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Найдено статей: 666
  1. Orlova E.V.
    Model for operational optimal control of financial recourses distribution in a company
    Computer Research and Modeling, 2019, v. 11, no. 2, pp. 343-358

    A critical analysis of existing approaches, methods and models to solve the problem of financial resources operational management has been carried out in the article. A number of significant shortcomings of the presented models were identified, limiting the scope of their effective usage. There are a static nature of the models, probabilistic nature of financial flows are not taken into account, daily amounts of receivables and payables that significantly affect the solvency and liquidity of the company are not identified. This necessitates the development of a new model that reflects the essential properties of the planning financial flows system — stochasticity, dynamism, non-stationarity.

    The model for the financial flows distribution has been developed. It bases on the principles of optimal dynamic control and provides financial resources planning ensuring an adequate level of liquidity and solvency of a company and concern initial data uncertainty. The algorithm for designing the objective cash balance, based on principles of a companies’ financial stability ensuring under changing financial constraints, is proposed.

    Characteristic of the proposed model is the presentation of the cash distribution process in the form of a discrete dynamic process, for which a plan for financial resources allocation is determined, ensuring the extremum of an optimality criterion. Designing of such plan is based on the coordination of payments (cash expenses) with the cash receipts. This approach allows to synthesize different plans that differ in combinations of financial outflows, and then to select the best one according to a given criterion. The minimum total costs associated with the payment of fines for non-timely financing of expenses were taken as the optimality criterion. Restrictions in the model are the requirement to ensure the minimum allowable cash balances for the subperiods of the planning period, as well as the obligation to make payments during the planning period, taking into account the maturity of these payments. The suggested model with a high degree of efficiency allows to solve the problem of financial resources distribution under uncertainty over time and receipts, coordination of funds inflows and outflows. The practical significance of the research is in developed model application, allowing to improve the financial planning quality, to increase the management efficiency and operational efficiency of a company.

    Views (last year): 33.
  2. Sviridenko A.B.
    Direct multiplicative methods for sparse matrices. Quadratic programming
    Computer Research and Modeling, 2018, v. 10, no. 4, pp. 407-420

    A numerically stable direct multiplicative method for solving systems of linear equations that takes into account the sparseness of matrices presented in a packed form is considered. The advantage of the method is the calculation of the Cholesky factors for a positive definite matrix of the system of equations and its solution within the framework of one procedure. And also in the possibility of minimizing the filling of the main rows of multipliers without losing the accuracy of the results, and no changes are made to the position of the next processed row of the matrix, which allows using static data storage formats. The solution of the system of linear equations by a direct multiplicative algorithm is, like the solution with LU-decomposition, just another scheme for implementing the Gaussian elimination method.

    The calculation of the Cholesky factors for a positive definite matrix of the system and its solution underlies the construction of a new mathematical formulation of the unconditional problem of quadratic programming and a new form of specifying necessary and sufficient conditions for optimality that are quite simple and are used in this paper to construct a new mathematical formulation for the problem of quadratic programming on a polyhedral set of constraints, which is the problem of finding the minimum distance between the origin ordinate and polyhedral boundary by means of a set of constraints and linear algebra dimensional geometry.

    To determine the distance, it is proposed to apply the known exact method based on solving systems of linear equations whose dimension is not higher than the number of variables of the objective function. The distances are determined by the construction of perpendiculars to the faces of a polyhedron of different dimensions. To reduce the number of faces examined, the proposed method involves a special order of sorting the faces. Only the faces containing the vertex closest to the point of the unconditional extremum and visible from this point are subject to investigation. In the case of the presence of several nearest equidistant vertices, we investigate a face containing all these vertices and faces of smaller dimension that have at least two common nearest vertices with the first face.

    Views (last year): 32.
  3. Belotelov N.V., Konovalenko I.A., Nazarova V.M., Zaitsev V.A.
    Some features of group dynamics in the resource-consumer agent model
    Computer Research and Modeling, 2018, v. 10, no. 6, pp. 833-850

    The paper investigates the features of group dynamics of individuals-agents in the computer model of the animal population interacting with each other and with a renewable resource. This type of dynamics was previously found in [Belotelov, Konovalenko, 2016]. The model population consists of a set of individuals. Each individual is characterized by its mass, which is identified with energy. It describes in detail the dynamics of the energy balance of the individual. The habitat of the simulated population is a rectangular area where the resource grows evenly (grass).

