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Numerical solution of Urysohn type nonlinear second kind integral equations by successive quadratures using embedded Dormand and Prince scheme 5(4)
Computer Research and Modeling, 2020, v. 12, no. 2, pp. 275-300We present the iterative algorithm that solves numerically both Urysohn type Fredholm and Volterra nonlinear one-dimensional nonsingular integral equations of the second kind to a specified, modest user-defined accuracy. The algorithm is based on descending recursive sequence of quadratures. Convergence of numerical scheme is guaranteed by fixed-point theorems. Picard’s method of integrating successive approximations is of great importance for the existence theory of integral equations but surprisingly very little appears on numerical algorithms for its direct implementation in the literature. We show that successive approximations method can be readily employed in numerical solution of integral equations. By that the quadrature algorithm is thoroughly designed. It is based on the explicit form of fifth-order embedded Runge–Kutta rule with adaptive step-size self-control. Since local error estimates may be cheaply obtained, continuous monitoring of the quadrature makes it possible to create very accurate automatic numerical schemes and to reduce considerably the main drawback of Picard iterations namely the extremely large amount of computations with increasing recursion depth. Our algorithm is organized so that as compared to most approaches the nonlinearity of integral equations does not induce any additional computational difficulties, it is very simple to apply and to make a program realization. Our algorithm exhibits some features of universality. First, it should be stressed that the method is as easy to apply to nonlinear as to linear equations of both Fredholm and Volterra kind. Second, the algorithm is equipped by stopping rules by which the calculations may to considerable extent be controlled automatically. A compact C++-code of described algorithm is presented. Our program realization is self-consistent: it demands no preliminary calculations, no external libraries and no additional memory is needed. Numerical examples are provided to show applicability, efficiency, robustness and accuracy of our approach.
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Neural network methods for optimal control problems
Computer Research and Modeling, 2022, v. 14, no. 3, pp. 539-557In 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.
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Situational resource allocation: review of technologies for solving problems based on knowledge systems
Computer Research and Modeling, 2025, v. 17, no. 4, pp. 543-566The article presents updated technologies for solving two classes of linear resource allocation problems with dynamically changing characteristics of situational management systems and awareness of experts (and/or trained robots). The search for solutions is carried out in an interactive mode of computational experiment using updatable knowledge systems about problems considered as constructive objects (in accordance with the methodology of formalization of knowledge about programmable problems created in the theory of S-symbols). The technologies are focused on implementation in the form of Internet services. The first class includes resource allocation problems solved by the method of targeted solution movement. The second is the problems of allocating a single resource in hierarchical systems, taking into account the priorities of expense items, which can be solved (depending on the specified mandatory and orienting requirements for the solution) either by the interval method of allocation (with input data and result represented by numerical segments), or by the targeted solution movement method. The problem statements are determined by requirements for solutions and specifications of their applicability, which are set by an expert based on the results of the portraits of the target and achieved situations analysis. Unlike well-known methods for solving resource allocation problems as linear programming problems, the method of targeted solution movement is insensitive to small data changes and allows to find feasible solutions when the constraint system is incompatible. In single-resource allocation technologies, the segmented representation of data and results allows a more adequate (compared to a point representation) reflection of the state of system resource space and increases the practical applicability of solutions. The technologies discussed in the article are programmatically implemented and used to solve the problems of resource basement for decisions, budget design taking into account the priorities of expense items, etc. The technology of allocating a single resource is implemented in the form of an existing online cost planning service. The methodological consistency of the technologies is confirmed by the results of comparison with known technologies for solving the problems under consideration.
Keywords: linear resource allocation problems, technologies for solving situational resource allocation problems, states of system’s resource space, profiles of situations, mandatory and orienting requirements for solutions, method of targeted solution movement, interval method of allocation, theory of S-symbols. -
Review of MRI processing techniques and elaboration of a new two-parametric method of moments
Computer Research and Modeling, 2014, v. 6, no. 2, pp. 231-244Citations: 10 (RSCI).The paper provides a review of the existing methods of signals’ processing within the conditions of the Rice statistical model applicability. There are considered the principle development directions, the existing limitations and the improvement possibilities concerning the methods of solving the tasks of noise suppression and analyzed signals’ filtration by the example of magnetic-resonance visualization. A conception of a new approach to joint calculation of Rician signal’s both parameters has been developed based on the method of moments in two variants of its implementation. The computer simulation and the comparative analysis of the obtained numerical results have been conducted.
