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The discrete form of the equations in the theory of the shifting mode of reproduction with different variants of financial flows
Computer Research and Modeling, 2016, v. 8, no. 5, pp. 803-815Views (last year): 1. Citations: 4 (RSCI).Different versions of the shifting mode of reproduction models describe set of the macroeconomic production subsystems interacting with each other, to each of which there corresponds the household. These subsystems differ among themselves on age of the fixed capital used by them as they alternately stop production for its updating by own forces (for repair of the equipment and for introduction of the innovations increasing production efficiency). It essentially distinguishes this type of models from the models describing the mode of joint reproduction in case of which updating of fixed capital and production of a product happen simultaneously. Models of the shifting mode of reproduction allow to describe mechanisms of such phenomena as cash circulations and amortization, and also to describe different types of monetary policy, allow to interpret mechanisms of economic growth in a new way. Unlike many other macroeconomic models, model of this class in which the subsystems competing among themselves serially get an advantage in comparison with the others because of updating, essentially not equilibrium. They were originally described as a systems of ordinary differential equations with abruptly varying coefficients. In the numerical calculations which were carried out for these systems depending on parameter values and initial conditions both regular, and not regular dynamics was revealed. This paper shows that the simplest versions of this model without the use of additional approximations can be represented in a discrete form (in the form of non-linear mappings) with different variants (continuous and discrete) financial flows between subsystems (interpreted as wages and subsidies). This form of representation is more convenient for receipt of analytical results as well as for a more economical and accurate numerical calculations. In particular, its use allowed to determine the entry conditions corresponding to coordinated and sustained economic growth without systematic lagging in production of a product of one subsystems from others.
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Estimation of natural frequencies of pure bending vibrations of composite nonlinearly elastic beams and circular plates
Computer Research and Modeling, 2017, v. 9, no. 6, pp. 945-953Views (last year): 14.In the paper, it is represented a linearization method for the stress-strain curves of nonlinearly deformable beams and circular plates in order to generalize the pure bending vibration equations. It is considered composite, on average isotropic prismatic beams of a constant rectangular cross-section and circular plates of a constant thickness made of nonlinearly elastic materials. The technique consists in determining the approximate Young’s moduli from the initial stress-strain state of beam and plate subjected to the action of the bending moment.
The paper proposes two criteria for linearization: the equality of the specific potential energy of deformation and the minimization of the standard deviation in the state equation approximation. The method allows obtaining in the closed form the estimated value of the natural frequencies of layered and structurally heterogeneous, on average isotropic nonlinearly elastic beams and circular plates. This makes it possible to significantly reduce the resources in the vibration analysis and modeling of these structural elements. In addition, the paper shows that the proposed linearization criteria allow to estimate the natural frequencies with the same accuracy.
Since in the general case even isotropic materials exhibit different resistance to tension and compression, it is considered the piecewise-linear Prandtl’s diagrams with proportionality limits and tangential Young’s moduli that differ under tension and compression as the stress-strain curves of the composite material components. As parameters of the stress-strain curve, it is considered the effective Voigt’s characteristics (under the hypothesis of strain homogeneity) for a longitudinally layered material structure; the effective Reuss’ characteristics (under the hypothesis of strain homogeneity) for a transversely layered beam and an axially laminated plate. In addition, the effective Young’s moduli and the proportionality limits, obtained by the author’s homogenization method, are given for a structurally heterogeneous, on average isotropic material. As an example, it is calculated the natural frequencies of two-phase beams depending on the component concentrations.
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Estimation of anisotropy of seismic response from fractured geological objects
Computer Research and Modeling, 2018, v. 10, no. 2, pp. 231-240Views (last year): 11. Citations: 4 (RSCI).Seismic survey process is the common method of prospecting and exploration of deposits: oil and natural gas. Invented at the beginning of the XX century, it has received significant development and is currently used by almost all service oil companies. Its main advantages are the acceptable cost of fieldwork (in comparison with drilling wells) and the accuracy of estimating the characteristics of the subsurface area. However, with the discovery of non-traditional deposits (for example, the Arctic shelf, the Bazhenov Formation), the task of improving existing and creating new seismic data processing technologies became important. Significant development in this direction is possible with the use of numerical simulation of the propagation of seismic waves in realistic models of the geological medium, since it is possible to specify an arbitrary internal structure of the medium with subsequent evaluation of the synthetic signal-response.
