Most viewed papers

621. Kholodov A.S.
     About the Evolution of Perturbations Caused by the Movement of Meteoroids in the Earth’s Atmosphere
     Computer Research and Modeling, 2013, v. 5, no. 6, pp. 993-1030

     On the basis of the MGD equations we consider 2D- and 3D- nonstationary problems about the evolution of perturbations in the lower atmosphere and the Earth’s ionosphere which are caused by the movement of large meteoroids along gently sloping paths of the entry with the simulation of their destruction by the momentary increase of the midship at the point of the pressure head maximum. According to the results of our numerical investigation we obtain and analyze the detailed spatial-temporal distributions of the main parameters of the plasma flows from which in particular a number of phenomena that are similar to those seen in the Chelyabinsk phenomenon follow.

     Keywords: the atmosphere, the ionosphere, numerical modeling, motion, and the destruction of meteoroids, the evolution of perturbations.
     Views (last year): 1. Citations: 1 (RSCI).
622. Chujko S.M., Starkova O.V., Kulish P.V.
     Periodic boudary-value problem for Hill's equation in the case of parametric resonance
     Computer Research and Modeling, 2014, v. 6, no. 1, pp. 27-43

     Necessary and sufficient conditions for the existence of solutions of nonlinear nonautonomous periodic problem for Hill’s equation in the case of parametric resonance. A characteristic feature of the task is the need of finding, as desired solution, and the corresponding eigenfunction, which ensures solvability of the periodic problem for Hill’s equation in the case of parametric resonance. To construct solutions of the periodic problem for Hill’s equation and the corresponding eigenfunction in the case of parametric resonance proposed iterative scheme, based on the method of simple iterations with used list-square technics.

     Keywords: nonlinear nonautonomous periodic boudary-value problem, Hill’s equation, the case of parametric resonance, he method of simple iterations.
     Views (last year): 1.
623. Sofronov I.L., Dovgilovich L.E., Krasnov N.A.
     On high-order approximation of transparent boundary conditions for the wave equation
     Computer Research and Modeling, 2014, v. 6, no. 1, pp. 45-56

     The paper considers the problem of increasing the approximation order of transparent boundary conditions for the wave equation while using finite difference schemes up to the sixth order of accuracy in space. As an example, the problem of wave propagation in a semi-infinite rectangular waveguide is formulated. Computationally efficient and highly accurate formulas for discretizing operator of transparent boundary conditions are proposed. Numerical results confirm the accuracy and stability of the obtained difference algorithms.

     Keywords: wave equation, transparent boundary conditions, finite-difference schemes, high-order approximation.
     Views (last year): 1. Citations: 1 (RSCI).
624. Fursov E.V., Kosilov A.T., Pryadilshchikov A.Y.
     Effect of the surface on characteristics of amorphization Ni-Ag system
     Computer Research and Modeling, 2014, v. 6, no. 2, pp. 263-269

     Molecular dynamics simulation using the embedded-atom method is applied to study the structural evolution of the particle diameter of 40 Å during the quenching process. Was carried comparative analysis of the structural reconstruction for the particle and the bulk models. Was a reduction in temperature of the beginning and end of the transformation of the particle. In formation of a percolation cluster from interpenetrating and contacting icosahedrons, for model of the particle, it is involved for 10 percent of atoms more, than for model of a bulk.

     Keywords: metal nanoparticle, molecular dynamics simulation, icosahedron.
     Views (last year): 1. Citations: 1 (RSCI).
625. Martyushev S.G., Sheremet M.A.
     Numerical analysis of convective-radiative heat transfer in an air enclosure with a local heat source
     Computer Research and Modeling, 2014, v. 6, no. 3, pp. 383-396

     Mathematical simulation of natural convection and surface radiation in a square air enclosure having isothermal vertical walls with a local heat source of constant temperature has been carried out. Mathematical model has been formulated on the basis of the dimensionless variables such as stream function, vorticity and temperature by using the Boussinesq approximation and diathermancy of air. Distributions of streamlines and isotherms reflecting an effect of Rayleigh number $ 10^3 \leqslant Ra \leqslant 10^6 $, surface emissivity $0 \leqslant ε < 1$, ratio between the length of heat source and the size of enclosure $0.2 \leqslant l/L \leqslant 0.6$ and dimensionless time $0 \leqslant τ \leqslant 100$ on fluid flow and heat transfer have been obtained. Correlations for the average heat transfer coefficient in dependence on $Ra$, $ε$ and $l/L$ have been ascertained.

