Результаты поиска по 'interval estimates':
Найдено статей: 18
  1. Editor’s note
    Computer Research and Modeling, 2024, v. 16, no. 7, pp. 1533-1538
  2. Polosin V.G.
    Quantile shape measures for heavy-tailed distributions
    Computer Research and Modeling, 2024, v. 16, no. 5, pp. 1041-1077

    Currently, journal papers contain numerous examples of the use of heavy-tailed distributions for applied research on various complex systems. Models of extreme data are usually limited to a small set of distribution shapes that in this field of applied research historically been used. It is possible to increase the composition of the set of probability distributions shapes through comparing the measures of the distribution shapes and choosing the most suitable implementations. The example of a beta distribution of the second kind shown that the lack of definability of the moments of heavy-tailed implementations of the beta family of distributions limits the applicability of the existing classical methods of moments for studying the distributions shapes when are characterized heavy tails. For this reason, the development of new methods for comparing distributions based on quantile shape measures free from the restrictions on the shape parameters remains relevant study the possibility of constructing a space of quantile measures of shapes for comparing distributions with heavy tails. The operation purpose consists in computer research of creation possibility of space of the quantile’s measures for the comparing of distributions property with heavy tails. On the basis of computer simulation there the distributions implementations in measures space of shapes were been shown. Mapping distributions in space only of the parametrical measures of shapes has shown that the imposition of regions for heavy tails distribution made impossible compare the shape of distributions belonging to different type in the space of quantile measures of skewness and kurtosis. It is well known that shape information measures such as entropy and entropy uncertainty interval contain additional information about the shape measure of heavy-tailed distributions. In this paper, a quantile entropy coefficient is proposed as an additional independent measure of shape, which is based on the ratio of entropy and quantile uncertainty intervals. Also estimates of quantile entropy coefficients are obtained for a number of well-known heavy-tailed distributions. The possibility of comparing the distributions shapes with realizations of the beta distribution of the second kind is illustrated by the example of the lognormal distribution and the Pareto distribution. Due to mapping the position of stable distributions in the three-dimensional space of quantile measures of shapes estimate made it possible the shape parameters to of the beta distribution of the second kind, for which shape is closest to the Lévy shape. From the paper material it follows that the display of distributions in the three-dimensional space of quantile measures of the forms of skewness, kurtosis and entropy coefficient significantly expands the possibility of comparing the forms for distributions with heavy tails.

  3. Kulikov Y.M., Son E.E.
    CABARET scheme implementation for free shear layer modeling
    Computer Research and Modeling, 2017, v. 9, no. 6, pp. 881-903

    In present paper we reexamine the properties of CABARET numerical scheme formulated for a weakly compressible fluid flow basing the results of free shear layer modeling. Kelvin–Helmholtz instability and successive generation of two-dimensional turbulence provide a wide field for a scheme analysis including temporal evolution of the integral energy and enstrophy curves, the vorticity patterns and energy spectra, as well as the dispersion relation for the instability increment. The most part of calculations is performed for Reynolds number $\text{Re} = 4 \times 10^5$ for square grids sequentially refined in the range of $128^2-2048^2$ nodes. An attention is paid to the problem of underresolved layers generating a spurious vortex during the vorticity layers roll-up. This phenomenon takes place only on a coarse grid with $128^2$ nodes, while the fully regularized evolution pattern of vorticity appears only when approaching $1024^2$-node grid. We also discuss the vorticity resolution properties of grids used with respect to dimensional estimates for the eddies at the borders of the inertial interval, showing that the available range of grids appears to be sufficient for a good resolution of small–scale vorticity patches. Nevertheless, we claim for the convergence achieved for the domains occupied by large-scale structures.