The present work is devoted to the study of spatial dynamic processes occurring in geological medium containing fractured inclusions in the process of seismic exploration. The authors constructed a three-dimensional model of a layered massif containing a layer of fluid-saturated cracks, which makes it possible to estimate the signal-response when the structure of the inhomogeneous inclusion is varied. To describe physical processes, we use a system of equations for a linearly elastic body in partial derivatives of the second order, which is solved numerically by a grid-characteristic method on hexahedral grid. In this case, the crack planes are identified at the stage of constructing the grid, and further an additional correction is used to ensure a correct seismic response for the model parameters typical for geological media.
In the paper, three-component area seismograms with a common explosion point were obtained. On their basis, the effect of the structure of a fractured medium on the anisotropy of the seismic response recorded on the day surface at a different distance from the source was estimated. It is established that the kinematic characteristics of the signal remain constant, while the dynamic characteristics for ordered and disordered models can differ by tens of percents.
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Parallel implementation of the grid-characteristic method in the case of explicit contact boundaries
Computer Research and Modeling, 2018, v. 10, no. 5, pp. 667-678Views (last year): 18.We consider an application of the Message Passing Interface (MPI) technology for parallelization of the program code which solves equation of the linear elasticity theory. The solution of this equation describes the propagation of elastic waves in demormable rigid bodies. The solution of such direct problem of seismic wave propagation is of interest in seismics and geophysics. Our implementation of solver uses grid-characteristic method to make simulations. We consider technique to reduce time of communication between MPI processes during the simulation. This is important when it is necessary to conduct modeling in complex problem formulations, and still maintain the high level of parallelism effectiveness, even when thousands of processes are used. A solution of the problem of effective communication is extremely important when several computational grids with arbirtrary geometry of contacts between them are used in the calculation. The complexity of this task increases if an independent distribution of the grid nodes between processes is allowed. In this paper, a generalized approach is developed for processing contact conditions in terms of nodes reinterpolation from a given section of one grid to a certain area of the second grid. An efficient way of parallelization and establishing effective interprocess communications is proposed. For provided example problems we provide wave fileds and seismograms for both 2D and 3D formulations. It is shown that the algorithm can be realized both on Cartesian and on structured (curvilinear) computational grids. The considered statements demonstrate the possibility of carrying out calculations taking into account the surface topographies and curvilinear geometry of curvilinear contacts between the geological layers. Application of curvilinear grids allows to obtain more accurate results than when calculating only using Cartesian grids. The resulting parallelization efficiency is almost 100% up to 4096 processes (we used 128 processes as a basis to find efficiency). With number of processes larger than 4096, an expected gradual decrease in efficiency is observed. The rate of decline is not great, so at 16384 processes the parallelization efficiency remains at 80%.
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Parallel embedded discrete fracture method for flows in fractured porous media
Computer Research and Modeling, 2021, v. 13, no. 4, pp. 735-745In this work, parallel method for solving single-phase flow problems in a fractured porous media is considered. Method is based on the representation of fractures by surfaces embedded into the computational mesh, and known as the embedded discrete fracture model. Porous medium and fractures are represented as two independent continua within the model framework. A distinctive feature of the considered approach is that fractures do not modify the computational grid, while an additional degree of freedom is introduced for each cell intersected by the fracture. Discretization of fluxes between fractures and porous medium continua uses the pre-calculated intersection characteristics of fracture surfaces with a three-dimensional computational grid. The discretization of fluxes inside a porous medium does not depend on flows between continua. This allows the model to be integrated into existing multiphase flow simulators in porous reservoirs, while accurately describing flow behaviour near fractures.
Previously, the author proposed monotonic modifications of the model using nonlinear finite-volume schemes for the discretization of the fluxes inside the porous medium: a monotonic two-point scheme or a compact multi-point scheme with a discrete maximum principle. It was proved that the discrete solution of the obtained nonlinear problem preserves non-negativity or satisfies the discrete maximum principle, depending on the choice of the discretization scheme.
This work is a continuation of previous studies. The previously proposed monotonic modification of the model was parallelized using the INMOST open-source software platform for parallel numerical modelling. We used such features of the INMOST as a balanced grid distribution among processors, scalable methods for solving sparse distributed systems of linear equations, and others. Parallel efficiency was demonstrated experimentally.
