Результаты поиска по 'numerical':
Найдено статей: 491
  1. Makarov I.S., Bagantsova E.R., Iashin P.A., Kovaleva M.D., Zakharova E.M.
    Development of and research into a rigid algorithm for analyzing Twitter publications and its influence on the movements of the cryptocurrency market
    Computer Research and Modeling, 2023, v. 15, no. 1, pp. 157-170

    Social media is a crucial indicator of the position of assets in the financial market. The paper describes the rigid solution for the classification problem to determine the influence of social media activity on financial market movements. Reputable crypto traders influencers are selected. Twitter posts packages are used as data. The methods of text, which are characterized by the numerous use of slang words and abbreviations, and preprocessing consist in lemmatization of Stanza and the use of regular expressions. A word is considered as an element of a vector of a data unit in the course of solving the problem of binary classification. The best markup parameters for processing Binance candles are searched for. Methods of feature selection, which is necessary for a precise description of text data and the subsequent process of establishing dependence, are represented by machine learning and statistical analysis. First, the feature selection is used based on the information criterion. This approach is implemented in a random forest model and is relevant for the task of feature selection for splitting nodes in a decision tree. The second one is based on the rigid compilation of a binary vector during a rough check of the presence or absence of a word in the package and counting the sum of the elements of this vector. Then a decision is made depending on the superiority of this sum over the threshold value that is predetermined previously by analyzing the frequency distribution of mentions of the word. The algorithm used to solve the problem was named benchmark and analyzed as a tool. Similar algorithms are often used in automated trading strategies. In the course of the study, observations of the influence of frequently occurring words, which are used as a basis of dimension 2 and 3 in vectorization, are described as well.

  2. Stonyakin F.S., Ablaev S.S., Baran I.V., Alkousa M.S.
    Subgradient methods for weakly convex and relatively weakly convex problems with a sharp minimum
    Computer Research and Modeling, 2023, v. 15, no. 2, pp. 393-412

    The work is devoted to the study of subgradient methods with different variations of the Polyak stepsize for minimization functions from the class of weakly convex and relatively weakly convex functions that have the corresponding analogue of a sharp minimum. It turns out that, under certain assumptions about the starting point, such an approach can make it possible to justify the convergence of the subgradient method with the speed of a geometric progression. For the subgradient method with the Polyak stepsize, a refined estimate for the rate of convergence is proved for minimization problems for weakly convex functions with a sharp minimum. The feature of this estimate is an additional consideration of the decrease of the distance from the current point of the method to the set of solutions with the increase in the number of iterations. The results of numerical experiments for the phase reconstruction problem (which is weakly convex and has a sharp minimum) are presented, demonstrating the effectiveness of the proposed approach to estimating the rate of convergence compared to the known one. Next, we propose a variation of the subgradient method with switching over productive and non-productive steps for weakly convex problems with inequality constraints and obtain the corresponding analog of the result on convergence with the rate of geometric progression. For the subgradient method with the corresponding variation of the Polyak stepsize on the class of relatively Lipschitz and relatively weakly convex functions with a relative analogue of a sharp minimum, it was obtained conditions that guarantee the convergence of such a subgradient method at the rate of a geometric progression. Finally, a theoretical result is obtained that describes the influence of the error of the information about the (sub)gradient available by the subgradient method and the objective function on the estimation of the quality of the obtained approximate solution. It is proved that for a sufficiently small error $\delta > 0$, one can guarantee that the accuracy of the solution is comparable to $\delta$.

