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Collective influence of impurities on the dynamics of kinks of modified sine-Gordon equation
Computer Research and Modeling, 2013, v. 5, no. 3, pp. 403-412Views (last year): 1. Citations: 3 (RSCI).We investigated numerically the dynamics of kinks of modified sine-Gordon equation in the model with localized spatial modulation of a periodic potential (or impurity). We considered the case of two identical impurities. We showed the possibility of collective effects of the influence of impurities, which are heavily dependent on the distance between them. We demonstrated the existence of a certain critical value of the distance between impurities, which has two qualitatively different scenarios of the dynamic behavior of kink.
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On contact instabilities of viscoplastic fluids in three-dimensional setting
Computer Research and Modeling, 2018, v. 10, no. 4, pp. 431-444Views (last year): 19.The Richtmyer–Meshkov and the Rayleigh–Taylor instabilities of viscoplastic (or the Bingham) fluids are studied in the three–dimensional formulation of the problem. A numerical modeling of the intermixing of two fluids with different rheology, whose densities differ twice, as a result of instabilities development process has been carried out. The development of the Richtmyer–Meshkov and the Rayleigh–Taylor instabilities of the Bingham fluids is analyzed utilizing the MacCormack and the Volume of Fluid (VOF) methods to reconstruct the interface during the process. Both the results of numerical simulation of the named instabilities of the Bingham liquids and their comparison with theory and the results of the Newtonian fluid simulation are presented. Critical amplitude of the initial perturbation of the contact boundary velocity field at which the development of instabilities begins was estimated. This critical amplitude presents because of the yield stress exists in the Bingham fluids. Results of numerical calculations show that the yield stress of viscoplastic fluids essentially affects the nature of the development of both Rayleigh–Taylor and Richtmyer–Meshkov instabilities. If the amplitude of the initial perturbation is less than the critical value, then the perturbation decays relatively quickly, and no instability develops.When the initial perturbation exceeds the critical amplitude, the nature of the instability development resembles that of the Newtonian fluid. In a case of the Richtmyer–Meshkov instability, the critical amplitudes of the initial perturbation of the contact boundary at different values of the yield stress are estimated. There is a distinction in behavior of the non-Newtonian fluid in a plane case: with the same value of the yield stress in three-dimensional geometry, the range of the amplitude values of the initial perturbation, when fluid starts to transit from rest to motion, is significantly narrower. In addition, it is shown that the critical amplitude of the initial perturbation of the contact boundary for the Rayleigh–Taylor instability is lower than for the Richtmyer–Meshkov instability. This is due to the action of gravity, which helps the instability to develop and counteracts the forces of viscous friction.
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Numerical analyses of singularity in the integral equation of theory of liquids in the RISM approximation
Computer Research and Modeling, 2010, v. 2, no. 1, pp. 51-62Views (last year): 4.An approach to evaluation of a parametric portrait of integral equations of the theory of liquids in the RISM approximation was proposed. To obtain all associated solutions the continuation method was used. The equations reduced to a two-centered molecule model for symmetry reasons were deduced for molecular liquids. For molecular liquids, some equations were obtained which could be reduced, for symmetry reasons, to a two-center molecular model. To avoid critical points we changed the dependence of RISM-equations on reverse compressibility. The suggested method was used to perform numerical computations of methane reverse compressibility isotherms with three closures. No bifurcation of solutions was observed in the case of the partially linearized hypernetted chain closure. For other closures bifurcations of solutions were obtained and the model behavior nontypical for simple liquids was observed. In the case of Percus-Yevick closure nonphysical solutions were obtained at low temperature and density. Additional solution branch with a kink in the bifurcation point was obtained in the case of hypernetted chain closure at temperature above the critical point.
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Synchronous components of financial time series
Computer Research and Modeling, 2017, v. 9, no. 4, pp. 639-655The article proposes a method of joint analysis of multidimensional financial time series based on the evaluation of the set of properties of stock quotes in a sliding time window and the subsequent averaging of property values for all analyzed companies. The main purpose of the analysis is to construct measures of joint behavior of time series reacting to the occurrence of a synchronous or coherent component. The coherence of the behavior of the characteristics of a complex system is an important feature that makes it possible to evaluate the approach of the system to sharp changes in its state. The basis for the search for precursors of sharp changes is the general idea of increasing the correlation of random fluctuations of the system parameters as it approaches the critical state. The increments in time series of stock values have a pronounced chaotic character and have a large amplitude of individual noises, against which a weak common signal can be detected only on the basis of its correlation in different scalar components of a multidimensional time series. It is known that classical methods of analysis based on the use of correlations between neighboring samples are ineffective in the processing of financial time series, since from the point of view of the correlation theory of random processes, increments in the value of shares formally have all the attributes of white noise (in particular, the “flat spectrum” and “delta-shaped” autocorrelation function). In connection with this, it is proposed to go from analyzing the initial signals to examining the sequences of their nonlinear properties calculated in time fragments of small length. As such properties, the entropy of the wavelet coefficients is used in the decomposition into the Daubechies basis, the multifractal parameters and the autoregressive measure of signal nonstationarity. Measures of synchronous behavior of time series properties in a sliding time window are constructed using the principal component method, moduli values of all pairwise correlation coefficients, and a multiple spectral coherence measure that is a generalization of the quadratic coherence spectrum between two signals. The shares of 16 large Russian companies from the beginning of 2010 to the end of 2016 were studied. Using the proposed method, two synchronization time intervals of the Russian stock market were identified: from mid-December 2013 to mid- March 2014 and from mid-October 2014 to mid-January 2016.
