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A gradient method with inexact oracle for composite nonconvex optimization
Computer Research and Modeling, 2022, v. 14, no. 2, pp. 321-334In this paper, we develop a new first-order method for composite nonconvex minimization problems with simple constraints and inexact oracle. The objective function is given as a sum of «hard», possibly nonconvex part, and «simple» convex part. Informally speaking, oracle inexactness means that, for the «hard» part, at any point we can approximately calculate the value of the function and construct a quadratic function, which approximately bounds this function from above. We give several examples of such inexactness: smooth nonconvex functions with inexact H¨older-continuous gradient, functions given by the auxiliary uniformly concave maximization problem, which can be solved only approximately. For the introduced class of problems, we propose a gradient-type method, which allows one to use a different proximal setup to adapt to the geometry of the feasible set, adaptively chooses controlled oracle error, allows for inexact proximal mapping. We provide a convergence rate for our method in terms of the norm of generalized gradient mapping and show that, in the case of an inexact Hölder-continuous gradient, our method is universal with respect to Hölder parameters of the problem. Finally, in a particular case, we show that the small value of the norm of generalized gradient mapping at a point means that a necessary condition of local minimum approximately holds at that point.
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Approximate model of an axisymmetric flow of a non-compressible fluid in an infinitely long circular cylinder, the walls of which are composed of elastic rings, based on solutions of the Korteweg – de Vries equation
Computer Research and Modeling, 2024, v. 16, no. 2, pp. 375-394An approximate mathematical model of blood flow in an axisymmetric blood vessel is studied. Such a vessel is understood as an infinitely long circular cylinder, the walls of which consist of elastic rings. Blood is considered as an incompressible fluid flowing in this cylinder. Increased pressure causes radially symmetrical stretching of the elastic rings. Following J. Lamb, the rings are located close to each other so that liquid does not flow between them. To mentally realize this, it is enough to assume that the rings are covered with an impenetrable film that does not have elastic properties. Only rings have elasticity. The considered model of blood flow in a blood vessel consists of three equations: the continuity equation, the law of conservation of momentum and the equation of state. An approximate procedure for reducing the equations under consideration to the Korteweg – de Vries (KdV) equation is considered, which was not fully considered by J. Lamb, only to establish the dependence of the coefficients of the KdV equation on the physical parameters of the considered model of incompressible fluid flow in an axisymmetric vessel. From the KdV equation, by a standard transition to traveling waves, ODEs of the third, second and first orders are obtained, respectively. Depending on the different cases of arrangement of the three stationary solutions of the first-order ODE, a cnoidal wave and a soliton are standardly obtained. The main attention is paid to an unbounded periodic solution, which we call a degenerate cnoidal wave. Mathematically, cnoidal waves are described by elliptic integrals with parameters defining amplitudes and periods. Soliton and degenerate cnoidal wave are described by elementary functions. The hemodynamic meaning of these types of decisions is indicated. Due to the fact that the sets of solutions to first-, second- and third-order ODEs do not coincide, it has been established that the Cauchy problem for second- and third-order ODEs can be specified at all points, and for first-order ODEs only at points of growth or decrease. The Cauchy problem for a first-order ODE cannot be specified at extremum points due to the violation of the Lipschitz condition. The degeneration of the cnoidal wave into a degenerate cnoidal wave, which can lead to rupture of the vessel walls, is numerically illustrated. The table below describes two modes of approach of a cnoidal wave to a degenerate cnoidal wave.
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Analysis of the physics-informed neural network approach to solving ordinary differential equations
Computer Research and Modeling, 2024, v. 16, no. 7, pp. 1621-1636Considered the application of physics-informed neural networks using multi layer perceptrons to solve Cauchy initial value problems in which the right-hand sides of the equation are continuous monotonically increasing, decreasing or oscillating functions. With the use of the computational experiments the influence of the construction of the approximate neural network solution, neural network structure, optimization algorithm and software implementation means on the learning process and the accuracy of the obtained solution is studied. The analysis of the efficiency of the most frequently used machine learning frameworks in software development with the programming languages Python and C# is carried out. It is shown that the use of C# language allows to reduce the time of neural networks training by 20–40%. The choice of different activation functions affects the learning process and the accuracy of the approximate solution. The most effective functions in the considered problems are sigmoid and hyperbolic tangent. The minimum of the loss function is achieved at the certain number of neurons of the hidden layer of a single-layer neural network for a fixed training time of the neural network model. It’s also mentioned that the complication of the network structure increasing the number of neurons does not improve the training results. At the same time, the size of the grid step between the points of the training sample, providing a minimum of the loss function, is almost the same for the considered Cauchy problems. Training single-layer neural networks, the Adam method and its modifications are the most effective to solve the optimization problems. Additionally, the application of twoand three-layer neural networks is considered. It is shown that in these cases it is reasonable to use the LBFGS algorithm, which, in comparison with the Adam method, in some cases requires much shorter training time achieving the same solution accuracy. The specificity of neural network training for Cauchy problems in which the solution is an oscillating function with monotonically decreasing amplitude is also investigated. For these problems, it is necessary to construct a neural network solution with variable weight coefficient rather than with constant one, which improves the solution in the grid cells located near by the end point of the solution interval.