    Various computer experiments carried out with the model under different parameter values and initial conditions are described. The main purpose of these computational experiments was to study the group (herd) dynamics of individuals. It was found that in a fairly wide range of parameter values and with the introduction of spatial inhomogeneities of the area, the group type of behavior is preserved. The values of the model population parameters under which the regime of spatial oscillations of the population occurs were found numerically. Namely, in the model population periodically group (herd) behavior of animals is replaced by a uniform distribution over space, which after a certain number of bars again becomes a group. Numerical experiments on the preliminary analysis of the factors influencing the period of these solutions are carried out. It turned out that the leading parameters affecting the frequency and amplitude, as well as the number of groups are the mobility of individuals and the rate of recovery of the resource. Numerical experiments are carried out to study the influence of parameters determining the nonlocal interaction between individuals of the population on the group behavior. It was found that the modes of group behavior persist for a long time with the exclusion of fertility factors of individuals. It is confirmed that the nonlocality of interaction between individuals is leading in the formation of group behavior.

    Views (last year): 32.
  4. Shleymovich M.P., Dagaeva M.V., Katasev A.S., Lyasheva S.A., Medvedev M.V.
    The analysis of images in control systems of unmanned automobiles on the base of energy features model
    Computer Research and Modeling, 2018, v. 10, no. 3, pp. 369-376

    The article shows the relevance of research work in the field of creating control systems for unmanned vehicles based on computer vision technologies. Computer vision tools are used to solve a large number of different tasks, including to determine the location of the car, detect obstacles, determine a suitable parking space. These tasks are resource intensive and have to be performed in real time. Therefore, it is important to develop effective models, methods and tools that ensure the achievement of the required time and accuracy for use in unmanned vehicle control systems. In this case, the choice of the image representation model is important. In this paper, we consider a model based on the wavelet transform, which makes it possible to form features characterizing the energy estimates of the image points and reflecting their significance from the point of view of the contribution to the overall image energy. To form a model of energy characteristics, a procedure is performed based on taking into account the dependencies between the wavelet coefficients of various levels and the application of heuristic adjustment factors for strengthening or weakening the influence of boundary and interior points. On the basis of the proposed model, it is possible to construct descriptions of images their characteristic features for isolating and analyzing, including for isolating contours, regions, and singular points. The effectiveness of the proposed approach to image analysis is due to the fact that the objects in question, such as road signs, road markings or car numbers that need to be detected and identified, are characterized by the relevant features. In addition, the use of wavelet transforms allows to perform the same basic operations to solve a set of tasks in onboard unmanned vehicle systems, including for tasks of primary processing, segmentation, description, recognition and compression of images. The such unified approach application will allow to reduce the time for performing all procedures and to reduce the requirements for computing resources of the on-board system of an unmanned vehicle.

    Views (last year): 31. Citations: 1 (RSCI).
  5. Aristov V.V., Ilyin O.V.
    Methods and problems in the kinetic approach for simulating biological structures
    Computer Research and Modeling, 2018, v. 10, no. 6, pp. 851-866

    The biological structure is considered as an open nonequilibrium system which properties can be described on the basis of kinetic equations. New problems with nonequilibrium boundary conditions are introduced. The nonequilibrium distribution tends gradually to an equilibrium state. The region of spatial inhomogeneity has a scale depending on the rate of mass transfer in the open system and the characteristic time of metabolism. In the proposed approximation, the internal energy of the motion of molecules is much less than the energy of translational motion. Or in other terms we can state that the kinetic energy of the average blood velocity is substantially higher than the energy of chaotic motion of the same particles. We state that the relaxation problem models a living system. The flow of entropy to the system decreases in downstream, this corresponds to Shrödinger’s general ideas that the living system “feeds on” negentropy. We introduce a quantity that determines the complexity of the biosystem, more precisely, this is the difference between the nonequilibrium kinetic entropy and the equilibrium entropy at each spatial point integrated over the entire spatial region. Solutions to the problems of spatial relaxation allow us to estimate the size of biosystems as regions of nonequilibrium. The results are compared with empirical data, in particular, for mammals we conclude that the larger the size of animals, the smaller the specific energy of metabolism. This feature is reproduced in our model since the span of the nonequilibrium region is larger in the system where the reaction rate is shorter, or in terms of the kinetic approach, the longer the relaxation time of the interaction between the molecules. The approach is also used for estimation of a part of a living system, namely a green leaf. The problems of aging as degradation of an open nonequilibrium system are considered. The analogy is related to the structure, namely, for a closed system, the equilibrium of the structure is attained for the same molecules while in the open system, a transition occurs to the equilibrium of different particles, which change due to metabolism. Two essentially different time scales are distinguished, the ratio of which is approximately constant for various animal species. Under the assumption of the existence of these two time scales the kinetic equation splits in two equations, describing the metabolic (stationary) and “degradative” (nonstationary) parts of the process.

