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The paper proposes an approach to simulation of a sport game, consisting of a discrete set of separate competitions. According to this approach, such a competition is considered as a random processes, generally — a non-Markov’s one. At first we treat the flow of the game as a Markov’s process, obtaining recursive relationship between the probabilities of achieving certain states of score in a tennis match, as well as secondary indicators of the game, such as expectation and variance of the number of serves to finish the game. Then we use a simulation system, modeling the match, to allow an arbitrary change of the probabilities of the outcomes in the competitions that compose the match. We, for instance, allow the probabilities to depend on the results of previous competitions. Therefore, this paper deals with a modification of the model, previously proposed by the authors for sports games with continuous time.

The proposed approach allows to evaluate not only the probability of the final outcome of the match, but also the probabilities of reaching each of the possible intermediate results, as well as secondary indicators of the game, such as the number of separate competitions it takes to finish the match. The paper includes a detailed description of the construction of a simulation system for a game of a tennis match. Then we consider simulating a set and the whole tennis match by analogy. We show some statements concerning fairness of tennis serving rules, understood as independence of the outcome of a competition on the right to serve first. We perform simulation of a cancelled ATP series match, obtaining its most probable intermediate and final outcomes for three different possible variants of the course of the match.

The main result of this paper is the developed method of simulation of the match, applicable not only to tennis, but also to other types of sports games with discrete time.

Financial mathematics is one of the most natural applications for the statistical analysis of time series. Financial time series reflect simultaneous activity of a large number of different economic agents. Consequently, one expects that methods of statistical physics and the theory of random processes can be applied to them.

In this paper, we provide a statistical analysis of time series of the FOREX currency market. Of particular interest is the comparison of the time series behavior depending on the way time is measured: physical time versus trading time measured in the number of elementary price changes (ticks). The experimentally observed statistics of the time series under consideration (euro–dollar for the first half of 2007 and for 2009 and British pound – dollar for 2007) radically differs depending on the choice of the method of time measurement. When measuring time in ticks, the distribution of price increments can be well described by the normal distribution already on a scale of the order of ten ticks. At the same time, when price increments are measured in real physical time, the distribution of increments continues to differ radically from the normal up to scales of the order of minutes and even hours.

To explain this phenomenon, we investigate the statistical properties of elementary increments in price and time. In particular, we show that the distribution of time between ticks for all three time series has a long (1-2 orders of magnitude) power-law tails with exponential cutoff at large times. We obtained approximate expressions for the distributions of waiting times for all three cases. Other statistical characteristics of the time series (the distribution of elementary price changes, pair correlation functions for price increments and for waiting times) demonstrate fairly simple behavior. Thus, it is the anomalously wide distribution of the waiting times that plays the most important role in the deviation of the distribution of increments from the normal. As a result, we discuss the possibility of applying a continuous time random walk (CTRW) model to describe the FOREX time series.

The method of balanced identification was used to describe the response of Net Ecosystem Exchange of CO₂ (NEE) to change of environmental factors, and to fill the gaps in continuous CO₂ flux measurements in a sphagnum peat bog in the Tver region. The measurements were provided in the peat bog by the eddy covariance method from August to November of 2017. Due to rainy weather conditions and recurrent periods with low atmospheric turbulence the gap proportion in measured CO₂ fluxes at our experimental site during the entire period of measurements exceeded 40%. The model developed for the gap filling in long-term experimental data considers the NEE as a difference between Ecosystem Respiration (RE) and Gross Primary Production (GPP), i.e. key processes of ecosystem functioning, and their dependence on incoming solar radiation (Q), soil temperature (T), water vapor pressure deficit (VPD) and ground water level (WL). Applied for this purpose the balanced identification method is based on the search for the optimal ratio between the model simplicity and the data fitting accuracy — the ratio providing the minimum of the modeling error estimated by the cross validation method. The obtained numerical solutions are characterized by minimum necessary nonlinearity (curvature) that provides sufficient interpolation and extrapolation characteristics of the developed models. It is particularly important to fill the missing values in NEE measurements. Reviewing the temporary variability of NEE and key environmental factors allowed to reveal a statistically significant dependence of GPP on Q, T, and VPD, and RE — on T and WL, respectively. At the same time, the inaccuracy of applied method for simulation of the mean daily NEE, was less than 10%, and the error in NEE estimates by the method was higher than by the REddyProc model considering the influence on NEE of fewer number of environmental parameters. Analyzing the gap-filled time series of NEE allowed to derive the diurnal and inter-daily variability of NEE and to obtain cumulative CO₂ fluxs in the peat bog for selected summer-autumn period. It was shown, that the rate of CO₂ fixation by peat bog vegetation in August was significantly higher than the rate of ecosystem respiration, while since September due to strong decrease of GPP the peat bog was turned into a consistent source of CO₂ for the atmosphere.