  3. Plokhotnikov K.E.
    The problem of choosing solutions in the classical format of the description of a molecular system
    Computer Research and Modeling, 2023, v. 15, no. 6, pp. 1573-1600

    The numerical methods developed by the author recently for calculating the molecular system based on the direct solution of the Schrodinger equation by the Monte Carlo method have shown a huge uncertainty in the choice of solutions. On the one hand, it turned out to be possible to build many new solutions; on the other hand, the problem of their connection with reality has become sharply aggravated. In ab initio quantum mechanical calculations, the problem of choosing solutions is not so acute after the transition to the classical format of describing a molecular system in terms of potential energy, the method of molecular dynamics, etc. In this paper, we investigate the problem of choosing solutions in the classical format of describing a molecular system without taking into account quantum mechanical prerequisites. As it turned out, the problem of choosing solutions in the classical format of describing a molecular system is reduced to a specific marking of the configuration space in the form of a set of stationary points and reconstruction of the corresponding potential energy function. In this formulation, the solution of the choice problem is reduced to two possible physical and mathematical problems: to find all its stationary points for a given potential energy function (the direct problem of the choice problem), to reconstruct the potential energy function for a given set of stationary points (the inverse problem of the choice problem). In this paper, using a computational experiment, the direct problem of the choice problem is discussed using the example of a description of a monoatomic cluster. The number and shape of the locally equilibrium (saddle) configurations of the binary potential are numerically estimated. An appropriate measure is introduced to distinguish configurations in space. The format of constructing the entire chain of multiparticle contributions to the potential energy function is proposed: binary, threeparticle, etc., multiparticle potential of maximum partiality. An infinite number of locally equilibrium (saddle) configurations for the maximum multiparticle potential is discussed and illustrated. A method of variation of the number of stationary points by combining multiparticle contributions to the potential energy function is proposed. The results of the work listed above are aimed at reducing the huge arbitrariness of the choice of the form of potential that is currently taking place. Reducing the arbitrariness of choice is expressed in the fact that the available knowledge about the set of a very specific set of stationary points is consistent with the corresponding form of the potential energy function.

  4. Tsyganov M.A., Biktashev V.N.
    Soliton and half-soliton interaction of solitary waves in excitable media with non-linear cross-diffusion
    Computer Research and Modeling, 2009, v. 1, no. 1, pp. 109-115

    We have studied properties of non-linear waves in a mathematical model of a predator – prey system with taxis. We demonstrate that, for systems with negative and positive taxis there typically exists a large region in the parameter space, where the waves demonstrate quasi-soliton interaction; colliding waves can penetrate through each other, and waves can also reflect from impermeable boundaries. In this paper, we use numerical simulations to demonstrate also a new wave phenomenon — a half-soliton interaction of waves, when of two colliding waves, one annihilates and the other continues to propagate. We show that this effect depends on the «ages» or, equivalently, «widths» of the colliding waves.

    Views (last year): 3.
  5. Sudakov I.A., Sukacheva T.G.
    Issues of Patankar's numerical scheme stability
    Computer Research and Modeling, 2012, v. 4, no. 4, pp. 827-835

    In this paper we consider the issues of Patankar's numerical scheme stability. The Patankar’s numerical scheme is applied in the most number of the applications. So, the issues of Patankar's numerical scheme stability are very important question for the applications.

    Views (last year): 1.
  6. Levashova N.T., Muhartova Ju.V., Olchev A.V.
    Three-dimensional modelling of turbulent transfer in the atmospheric surface layer using the theory of contrast structures
    Computer Research and Modeling, 2016, v. 8, no. 2, pp. 355-367

    A three-dimensional (3D) hydrodynamic model to describe the spatial patterns of wind and turbulence characteristics in the atmospheric surface layer over inhomogeneous vegetation cover is presented. To describe the interaction of air flow with vegetation the theory of contrast structures is used. The numerical experiments provided by a developed model to assess the impact of small clear-cutting on wind and turbulent regime in the atmospheric surface layer showed a significant influence of heterogeneous vegetation on the wind field and the turbulent exchange processes between the land surface and the atmosphere. Obtained results give a reasonable agreement with field experimental data and results of numerical experiments provided using alternative models.

