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Uncertainty factor in modeling dynamics of economic systems
Computer Research and Modeling, 2018, v. 10, no. 2, pp. 261-276Views (last year): 39.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.
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Neuro-fuzzy model of fuzzy rules formation for objects state evaluation in conditions of uncertainty
Computer Research and Modeling, 2019, v. 11, no. 3, pp. 477-492Views (last year): 12.This article solves the problem of constructing a neuro-fuzzy model of fuzzy rules formation and using them for objects state evaluation in conditions of uncertainty. Traditional mathematical statistics or simulation modeling methods do not allow building adequate models of objects in the specified conditions. Therefore, at present, the solution of many problems is based on the use of intelligent modeling technologies applying fuzzy logic methods. The traditional approach of fuzzy systems construction is associated with an expert attraction need to formulate fuzzy rules and specify the membership functions used in them. To eliminate this drawback, the automation of fuzzy rules formation, based on the machine learning methods and algorithms, is relevant. One of the approaches to solve this problem is to build a fuzzy neural network and train it on the data characterizing the object under study. This approach implementation required fuzzy rules type choice, taking into account the processed data specificity. In addition, it required logical inference algorithm development on the rules of the selected type. The algorithm steps determine the number and functionality of layers in the fuzzy neural network structure. The fuzzy neural network training algorithm developed. After network training the formation fuzzyproduction rules system is carried out. Based on developed mathematical tool, a software package has been implemented. On its basis, studies to assess the classifying ability of the fuzzy rules being formed have been conducted using the data analysis example from the UCI Machine Learning Repository. The research results showed that the formed fuzzy rules classifying ability is not inferior in accuracy to other classification methods. In addition, the logic inference algorithm on fuzzy rules allows successful classification in the absence of a part of the initial data. In order to test, to solve the problem of assessing oil industry water lines state fuzzy rules were generated. Based on the 303 water lines initial data, the base of 342 fuzzy rules was formed. Their practical approbation has shown high efficiency in solving the problem.
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Quantitative analysis of “structure – anticancer activity” and rational molecular design of bi-functional VEGFR-2/HDAC-inhibitors
Computer Research and Modeling, 2019, v. 11, no. 5, pp. 911-930Inhibitors of histone deacetylases (HDACi) have considered as a promising class of drugs for the treatment of cancers because of their effects on cell growth, differentiation, and apoptosis. Angiogenesis play an important role in the growth of most solid tumors and the progression of metastasis. The vascular endothelial growth factor (VEGF) is a key angiogenic agent, which is secreted by malignant tumors, which induces the proliferation and the migration of vascular endothelial cells. Currently, the most promising strategy in the fight against cancer is the creation of hybrid drugs that simultaneously act on several physiological targets. In this work, a series of hybrids bearing N-phenylquinazolin-4-amine and hydroxamic acid moieties were studied as dual VEGFR-2/HDAC inhibitors using simplex representation of the molecular structure and Support Vector Machine (SVM). The total sample of 42 compounds was divided into training and test sets. Five-fold cross-validation (5-fold) was used for internal validation. Satisfactory quantitative structure—activity relationship (QSAR) models were constructed (R2test = 0.64–0.87) for inhibitors of HDAC, VEGFR-2 and human breast cancer cell line MCF-7. The interpretation of the obtained QSAR models was carried out. The coordinated effect of different molecular fragments on the increase of antitumor activity of the studied compounds was estimated. Among the substituents of the N-phenyl fragment, the positive contribution of para bromine for all three types of activity can be distinguished. The results of the interpretation were used for molecular design of potential dual VEGFR-2/HDAC inhibitors. For comparative QSAR research we used physicochemical descriptors calculated by the program HYBOT, the method of Random Forest (RF), and on-line version of the expert system OCHEM (https://ochem.eu). In the modeling of OCHEM PyDescriptor descriptors and extreme gradient boosting was chosen. In addition, the models obtained with the help of the expert system OCHEM were used for virtual screening of 300 compounds to select promising VEGFR-2/HDAC inhibitors for further synthesis and testing.