     Keywords: natural convection, surface radiation, local heat source of constant temperature, enclosure, mathematical simulation.
     Views (last year): 1. Citations: 5 (RSCI).
626. Svistunov I.N., Kolokol A.S., Shimkevich A.L.
     Topological microstructure analysis of the TIP4P-EW water model
     Computer Research and Modeling, 2014, v. 6, no. 3, pp. 415-426

     Molecular dynamics (MD) simulations of rigid water model TIP4P-EW at ambient conditions were carried out. Delaunay’s simplexes were considered as structural elements of liquid water. Topological criterion which allows to identify the water microstructure in snapshot of MD cell was used to allocate its dense part. Geometrical analysis of water Delaunay’s simplexes indicates their strong flatness in comparison with a regular tetrahedron that is fundamentally different from the results for dense part of simple liquids. The statistics of TIP4P-EW water clusters was investigated depending on their cardinality and connectivity. It is similar to the statistics for simple liquids and the structure of this dense part is also a fractal surface consisting of the free edges of the Delaunay’s simplexes.

     Keywords: molecular dynamics, water, microstructure, Delaunay triangulation.
     Views (last year): 1. Citations: 1 (RSCI).
627. Shchetinina E.K., Wozniak A.A.
     Modeling semiregular precessions of gyrostat in the case variable gyrostatic moment
     Computer Research and Modeling, 2014, v. 6, no. 4, pp. 559-568

     Modeling semiregular precessions of the first type assuming the variability of the gyroscopic moment is made on the basis on the Kirchhoff-Poisson’s equations, that describe the motion of a gyrostat under the action of potential and gyroscopic forces. New classes of such motions of a gyrostat and their analytic properties are specified.

     Keywords: gyrostat, gyrostatic moment, semiregular precession of the first type.
     Views (last year): 1.
628. Gorelova A.Y., Stiazhin V.N., Kristal M.G.
     Computer Simulation of the Acceleration of the Gyroscopic Device for Boring Head’s Position Stabilization
     Computer Research and Modeling, 2014, v. 6, no. 4, pp. 569-575

     Given paper covers the structure of the introduced device stabilizing the boring tool. The computer model of the hydrojet gyroscopic device is described; problem definition and the results of simulation are given.

     Keywords: deep hole boring, tool’s position stabilizing device.
     Views (last year): 1. Citations: 1 (RSCI).
629. Ryashko L.B., Slepukhina E.S.
     Analysis of noise-induced bursting in two-dimensional Hindmarsh–Rose model
     Computer Research and Modeling, 2014, v. 6, no. 4, pp. 605-619

     We study the stochastic dynamics of the two-dimensional Hindmarsh–Rose model in the parametrical zone of coexisting stable equilibria and limit cycles. The phenomenon of noise-induced transitions between the attractors is investigated. Under the random disturbances, equilibrium and periodic regimes combine in bursting regime: the system demonstrates an alternation of small fluctuations near the equilibrium with high amplitude oscillations. This effect is analysed using the stochastic sensitivity function technique and a method of estimation of critical values for noise intensity is proposed.

     Keywords: Hindmarsh–Rose model, excitability, stochastic sensitivity, noise-induced transitions, bursting.
     Views (last year): 1.
630. Nikulin V.N., Odintsova A.S.
     Statistically fair price for the European call options according to the discreet mean/variance model
     Computer Research and Modeling, 2014, v. 6, no. 5, pp. 861-874

     We consider a portfolio with call option and the corresponding underlying asset under the standard assumption that stock-market price represents a random variable with lognormal distribution. Minimizing the variance hedging risk of the portfolio on the date of maturity of the call option we find a fraction of the asset per unit call option. As a direct consequence we derive the statistically fair lookback call option price in explicit form. In contrast to the famous Black–Scholes theory, any portfolio cannot be regarded as  risk-free because no additional transactions are supposed to be conducted over the life of the contract, but the sequence of independent portfolios will reduce risk to zero asymptotically. This property is illustrated in the experimental section using a dataset of daily stock prices of 37 leading US-based companies for the period from April 2006 to January 2013.

     Keywords: European call options, «mean–variance» model, time-series analysis.
     Views (last year): 1.

• About Journal
• Open Access Policy
• Publishing Ethics
• Editorial board
• Author index
• For authors
• For Reviewers
• Contacts
• Most viewed papers
• Most cited papers
• Submit publication ONLINE