    Views (last year): 3. Citations: 1 (RSCI).
  7. Yakushevich L.V., Balashova V.N., Zakiryanov F.K.
    Features of the DNA kink motion in the asynchronous switching on and off of the constant and periodic fields
    Computer Research and Modeling, 2018, v. 10, no. 4, pp. 545-558

    Investigation of the influence of external fields on living systems is one of the most interesting and rapidly developing areas of modern biophysics. However, the mechanisms of such an impact are still not entirely clear. One approach to the study of this issue is associated with modeling the interaction of external fields with internal mobility of biological objects. In this paper, this approach is used to study the effect of external fields on the motion of local conformational distortions — kinks, in the DNA molecule. Realizing and taking into account that on the whole this task is closely connected with the problem of the mechanisms of regulation of vital processes of cells and cellular systems, we set the problem — to investigate the physical mechanisms regulating the motion of kinks and also to answer the question whether permanent and periodic fields can play the role of regulators of this movement. The paper considers the most general case, when constant and periodic fields are switching on and off asynchronously. Three variants of asynchronous switching on/off are studied in detail. In the first variant, the time intervals (or diapasons) of the actions of the constant and periodic fields do not overlap, in the second — overlap, and in the third — the intervals are putting in each other. The calculations were performed for the sequence of plasmid pTTQ18. The kink motion was modeled by the McLaughlin–Scott equation, and the coefficients of the equation were calculated in a quasi-homogeneous approximation. Numerical experiments showed that constant and periodic fields exert a significant influence on the character of the kink motion and regulate it. So the switching on of a constant field leads to a rapid increase of the kink velocity and to the establishment of a stationary velocity of motion, and the switching on of a periodic field leads to the steady oscillations of the kink with the frequency of the external periodic field. It is shown that the behavior of the kink depends on the mutual arrangement of the diapasons of the action of the external fields. As it turned out, events occurring in one of the two diapasons can affect the events in the other diapason, even when the diapasons are sufficiently far apart. It is shown that the overlapping of the diapasons of action of the constant and periodic fields leads to a significant increase in the path traversed by the kink to a complete stop. Maximal growth of the path is observed when one diapason is putting in each other. In conclusion, the question of how the obtained model results could be related to the most important task of biology — the problem of the mechanisms of regulation of the processes of vital activity of cells and cellular systems is discussed.

    Views (last year): 29. Citations: 1 (RSCI).
  8. Khavinson M.J., Kolobov A.N.
    Modeling of population dynamics employed in the economic sectors: agent-oriented approach
    Computer Research and Modeling, 2018, v. 10, no. 6, pp. 919-937

    The article deals with the modeling of the number of employed population by branches of the economy at the national and regional levels. The lack of targeted distribution of workers in a market economy requires the study of systemic processes in the labor market that lead to different dynamics of the number of employed in the sectors of the economy. In this case, personal strategies for choosing labor activity by economic agents become important. The presence of different strategies leads to the emergence of strata in the labor market with a dynamically changing number of employees, unevenly distributed among the sectors of the economy. As a result, non-linear fluctuations in the number of employed population can be observed, the toolkit of agentbased modeling is relevant for the study of the fluctuations. In the article, we examined in-phase and anti-phase fluctuations in the number of employees by economic activity on the example of the Jewish Autonomous Region in Russia. The fluctuations found in the time series of statistical data for 2008–2016. We show that such fluctuations appear by age groups of workers. In view of this, we put forward a hypothesis that the agent in the labor market chooses a place of work by a strategy, related with his age group. It directly affects the distribution of the number of employed for different cohorts and the total number of employed in the sectors of the economy. The agent determines the strategy taking into account the socio-economic characteristics of the branches of the economy (different levels of wages, working conditions, prestige of the profession). We construct a basic agentoriented model of a three-branch economy to test the hypothesis. The model takes into account various strategies of economic agents, including the choice of the highest wages, the highest prestige of the profession and the best working conditions by the agent. As a result of numerical experiments, we show that the availability of various industry selection strategies and the age preferences of employers within the industry lead to periodic and complex dynamics of the number of different-aged employees. Age preferences may be a consequence, for example, the requirements of employer for the existence of work experience and education. Also, significant changes in the age structure of the employed population may result from migration.