    Views (last year): 31.
  6. Sairanov A.S., Kasatkina E.V., Nefedov D.G., Rusyak I.G.
    The application of genetic algorithms for organizational systems’ management in case of emergency
    Computer Research and Modeling, 2019, v. 11, no. 3, pp. 533-556

    Optimal management of fuel supply system boils down to choosing an energy development strategy which provides consumers with the most efficient and reliable fuel and energy supply. As a part of the program on switching the heat supply distributed management system of the Udmurt Republic to renewable energy sources, an “Information-analytical system of regional alternative fuel supply management” was developed. The paper presents the mathematical model of optimal management of fuel supply logistic system consisting of three interconnected levels: raw material accumulation points, fuel preparation points and fuel consumption points, which are heat sources. In order to increase effective the performance of regional fuel supply system a modification of information-analytical system and extension of its set of functions using the methods of quick responding when emergency occurs are required. Emergencies which occur on any one of these levels demand the management of the whole system to reconfigure. The paper demonstrates models and algorithms of optimal management in case of emergency involving break down of such production links of logistic system as raw material accumulation points and fuel preparation points. In mathematical models, the target criterion is minimization of costs associated with the functioning of logistic system in case of emergency. The implementation of the developed algorithms is based on the usage of genetic optimization algorithms, which made it possible to obtain a more accurate solution in less time. The developed models and algorithms are integrated into the information-analytical system that enables to provide effective management of alternative fuel supply of the Udmurt Republic in case of emergency.

    Views (last year): 31.
  7. Aksenov A.A.
    FlowVision: Industrial computational fluid dynamics
    Computer Research and Modeling, 2017, v. 9, no. 1, pp. 5-20

    The work submits new release of the FlowVision software designed for automation of engineering calculations in computational fluid dynamics: FlowVision 3.09.05. The FlowVision software is used for solving different industrial problems. Its popularity is based on the capability to solve complex non-tradition problems involving different physical processes. The paradigm of complete automation of labor-intensive and time-taking processes like grid generation makes FlowVision attractive for many engineers. FlowVision is completely developer-independent software. It includes an advanced graphical interface, the system for specifying a computational project as well as the system for flow visualization on planes, on curvilinear surfaces and in volume by means of different methods: plots, color contours, iso-lines, iso-surfaces, vector fields. Besides that, FlowVision provides tools for calculation of integral characteristics on surfaces and in volumetric regions.

    The software is based on the finite-volume approach to approximation of the partial differential equations describing fluid motion and accompanying physical processes. It provides explicit and implicit methods for time integration of these equations. The software includes automated generator of unstructured grid with capability of its local dynamic adaptation. The solver involves two-level parallelism which allows calculations on computers with distributed and shared memory (coexisting in the same hardware). FlowVision incorporates a wide spectrum of physical models: different turbulence models, models for mass transfer accounting for chemical reactions and radioactive decay, several combustion models, a dispersed phase model, an electro-hydrodynamic model, an original VOF model for tracking moving interfaces. It should be noted that turbulence can be simulated within URANS, LES, and ILES approaches. FlowVision simulates fluid motion with velocities corresponding to all possible flow regimes: from incompressible to hypersonic. This is achieved by using an original all-speed velocity-pressure split algorithm for integration of the Navier-Stokes equations.

    FlowVision enables solving multi-physic problems with use of different modeling tools. For instance, one can simulate multi-phase flows with use of the VOF method, flows past bodies moving across a stationary grid (within Euler approach), flows in rotary machines with use of the technology of sliding grid. Besides that, the software solves fluid-structure interaction problems using the technology of two-way coupling of FlowVision with finite-element codes. Two examples of solving challenging problems in the FlowVision software are demonstrated in the given article. The first one is splashdown of a spacecraft after deceleration by means of jet engines. This problem is characterized by presence of moving bodies and contact surface between the air and the water in the computational domain. The supersonic jets interact with the air-water interphase. The second problem is simulation of the work of a human heart with artificial and natural valves designed on the basis of tomographic investigations with use of a finite-element model of the heart. This problem is characterized by two-way coupling between the “liquid” computational domain and the finite-element model of the hart muscles.

    Views (last year): 30. Citations: 8 (RSCI).
  8. Zharkova V.V., Schelyaev A.E., Dyadkin A.A., Pavlov A.O., Simakova T.V.
    The calculation of hydrodynamic impact on reentry vehicle during splashdown
    Computer Research and Modeling, 2017, v. 9, no. 1, pp. 37-46

    The reentry vehicle of the transportation spacecraft that is being created by RSC Energia in regular mode makes soft landing on land surface using a parachute system and thruster devices. But in not standard situations the reentry vehicle also is capable of executing a splashdown. In that case, it becomes important to define the hydrodynamics impact on the reentry vehicle at the moment of the first contact with the surface of water and during submersion into water medium, and to study the dynamics of the vehicle behavior at more recent moments of time.

    This article presents results of numerical studies of hydrodynamics forces on the conical vehicle during splashdown, done with the FlowVision software. The paper reviews the cases of the splashdown with inactive solid rocket motors on calm sea and the cases with interactions between rocket jets and the water surface. It presents data on the allocation of pressure on the vehicle in the process of the vehicle immersion into water medium and dynamics of the vehicle behavior after splashdown. The paper also shows flow structures in the area of the reentry vehicle at the different moments of time, and integral forces and moments acting on the vehicle.

