Результаты поиска по 'Monte Carlo':
Найдено статей: 28
  1. Editor’s note
    Computer Research and Modeling, 2023, v. 15, no. 2, pp. 229-233
  2. Rybakov A.A., Belega E.D., Trubnikov D.N., Chulichkov A.I.
    Transition from regular to chaotic dynamics for weakly bound rotating clusters
    Computer Research and Modeling, 2009, v. 1, no. 1, pp. 13-20

    The measure of regular and chaotic component in dynamics of van-der-Waals clusters has been obtained by Monte Carlo method at different values of the total energy and the angular momentum. The nonmonotonic dependence of the volume of chaotic component on the angular momentum has been determined. The reason of transition to the chaotic regime has been revealed.

    Views (last year): 2.
  3. Plokhotnikov K.E.
    On the stability of the gravitational system of many bodies
    Computer Research and Modeling, 2021, v. 13, no. 3, pp. 487-511

    In this paper, a gravitational system is understood as a set of point bodies that interact according to Newton's law of attraction and have a negative value of the total energy. The question of the stability (nonstability) of a gravitational system of general position is discussed by direct computational experiment. A gravitational system of general position is a system in which the masses, initial positions, and velocities of bodies are chosen randomly from given ranges. A new method for the numerical solution of ordinary differential equations at large time intervals has been developed for the computational experiment. The proposed method allowed, on the one hand, to ensure the fulfillment of all conservation laws by a suitable correction of solutions, on the other hand, to use standard methods for the numerical solution of systems of differential equations of low approximation order. Within the framework of this method, the trajectory of a gravitational system in phase space is assembled from parts, the duration of each of which can be macroscopic. The constructed trajectory, generally speaking, is discontinuous, and the points of joining of individual pieces of the trajectory act as branch points. In connection with the latter circumstance, the proposed method, in part, can be attributed to the class of Monte Carlo methods. The general conclusion of a series of computational experiments has shown that gravitational systems of general position with a number of bodies of 3 or more, generally speaking, are unstable. In the framework of the proposed method, special cases of zero-equal angular momentum of a gravitational system with a number of bodies of 3 or more, as well as the problem of motion of two bodies, are specially considered. The case of numerical modeling of the dynamics of the solar system in time is considered separately. From the standpoint of computational experiments based on analytical methods, as well as direct numerical methods of high-order approximation (10 and higher), the stability of the solar system was previously demonstrated at an interval of five billion years or more. Due to the limitations on the available computational resources, the stability of the dynamics of the planets of the solar system within the framework of the proposed method was confirmed for a period of ten million years. With the help of a computational experiment, one of the possible scenarios for the disintegration of the solar systems is also considered.

  4. Zinchenko D.A., Nikonov E.G., Zinchenko A.I.
    A Monte-Carlo study of the inner tracking system main characteristics for multi purpose particle detector MPD
    Computer Research and Modeling, 2019, v. 11, no. 1, pp. 87-94

    At present, the accelerator complex NICA is being built at JINR (Dubna). It is intended for performing experiments to study interactions of relativistic nuclei and polarized particles (protons and deuterons). One of the experimental facilitues MPD (MultiPurpose Detector) was designed to investigate nucleus-nucleus, protonnucleus and proton-proton interactions. The existing plans of future MPD upgrade consider a possibility to install an inner tracker made of the new generation silicon pixel sensors. It is expected that such a detector will considerably enhance the research capability of the experiment both for nucleus-nucleus interactions (due to a high spatial resolution near the collision region) and proton-proton ones (due to a fast detector response).

    This paper presents main characteristics of such a tracker, obtained using a Monte-Carlo simulation of the detector for proton-proton collisions. In particular, the detector ability to reconstruct decay vertices of short-lived particles and perform a selection of rare events of such decays from much more frequent “common” interactions are evaluated. Also, the problem of a separation of multiple collisions during the high luminosity accelerator running and the task of detector triggering on rare events are addressed. The results obtained can be used to justify the necessity to build such a detector and to develop a high-level trigger system, possibly based on machine learning techniques.

    Views (last year): 28.
  5. Aristov V.V., Muzyka A.A., Stroganov A.V.
    Application of the computer analogy method for solving complex nonlinear systems of differential equations
    Computer Research and Modeling, 2025, v. 17, no. 6, pp. 1083-1104

    This study develops a previously proposed Method of Computer Analogy (MCA) based on formalization of digital computer operations. The paper discusses the position of the proposed approach among other well-known methods. It is emphasized that the primary objective is to derive analytical solutions, although in some cases they have to resort to semianalytical approximations. The paper focuses on constructing solutions for systems which, for certain parameter values, demonstrate the deterministic chaos behavior, namely Lorenz, Marioka – Shimitsu and R¨ossler systems. The paper also considers obtaining solution for Van der Pol equation (reduced to a nonlinear system). The aim of the study is to construct semi-analytical solutions represented as a segment of a power series in a step size of approximating difference scheme. To prevent overflow, authors formalize rank transfer operation. The authors apply a convergent difference scheme, referred to as the “guiding” scheme, to advance to the next step of the independent variable. The resulting approximation by a sum with only a few terms provides an approximation to the solution with any accuracy in accordance with the accuracy of the governing difference scheme. The senior digits in the resulting approximation exhibit probabilistic properties that can be modeled by known distributions, thereby enabling the derivation of analytical and semi-analytical approximations. The paper presents linear approximations that are the base for a complete approximations of solutions and provide important qualitative as well as some quantitative properties of solutions of considered systems. This work describes approximations of various orders, including those that do not guarantee convergence to the exact solution, but simplify the analysis of certain properties of nonlinear equations and systems. In particular, for the Van der Pol equation, authors demonstrate that its corresponding system has a cyclic solution and provide an estimate of its scale. A modification of the MCA that has features of the Monte Carlo method makes it possible to remove recurrent sequences and construct complete solutions in simple situations. The authors mention a promising approach for representing the solution using branched continued fractions.