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Numerical analysis of convective-radiative heat transfer in an air enclosure with a local heat source
Computer Research and Modeling, 2014, v. 6, no. 3, pp. 383-396Views (last year): 1. Citations: 5 (RSCI).Mathematical simulation of natural convection and surface radiation in a square air enclosure having isothermal vertical walls with a local heat source of constant temperature has been carried out. Mathematical model has been formulated on the basis of the dimensionless variables such as stream function, vorticity and temperature by using the Boussinesq approximation and diathermancy of air. Distributions of streamlines and isotherms reflecting an effect of Rayleigh number $ 10^3 \leqslant Ra \leqslant 10^6 $, surface emissivity $0 \leqslant ε < 1$, ratio between the length of heat source and the size of enclosure $0.2 \leqslant l/L \leqslant 0.6$ and dimensionless time $0 \leqslant τ \leqslant 100$ on fluid flow and heat transfer have been obtained. Correlations for the average heat transfer coefficient in dependence on $Ra$, $ε$ and $l/L$ have been ascertained.
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A new form of differential equations in modeling of the motion of a heavy solid
Computer Research and Modeling, 2016, v. 8, no. 6, pp. 873-884Views (last year): 6.The different types of the reduced equations are known in the dynamics a heavy rigid body with a fixed point. Since the Euler−Poisson’s equations admit the three first integrals, then for the first approach the obtaining new forms of equations are usually based on these integrals. The system of six scalar equations can be transformed to a third-order system with them. However, in indicated approach the reduced system will have a feature as in the form of radical expressions a relatively the components of the angular velocity vector. This fact prevents the effective the effective application of numerical and asymptotic methods of solutions research. In the second approach the different types of variables in a problem are used: Euler’s angles, Hamilton’s variables and other variables. In this approach the Euler−Poisson’s equations are reduced to either the system of second-order differential equations, or the system for which the special methods are effective. In the article the method of finding the reduced system based on the introduction of an auxiliary variable is applied. This variable characterizes the mixed product of the angular momentum vector, the vector of vertical and the unit vector barycentric axis of the body. The system of four differential equations, two of which are linear differential equations was obtained. This system has no analog and does not contain the features that allows to apply to it the analytical and numerical methods. Received form of equations is applied for the analysis of a special class of solutions in the case when the center of mass of the body belongs to the barycentric axis. The variant in which the sum of the squares of the two components of the angular momentum vector with respect to not barycentric axes is constant. It is proved that this variant exists only in the Steklov’s solution. The obtained form of Euler−Poisson’s equations can be used to the investigation of the conditions of existence of other classes of solutions. Certain perspectives obtained equations consists a record of all solutions for which the center of mass is on barycentric axis in the variables of this article. It allows to carry out a classification solutions of Euler−Poisson’s equations depending on the order of invariant relations. Since the equations system specified in the article has no singularities, it can be considered in computer modeling using numerical methods.
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Movement of sediment over periodic bed
Computer Research and Modeling, 2018, v. 10, no. 1, pp. 47-60Views (last year): 9.The movement of bed load along the closed conduit can lead to a loss of stability of the bed surface, when bed waves arise at the bed of the channel. Investigation of the development of bed waves is associated with the possibility of determining of the bed load nature along the bed of the periodic form. Despite the great attention of many researchers to this problem, the question of the development of bed waves remains open at the present time. This is due to the fact that in the analysis of this process many researchers use phenomenological formulas for sediment transport in their work. The results obtained in such models allow only assess qualitatly the development of bed waves. For this reason, it is of interest to carry out an analysis of the development of bed waves using the analytical model for sediment transport.
The paper proposed two-dimensional profile mathematical riverbed model, which allows to investigate the movement of sediment over a periodic bed. A feature of the mathematical model is the possibility of calculating the bed load transport according to an analytical model with the Coulomb–Prandtl rheology, which takes into account the influence of bottom surface slopes, bed normal and tangential stresses on the movement of bed material. It is shown that when the bed material moves along the bed of periodic form, the diffusion and pressure transport of bed load are multidirectional and dominant with respect to the transit flow. Influence of the effects of changes in wave shape on the contribution of transit, diffusion and pressure transport to the total sediment transport has been studied. Comparison of the received results with numerical solutions of the other authors has shown their good qualitative initiation.
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Simulation of convective-radiative heat transfer in a differentially heated rotating cavity
Computer Research and Modeling, 2018, v. 10, no. 2, pp. 195-207Views (last year): 20.Mathematical simulation of unsteady natural convection and thermal surface radiation within a rotating square enclosure was performed. The considered domain of interest had two isothermal opposite walls subjected to constant low and high temperatures, while other walls are adiabatic. The walls were diffuse and gray. The considered cavity rotated with constant angular velocity relative to the axis that was perpendicular to the cavity and crossed the cavity in the center. Mathematical model, formulated in dimensionless transformed variables “stream function – vorticity” using the Boussinesq approximation and diathermic approach for the medium, was performed numerically using the finite difference method. The vorticity dispersion equation and energy equation were solved using locally one-dimensional Samarskii scheme. The diffusive terms were approximated by central differences, while the convective terms were approximated using monotonic Samarskii scheme. The difference equations were solved by the Thomas algorithm. The approximated Poisson equation for the stream function was solved by successive over-relaxation method. Optimal value of the relaxation parameter was found on the basis of computational experiments. Radiative heat transfer was analyzed using the net-radiation method in Poljak approach. The developed computational code was tested using the grid independence analysis and experimental and numerical results for the model problem.