    For simulation process with moving interphases in the FlowVision software realized the model VOF (volume of fluid). Transfer of the phase boundary is described by the equation of volume fraction of this continuous phase in a computational cell. Transfer contact surface is described by the convection equation, and at the surface tension is taken into account by the Laplace pressure. Key features of the method is the splitting surface cells where data is entered the corresponding phase. Equations for both phases (like the equations of continuity, momentum, energy and others) in the surface cells are accounted jointly.

    Views (last year): 30.
  9. Bratsun D.A., Lorgov E.S., Poluyanov A.O.
    Repressilator with time-delayed gene expression. Part I. Deterministic description
    Computer Research and Modeling, 2018, v. 10, no. 2, pp. 241-259

    The repressor is the first genetic regulatory network in synthetic biology, which was artificially constructed in 2000. It is a closed network of three genetic elements — $lacI$, $\lambda cI$ and $tetR$, — which have a natural origin, but are not found in nature in such a combination. The promoter of each of the three genes controls the next cistron via the negative feedback, suppressing the expression of the neighboring gene. In this paper, the nonlinear dynamics of a modified repressilator, which has time delays in all parts of the regulatory network, has been studied for the first time. Delay can be both natural, i.e. arises during the transcription/translation of genes due to the multistage nature of these processes, and artificial, i.e. specially to be introduced into the work of the regulatory network using synthetic biology technologies. It is assumed that the regulation is carried out by proteins being in a dimeric form. The considered repressilator has two more important modifications: the location on the same plasmid of the gene $gfp$, which codes for the fluorescent protein, and also the presence in the system of a DNA sponge. In the paper, the nonlinear dynamics has been considered within the framework of the deterministic description. By applying the method of decomposition into fast and slow motions, the set of nonlinear differential equations with delay on a slow manifold has been obtained. It is shown that there exists a single equilibrium state which loses its stability in an oscillatory manner at certain values of the control parameters. For a symmetric repressilator, in which all three genes are identical, an analytical solution for the neutral Andronov–Hopf bifurcation curve has been obtained. For the general case of an asymmetric repressilator, neutral curves are found numerically. It is shown that the asymmetric repressor generally is more stable, since the system is oriented to the behavior of the most stable element in the network. Nonlinear dynamic regimes arising in a repressilator with increase of the parameters are studied in detail. It was found that there exists a limit cycle corresponding to relaxation oscillations of protein concentrations. In addition to the limit cycle, we found the slow manifold not associated with above cycle. This is the long-lived transitional regime, which reflects the process of long-term synchronization of pulsations in the work of individual genes. The obtained results are compared with the experimental data known from the literature. The place of the model proposed in the present work among other theoretical models of the repressilator is discussed.

    Views (last year): 30.
  10. Zharkova V.V., Schelyaev A.E., Fisher J.V.
    Numerical simulation of sportsman's external flow
    Computer Research and Modeling, 2017, v. 9, no. 2, pp. 331-344

    Numerical simulation of moving sportsman external flow is presented. The unique method is developed for obtaining integral aerodynamic characteristics, which were the function of the flow regime (i.e. angle of attack, flow speed) and body position. Individual anthropometric characteristics and moving boundaries of sportsman (or sports equipment) during the race are taken into consideration.

    Numerical simulation is realized using FlowVision CFD. The software is based on the finite volume method, high-performance numerical methods and reliable mathematical models of physical processes. A Cartesian computational grid is used by FlowVision, the grid generation is a completely automated process. Local grid adaptation is used for solving high-pressure gradient and object complex shape. Flow simulation process performed by solutions systems of equations describing movement of fluid and/or gas in the computational domain, including: mass, moment and energy conservation equations; state equations; turbulence model equations. FlowVision permits flow simulation near moving bodies by means of computational domain transformation according to the athlete shape changes in the motion. Ski jumper aerodynamic characteristics are studied during all phases: take-off performance in motion, in-run and flight. Projected investigation defined simulation method, which includes: inverted statement of sportsman external flow development (velocity of the motion is equal to air flow velocity, object is immobile); changes boundary of the body technology defining; multiple calculations with the national team member data projecting. The research results are identification of the main factors affected to jumping performance: aerodynamic forces, rotating moments etc. Developed method was tested with active sportsmen. Ski jumpers used this method during preparations for Sochi Olympic Games 2014. A comparison of the predicted characteristics and experimental data shows a good agreement. Method versatility is underlined by performing swimmer and skater flow simulation. Designed technology is applicable for sorts of natural and technical objects.

    Views (last year): 29.
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International Interdisciplinary Conference "Mathematics. Computing. Education"