  6. Kholodov Y.A., Salloum H., Jnadi A., Khubiev K.Yu., Petrenko A.
    Quantum-inspired episode selection for Monte Carlo reinforcement learning via QUBO optimization
    Computer Research and Modeling, 2026, v. 18, no. 2, pp. 273-288

    Monte Carlo (MC) reinforcement learning suffers from high sample complexity, especially in environments with sparse rewards, large state spaces, and strongly correlated trajectories that reduce the statistical efficiency of return estimation. These well-known limitations often lead to slow convergence and unstable learning dynamics, particularly in settings where only a small fraction of collected trajectories is actually informative for policy improvement. A key challenge is therefore to identify a compact yet diverse subset of episodes that contributes most to the accuracy of value estimates while preserving sufficient exploration of the environment. To address this challenge, we reformulate episode selection as a Quadratic Unconstrained Binary Optimization (QUBO) problem and solve it using quantum-inspired sampling techniques. Our method, MC+ QUBO, inserts a combinatorial filtering step into the standard MC policy-evaluation pipeline: given a batch of trajectories, it selects a subset that maximizes cumulative reward and encourages broad state-space coverage. This selection procedure is expressed as a QUBO model, where linear terms favor high-return episodes, quadratic terms penalize redundancy between trajectories, and additional coupling terms can be used to enforce coverage-related constraints or promote structural diversity. Within this framework, we investigate two black-box QUBO solvers: Simulated Quantum Annealing (SQA), which emulates tunneling-based exploration of the search landscape, and Simulated Bifurcation (SB), a dynamical-systems-based iterative optimization method. Both solvers demonstrate the ability to efficiently navigate the combinatorial structure of the trajectory-selection problem and to handle batch sizes that are otherwise computationally expensive for exhaustive or deterministic search. Experiments in a finite-horizon GridWorld environment show that MC+QUBO consistently outperforms vanilla MC in convergence speed, stability of return estimates, and final policy quality. These results highlight the promise of quantum-inspired optimization as a practical decision-making subroutine within reinforcement-learning algorithms, offering a scalable way to improve sample efficiency without modifying the underlying learning paradigm.

  7. Budak V.P., Zheltov V.S., Kalakutsky T.K.
    Local estimations of Monte Carlo method with the object spectral representation in the solution of global illumination
    Computer Research and Modeling, 2012, v. 4, no. 1, pp. 75-84

    The article deals with the local and double local estimation of the Monte Carlo method for solving the equation of global illumination. The local estimation allows calculating the illumination at any point at the approximation of diffuse reflection, whereas the double local estimation allows calculating directly the luminance at a given point in a given direction. The article presents the mathematical basis of local estimations and the basic stages of the software implementation. The representation of three-dimensional objects in the basis of spherical functions and the possibility of using them in the local estimations are also considered.

    Citations: 2 (RSCI).
  8. Prokhorov I.V., Zhuplev A.S.
    On the efficiency of the maximum cross section method in radiation transport theory
    Computer Research and Modeling, 2013, v. 5, no. 4, pp. 573-582

    We consider two versions of the maximum cross section method for the solutions of the stationary equation of radiative transfer in dimensional inhomogeneous medium. Both are based on the application Monte-Carlo method to the summation of the Neumann series for the solution transport equation. First modification is traditional and second is based on the use of branching Markov chains. We carried out numerical comparison of these algorithms.

    Views (last year): 4. Citations: 2 (RSCI).
  9. Nikulin A.S., ZHediaevskii D.N., Fedorova E.B.
    Applying artificial neural network for the selection of mixed refrigerant by boiling curve
    Computer Research and Modeling, 2022, v. 14, no. 3, pp. 593-608

    The paper provides a method for selecting the composition of a refrigerant with a given isobaric cooling curve using an artificial neural network (ANN). This method is based on the use of 1D layers of a convolutional neural network. To train the neural network, we applied a technological model of a simple heat exchanger in the UniSim design program, using the Peng – Robinson equation of state.We created synthetic database on isobaric boiling curves of refrigerants of different compositions using the technological model. To record the database, an algorithm was developed in the Python programming language, and information on isobaric boiling curves for 1 049 500 compositions was uploaded using the COM interface. The compositions have generated by Monte Carlo method. Designed architecture of ANN allows select composition of a mixed refrigerant by 101 points of boiling curve. ANN gives mole flows of mixed refrigerant by composition (methane, ethane, propane, nitrogen) on the output layer. For training ANN, we used method of cyclical learning rate. For results demonstration we selected MR composition by natural gas cooling curve with a minimum temperature drop of 3 К and a maximum temperature drop of no more than 10 К, which turn better than we predicted via UniSim SQP optimizer and better than predicted by $k$-nearest neighbors algorithm. A significant value of this article is the fact that an artificial neural network can be used to select the optimal composition of the refrigerant when analyzing the cooling curve of natural gas. This method can help engineers select the composition of the mixed refrigerant in real time, which will help reduce the energy consumption of natural gas liquefaction.

  10. Kovtanyuk A.E.
    Algorithms of parallel computing for radiative-conductive heat transfer problems
    Computer Research and Modeling, 2012, v. 4, no. 3, pp. 543-552

    The problems of radiative-conductive heat transfer in the scattering layer are considered. They consist in finding the temperature profile and improving the heat transfer from boundaries. For their solution the Monte Carlo method is used. The different approaches of parallelization of proposed algorithm are analyzed.

    Views (last year): 2. Citations: 5 (RSCI).
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