    The generated turbulence evolution is consistent with theoretical concepts imposing the emergence of large vortices, which collect all the kinetic energy of motion, and solitary small-scale eddies. The latter resemble the coherent structures surviving in the filamentation process and almost noninteracting with other scales. The dissipative characteristics of numerical method employed are discussed in terms of kinetic energy dissipation rate calculated directly and basing theoretical laws for incompressible (via enstrophy curves) and compressible (with respect to the strain rate tensor and dilatation) fluid models. The asymptotic behavior of the kinetic energy and enstrophy cascades comply with two-dimensional turbulence laws $E(k) \propto k^{−3}, \omega^2(k) \propto k^{−1}$. Considering the instability increment as a function of dimensionless wave number shows a good agreement with other papers, however, commonly used method of instability growth rate calculation is not always accurate, so some modification is proposed. Thus, the implemented CABARET scheme possessing remarkably small numerical dissipation and good vorticity resolution is quite competitive approach compared to other high-order accuracy methods

    Views (last year): 17.
  4. Vlasov A.A., Pilgeikina I.A., Skorikova I.A.
    Method of forming multiprogram control of an isolated intersection
    Computer Research and Modeling, 2021, v. 13, no. 2, pp. 295-303

    The simplest and most desirable method of traffic signal control is precalculated regulation, when the parameters of the traffic light object operation are calculated in advance and activated in accordance to a schedule. This work proposes a method of forming a signal plan that allows one to calculate the control programs and set the period of their activity. Preparation of initial data for the calculation includes the formation of a time series of daily traffic intensity with an interval of 15 minutes. When carrying out field studies, it is possible that part of the traffic intensity measurements is missing. To fill up the missing traffic intensity measurements, the spline interpolation method is used. The next step of the method is to calculate the daily set of signal plans. The work presents the interdependencies, which allow one to calculate the optimal durations of the control cycle and the permitting phase movement and to set the period of their activity. The present movement control systems have a limit on the number of control programs. To reduce the signal plans' number and to determine their activity period, the clusterization using the $k$-means method in the transport phase space is introduced In the new daily signal plan, the duration of the phases is determined by the coordinates of the received cluster centers, and the activity periods are set by the elements included in the cluster. Testing on a numerical illustration showed that, when the number of clusters is 10, the deviation of the optimal phase duration from the cluster centers does not exceed 2 seconds. To evaluate the effectiveness of the developed methodology, a real intersection with traffic light regulation was considered as an example. Based on field studies of traffic patterns and traffic demand, a microscopic model for the SUMO (Simulation of Urban Mobility) program was developed. The efficiency assessment is based on the transport losses estimated by the time spent on movement. Simulation modeling of the multiprogram control of traffic lights showed a 20% reduction in the delay time at the traffic light object in comparison with the single-program control. The proposed method allows automation of the process of calculating daily signal plans and setting the time of their activity.

  5. Reshitko M.A., Usov A.B.
    Neural network methods for optimal control problems
    Computer Research and Modeling, 2022, v. 14, no. 3, pp. 539-557

    In this study we discuss methods to solve optimal control problems based on neural network techniques. We study hierarchical dynamical two-level system for surface water quality control. The system consists of a supervisor (government) and a few agents (enterprises). We consider this problem from the point of agents. In this case we solve optimal control problem with constraints. To solve this problem, we use Pontryagin’s maximum principle, with which we obtain optimality conditions. To solve emerging ODEs, we use feedforward neural network. We provide a review of existing techniques to study such problems and a review of neural network’s training methods. To estimate the error of numerical solution, we propose to use defect analysis method, adapted for neural networks. This allows one to get quantitative error estimations of numerical solution. We provide examples of our method’s usage for solving synthetic problem and a surface water quality control model. We compare the results of this examples with known solution (when provided) and the results of shooting method. In all cases the errors, estimated by our method are of the same order as the errors compared with known solution. Moreover, we study surface water quality control problem when no solutions is provided by other methods. This happens because of relatively large time interval and/or the case of several agents. In the latter case we seek Nash equilibrium between agents. Thus, in this study we show the ability of neural networks to solve various problems including optimal control problems and differential games and we show the ability of quantitative estimation of an error. From the numerical results we conclude that the presence of the supervisor is necessary for achieving the sustainable development.

  6. Morozov A.Y., Reviznikov D.L.
    Parametric identification of dynamic systems based on external interval estimates of phase variables
    Computer Research and Modeling, 2024, v. 16, no. 2, pp. 299-314

    An important role in the construction of mathematical models of dynamic systems is played by inverse problems, which in particular include the problem of parametric identification. Unlike classical models that operate with point values, interval models give upper and lower boundaries on the quantities under study. The paper considers an interpolation approach to solving interval problems of parametric identification of dynamic systems for the case when experimental data are represented by external interval estimates. The purpose of the proposed approach is to find such an interval estimate of the model parameters, in which the external interval estimate of the solution of the direct modeling problem would contain experimental data or minimize the deviation from them. The approach is based on the adaptive interpolation algorithm for modeling dynamic systems with interval uncertainties, which makes it possible to explicitly obtain the dependence of phase variables on system parameters. The task of minimizing the distance between the experimental data and the model solution in the space of interval boundaries of the model parameters is formulated. An expression for the gradient of the objectivet function is obtained. On a representative set of tasks, the effectiveness of the proposed approach is demonstrated.