    Views (last year): 34.
  9. Borisova L.R., Kuznetsova A.V., Sergeeva N.V., Sen'ko O.V.
    Comparison of Arctic zone RF companies with different Polar Index ratings by economic criteria with the help of machine learning tools
    Computer Research and Modeling, 2020, v. 12, no. 1, pp. 201-215

    The paper presents a comparative analysis of the enterprises of the Arctic Zone of the Russian Federation (AZ RF) on economic indicators in accordance with the rating of the Polar index. This study includes numerical data of 193 enterprises located in the AZ RF. Machine learning methods are applied, both standard, from open source, and own original methods — the method of Optimally Reliable Partitions (ORP), the method of Statistically Weighted Syndromes (SWS). Held split, indicating the maximum value of the functional quality, this study used the simplest family of different one-dimensional partition with a single boundary point, as well as a collection of different two-dimensional partition with one boundary point on each of the two combining variables. Permutation tests allow not only to evaluate the reliability of the data of the revealed regularities, but also to exclude partitions with excessive complexity from the set of the revealed regularities. Patterns connected the class number and economic indicators are revealed using the SDT method on one-dimensional indicators. The regularities which are revealed within the framework of the simplest one-dimensional model with one boundary point and with significance not worse than p < 0.001 are also presented in the given study. The so-called sliding control method was used for reliable evaluation of such diagnostic ability. As a result of these studies, a set of methods that had sufficient effectiveness was identified. The collective method based on the results of several machine learning methods showed the high importance of economic indicators for the division of enterprises in accordance with the rating of the Polar index. Our study proved and showed that those companies that entered the top Rating of the Polar index are generally recognized by financial indicators among all companies in the Arctic Zone. However it would be useful to supplement the list of indicators with ecological and social criteria.

  10. Ilyin O.V.
    Boundary conditions for lattice Boltzmann equations in applications to hemodynamics
    Computer Research and Modeling, 2020, v. 12, no. 4, pp. 865-882

    We consider a one-dimensional three velocity kinetic lattice Boltzmann model, which represents a secondorder difference scheme for hydrodynamic equations. In the framework of kinetic theory this system describes the propagation and interaction of three types of particles. It has been shown previously that the lattice Boltzmann model with external virtual force is equivalent at the hydrodynamic limit to the one-dimensional hemodynamic equations for elastic vessels, this equivalence can be achieved with use of the Chapman – Enskog expansion. The external force in the model is responsible for the ability to adjust the functional dependence between the lumen area of the vessel and the pressure applied to the wall of the vessel under consideration. Thus, the form of the external force allows to model various elastic properties of the vessels. In the present paper the physiological boundary conditions are considered at the inlets and outlets of the arterial network in terms of the lattice Boltzmann variables. We consider the following boundary conditions: for pressure and blood flow at the inlet of the vascular network, boundary conditions for pressure and blood flow for the vessel bifurcations, wave reflection conditions (correspond to complete occlusion of the vessel) and wave absorption at the ends of the vessels (these conditions correspond to the passage of the wave without distortion), as well as RCR-type conditions, which are similar to electrical circuits and consist of two resistors (corresponding to the impedance of the vessel, at the end of which the boundary conditions are set and the friction forces in microcirculatory bed) and one capacitor (describing the elastic properties of arterioles). The numerical simulations were performed: the propagation of blood in a network of three vessels was considered, the boundary conditions for the blood flow were set at the entrance of the network, RCR boundary conditions were stated at the ends of the network. The solutions to lattice Boltzmann model are compared with the benchmark solutions (based on numerical calculations for second-order McCormack difference scheme without viscous terms), it is shown that the both approaches give very similar results.

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