscopic phenomena is also important as an ideological support for particle methods alternative to difference and finite element methods.

  5. Lyubushin A.A., Farkov Y.A.
    Synchronous components of financial time series
    Computer Research and Modeling, 2017, v. 9, no. 4, pp. 639-655

    The article proposes a method of joint analysis of multidimensional financial time series based on the evaluation of the set of properties of stock quotes in a sliding time window and the subsequent averaging of property values for all analyzed companies. The main purpose of the analysis is to construct measures of joint behavior of time series reacting to the occurrence of a synchronous or coherent component. The coherence of the behavior of the characteristics of a complex system is an important feature that makes it possible to evaluate the approach of the system to sharp changes in its state. The basis for the search for precursors of sharp changes is the general idea of increasing the correlation of random fluctuations of the system parameters as it approaches the critical state. The increments in time series of stock values have a pronounced chaotic character and have a large amplitude of individual noises, against which a weak common signal can be detected only on the basis of its correlation in different scalar components of a multidimensional time series. It is known that classical methods of analysis based on the use of correlations between neighboring samples are ineffective in the processing of financial time series, since from the point of view of the correlation theory of random processes, increments in the value of shares formally have all the attributes of white noise (in particular, the “flat spectrum” and “delta-shaped” autocorrelation function). In connection with this, it is proposed to go from analyzing the initial signals to examining the sequences of their nonlinear properties calculated in time fragments of small length. As such properties, the entropy of the wavelet coefficients is used in the decomposition into the Daubechies basis, the multifractal parameters and the autoregressive measure of signal nonstationarity. Measures of synchronous behavior of time series properties in a sliding time window are constructed using the principal component method, moduli values of all pairwise correlation coefficients, and a multiple spectral coherence measure that is a generalization of the quadratic coherence spectrum between two signals. The shares of 16 large Russian companies from the beginning of 2010 to the end of 2016 were studied. Using the proposed method, two synchronization time intervals of the Russian stock market were identified: from mid-December 2013 to mid- March 2014 and from mid-October 2014 to mid-January 2016.

    Views (last year): 12. Citations: 2 (RSCI).
  6. Malygina N.V., Surkov P.G.
    On the modeling of water obstacles overcoming by Rangifer tarandus L
    Computer Research and Modeling, 2019, v. 11, no. 5, pp. 895-910

    Seasonal migrations and herd instinct are traditionally recognized as wild reindeer (Rangifer tarandus L.) species-specific behavioral signs. These animals are forced to overcome water obstacles during the migrations. Behaviour peculiarities are considered as the result of the selection process, which has chosen among the sets of strategies, as the only evolutionarily stable one, determining the reproduction and biological survival of wild reindeer as a species. Natural processes in the Taimyr population wild reindeer are currently occurring against the background of an increase in the influence of negative factors due to the escalation of the industrial development of the Arctic. That is why the need to identify the ethological features of these animals completely arose. This paper presents the results of applying the classical methods of the theory of optimal control and differential games to the wild reindeer study of the migration patterns in overcoming water barriers, including major rivers. Based on these animals’ ethological features and behavior forms, the herd is presented as a controlled dynamic system, which presents also two classes of individuals: the leader and the rest of the herd, for which their models, describing the trajectories of their movement, are constructed. The models are based on hypotheses, which are the mathematical formalization of some animal behavior patterns. This approach made it possible to find the trajectory of the important one using the methods of the optimal control theory, and in constructing the trajectories of other individuals, apply the principle of control with a guide. Approbation of the obtained results, which can be used in the formation of a common “platform” for the adaptive behavior models systematic construction and as a reserve for the cognitive evolution models fundamental development, is numerically carried out using a model example with observational data on the Werchnyaya Taimyra River.

  7. Stepin Y.P., Leonov D.G., Papilina T.M., Stepankina O.A.
    System modeling, risks evaluation and optimization of a distributed computer system
    Computer Research and Modeling, 2020, v. 12, no. 6, pp. 1349-1359

    The article deals with the problem of a distributed system operation reliability. The system core is an open integration platform that provides interaction of varied software for modeling gas transportation. Some of them provide an access through thin clients on the cloud technology “software as a service”. Mathematical models of operation, transmission and computing are to ensure the operation of an automated dispatching system for oil and gas transportation. The paper presents a system solution based on the theory of Markov random processes and considers the stable operation stage. The stationary operation mode of the Markov chain with continuous time and discrete states is described by a system of Chapman–Kolmogorov equations with respect to the average numbers (mathematical expectations) of the objects in certain states. The objects of research are both system elements that are present in a large number – thin clients and computing modules, and individual ones – a server, a network manager (message broker). Together, they are interacting Markov random processes. The interaction is determined by the fact that the transition probabilities in one group of elements depend on the average numbers of other elements groups.

