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А new cloud center of parallel computing is to be created in the Laboratory of Information Technologies (LIT) of the Joint Institute for Nuclear Research JINR) what is expected to improve significantly the efficiency of numerical calculations and expedite the receipt of new physically meaningful results due to the more rational use of computing resources. To optimize a scheme of parallel computations at a cloud environment it is necessary to test this scheme for various combinations of equipment parameters (processor speed and numbers, throughput оf а communication network etc). As a test problem, the parallel MPI algorithm for calculations of the long Josephson junctions (LDJ) is chosen. Problems of evaluating the impact of abovementioned factors of computing mean on the computing speed of the test problem are solved by simulation with the simulation program SyMSim developed in LIT.

The simulation of the LDJ calculations in the cloud environment enable users without a series of test to find the optimal number of CPUs with a certain type of network run the calculations in a real computer environment. This can save significant computational time in countable resources. The main parameters of the model were obtained from the results of the computational experiment conducted on a special cloud-based testbed. Computational experiments showed that the pure computation time decreases in inverse proportion to the number of processors, but depends significantly on network bandwidth. Comparison of results obtained empirically with the results of simulation showed that the simulation model correctly simulates the parallel calculations performed using the MPI-technology. Besides it confirms our recommendation: for fast calculations of this type it is needed to increase both, — the number of CPUs and the network throughput at the same time. The simulation results allow also to invent an empirical analytical formula expressing the dependence of calculation time by the number of processors for a fixed system configuration. The obtained formula can be applied to other similar studies, but requires additional tests to determine the values of variables.

A cluster method of mathematical modeling of interval-stochastic thermal processes in complex electronic systems (ES), is developed. In the cluster method, the construction of a complex ES is represented in the form of a thermal model, which is a system of clusters, each of which contains a core that combines the heat-generating elements falling into a given cluster, the cluster shell and a medium flow through the cluster. The state of the thermal process in each cluster and every moment of time is characterized by three interval-stochastic state variables, namely, the temperatures of the core, shell, and medium flow. The elements of each cluster, namely, the core, shell, and medium flow, are in thermal interaction between themselves and elements of neighboring clusters. In contrast to existing methods, the cluster method allows you to simulate thermal processes in complex ESs, taking into account the uneven distribution of temperature in the medium flow pumped into the ES, the conjugate nature of heat exchange between the medium flow in the ES, core and shells of clusters, and the intervalstochastic nature of thermal processes in the ES, caused by statistical technological variation in the manufacture and installation of electronic elements in ES and random fluctuations in the thermal parameters of the environment. The mathematical model describing the state of thermal processes in a cluster thermal model is a system of interval-stochastic matrix-block equations with matrix and vector blocks corresponding to the clusters of the thermal model. The solution to the interval-stochastic equations are statistical measures of the state variables of thermal processes in clusters - mathematical expectations, covariances between state variables and variance. The methodology for applying the cluster method is shown on the example of a real ES.

The article deals with the problem of a distributed system operation reliability. The system core is an open integration platform that provides interaction of varied software for modeling gas transportation. Some of them provide an access through thin clients on the cloud technology “software as a service”. Mathematical models of operation, transmission and computing are to ensure the operation of an automated dispatching system for oil and gas transportation. The paper presents a system solution based on the theory of Markov random processes and considers the stable operation stage. The stationary operation mode of the Markov chain with continuous time and discrete states is described by a system of Chapman–Kolmogorov equations with respect to the average numbers (mathematical expectations) of the objects in certain states. The objects of research are both system elements that are present in a large number – thin clients and computing modules, and individual ones – a server, a network manager (message broker). Together, they are interacting Markov random processes. The interaction is determined by the fact that the transition probabilities in one group of elements depend on the average numbers of other elements groups.

The authors propose a multi-criteria dispersion model of risk assessment for such systems (both in the broad and narrow sense, in accordance with the IEC standard). The risk is the standard deviation of estimated object parameter from its average value. The dispersion risk model makes possible to define optimality criteria and whole system functioning risks. In particular, for a thin client, the following is calculated: the loss profit risk, the total risk of losses due to non-productive element states, and the total risk of all system states losses.

Finally the paper proposes compromise schemes for solving the multi-criteria problem of choosing the optimal operation strategy based on the selected set of compromise criteria.

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.

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.

The aim of the work was to study and develop methods of forecasting the dynamics of the human respiratory reactions, based on mathematical modeling. To achieve this goal have been set and solved the following tasks: developed and justified the overall structure and formalized description of the model Respiro-reflex system; built and implemented the algorithm in software models of gas exchange of the body; computational experiments and checking the adequacy of the model-based Lite-ture data and our own experimental studies.