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Modeling the response of polycrystalline ferroelectrics to high-intensity electric and mechanical fields
Computer Research and Modeling, 2022, v. 14, no. 1, pp. 93-113A mathematical model describing the irreversible processes of polarization and deformation of polycrystalline ferroelectrics in external electric and mechanical fields of high intensity is presented, as a result of which the internal structure changes and the properties of the material change. Irreversible phenomena are modeled in a three-dimensional setting for the case of simultaneous action of an electric field and mechanical stresses. The object of the research is a representative volume in which the residual phenomena in the form of the induced and irreversible parts of the polarization vector and the strain tensor are investigated. The main task of modeling is to construct constitutive relations connecting the polarization vector and strain tensor, on the one hand, and the electric field vector and mechanical stress tensor, on the other hand. A general case is considered when the direction of the electric field may not coincide with any of the main directions of the tensor of mechanical stresses. For reversible components, the constitutive relations are constructed in the form of linear tensor equations, in which the modules of elasticity and dielectric permeability depend on the residual strain, and the piezoelectric modules depend on the residual polarization. The constitutive relations for irreversible parts are constructed in several stages. First, an auxiliary model was constructed for the ideal or unhysteretic case, when all vectors of spontaneous polarization can rotate in the fields of external forces without mutual influence on each other. A numerical method is proposed for calculating the resulting values of the maximum possible polarization and deformation values of an ideal case in the form of surface integrals over the unit sphere with the distribution density obtained from the statistical Boltzmann law. After that the estimates of the energy costs required for breaking down the mechanisms holding the domain walls are made, and the work of external fields in real and ideal cases is calculated. On the basis of this, the energy balance was derived and the constitutive relations for irreversible components in the form of equations in differentials were obtained. A scheme for the numerical solution of these equations has been developed to determine the current values of the irreversible required characteristics in the given electrical and mechanical fields. For cyclic loads, dielectric, deformation and piezoelectric hysteresis curves are plotted.
The developed model can be implanted into a finite element complex for calculating inhomogeneous residual polarization and deformation fields with subsequent determination of the physical modules of inhomogeneously polarized ceramics as a locally anisotropic body.
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Modelling hydroelastic response of a plate resting on a nonlinear foundation and interacting with a pulsating fluid layer
Computer Research and Modeling, 2023, v. 15, no. 3, pp. 581-597The paper formulates a mathematical model for hydroelastic oscillations of a plate resting on a nonlinear hardening elastic foundation and interacting with a pulsating fluid layer. The main feature of the proposed model, unlike the wellknown ones, is the joint consideration of the elastic properties of the plate, the nonlinearity of elastic foundation, as well as the dissipative properties of the fluid and the inertia of its motion. The model is represented by a system of equations for a twodimensional hydroelasticity problem including dynamics equation of Kirchhoff’s plate resting on the elastic foundation with hardening cubic nonlinearity, Navier – Stokes equations, and continuity equation. This system is supplemented by boundary conditions for plate deflections and fluid pressure at plate ends, as well as for fluid velocities at the bounding walls. The model was investigated by perturbation method with subsequent use of iteration method for the equations of thin layer of viscous fluid. As a result, the fluid pressure distribution at the plate surface was obtained and the transition to an integrodifferential equation describing bending hydroelastic oscillations of the plate is performed. This equation is solved by the Bubnov –Galerkin method using the harmonic balance method to determine the primary hydroelastic response of the plate and phase response due to the given harmonic law of fluid pressure pulsation at plate ends. It is shown that the original problem can be reduced to the study of the generalized Duffing equation, in which the coefficients at inertial, dissipative and stiffness terms are determined by the physical and mechanical parameters of the original system. The primary hydroelastic response and phases response for the plate are found. The numerical study of these responses is performed for the cases of considering the inertia of fluid motion and the creeping fluid motion for the nonlinear and linearly elastic foundation of the plate. The results of the calculations showed the need to jointly consider the viscosity and inertia of the fluid motion together with the elastic properties of the plate and its foundation, both for nonlinear and linear vibrations of the plate.
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About applying Rayleigh formula based on the Kirchhoff integral equations for the seismic exploration problems
Computer Research and Modeling, 2017, v. 9, no. 5, pp. 761-771Views (last year): 11.In this paper we present Rayleigh formulas obtained from Kirchhoff integral formulas, which can later be used to obtain migration images. The relevance of the studies conducted in the work is due to the widespread use of migration in the interests of seismic oil and gas seismic exploration. A special feature of the work is the use of an elastic approximation to describe the dynamic behaviour of a geological environment, in contrast to the widespread acoustic approximation. The proposed approach will significantly improve the quality of seismic exploration in complex cases, such as permafrost and shelf zones of the southern and northern seas. The complexity of applying a system of equations describing the state of a linear-elastic medium to obtain Rayleigh formulas and algorithms based on them is a significant increase in the number of computations, the mathematical and analytical complexity of the resulting algorithms in comparison with the case of an acoustic medium. Therefore in industrial seismic surveys migration algorithms for the case of elastic waves are not currently used, which creates certain difficulties, since the acoustic approximation describes only longitudinal seismic waves in geological environments. This article presents the final analytical expressions that can be used to develop software systems using the description of elastic seismic waves: longitudinal and transverse, thereby covering the entire range of seismic waves: longitudinal reflected PP-waves, longitudinal reflected SP-waves, transverse reflected PS-waves and transverse reflected SS-waves. Also, the results of comparison of numerical solutions obtained on the basis of Rayleigh formulas with numerical solutions obtained by the grid-characteristic method are presented. The value of this comparison is due to the fact that the method based on Rayleigh integrals is based on analytical expressions, while the grid-characteristic method is a method of numerical integration of solutions based on a calculated grid. In the comparison, different types of sources were considered: a point source model widely used in marine and terrestrial seismic surveying and a flat wave model, which is also sometimes used in field studies.
