Результаты поиска по 'dynamical models':
Найдено статей: 358
  1. Ansori Moch.F., Sumarti N.N., Sidarto K.A., Gunadi I.I.
    An Algorithm for Simulating the Banking Network System and Its Application for Analyzing Macroprudential Policy
    Computer Research and Modeling, 2021, v. 13, no. 6, pp. 1275-1289

    Modeling banking systems using a network approach has received growing attention in recent years. One of the notable models is that developed by Iori et al, who proposed a banking system model for analyzing systemic risks in interbank networks. The model is built based on the simple dynamics of several bank balance sheet variables such as deposit, equity, loan, liquid asset, and interbank lending (or borrowing) in the form of difference equations. Each bank faces random shocks in deposits and loans. The balance sheet is updated at the beginning or end of each period. In the model, banks are grouped into either potential lenders or borrowers. The potential borrowers are those that have lack of liquidity and the potential lenders are those which have excess liquids after dividend payment and channeling new investment. The borrowers and the lenders are connected through the interbank market. Those borrowers have some percentage of linkage to random potential lenders for borrowing funds to maintain their safety net of the liquidity. If the demand for borrowing funds can meet the supply of excess liquids, then the borrower bank survives. If not, they are deemed to be in default and will be removed from the banking system. However, in their paper, most part of the interbank borrowing-lending mechanism is described qualitatively rather than by detailed mathematical or computational analysis. Therefore, in this paper, we enhance the mathematical parts of borrowing-lending in the interbank market and present an algorithm for simulating the model. We also perform some simulations to analyze the effects of the model’s parameters on banking stability using the number of surviving banks as the measure. We apply this technique to analyze the effects of a macroprudential policy called loan-to-deposit ratio based reserve requirement for banking stability.

  2. Belotelov N.V., Loginov F.V.
    The agent model of intercultural interactions: the emergence of cultural uncertainties
    Computer Research and Modeling, 2022, v. 14, no. 5, pp. 1143-1162

    The article describes a simulation agent-based model of intercultural interactions in a country whose population belongs to different cultures. It is believed that the space of cultures can be represented as a Hilbert space, in which certain subspaces correspond to different cultures. In the model, the concept of culture is understood as a structured subspace of the Hilbert space. This makes it possible to describe the state of agents by a vector in a Hilbert space. It is believed that each agent is described by belonging to a certain «culture». The number of agents belonging to certain cultures is determined by demographic processes that correspond to these cultures, the depth and integrity of the educational process, as well as the intensity of intercultural contacts. Interaction between agents occurs within clusters, into which, according to certain criteria, the entire set of agents is divided. When agents interact according to a certain algorithm, the length and angle that characterize the state of the agent change. In the process of imitation, depending on the number of agents belonging to different cultures, the intensity of demographic and educational processes, as well as the intensity of intercultural contacts, aggregates of agents (clusters) are formed, the agents of which belong to different cultures. Such intercultural clusters do not entirely belong to any of the cultures initially considered in the model. Such intercultural clusters create uncertainties in cultural dynamics. The paper presents the results of simulation experiments that illustrate the influence of demographic and educational processes on the dynamics of intercultural clusters. The issues of the development of the proposed approach to the study (discussion) of the transitional states of the development of cultures are discussed.

  3. Aksenov A.A., Kashirin V.S., Timushev S.F., Shaporenko E.V.
    Development of acoustic-vortex decomposition method for car tyre noise modelling
    Computer Research and Modeling, 2023, v. 15, no. 4, pp. 979-993

    Road noise is one of the key issues in maintaining high environmental standards. At speeds between 50 and 120 km/h, tires are the main source of noise generated by a moving vehicle. It is well known that either the interaction between the tire tread and the road surface or some internal dynamic effects are responsible for tire noise and vibration. This paper discusses the application of a new method for modelling the generation and propagation of sound during tire motion, based on the application of the so-called acoustic-vortex decomposition. Currently, the application of the Lighthill equation and the aeroacoustics analogy are the main approaches used to model tire noise. The aeroacoustics analogy, in solving the problem of separating acoustic and vortex (pseudo-sound) modes of vibration, is not a mathematically rigorous formulation for deriving the source (righthand side) of the acoustic wave equation. In the development of the acoustic-vortex decomposition method, a mathematically rigorous transformation of the equations of motion of a compressible medium is performed to obtain an inhomogeneous wave equation with respect to static enthalpy pulsations with a source term that de-pends on the velocity field of the vortex mode. In this case, the near-field pressure fluctuations are the sum of acoustic fluctuations and pseudo-sound. Thus, the acoustic-vortex decomposition method allows to adequately modeling the acoustic field and the dynamic loads that generate tire vibration, providing a complete solution to the problem of modelling tire noise, which is the result of its turbulent flow with the generation of vortex sound, as well as the dynamic loads and noise emission due to tire vibration. The method is first implemented and test-ed in the FlowVision software package. The results obtained with FlowVision are compared with those obtained with the LMS Virtual.Lab Acoustics package and a number of differences in the acoustic field are highlighted.