Keywords: financial time series, wavelets, entropy, multi-fractals, predictability, synchronization.Views (last year): 12. Citations: 2 (RSCI). -
Modeling the behavior proceeding market crash in a hierarchically organized financial market
Computer Research and Modeling, 2011, v. 3, no. 2, pp. 215-222Views (last year): 1.We consider the hierarchical model of financial crashes introduced by A. Johansen and D. Sornette which reproduces the log-periodic power law behavior of the price before the critical point. In order to build the generalization of this model we introduce the dependence of an influence exponent on an ultrametric distance between agents. Much attention is being paid to a problem of critical point universality which is investigated by comparison of probability density functions of the crash times corresponding to systems with various total numbers of agents.
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Monte Carlo simulation of nonequilibrium critical behavior of 3D Ising model
Computer Research and Modeling, 2014, v. 6, no. 1, pp. 119-129Views (last year): 11.Investigation of influence of non-equilibrium initial states and structural disorder on characteristics of anomalous slow non-equilibrium critical behavior of three-dimensional Ising model is carried out. The unique ageing properties and violations of the equilibrium fluctuation-dissipation theorem are observed for considered pure and disordered systems which were prepared in high-temperature initial state and then quenched in their critical points. The heat-bath algorithm description of ageing properties in non-equilibrium critical behavior of three-dimensional Ising model with spin concentrations p = 1.0, p = 0.8, and 0.6 is realized. On the base of analysis of such two-time quantities as autocorrelation function and dynamical susceptibility were demonstrated the ageing effects and were calculated asymptotic values of universal fluctuation-dissipation ratio in these systems. It was shown that the presence of defects leads to aging gain.
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Research on the achievability of a goal in a medical quest
Computer Research and Modeling, 2025, v. 17, no. 6, pp. 1149-1179The work presents an experimental study of the tree structure that occurs during a medical examination. At each meeting with a medical specialist, the patient receives a certain number of areas for consulting other specialists or for tests. A tree of directions arises, each branch of which the patient should pass. Depending on the branching of the tree, it can be as final — and in this case the examination can be completed — and endless when the patient’s goal cannot be achieved. In the work both experimentally and theoretically studied the critical properties of the transition of the system from the forest of the final trees to the forest endless, depending on the probabilistic characteristics of the tree.
For the description, a model is proposed in which a discrete function of the probability of the number of branches on the node repeats the dynamics of a continuous gaussian distribution. The characteristics of the distribution of the Gauss (mathematical expectation of $x_0$, the average quadratic deviation of $\sigma$) are model parameters. In the selected setting, the task refers to the problems of branching random processes (BRP) in the heterogeneous model of Galton – Watson.
Experimental study is carried out by numerical modeling on the final grilles. A phase diagram was built, the boundaries of areas of various phases are determined. A comparison was made with the phase diagram obtained from theoretical criteria for macrosystems, and an adequate correspondence was established. It is shown that on the final grilles the transition is blurry.
The description of the blurry phase transition was carried out using two approaches. In the first, standard approach, the transition is described using the so-called inclusion function, which makes the meaning of the share of one of the phases in the general set. It was established that such an approach in this system is ineffective, since the found position of the conditional boundary of the blurred transition is determined only by the size of the chosen experimental lattice and does not bear objective meaning.
The second, original approach is proposed, based on the introduction of an parameter of order equal to the reverse average tree height, and the analysis of its behavior. It was established that the dynamics of such an order parameter in the $\sigma = \text{const}$ section with very small differences has the type of distribution of Fermi – Dirac ($\sigma$ performs the same function as the temperature for the distribution of Fermi – Dirac, $x_0$ — energy function). An empirical expression has been selected for the order parameter, an analogue of the chemical potential is introduced and calculated, which makes sense of the characteristic scale of the order parameter — that is, the values of $x_0$, in which the order can be considered a disorder. This criterion is the basis for determining the boundary of the conditional transition in this approach. It was established that this boundary corresponds to the average height of a tree equal to two generations. Based on the found properties, recommendations for medical institutions are proposed to control the provision of limb of the path of patients.
The model discussed and its description using conditionally-infinite trees have applications to many hierarchical systems. These systems include: internet routing networks, bureaucratic networks, trade and logistics networks, citation networks, game strategies, population dynamics problems, and others.