The work continues research on the ability of a person to improve the productivity of information processing, using parallel work or improving the performance of analyzers. A person receives a series of tasks, the solution of which requires the processing of a certain amount of information. The time and the validity of the decision are recorded. The dependence of the average solution time on the amount of information in the problem is determined by correctly solved problems. In accordance with the proposed method, the problems contain calculations of expressions in two algebras, one of which is associative and the other is nonassociative. To facilitate the work of the subjects in the experiment were used figurative graphic images of elements of algebra. Non-associative calculations were implemented in the form of the game “rock-paper-scissors”. It was necessary to determine the winning symbol in the long line of these figures, considering that they appear sequentially from left to right and play with the previous winner symbol. Associative calculations were based on the recognition of drawings from a finite set of simple images. It was necessary to determine which figure from this set in the line is not enough, or to state that all the pictures are present. In each problem there was no more than one picture. Computation in associative algebra allows the parallel counting, and in the absence of associativity only sequential computations are possible. Therefore, the analysis of the time for solving a series of problems reveals a consistent uniform, sequential accelerated and parallel computing strategy. In the experiments it was found that all subjects used a uniform sequential strategy to solve non-associative problems. For the associative task, all subjects used parallel computing, and some have used parallel computing acceleration of the growth of complexity of the task. A small part of the subjects with a high complexity, judging by the evolution of the solution time, supplemented the parallel account with a sequential stage of calculations (possibly to control the solution). We develop a special method for assessing the rate of processing of input information by a person. It allowed us to estimate the level of parallelism of the calculation in the associative task. Parallelism of level from two to three was registered. The characteristic speed of information processing in the sequential case (about one and a half characters per second) is twice less than the typical speed of human image recognition. Apparently the difference in processing time actually spent on the calculation process. For an associative problem in the case of a minimum amount of information, the solution time is near to the non-associativity case or less than twice. This is probably due to the fact that for a small number of characters recognition almost exhausts the calculations for the used non-associative problem.

The paper analyzes the methods of studying the process of interaction of soil environments with the tillage tools of soil processing machines. The mathematical methods of numerical modeling are considered in detail, which make it possible to overcome the disadvantages of analytical and empirical approaches. A classification and overview of the possibilities the continuous (FEM — finite element method, CFD — computational fluid dynamics) and discrete (DEM — discrete element method, SPH — hydrodynamics of smoothed particles) numerical methods is presented. Based on the discrete element method, a mathematical model has been developed that represents the soil in the form of a set of interacting small spherical elements. The working surfaces of the tillage tool are presented in the framework of the finite element approximation in the form of a combination of many elementary triangles. The model calculates the movement of soil elements under the action of contact forces of soil elements with each other and with the working surfaces of the tillage tool (elastic forces, dry and viscous friction forces). This makes it possible to assess the influence of the geometric parameters of the tillage tools, technological parameters of the process and soil parameters on the geometric indicators of soil displacement, indicators of the self-installation of tools, power loads, quality indicators of loosening and spatial distribution of indicators. A total of 22 indicators were investigated (or the distribution of the indicator in space). This makes it possible to reproduce changes in the state of the system of elements of the soil (soil cultivation process) and determine the total mechanical effect of the elements on the moving tillage tools of the implement. A demonstration of the capabilities of the mathematical model is given by the example of a study of soil cultivation with a disk cultivator battery. In the computer experiment, a virtual soil channel of 5×1.4 m in size and a 3D model of a disk cultivator battery were used. The radius of the soil particles was taken to be 18 mm, the speed of the tillage tool was 1 m/s, the total simulation time was 5 s. The processing depth was 10 cm at angles of attack of 10, 15, 20, 25 and 30°. The verification of the reliability of the simulation results was carried out on a laboratory stand for volumetric dynamometry by examining a full-scale sample, made in full accordance with the investigated 3D-model. The control was carried out according to three components of the traction resistance vector: $F_x$, $F_y$ and $F_z$. Comparison of the data obtained experimentally with the simulation data showed that the discrepancy is not more than 22.2%, while in all cases the maximum discrepancy was observed at angles of attack of the disk battery of 30°. Good consistency of data on three key power parameters confirms the reliability of the whole complex of studied indicators.

Technical carbon (soot) is a product obtained by thermal decomposition (pyrolysis) of hydrocarbons (usually oil) in a stream of heat carrier gas. Technical carbon is widely used as a reinforcing component in the production of rubber and plastic masses. Tire production uses 70% of all carbon produced. In furnace carbon production, the liquid hydrocarbon feedstock is injected into the natural gas combustion product stream through nozzles. The raw material is atomized and vaporized with further pyrolysis. It is important for the raw material to be completely evaporated before the pyrolysis process starts, otherwise coke, that contaminates the product, will be produced. It is impossible to operate without mathematical modeling of the process itself in order to improve the carbon production technology, in particular, to provide the complete evaporation of the raw material prior to the pyrolysis process. Mathematical modelling is the most important way to obtain the most complete and detailed information about the peculiarities of reactor operation.

A three-dimensional mathematical model and calculation method for raw material atomization and evaporation in the thermal gas flow are being developed in the FlowVision software package PC. Water is selected as a raw material to work out the modeling technique. The working substances in the reactor chamber are the combustion products of natural gas. The motion of raw material droplets and evaporation in the gas stream are modeled in the framework of the Eulerian approach of interaction between dispersed and continuous media. The simulation results of raw materials atomization and evaporation in a real reactor for technical carbon production are presented. Numerical method allows to determine an important atomization characteristic: average Sauter diameter. That parameter could be defined from distribution of droplets of raw material at each time of spray forming.