    The authors propose a multi-criteria dispersion model of risk assessment for such systems (both in the broad and narrow sense, in accordance with the IEC standard). The risk is the standard deviation of estimated object parameter from its average value. The dispersion risk model makes possible to define optimality criteria and whole system functioning risks. In particular, for a thin client, the following is calculated: the loss profit risk, the total risk of losses due to non-productive element states, and the total risk of all system states losses.

    Finally the paper proposes compromise schemes for solving the multi-criteria problem of choosing the optimal operation strategy based on the selected set of compromise criteria.

  8. Zenyuk D.A.
    Stochastic simulation of chemical reactions in subdiffusion medium
    Computer Research and Modeling, 2021, v. 13, no. 1, pp. 87-104

    Theory of anomalous diffusion, which describe a vast number of transport processes with power law mean squared displacement, is actively advancing in recent years. Diffusion of liquids in porous media, carrier transport in amorphous semiconductors and molecular transport in viscous environments are widely known examples of anomalous deceleration of transport processes compared to the standard model.

    Direct Monte Carlo simulation is a convenient tool for studying such processes. An efficient stochastic simulation algorithm is developed in the present paper. It is based on simple renewal process with interarrival times that have power law asymptotics. Analytical derivations show a deep connection between this class of random process and equations with fractional derivatives. The algorithm is further generalized by coupling it with chemical reaction simulation. It makes stochastic approach especially useful, because the exact form of integrodifferential evolution equations for reaction — subdiffusion systems is still a matter of debates.

    Proposed algorithm relies on non-markovian random processes, hence one should carefully account for qualitatively new effects. The main question is how molecules leave the system during chemical reactions. An exact scheme which tracks all possible molecule combinations for every reaction channel is computationally infeasible because of the huge number of such combinations. It necessitates application of some simple heuristic procedures. Choosing one of these heuristics greatly affects obtained results, as illustrated by a series of numerical experiments.

  9. Shokirov F.S.
    Interaction of a breather with a domain wall in a two-dimensional O(3) nonlinear sigma model
    Computer Research and Modeling, 2017, v. 9, no. 5, pp. 773-787

    By numerical simulation methods the interaction processes of oscillating soliton (breather) with a 180-degree Neel domain wall in the framework of a (2 + 1)-dimensional supersymmetric O(3) nonlinear sigma model is studied. The purpose of this paper is to investigate nonlinear evolution and stability of a system of interacting localized dynamic and topological solutions. To construct the interaction models, were used a stationary breather and domain wall solutions, where obtained in the framework of the two-dimensional sine-Gordon equation by adding specially selected perturbations to the A3-field vector in the isotopic space of the Bloch sphere. In the absence of an external magnetic field, nonlinear sigma models have formal Lorentz invariance, which allows constructing, in particular, moving solutions and analyses the experimental data of the nonlinear dynamics of an interacting solitons system. In this paper, based on the obtained moving localized solutions, models for incident and head-on collisions of breathers with a domain wall are constructed, where, depending on the dynamic parameters of the system, are observed the collisions and reflections of solitons from each other, a long-range interactions and also the decay of an oscillating soliton into linear perturbation waves. In contrast to the breather solution that has the dynamics of the internal degree of freedom, the energy integral of a topologically stable soliton in the all experiments the preserved with high accuracy. For each type of interaction, the range of values of the velocity of the colliding dynamic and topological solitons is determined as a function of the rotation frequency of the A3-field vector in the isotopic space. Numerical models are constructed on the basis of methods of the theory of finite difference schemes, using the properties of stereographic projection, taking into account the group-theoretical features of constructions of the O(N) class of nonlinear sigma models of field theory. On the perimeter of the two-dimensional modeling area, specially developed boundary conditions are established that absorb linear perturbation waves radiated by interacting soliton fields. Thus, the simulation of the interaction processes of localized solutions in an infinite two-dimensional phase space is carried out. A software module has been developed that allows to carry out a complex analysis of the evolution of interacting solutions of nonlinear sigma models of field theory, taking into account it’s group properties in a two-dimensional pseudo-Euclidean space. The analysis of isospin dynamics, as well the energy density and energy integral of a system of interacting dynamic and topological solitons is carried out.

    Views (last year): 6.
  10. Varshavsky L.E.
    Uncertainty factor in modeling dynamics of economic systems
    Computer Research and Modeling, 2018, v. 10, no. 2, pp. 261-276

    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.

    Views (last year): 39.
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