Numerical analysis of unsteady natural convection and thermal surface radiation within the rotating enclosure was performed for the following parameters: Ra = 103–106, Ta = 0–105, Pr = 0.7, ε = 0–0.9. All distributions were obtained for the twentieth complete revolution when one can find the periodic behavior of flow and heat transfer. As a result we revealed that at low angular velocity the convective flow can intensify but the following growth of angular velocity leads to suppression of the convective flow. The radiative Nusselt number changes weakly with the Taylor number.
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Buckling problems of thin elastic shells
Computer Research and Modeling, 2018, v. 10, no. 6, pp. 775-787Views (last year): 23.The article covers several mathematical problems relating to elastic stability of thin shells in view of inconsistencies that have been recently identified between the experimental data and the predictions based on the shallow- shell theory. It is highlighted that the contradictions were caused by new algorithms that enabled updating the values of the so called “low critical stresses” calculated in the 20th century and adopted as a buckling criterion for thin shallow shells by technical standards. The new calculations often find the low critical stress close to zero. Therefore, the low critical stress cannot be used as a safety factor for the buckling analysis of the thinwalled structure, and the equations of the shallow-shell theory need to be replaced with other differential equations. The new theory also requires a buckling criterion ensuring the match between calculations and experimental data.
The article demonstrates that the contradiction with the new experiments can be resolved within the dynamic nonlinear three-dimensional theory of elasticity. The stress when bifurcation of dynamic modes occurs shall be taken as a buckling criterion. The nonlinear form of original equations causes solitary (solitonic) waves that match non-smooth displacements (patterns, dents) of the shells. It is essential that the solitons make an impact at all stages of loading and significantly increase closer to bifurcation. The solitonic solutions are illustrated based on the thin cylindrical momentless shell when its three-dimensional volume is simulated with twodimensional surface of the set thickness. It is noted that the pattern-generating waves can be detected (and their amplitudes can by identified) with acoustic or electromagnetic devices.
Thus, it is technically possible to reduce the risk of failure of the thin shells by monitoring the shape of the surface with acoustic devices. The article concludes with a setting of the mathematical problems requiring the solution for the reliable numerical assessment of the buckling criterion for thin elastic shells.
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Development of anisotropic nonlinear noise-reduction algorithm for computed tomography data with context dynamic threshold
Computer Research and Modeling, 2019, v. 11, no. 2, pp. 233-248Views (last year): 21.The article deals with the development of the noise-reduction algorithm based on anisotropic nonlinear data filtering of computed tomography (CT). Analysis of domestic and foreign literature has shown that the most effective algorithms for noise reduction of CT data use complex methods for analyzing and processing data, such as bilateral, adaptive, three-dimensional and other types of filtrations. However, a combination of such techniques is rarely used in practice due to long processing time per slice. In this regard, it was decided to develop an efficient and fast algorithm for noise-reduction based on simplified bilateral filtration method with three-dimensional data accumulation. The algorithm was developed on C ++11 programming language in Microsoft Visual Studio 2015. The main difference of the developed noise reduction algorithm is the use an improved mathematical model of CT noise, based on the distribution of Poisson and Gauss from the logarithmic value, developed earlier by our team. This allows a more accurate determination of the noise level and, thus, the threshold of data processing. As the result of the noise reduction algorithm, processed CT data with lower noise level were obtained. Visual evaluation of the data showed the increased information content of the processed data, compared to original data, the clarity of the mapping of homogeneous regions, and a significant reduction in noise in processing areas. Assessing the numerical results of the algorithm showed a decrease in the standard deviation (SD) level by more than 6 times in the processed areas, and high rates of the determination coefficient showed that the data were not distorted and changed only due to the removal of noise. Usage of newly developed context dynamic threshold made it possible to decrease SD level on every area of data. The main difference of the developed threshold is its simplicity and speed, achieved by preliminary estimation of the data array and derivation of the threshold values that are put in correspondence with each pixel of the CT. The principle of its work is based on threshold criteria, which fits well both into the developed noise reduction algorithm based on anisotropic nonlinear filtration, and another algorithm of noise-reduction. The algorithm successfully functions as part of the MultiVox workstation and is being prepared for implementation in a single radiological network of the city of Moscow.
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