  4. Khruschev S.S., Fursova P.V., Plusnina T.Yu., Riznichenko G.Yu., Rubin A.B.
    Analysis of the rate of electron transport through photosynthetic cytochrome $b_6 f$ complex
    Computer Research and Modeling, 2024, v. 16, no. 4, pp. 997-1022

    We consider an approach based on linear algebra methods to analyze the rate of electron transport through the cytochrome $b_6 f$ complex. In the proposed approach, the dependence of the quasi-stationary electron flux through the complex on the degree of reduction of pools of mobile electron carriers is considered a response function characterizing this process. We have developed software in the Python programming language that allows us to construct the master equation for the complex according to the scheme of elementary reactions and calculate quasi-stationary electron transport rates through the complex and the dynamics of their changes during the transition process. The calculations are performed in multithreaded mode, which makes it possible to efficiently use the resources of modern computing systems and to obtain data on the functioning of the complex in a wide range of parameters in a relatively short time. The proposed approach can be easily adapted for the analysis of electron transport in other components of the photosynthetic and respiratory electron-transport chain, as well as other processes in multienzyme complexes containing several reaction centers. Cryo-electron microscopy and redox titration data were used to parameterize the model of cytochrome $b_6 f$ complex. We obtained dependences of the quasi-stationary rate of plastocyanin reduction and plastoquinone oxidation on the degree of reduction of pools of mobile electron carriers and analyzed the dynamics of rate changes in response to changes in the redox state of the plastoquinone pool. The modeling results are in good agreement with the available experimental data.

  5. Yumaganov A.S., Agafonov A.A., Myasnikov V.V.
    Reinforcement learning-based adaptive traffic signal control invariant to traffic signal configuration
    Computer Research and Modeling, 2024, v. 16, no. 5, pp. 1253-1269

    In this paper, we propose an adaptive traffic signal control method invariant to the configuration of the traffic signal. The proposed method uses one neural network model to control traffic signals of various configurations, differing both in the number of controlled lanes and in the used traffic light control cycle (set of phases). To describe the state space, both dynamic information about the current state of the traffic flow and static data about the configuration of a controlled intersection are used. To increase the speed of model training and reduce the required amount of data required for model convergence, it is proposed to use an “expert” who provides additional data for model training. As an expert, we propose to use an adaptive control method based on maximizing the weighted flow of vehicles through an intersection. Experimental studies of the effectiveness of the developed method were carried out in a microscopic simulation software package. The obtained results confirmed the effectiveness of the proposed method in different simulation scenarios. The possibility of using the developed method in a simulation scenario that is not used in the training process was shown. We provide a comparison of the proposed method with other baseline solutions, including the method used as an “expert”. In most scenarios, the developed method showed the best results by average travel time and average waiting time criteria. The advantage over the method used as an expert, depending on the scenario under study, ranged from 2% to 12% according to the criterion of average vehicle waiting time and from 1% to 7% according to the criterion of average travel time.

  6. Varshavsky L.E.
    Modeling the impact of sanctions and import substitution on market performance
    Computer Research and Modeling, 2025, v. 17, no. 2, pp. 365-380

    The article considers an approach to modeling the impact of sanctions and import substitution on the performance of high-tech product markets based on the use of control theory methods (operational calculus, z-transform). The model under consideration assumes that an equipment manufacturer supplies unique high-tech equipment to a high-tech product (HP) manufacturer that dominates the equipment consumer market. The HP manufacturer, fearing disruption of equipment supplies due to the introduction of all kinds of restrictions and sanctions, invests in the development of import-substituting equipment production in a third company, which can also find application in the external market, at the expense of deductions from its profits. The influence of the following factors and actions on the performance of the conditional market is analyzed: 1) the degree of inertia of the development and production development processes in the company; 2) the share of equipment of the import-substituting company supplied to the HP manufacturer; 3) sanctions (general and selective) on the supply of equipment to the company-manufacturer of the import substitution, as well as blocking the import substitution process in the third company by the first company.