  7. Lyubushin A.A., Rodionov E.A.
    The influence of solar flares on the release of seismic energy
    Computer Research and Modeling, 2025, v. 17, no. 4, pp. 567-581

    The influence of solar activity on various processes on Earth has long been the subject of close study, which resulted in the appearance of the term “space weather”. The most striking manifestation of solar activity are the so-called “solar flares”, which are explosive releases of energy in the solar atmosphere, resulting in a flow of photons and charged particles reaching the Earth with a slight delay. After two or three days, a plasma flow reaches the Earth. Thus, a solar flare is an event stretched out in time for several days. The impact of solar flares on human health and the technosphere is a popular subject for discussion and scientific research. This article provides a quantitative assessment of the trigger effect of solar flares on the release of energy as a result of seismic events. The article provides an estimate in the form of a “percentage” of the released seismic energy of the trigger effect of solar flares on the release of seismic energy worldwide and in 8 areas of the Pacific Fire Ring. The initial data are a time series of solar flares from July 31, 1996 to the end of 2024. The time points of the greatest local extremes of solar flare intensity and released seismic energy were studied in successive time intervals of 1 day. For each pair of time sequences in sliding time windows, the “lead measures” of each time sequence relative to the other were estimated using a parametric model of the intensity of interacting point processes. The difference between the “direct” lead measure of the time points of local extremes of solar flare intensity relative to the moments of maximum released seismic energy and the “reverse” lead measure was calculated. The average value of the difference in lead measures provides an estimate of the share of the intensity of seismic events for which solar flares are a trigger.

  8. Vetchanin E.V., Tenenev V.A., Kilin A.A.
    Optimal control of the motion in an ideal fluid of a screw-shaped body with internal rotors
    Computer Research and Modeling, 2017, v. 9, no. 5, pp. 741-759

    In this paper we consider the controlled motion of a helical body with three blades in an ideal fluid, which is executed by rotating three internal rotors. We set the problem of selecting control actions, which ensure the motion of the body near the predetermined trajectory. To determine controls that guarantee motion near the given curve, we propose methods based on the application of hybrid genetic algorithms (genetic algorithms with real encoding and with additional learning of the leader of the population by a gradient method) and artificial neural networks. The correctness of the operation of the proposed numerical methods is estimated using previously obtained differential equations, which define the law of changing the control actions for the predetermined trajectory.

    In the approach based on hybrid genetic algorithms, the initial problem of minimizing the integral functional reduces to minimizing the function of many variables. The given time interval is broken up into small elements, on each of which the control actions are approximated by Lagrangian polynomials of order 2 and 3. When appropriately adjusted, the hybrid genetic algorithms reproduce a solution close to exact. However, the cost of calculation of 1 second of the physical process is about 300 seconds of processor time.

    To increase the speed of calculation of control actions, we propose an algorithm based on artificial neural networks. As the input signal the neural network takes the components of the required displacement vector. The node values of the Lagrangian polynomials which approximately describe the control actions return as output signals . The neural network is taught by the well-known back-propagation method. The learning sample is generated using the approach based on hybrid genetic algorithms. The calculation of 1 second of the physical process by means of the neural network requires about 0.004 seconds of processor time, that is, 6 orders faster than the hybrid genetic algorithm. The control calculated by means of the artificial neural network differs from exact control. However, in spite of this difference, it ensures that the predetermined trajectory is followed exactly.