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Simulation of pollution migration processes at municipal solid waste landfills
Computer Research and Modeling, 2020, v. 12, no. 2, pp. 369-385The article reports the findings of an investigation into pollution migration processes at the municipal solid waste (MSW) landfill located in the water protection zone of Lake Seliger (Tver Region). The distribution of pollutants is investigated and migration parameters are determined in field and laboratory conditions at the landfill site. A mathematical model describing physical and chemical processes of substance migration in soil strata is constructed. Pollutant migration is found to be due to a variety of factors. The major ones, having a significant impact on the migration of MSW ingredients and taken into account mathematically, include convective transport, diffusion and sorption processes. A modified mathematical model differs from its conventional counterparts by considering a number of parameters reflecting the decrease in the concentration of ammonium and nitrate nitrogen ions in ground water (transpiration by plant roots, dilution with infiltration waters, etc.). An analytical solution to assess the pollutant spread from the landfill is presented. The mathematical model provides a set of simulation models helping to obtain a computational solution of specific problems, vertical and horizontal migration of substances in the underground flow. Numerical experiments, analytical solutions, as well as field and laboratory data was studied the dynamics of pollutant distribution in the object under study up to the lake. A long-term forecast for the spread of landfill pollution is made. Simulation experiments showed that some zones of clean groundwater interact with those of contaminated groundwater during the pollution migration from the landfill, each characterized by a different pollutant content. The data of a computational experiments and analytical calculations are consistent with the findings of field and laboratory investigations of the object and give grounds to recommend the proposed models for predicting pollution migration from a landfill. The analysis of the pollution migration simulation allows to substantiate the numerical estimates of the increase in $NH_4^+$ and $NO_3^-$ ion concentration with the landfill operation time. It is found that, after 100 years following the landfill opening, toxic filtrate components will fill the entire pore space from the landfill to the lake resulting in a significant deterioration of the ecosystem of Lake Seliger.
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Approaches for image processing in the decision support system of the center for automated recording of administrative offenses of the road traffic
Computer Research and Modeling, 2021, v. 13, no. 2, pp. 405-415We suggested some approaches for solving image processing tasks in the decision support system (DSS) of the Center for Automated Recording of Administrative Offenses of the Road Traffic (CARAO). The main task of this system is to assist the operator in obtaining accurate information about the vehicle registration plate and the vehicle brand/model based on images obtained from the photo and video recording systems. We suggested the approach for vehicle registration plate recognition and brand/model classification on the images based on modern neural network models. LPRNet neural network model supplemented by Spatial Transformer Layer was used to recognize the vehicle registration plate. The ResNeXt-101-32x8d neural network model was used to classify for vehicle brand/model. We suggested the approach to construct the training set for the neural network of vehicle registration plate recognition. The approach is based on computer vision methods and machine learning algorithms. The SIFT algorithm was used to detect and describe local features on images with the vehicle registration plate. DBSCAN clustering was used to detect and delete outliers in such local features. The accuracy of vehicle registration plate recognition was 96% on the testing set. We suggested the approach to improve the efficiency of using the ResNeXt-101-32x8d model at additional training and classification stages. The approach is based on the new architecture of convolutional neural networks with “freezing” weight coefficients of convolutional layers, an additional convolutional layer for parallelizing the classification process, and a set of binary classifiers at the output. This approach significantly reduced the time of additional training of neural network when new vehicle brand/model classification was needed. The final accuracy of vehicle brand/model classification was 99% on the testing set. The proposed approaches were tested and implemented in the DSS of the CARAO of the Republic of Tatarstan.