    The calculations show that the acceleration of the equipment development and production processes leads to a faster decrease in the production volumes of the first company. At the same time, an increase in price is observed, which is associated with a change in the parameters of the inverse demand function.

    An increase in the share of equipment of the import-substituting company consumed by the second company can lead to a sharp increase in production volumes in the second and third companies, stabilization of production volumes in the first company and an increase in price.

    The introduction of sanctions leads to a decrease in the production volumes and income of all companies relative to the baseline version. A significant change in price also occurs. However, due to the inertia of the equipment production processes in the example under consideration, a significant change in production volumes in the aggregate of companies occurs with a significant lag. This is especially characteristic of the third company, in which a noticeable deviation from the baseline version begins after 20 years. The blocking by the first equipment manufacturing company of investments in the development of import substitution in the third company ensures a relatively small gain for the first company in production volumes and NPV although allows to raise her market share.

  7. Zhdanova O.L., Kolbina E.A., Frisman E.Y.
    Evolutionary effects of non-selective sustainable harvesting in a genetically heterogeneous population
    Computer Research and Modeling, 2025, v. 17, no. 4, pp. 717-735

    The problem of harvest optimization remains a central challenge in mathematical biology. The concept of Maximum Sustainable Yield (MSY), widely used in optimal exploitation theory, proposes maintaining target populations at levels ensuring maximum reproduction, theoretically balancing economic benefits with resource conservation. While MSYbased management promotes population stability and system resilience, it faces significant limitations due to complex intrapopulation structures and nonlinear dynamics in exploited species. Of particular concern are the evolutionary consequences of harvesting, as artificial selection may drive changes divergent from natural selection pressures. Empirical evidence confirms that selective harvesting alters behavioral traits, reduces offspring quality, and modifies population gene pools. In contrast, the genetic impacts of non-selective harvesting remain poorly understood and require further investigation.

    This study examines how non-selective harvesting with constant removal rates affects evolution in genetically heterogeneous populations. We model genetic diversity controlled by a single diallelic locus, where different genotypes dominate at high/low densities: r-strategists (high fecundity) versus K-strategists (resource-limited resilience). The classical ecological and genetic model with discrete time is considered. The model assumes that the fitness of each genotype linearly depends on the population size. By including the harvesting withdrawal coefficient, the model allows for linking the problem of optimizing harvest with the that of predicting genotype selection.

    Analytical results demonstrate that under MSY harvesting the equilibrium genetic composition remains unchanged while population size halves. The type of genetic equilibrium may shift, as optimal harvest rates differ between equilibria. Natural K-strategist dominance may reverse toward r-strategists, whose high reproduction compensates for harvest losses. Critical harvesting thresholds triggering strategy shifts were identified.

    These findings explain why exploited populations show slow recovery after harvesting cessation: exploitation reinforces adaptations beneficial under removal pressure but maladaptive in natural conditions. For instance, captive arctic foxes select for high-productivity genotypes, whereas wild populations favor lower-fecundity/higher-survival phenotypes. This underscores the necessity of incorporating genetic dynamics into sustainable harvesting management strategies, as MSY policies may inadvertently alter evolutionary trajectories through density-dependent selection processes. Recovery periods must account for genetic adaptation timescales in management frameworks.

  8. Pak S.Y., Abakumov A.I.
    Model study of gas exchange processes in phytoplankton under the influence of photosynthetic processes and metabolism
    Computer Research and Modeling, 2025, v. 17, no. 5, pp. 963-985

    The dynamics of various gaseous substances is of great importance in the vital activity of phytoplankton. The dynamics of oxygen and carbon dioxide are the most indicative for aquatic plant communities. These dynamics are important for the global ratio of oxygen and carbon dioxide in the Earth’s atmosphere. The goal of the work is to use the mathematical modeling to study the role of oxygen and carbon dioxide in the life of aquatic plant organisms, in particular, the phytoplankton. The series of mathematical models of the dynamics of oxygen and carbon dioxide in the phytoplankton body are proposed. The series of models are built according to the increasing degree of complexity and the number of modeled processes. At first, the simplest model of only gas dynamics is considered, then there is a transition to models with the interaction and mutual influence of gases on the formation and dynamics of energy-intensive substances and on growth processes in the plant organism. Photosynthesis and respiration are considered as the basis of the models. The models study the properties of solutions: equilibrium solutions and their stability, dynamic properties of solutions. Various types of equilibrium stability, possible complex non-linear dynamics have been identified. These properties allow better orientation when choosing a model to describe processes with a known set of data and formulated modeling goals. An example of comparing an experiment with its model description is given. The next goal of modeling — to link gas dynamics for oxygen and carbon dioxide with metabolic processes in plant organisms. In the future, model designs will be applied to the analysis of ecosystem behavior when the habitat changes, including the content of gaseous substances.