In this embodiment, a new comprehensive model entered partial model modified version of physicochemical properties and blood acid-base balance. In developing the model as the basis of a formalized description was based on the concept of separation of physiologically-fi system of regulation on active and passive subsystems regulation. Development of the model was carried out in stages. Integrated model of gas exchange consisted of the following special models: basic biophysical models of gas exchange system; model physicochemical properties and blood acid-base balance; passive mechanisms of gas exchange model developed on the basis of mass balance equations Grodinza F.; chemical regulation model developed on the basis of a multifactor model D. Gray.

For a software implementation of the model, calculations were made in MatLab programming environment. To solve the equations of the method of Runge–Kutta–Fehlberga. It is assumed that the model will be presented in the form of a computer research program, which allows implements vat various hypotheses about the mechanism of the observed processes. Calculate the expected value of the basic indicators of gas exchange under giperkap Britain and hypoxia. The results of calculations as the nature of, and quantity is good enough co-agree with the data obtained in the studies on the testers. The audit on Adek-vatnost confirmed that the error calculation is within error of copper-to-biological experiments. The model can be used in the theoretical prediction of the dynamics of the respiratory reactions of the human body in a changed atmosphere.

Finding PageRank vector is of great scientific and practical interest due to its applicability to modern search engines. Despite the fact that this problem is reduced to finding the eigenvector of the stochastic matrix $P$, the need for new algorithms is justified by a large size of the input data. To achieve no more than linear execution time, various randomized methods have been proposed, returning the expected result only with some probability close enough to one. We will consider two of them by reducing the problem of calculating the PageRank vector to the problem of finding equilibrium in an antagonistic matrix game, which is then solved using the Grigoriadis – Khachiyan algorithm. This implementation works effectively under the assumption of sparsity of the input matrix. As far as we know, there are no successful implementations of neither the Grigoriadis – Khachiyan algorithm nor its application to the task of calculating the PageRank vector. The purpose of this paper is to fill this gap. The article describes an algorithm giving pseudocode and some details of the implementation. In addition, it discusses another randomized method of calculating the PageRank vector, namely, Markov chain Monte Carlo (MCMC), in order to compare the results of these algorithms on matrices with different values of the spectral gap. The latter is of particular interest, since the magnitude of the spectral gap strongly affects the convergence rate of MCMC and does not affect the other two approaches at all. The comparison was carried out on two types of generated graphs: chains and $d$-dimensional cubes. The experiments, as predicted by the theory, demonstrated the effectiveness of the Grigoriadis – Khachiyan algorithm in comparison with MCMC for sparse graphs with a small spectral gap value. The written code is publicly available, so everyone can reproduce the results themselves or use this implementation for their own needs. The work has a purely practical orientation, no theoretical results were obtained.

The BES-III experiment at the IHEP CAS, Beijing, is running at the high-luminosity e+e- collider BEPC-II to study physics of charm quarks and tau leptons. The world largest samples of J/psi and psi' events are already collected, a number of unique data samples in the energy range 2.5–4.6 GeV have been taken. The data volume is expected to increase by an order of magnitude in the coming years. This requires to move from a centralized computing system to a distributed computing environment, thus allowing the use of computing resources from remote sites — members of the BES-III Collaboration. In this report the general information, latest results and development plans of the BES-III distributed computing system are presented.

The most important principle of military science and border security is the principle of concentrating the main efforts on the main directions and tasks. At the tactical level, there are many mathematical models for computing the optimal resource allocation by directions and objects, whereas at the state level there are no corresponding models. Using the statistical data on the results of the protection of the US border, an exponential type border production function parameter is calculated that reflects the organizational and technological capabilities of the border guard. The production function determines the dependence of the probability of detaining offenders from the density of border guards per kilometer of the border. Financial indicators in the production function are not taken into account, as the border maintenance budget and border equipment correlate with the number of border agents. The objective function of the border guards is defined — the total prevented damage from detained violators taking into account their expected danger for the state and society, which is to be maximized. Using Slater's condition, the solution of the problem was found — optimal density of border guard was calculated for the regions of the state. Having a model of resource allocation, the example of the three border regions of the United States has also solved the reverse problem — threats in the regions have been assessed based on the known allocation of resources. The expected danger from an individual offender on the US-Canada border is 2–5 times higher than from an offender on the US-Mexican border. The results of the calculations are consistent with the views of US security experts: illegal migrants are mostly detained on the US-Mexican border, while potential terrorists prefer to use other channels of penetration into the US (including the US-Canadian border), where the risks of being detained are minimal. Also, the results of the calculations are consistent with the established practice of border protection: in 2013 the number of border guards outside the checkpoints on the US-Mexican border increased by 2 times compared with 2001, while on the American-Canadian border — 4 times. The practice of border protection and the views of specialists give grounds for approval of the verification of the model.