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Repressilator with time-delayed gene expression. Part II. Stochastic description
Computer Research and Modeling, 2021, v. 13, no. 3, pp. 587-609The repressilator 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 our previous paper [Bratsun et al., 2018], we proposed a mathematical model of a delayed repressillator and studied its properties within the framework of a deterministic description. We assume that 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 gene engineering technologies. In this work, we apply the stochastic description of dynamic processes in a delayed repressilator, which is an important addition to deterministic analysis due to the small number of molecules involved in gene regulation. The stochastic study is carried out numerically using the Gillespie algorithm, which is modified for time delay systems. We present the description of the algorithm, its software implementation, and the results of benchmark simulations for a onegene delayed autorepressor. When studying the behavior of a repressilator, we show that a stochastic description in a number of cases gives new information about the behavior of a system, which does not reduce to deterministic dynamics even when averaged over a large number of realizations. We show that in the subcritical range of parameters, where deterministic analysis predicts the absolute stability of the system, quasi-regular oscillations may be excited due to the nonlinear interaction of noise and delay. Earlier, we have discovered within the framework of the deterministic description, that there exists a long-lived transient regime, which is represented in the phase space by a slow manifold. This mode reflects the process of long-term synchronization of protein pulsations in the work of the repressilator genes. In this work, we show that the transition to the cooperative mode of gene operation occurs a two order of magnitude faster, when the effect of the intrinsic noise is taken into account. We have obtained the probability distribution of moment when the phase trajectory leaves the slow manifold and have determined the most probable time for such a transition. The influence of the intrinsic noise of chemical reactions on the dynamic properties of the repressilator is discussed.
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Application of Random Forest to construct a local operator for flow fields refinement in external aerodynamics problems
Computer Research and Modeling, 2021, v. 13, no. 4, pp. 761-778Numerical modeling of turbulent flows requires finding the balance between accuracy and computational efficiency. For example, DNS and LES models allow to obtain more accurate results, comparing to RANS models, but are more computationally expensive. Because of this, modern applied simulations are mostly performed with RANS models. But even RANS models can be computationally expensive for complex geometries or series simulations due to the necessity of resolving the boundary layer. Some methods, such as wall functions and near-wall domain decomposition, allow to significantly improve the speed of RANS simulations. However, they inevitably lose precision due to using a simplified model in the near-wall domain. To obtain a model that is both accurate and computationally efficient, it is possible to construct a surrogate model based on previously made simulations using the precise model.
In this paper, an operator is constructed that allows reconstruction of the flow field obtained by an accurate model based on the flow field obtained by the simplified model. Spalart–Allmaras model with approximate nearwall domain decomposition and Spalart–Allmaras model resolving the near-wall region are taken as the simplified and the base models respectively. The operator is constructed using a local approach, i. e. to reconstruct a point in the flow field, only features (flow variables and their derivatives) at this point in the field are used. The operator is constructed using the Random Forest algorithm. The efficiency and accuracy of the obtained surrogate model are demonstrated on the supersonic flow over a compression corner with different values for angle $\alpha$ and Reynolds number. The investigation has been conducted into interpolation and extrapolation both by $Re$ and $\alpha$.
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On the issue of numerical modeling of internal ballistics for a tubular charge in a spatial setting
Computer Research and Modeling, 2021, v. 13, no. 5, pp. 993-1010There are conditions of uneven combustion for tubular powder elements of large elongation used in artillery propelling charges. Here it is necessary to consider in parallel the processes of combustion and movement of powder gases inside and outside the channels of the powder tubes. Without this, it is impossible to adequately formulate and solve the problems of ignition, erosive combustion and stress-strain state of tubular powder elements in the shot process. The paper presents a physical and mathematical formulation of the main problem of the internal ballistics of an artillery shot for a charge consisting of a set of powder tubes. Combustion and movement of a bundle of powder tubes along the barrel channel is modeled by an equivalent tubular charge of all-round combustion. The end and cross-sectional areas of the channel of such a charge (equivalent tube) are equal to the sum of the areas of the ends and cross-sections of the channels of the powder tubes, respectively. The combustion surface of the channel is equal to the sum of the inner surfaces of the tubes in the bundle. The outer combustion surface of the equivalent tube is equal to the sum of the outer surfaces of the tubes in the bundle. It is assumed that the equivalent tube moves along the axis of the bore. The speed of motion of an equivalent tubular charge and its current position are determined from Newton’s second law. To calculate the flow parameters, we used two-dimensional axisymmetric equations of gas dynamics, for the solution of which an axisymmetric orthogonalized difference mesh is constructed, which adapts to the flow conditions. When the tube moves and burns, the difference grid is rearranged taking into account the changing regions of integration. The control volume method is used for the numerical solution of the system of gas-dynamic equations. The gas parameters at the boundaries of the control volumes are determined using a self-similar solution to the Godunov problem of decay for an arbitrary discontinuity. The developed technique was used to calculate the internal ballistics parameters of an artillery shot. This approach is considered for the first time and allows a new approach to the design of tubular artillery charges, since it allows obtaining the necessary information in the form of fields of velocity and pressure of powder gases for calculating the process of gradual ignition, unsteady erosive combustion, stress-strain state and strength of powder elements during the shot. The time dependences of the parameters of the internal ballistics process and the distribution of the main parameters of the flow of combustion products at different times are presented.