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Stochastic transitions from order to chaos in a metapopulation model with migration
Computer Research and Modeling, 2024, v. 16, no. 4, pp. 959-973This paper focuses on the problem of modeling and analyzing dynamic regimes, both regular and chaotic, in systems of coupled populations in the presence of random disturbances. The discrete Ricker model is used as the initial deterministic population model. The paper examines the dynamics of two populations coupled by migration. Migration is proportional to the difference between the densities of two populations with a coupling coefficient responsible for the strength of the migration flow. Isolated population subsystems, modeled by the Ricker map, exhibit various dynamic modes, including equilibrium, periodic, and chaotic ones. In this study, the coupling coefficient is treated as a bifurcation parameter and the parameters of natural population growth rate remain fixed. Under these conditions, one subsystem is in the equilibrium mode, while the other exhibits chaotic behavior. The coupling of two populations through migration creates new dynamic regimes, which were not observed in the isolated model. This article aims to analyze the dynamics of corporate systems with variations in the flow intensity between population subsystems. The article presents a bifurcation analysis of the attractors in a deterministic model of two coupled populations, identifies zones of monostability and bistability, and gives examples of regular and chaotic attractors. The main focus of the work is in comparing the stability of dynamic regimes against random disturbances in the migration intensity. Noise-induced transitions from a periodic attractor to a chaotic attractor are identified and described using direct numerical simulation methods. The Lyapunov exponents are used to analyze stochastic phenomena. It has been shown that in this model, there is a region of change in the bifurcation parameter in which, even with an increase in the intensity of random perturbations, there is no transition from order to chaos. For the analytical study of noise-induced transitions, the stochastic sensitivity function technique and the confidence domain method are used. The paper demonstrates how this mathematical tool can be employed to predict the critical noise intensity that causes a periodic regime to transform into a chaotic one.
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The impact of ecological mechanisms on stability in an eco-epidemiological model: Allee effect and prey refuge
Computer Research and Modeling, 2025, v. 17, no. 1, pp. 139-169Eco-epidemiological models provide insights into factors influencing disease transmission and host population stability. This study developed two eco-epidemiological models to investigate the impacts of prey refuge availability and an Allee effect on dynamics. Model A incorporated these mechanisms, while model B did not. Both models featured predator – prey and disease transmission and were analyzed mathematically and via simulation. Model equilibrium states were examined locally and globally under differing parameter combinations representative of environmental scenarios. Model A and B demonstrated globally stable conditions within certain parameter ranges, signalling refuge and Allee effect terms promote robustness. Moreover, model A showed a higher potential toward extinction of the species as a result of incorporating the Allee effect. Bifurcation analyses revealed qualitative shifts in behavior triggered by modifications like altered predation mortality. Model A manifested a transcritical bifurcation indicating critical population thresholds. Additional bifurcation types were noticed when refuge and Allee stabilizing impacts were absent in model B. Findings showed disease crowding effect and that host persistence is positively associated with refuge habitat, reducing predator – prey encounters. The Allee effect also calibrated stability via heightened sensitivity to small groups. Simulations aligned with mathematical predictions. Model A underwent bifurcations at critical predator death rates impacting prey outcomes. This work provides a valuable framework to minimize transmission given resource availability or demographic alterations, generating testable hypotheses.
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Motion control by a highly maneuverable mobile robot in the task of following an object
Computer Research and Modeling, 2023, v. 15, no. 5, pp. 1301-1321This article is devoted to the development of an algorithm for trajectory control of a highly maneuverable four-wheeled robotic transport platform equipped with mecanum wheels, in order to organize its movement behind some moving object. The calculation of the kinematic ratios of this platform in a fixed coordinate system is presented, which is necessary to determine the angular velocities of the robot wheels depending on a given velocity vector. An algorithm has been developed for the robot to follow a mobile object on a plane without obstacles based on the use of a modified chase method using different types of control functions. The chase method consists in the fact that the velocity vector of the geometric center of the platform is co-directed with the vector connecting the geometric center of the platform and the moving object. Two types of control functions are implemented: piecewise and constant. The piecewise function means control with switching modes depending on the distance from the robot to the target. The main feature of the piecewise function is a smooth change in the robot’s speed. Also, the control functions are divided according to the nature of behavior when the robot approaches the target. When using one of the piecewise functions, the robot’s movement slows down when a certain distance between the robot and the target is reached and stops completely at a critical distance. Another type of behavior when approaching the target is to change the direction of the velocity vector to the opposite, if the distance between the platform and the object is the minimum allowable, which avoids collisions when the target moves in the direction of the robot. This type of behavior when approaching the goal is implemented for a piecewise and constant function. Numerical simulation of the robot control algorithm for various control functions in the task of chasing a target, where the target moves in a circle, is performed. The pseudocode of the control algorithm and control functions is presented. Graphs of the robot’s trajectory when moving behind the target, speed changes, changes in the angular velocities of the wheels from time to time for various control functions are shown.
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