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Superscale simulation of the magnetic states and reconstruction of the ordering types for nanodots arrays
Computer Research and Modeling, 2011, v. 3, no. 3, pp. 309-318Views (last year): 2.We consider two possible computational methods of the interpretation of experimental data obtained by means of the magnetic force microscopy. These methods of macrospin distribution simulation and reconstruction can be used for research of magnetization reversal processes of nanodots in ordered 2D arrays of nanodots. New approaches to the development of high-performance superscale algorithms for parallel executing on a supercomputer clusters for solving direct and inverse task of the modeling of magnetic states, types of ordering, reversal processes of nanosystems with a collective behavior are proposed. The simulation results are consistent with experimental results.
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On one particular model of a mixture of the probability distributions in the radio measurements
Computer Research and Modeling, 2012, v. 4, no. 3, pp. 563-568Views (last year): 3. Citations: 7 (RSCI).This paper presents a model mixture of probability distributions of signal and noise. Typically, when analyzing the data under conditions of uncertainty it is necessary to use nonparametric tests. However, such an analysis of nonstationary data in the presence of uncertainty on the mean of the distribution and its parameters may be ineffective. The model involves the implementation of a case of a priori non-parametric uncertainty in the processing of the signal at a time when the separation of signal and noise are related to different general population, is feasible.
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Development of methodology for computational analysis of thermo-hydraulic processes proceeding in fast-neutron reactor with FlowVision CFD software
Computer Research and Modeling, 2017, v. 9, no. 1, pp. 87-94Views (last year): 6. Citations: 1 (RSCI).An approach to numerical analysis of thermo-hydraulic processes proceeding in a fast-neutron reactor is described in the given article. The description covers physical models, numerical schemes and geometry simplifications accepted in the computational model. Steady-state and dynamic regimes of reactor operation are considered. The steady-state regimes simulate the reactor operation at nominal power. The dynamic regimes simulate the shutdown reactor cooling by means of the heat-removal system.
Simulation of thermo-hydraulic processes is carried out in the FlowVision CFD software. A mathematical model describing the coolant flow in the first loop of the fast-neutron reactor was developed on the basis of the available geometrical model. The flow of the working fluid in the reactor simulator is calculated under the assumption that the fluid density does not depend on pressure, with use a $k–\varepsilon$ turbulence model, with use of a model of dispersed medium, and with account of conjugate heat exchange. The model of dispersed medium implemented in the FlowVision software allowed taking into account heat exchange between the heat-exchanger lops. Due to geometric complexity of the core region, the zones occupied by the two heat exchangers were modeled by hydraulic resistances and heat sources.
Numerical simulation of the coolant flow in the FlowVision software enabled obtaining the distributions of temperature, velocity and pressure in the entire computational domain. Using the model of dispersed medium allowed calculation of the temperature distributions in the second loops of the heat exchangers. Besides that, the variation of the coolant temperature along the two thermal probes is determined. The probes were located in the cool and hot chambers of the fast-neutron reactor simulator. Comparative analysis of the numerical and experimental data has shown that the developed mathematical model is correct and, therefore, it can be used for simulation of thermo-hydraulic processes proceeding in fast-neutron reactors with sodium coolant.
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Some relationships between thermodynamic characteristics and water vapor and carbon dioxide fluxes in a recently clear-cut area
Computer Research and Modeling, 2017, v. 9, no. 6, pp. 965-980Views (last year): 15. Citations: 1 (RSCI).The temporal variability of exergy of short-wave and long-wave radiation and its relationships with sensible heat, water vapor (H2O) and carbon dioxide (CO2) fluxes on a recently clear-cut area in a mixed coniferous and small-leaved forest in the Tver region is discussed. On the basis of the analysis of radiation and exergy efficiency coefficients suggested by Yu.M. Svirezhev it was shown that during the first eight months after clearcutting the forest ecosystem functions as a "heat engine" i.e. the processes of energy dissipation dominated over processes of biomass production. To validate the findings the statistical analysis of temporary variability of meteorological parameters, as well as, daily fluxes of sensible heat, H2O and CO2 was provided using the trigonometrical polynomials. The statistical models that are linearly depended on an exergy of short-wave and long-wave radiation were obtained for mean daily values of CO2 fluxes, gross primary production of regenerated vegetation and sensible heat fluxes. The analysis of these dependences is also confirmed the results obtained from processing the radiation and exergy efficiency coefficients. The splitting the time series into separate time intervals, e.g. “spring–summer” and “summer–autumn”, allowed revealing that the statistically significant relationships between atmospheric fluxes and exergy were amplified in summer months as the clear-cut area was overgrown by grassy and young woody vegetation. The analysis of linear relationships between time-series of latent heat fluxes and exergy showed their statistical insignificance. The linear relationships between latent heat fluxes and temperature were in turn statistically significant. The air temperature was a key factor improving the accuracy of the models, whereas effect of exergy was insignificant. The results indicated that at the time of active vegetation regeneration within the clear-cut area the seasonal variability of surface evaporation is mainly governed by temperature variation.