In this paper, we consider two variants of the concept of sharp minimum for mathematical programming problems with quasiconvex objective function and inequality constraints. It investigated the problem of describing a variant of a simple subgradient method with switching along productive and non-productive steps, for which, on a class of problems with Lipschitz functions, it would be possible to guarantee convergence with the rate of geometric progression to the set of exact solutions or its vicinity. It is important that to implement the proposed method there is no need to know the sharp minimum parameter, which is usually difficult to estimate in practice. To overcome this problem, the authors propose to use a step adjustment procedure similar to that previously proposed by B. T. Polyak. However, in this case, in comparison with the class of problems without constraints, it arises the problem of knowing the exact minimal value of the objective function. The paper describes the conditions for the inexactness of this information, which make it possible to preserve convergence with the rate of geometric progression in the vicinity of the set of minimum points of the problem. Two analogs of the concept of a sharp minimum for problems with inequality constraints are considered. In the first one, the problem of approximation to the exact solution arises only to a pre-selected level of accuracy, for this, it is considered the case when the minimal value of the objective function is unknown; instead, it is given some approximation of this value. We describe conditions on the inexact minimal value of the objective function, under which convergence to the vicinity of the desired set of points with a rate of geometric progression is still preserved. The second considered variant of the sharp minimum does not depend on the desired accuracy of the problem. For this, we propose a slightly different way of checking whether the step is productive, which allows us to guarantee the convergence of the method to the exact solution with the rate of geometric progression in the case of exact information. Convergence estimates are proved under conditions of weak convexity of the constraints and some restrictions on the choice of the initial point, and a corollary is formulated for the convex case when the need for an additional assumption on the choice of the initial point disappears. For both approaches, it has been proven that the distance from the current point to the set of solutions decreases with increasing number of iterations. This, in particular, makes it possible to limit the requirements for the properties of the used functions (Lipschitz-continuous, sharp minimum) only for a bounded set. Some computational experiments are performed, including for the truss topology design problem.

Although human skills are heavily involved in the Requirements Engineering process, in particular, in requirements elicitation, analysis and specification, still methodology and formalism play a determining role in providing clarity and enabling analysis. In this paper, we propose a method for deriving formal specifications, which are applicable to dependable software systems. First, we clarify what the method itself is. Computer science has a proliferation of languages and methods, but the difference between the two is not always clear. This is a conceptual contribution. Furthermore, we propose the idea of Layered Fault Tolerant Specification (LFTS). The principle consists in layering specifications in (at least) two different layers: one for normal behaviors and others (if more than one) for abnormal behaviors. Abnormal behaviors are described in terms of an Error Injector (EI), which represent a model of the expected erroneous interference coming from the environment. This structure has been inspired by the notion of an idealized Fault Tolerant component, but the combination of LFTS and EI using rely guarantee thinking to describe interference is our second contribution. The overall result is the definition of a method for the specification of systems that do not run in isolation but in the real, physical world. We propose an approach that is pragmatic to its target audience: techniques must scale and be usable by non-experts, if they are to make it into an industrial setting. This article is making tentative steps, but the recent trends in Software Engineering such as Microservices, smart and software-defined buildings, M2M micropayments and Devops are relevant fields continue the investigation concerning dependability and rely guarantee thinking.

This paper is dedicated to discussing methods of statistical modeling the outcomes of sport events and, particularly, matches with continuous time. We propose a simulation-based approach to predicting the outcome of a match, somehow medium between pure statistical methods and agent simulation of individual players. An example of retrospective prediction is given.

A dynamic game theoretic model of struggle against corruption in resource allocation is considered. It is supposed that the system of resource allocation includes one principal, one or several supervisors, and several agents. The relations between them are hierarchical: the principal influences to the supervisors, and they in turn exert influence on the agents. It is assumed that the supervisor can be corrupted. The agents propose bribes to the supervisor who in exchange allocates additional resources to them. It is also supposed that the principal is not corrupted and does not have her own purposes. The model is investigated from the point of view of the supervisor and the agents. From the point of view of agents a non-cooperative game arises with a set of Nash equilibria as a solution. The set is found analytically on the base of Pontryagin maximum principle for the specific class of model functions. From the point of view of the supervisor a hierarchical Germeyer game of the type Г_2t is built, and the respective algorithm of its solution is proposed. The punishment strategy is found analytically, and the reward strategy is built numerically on the base of a discrete analogue of the initial continuous- time model. It is supposed that all agents can change their strategies in the same time instants only a finite number of times. Thus, the supervisor can maximize his objective function of many variables instead of maximization of the objective functional. A method of qualitatively representative scenarios is used for the solution. The idea of this method consists in that it is possible to choose a very small number of scenarios among all potential ones that represent all qualitatively different trajectories of the system dynamics. These scenarios differ in principle while all other scenarios yield no essentially new results. Then a complete enumeration of the qualitatively representative scenarios becomes possible. After that, the supervisor reports to the agents the rewardpunishment control mechanism.