  9. Vavilova D.D., Ketova K.V., Zerari R.
    Computer modeling of the gross regional product dynamics: a comparative analysis of neural network models
    Computer Research and Modeling, 2025, v. 17, no. 6, pp. 1219-1236

    Analysis of regional economic indicators plays a crucial role in management and development planning, with Gross Regional Product (GRP) serving as one of the key indicators of economic activity. The application of artificial intelligence, including neural network technologies, enables significant improvements in the accuracy and reliability of forecasts of economic processes. This study compares three neural network algorithm models for predicting the GRP of a typical region of the Russian Federation — the Udmurt Republic — based on time series data from 2000 to 2023. The selected models include a neural network with the Bat Algorithm (BA-LSTM), a neural network model based on backpropagation error optimized with a Genetic Algorithm (GA-BPNN), and a neural network model of Elman optimized using the Particle Swarm Optimization algorithm (PSO-Elman). The research involved stages of neural network modeling such as data preprocessing, training model, and comparative analysis based on accuracy and forecast quality metrics. This approach allows for evaluating the advantages and limitations of each model in the context of GRP forecasting, as well as identifying the most promising directions for further research. The utilization of modern neural network methods opens new opportunities for automating regional economic analysis and improving the quality of forecast assessments, which is especially relevant when data are limited and for rapid decision-making. The study uses factors such as the amount of production capital, the average annual number of labor resources, the share of high-tech and knowledge-intensive industries in GRP, and an inflation indicator as input data for predicting GRP. The high accuracy of the predictions achieved by including these factors in the neural network models confirms the strong correlation between these factors and GRP. The results demonstrate the exceptional accuracy of the BA-LSTM neural network model on validation data: the coefficient of determination was 0.82, and the mean absolute percentage error was 4.19%. The high performance and reliability of this model confirm its capacity to predict effectively the dynamics of the GRP. During the forecast period up to 2030, the Udmurt Republic is expected to experience an annual increase in Gross Regional Product (GRP) of +4.6% in current prices or +2.5% in comparable 2023 prices. By 2030, the GRP is projected to reach 1264.5 billion rubles.

  10. Darwish A., Leonenko V.N.
    Reducing computational complexity in agent-based epidemiological model calibration: application of deep learning surrogates
    Computer Research and Modeling, 2026, v. 18, no. 1, pp. 185-200

    Acute respiratory infections are a major public health concern because they are the leading cause of illness and death in many countries. Therefore, there is great interest in developing models and methods capable of modeling the spread of these infections within communities, with the aim of controlling outbreaks and preventing their spread. Agent-based models (ABM) are one of the most important tools in epidemiological research for modeling epidemic dynamics in realistic populations, but they face significant challenges in terms of computational complexity in their operation and calibration of epidemiological data, as parameter estimation typically requires repeated simulations across large parameter spaces to determine plausible values for key epidemiological parameters. This paper addresses the problem of alleviating computational constraints in the inverse problem of calibrating an ABM model for simulating the spread of respiratory infections in Saint Petersburg. The paper proposes the application of machine learning surrogate to link epidemic trajectories to underlying epidemiological parameters, enabling them to quickly infer parameter estimates from observed epidemic data. This is done by formulating the task of calibrating ABMs against epidemiological data as a supervised learning problem, where sequences extracted from epidemiological trajectories are associated with underlying epidemiological parameters. The research was based on evaluating the performance of attention-based sequence modeling, probabilistic deep learning, and distributional regression for inferring parameter estimates from truncated sequences of epidemic trajectories. Experimental evaluations have demonstrated the effectiveness of this approach and its practical and straightforward application. The results also indicated the superiority of attention-based sequence modeling, as it showed more consistent performance across metrics and horizons in accurate parameter estimation and credible uncertainty quantification. Distributional regression modeling also showed good performance with specific strengths in point accuracy while probabilistic deep learning performed poorly, especially at longer input horizons.

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