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Traffic flow speed prediction on transportation graph with convolutional neural networks
Computer Research and Modeling, 2018, v. 10, no. 3, pp. 359-367Views (last year): 36.The short-term prediction of road traffic condition is one of the main tasks of transportation modelling. The main purpose of which are traffic control, reporting of accidents, avoiding traffic jams due to knowledge of traffic flow and subsequent transportation planning. A number of solutions exist — both model-driven and data driven had proven to be successful in capturing the dynamics of traffic flow. Nevertheless, most space-time models suffer from high mathematical complexity and low efficiency. Artificial Neural Networks, one of the prominent datadriven approaches, show promising performance in modelling the complexity of traffic flow. We present a neural network architecture for traffic flow prediction on a real-world road network graph. The model is based on the combination of a recurrent neural network and graph convolutional neural network. Where a recurrent neural network is used to model temporal dependencies, and a convolutional neural network is responsible for extracting spatial features from traffic. To make multiple few steps ahead predictions, the encoder-decoder architecture is used, which allows to reduce noise propagation due to inexact predictions. To model the complexity of traffic flow, we employ multilayered architecture. Deeper neural networks are more difficult to train. To speed up the training process, we use skip-connections between each layer, so that each layer teaches only the residual function with respect to the previous layer outputs. The resulting neural network was trained on raw data from traffic flow detectors from the US highway system with a resolution of 5 minutes. 3 metrics: mean absolute error, mean relative error, mean-square error were used to estimate the quality of the prediction. It was found that for all metrics the proposed model achieved lower prediction error than previously published models, such as Vector Auto Regression, LSTM and Graph Convolution GRU.
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Application of a balanced identification method for gap-filling in CO2 flux data in a sphagnum peat bog
Computer Research and Modeling, 2019, v. 11, no. 1, pp. 153-171Views (last year): 19.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.
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Proof of the connection between the Backman model with degenerate cost functions and the model of stable dynamics
Computer Research and Modeling, 2022, v. 14, no. 2, pp. 335-342Since 1950s the field of city transport modelling has progressed rapidly. The first equilibrium distribution models of traffic flow appeared. The most popular model (which is still being widely used) was the Beckmann model, based on the two Wardrop principles. The core of the model could be briefly described as the search for the Nash equilibrium in a population demand game, in which losses of agents (drivers) are calculated based on the chosen path and demands of this path with correspondences being fixed. The demands (costs) of a path are calculated as the sum of the demands of different path segments (graph edges), that are included in the path. The costs of an edge (edge travel time) are determined by the amount of traffic on this edge (more traffic means larger travel time). The flow on a graph edge is determined by the sum of flows over all paths passing through the given edge. Thus, the cost of traveling along a path is determined not only by the choice of the path, but also by the paths other drivers have chosen. Thus, it is a standard game theory task. The way cost functions are constructed allows us to narrow the search for equilibrium to solving an optimization problem (game is potential in this case). If the cost functions are monotone and non-decreasing, the optimization problem is convex. Actually, different assumptions about the cost functions form different models. The most popular model is based on the BPR cost function. Such functions are massively used in calculations of real cities. However, in the beginning of the XXI century, Yu. E. Nesterov and A. de Palma showed that Beckmann-type models have serious weak points. Those could be fixed using the stable dynamics model, as it was called by the authors. The search for equilibrium here could be also reduced to an optimization problem, moreover, the problem of linear programming. In 2013, A.V.Gasnikov discovered that the stable dynamics model can be obtained by a passage to the limit in the Beckmann model. However, it was made only for several practically important, but still special cases. Generally, the question if this passage to the limit is possible remains open. In this paper, we provide the justification of the possibility of the above-mentioned passage to the limit in the general case, when the cost function for traveling along the edge as a function of the flow along the edge degenerates into a function equal to fixed costs until the capacity is reached and it is equal to plus infinity when the capacity is exceeded.
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