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Survey of convex optimization of Markov decision processes
Computer Research and Modeling, 2023, v. 15, no. 2, pp. 329-353This article reviews both historical achievements and modern results in the field of Markov Decision Process (MDP) and convex optimization. This review is the first attempt to cover the field of reinforcement learning in Russian in the context of convex optimization. The fundamental Bellman equation and the criteria of optimality of policy — strategies based on it, which make decisions based on the known state of the environment at the moment, are considered. The main iterative algorithms of policy optimization based on the solution of the Bellman equations are also considered. An important section of this article was the consideration of an alternative to the $Q$-learning approach — the method of direct maximization of the agent’s average reward for the chosen strategy from interaction with the environment. Thus, the solution of this convex optimization problem can be represented as a linear programming problem. The paper demonstrates how the convex optimization apparatus is used to solve the problem of Reinforcement Learning (RL). In particular, it is shown how the concept of strong duality allows us to naturally modify the formulation of the RL problem, showing the equivalence between maximizing the agent’s reward and finding his optimal strategy. The paper also discusses the complexity of MDP optimization with respect to the number of state–action–reward triples obtained as a result of interaction with the environment. The optimal limits of the MDP solution complexity are presented in the case of an ergodic process with an infinite horizon, as well as in the case of a non-stationary process with a finite horizon, which can be restarted several times in a row or immediately run in parallel in several threads. The review also reviews the latest results on reducing the gap between the lower and upper estimates of the complexity of MDP optimization with average remuneration (Averaged MDP, AMDP). In conclusion, the real-valued parametrization of agent policy and a class of gradient optimization methods through maximizing the $Q$-function of value are considered. In particular, a special class of MDPs with restrictions on the value of policy (Constrained Markov Decision Process, CMDP) is presented, for which a general direct-dual approach to optimization with strong duality is proposed.
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Technique for analyzing noise-induced phenomena in two-component stochastic systems of reaction – diffusion type with power nonlinearity
Computer Research and Modeling, 2025, v. 17, no. 2, pp. 277-291The paper constructs and studies a generalized model describing two-component systems of reaction – diffusion type with power nonlinearity, considering the influence of external noise. A methodology has been developed for analyzing the generalized model, which includes linear stability analysis, nonlinear stability analysis, and numerical simulation of the system’s evolution. The linear analysis technique uses basic approaches, in which the characteristic equation is obtained using a linearization matrix. Nonlinear stability analysis realized up to third-order moments inclusively. For this, the functions describing the dynamics of the components are expanded in Taylor series up to third-order terms. Then, using the Novikov theorem, the averaging procedure is carried out. As a result, the obtained equations form an infinite hierarchically subordinate structure, which must be truncated at some point. To achieve this, contributions from terms higher than the third order are neglected in both the equations themselves and during the construction of the moment equations. The resulting equations form a set of linear equations, from which the stability matrix is constructed. This matrix has a rather complex structure, making it solvable only numerically. For the numerical study of the system’s evolution, the method of variable directions was chosen. Due to the presence of a stochastic component in the analyzed system, the method was modified such that random fields with a specified distribution and correlation function, responsible for the noise contribution to the overall nonlinearity, are generated across entire layers. The developed methodology was tested on the reaction – diffusion model proposed by Barrio et al., according to the results of the study, they showed the similarity of the obtained structures with the pigmentation of fish. This paper focuses on the system behavior analysis in the neighborhood of a non-zero stationary point. The dependence of the real part of the eigenvalues on the wavenumber has been examined. In the linear analysis, a range of wavenumber values is identified in which Turing instability occurs. Nonlinear analysis and numerical simulation of the system’s evolution are conducted for model parameters that, in contrast, lie outside the Turing instability region. Nonlinear analysis found noise intensities of additive noise for which, despite the absence of conditions for the emergence of diffusion instability, the system transitions to an unstable state. The results of the numerical simulation of the evolution of the tested model demonstrate the process of forming spatial structures of Turing type under the influence of additive noise.
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