    Views (last year): 12. Citations: 1 (RSCI).
  9. Ryashko L.B., Slepukhina E.S.
    Analysis of additive and parametric noise effects on Morris – Lecar neuron model
    Computer Research and Modeling, 2017, v. 9, no. 3, pp. 449-468

    This paper is devoted to the analysis of the effect of additive and parametric noise on the processes occurring in the nerve cell. This study is carried out on the example of the well-known Morris – Lecar model described by the two-dimensional system of ordinary differential equations. One of the main properties of the neuron is the excitability, i.e., the ability to respond to external stimuli with an abrupt change of the electric potential on the cell membrane. This article considers a set of parameters, wherein the model exhibits the class 2 excitability. The dynamics of the system is studied under variation of the external current parameter. We consider two parametric zones: the monostability zone, where a stable equilibrium is the only attractor of the deterministic system, and the bistability zone, characterized by the coexistence of a stable equilibrium and a limit cycle. We show that in both cases random disturbances result in the phenomenon of the stochastic generation of mixed-mode oscillations (i. e., alternating oscillations of small and large amplitudes). In the monostability zone this phenomenon is associated with a high excitability of the system, while in the bistability zone, it occurs due to noise-induced transitions between attractors. This phenomenon is confirmed by changes of probability density functions for distribution of random trajectories, power spectral densities and interspike intervals statistics. The action of additive and parametric noise is compared. We show that under the parametric noise, the stochastic generation of mixed-mode oscillations is observed at lower intensities than under the additive noise. For the quantitative analysis of these stochastic phenomena we propose and apply an approach based on the stochastic sensitivity function technique and the method of confidence domains. In the case of a stable equilibrium, this confidence domain is an ellipse. For the stable limit cycle, this domain is a confidence band. The study of the mutual location of confidence bands and the boundary separating the basins of attraction for different noise intensities allows us to predict the emergence of noise-induced transitions. The effectiveness of this analytical approach is confirmed by the good agreement of theoretical estimations with results of direct numerical simulations.

    Views (last year): 11.
  10. Kovalenko S.Yu., Yusubalieva G.M.
    Survival task for the mathematical model of glioma therapy with blood-brain barrier
    Computer Research and Modeling, 2018, v. 10, no. 1, pp. 113-123

    The paper proposes a mathematical model for the therapy of glioma, taking into account the blood-brain barrier, radiotherapy and antibody therapy. The parameters were estimated from experimental data and the evaluation of the effect of parameter values on the effectiveness of treatment and the prognosis of the disease were obtained. The possible variants of sequential use of radiotherapy and the effect of antibodies have been explored. The combined use of radiotherapy with intravenous administration of $mab$ $Cx43$ leads to a potentiation of the therapeutic effect in glioma.

    Radiotherapy must precede chemotherapy, as radio exposure reduces the barrier function of endothelial cells. Endothelial cells of the brain vessels fit tightly to each other. Between their walls are formed so-called tight contacts, whose role in the provision of BBB is that they prevent the penetration into the brain tissue of various undesirable substances from the bloodstream. Dense contacts between endothelial cells block the intercellular passive transport.

    The mathematical model consists of a continuous part and a discrete one. Experimental data on the volume of glioma show the following interesting dynamics: after cessation of radio exposure, tumor growth does not resume immediately, but there is some time interval during which glioma does not grow. Glioma cells are divided into two groups. The first group is living cells that divide as fast as possible. The second group is cells affected by radiation. As a measure of the health of the blood-brain barrier system, the ratios of the number of BBB cells at the current moment to the number of cells at rest, that is, on average healthy state, are chosen.

    The continuous part of the model includes a description of the division of both types of glioma cells, the recovery of BBB cells, and the dynamics of the drug. Reducing the number of well-functioning BBB cells facilitates the penetration of the drug to brain cells, that is, enhances the action of the drug. At the same time, the rate of division of glioma cells does not increase, since it is limited not by the deficiency of nutrients available to cells, but by the internal mechanisms of the cell. The discrete part of the mathematical model includes the operator of radio interaction, which is applied to the indicator of BBB and to glial cells.

    Within the framework of the mathematical model of treatment of a cancer tumor (glioma), the problem of optimal control with phase constraints is solved. The patient’s condition is described by two variables: the volume of the tumor and the condition of the BBB. The phase constraints delineate a certain area in the space of these indicators, which we call the survival area. Our task is to find such treatment strategies that minimize the time of treatment, maximize the patient’s rest time, and at the same time allow state indicators not to exceed the permitted limits. Since the task of survival is to maximize the patient’s lifespan, it is precisely such treatment strategies that return the indicators to their original position (and we see periodic trajectories on the graphs). Periodic trajectories indicate that the deadly disease is translated into a chronic one.

    Views (last year): 14.
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