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Proof of the connection between the Backman model with degenerate cost functions and the model of stable dynamics
Computer Research and Modeling, 2022, v. 14, no. 2, pp. 335-342Since 1950s the field of city transport modelling has progressed rapidly. The first equilibrium distribution models of traffic flow appeared. The most popular model (which is still being widely used) was the Beckmann model, based on the two Wardrop principles. The core of the model could be briefly described as the search for the Nash equilibrium in a population demand game, in which losses of agents (drivers) are calculated based on the chosen path and demands of this path with correspondences being fixed. The demands (costs) of a path are calculated as the sum of the demands of different path segments (graph edges), that are included in the path. The costs of an edge (edge travel time) are determined by the amount of traffic on this edge (more traffic means larger travel time). The flow on a graph edge is determined by the sum of flows over all paths passing through the given edge. Thus, the cost of traveling along a path is determined not only by the choice of the path, but also by the paths other drivers have chosen. Thus, it is a standard game theory task. The way cost functions are constructed allows us to narrow the search for equilibrium to solving an optimization problem (game is potential in this case). If the cost functions are monotone and non-decreasing, the optimization problem is convex. Actually, different assumptions about the cost functions form different models. The most popular model is based on the BPR cost function. Such functions are massively used in calculations of real cities. However, in the beginning of the XXI century, Yu. E. Nesterov and A. de Palma showed that Beckmann-type models have serious weak points. Those could be fixed using the stable dynamics model, as it was called by the authors. The search for equilibrium here could be also reduced to an optimization problem, moreover, the problem of linear programming. In 2013, A.V.Gasnikov discovered that the stable dynamics model can be obtained by a passage to the limit in the Beckmann model. However, it was made only for several practically important, but still special cases. Generally, the question if this passage to the limit is possible remains open. In this paper, we provide the justification of the possibility of the above-mentioned passage to the limit in the general case, when the cost function for traveling along the edge as a function of the flow along the edge degenerates into a function equal to fixed costs until the capacity is reached and it is equal to plus infinity when the capacity is exceeded.
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Seismic wave fields in spherically symmetric Earth with high details. Analytical solution
Computer Research and Modeling, 2025, v. 17, no. 5, pp. 903-922An analytical solution is obtained for seismic wave fields in a spherically symmetric Earth. In the case of an arbitrary layered medium, the solution, which includes Bessel functions, is constructed by means of a differential sweep method. Asymptotic of Bessel functions is used for stable calculation of wave fields. It is shown that the classical asymptotic in the case of a sphere of large (in wavelengths) dimensions gives an error in the solution. The new asymptotic is used for efficient calculation of a solution without errors with high detail. A program has been created that makes it possible to carry out calculations for high-frequency (1 hertz and higher) teleseismic wave fields in a discrete (layered) sphere of planetary dimensions. Calculations can be carried even out on personal computers with OpenMP parallelization.
In the works of Burmin (2019) proposed a spherically symmetric model of the Earth. It is characterized by the fact that in it the outer core has a viscosity and, therefore, an effective shear modulus other than zero. For this model of the Earth, a highly detailed calculation was carried out with a carrier frequency of 1 hertz. As a result of the analytical calculation, it was found that highfrequency oscillations of small amplitude, the so-called “precursors”, appear ahead of the PKP waves. An analytical calculation showed that the theoretical seismograms for this model of the Earth are in many respects similar to the experimental data. This confirms the correctness of the ideas underlying its construction.
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