Результаты поиска по 'probability':
Найдено статей: 77
  1. Shumov V.V.
    Consideration of psychological factors in models of the battle (conflict)
    Computer Research and Modeling, 2016, v. 8, no. 6, pp. 951-964

    The course and outcome of the battle is largely dependent on the morale of the troops, characterized by the percentage of loss in killed and wounded, in which the troops still continue to fight. Every fight is a psychological act of ending his rejection of one of the parties. Typically, models of battle psychological factor taken into account in the decision of Lanchester equations (the condition of equality of forces, when the number of one of the parties becomes zero). It is emphasized that the model Lanchester type satisfactorily describe the dynamics of the battle only in the initial stages. To resolve this contradiction is proposed to use a modification of Lanchester's equations, taking into account the fact that at any moment of the battle on the enemy firing not affected and did not abandon the battle fighters. The obtained differential equations are solved by numerical method and allow the dynamics to take into account the influence of psychological factor and evaluate the completion time of the conflict. Computational experiments confirm the known military theory is the fact that the fight usually ends in refusal of soldiers of one of the parties from its continuation (avoidance of combat in various forms). Along with models of temporal and spatial dynamics proposed to use a modification of the technology features of the conflict of S. Skaperdas, based on the principles of combat. To estimate the probability of victory of one side in the battle takes into account the interest of the maturing sides of the bloody casualties and increased military superiority.

    Views (last year): 7. Citations: 4 (RSCI).
  2. Priadein R.B., Stepantsov M.Y.
    On a possible approach to a sport game with discrete time simulation
    Computer Research and Modeling, 2017, v. 9, no. 2, pp. 271-279

    The paper proposes an approach to simulation of a sport game, consisting of a discrete set of separate competitions. According to this approach, such a competition is considered as a random processes, generally — a non-Markov’s one. At first we treat the flow of the game as a Markov’s process, obtaining recursive relationship between the probabilities of achieving certain states of score in a tennis match, as well as secondary indicators of the game, such as expectation and variance of the number of serves to finish the game. Then we use a simulation system, modeling the match, to allow an arbitrary change of the probabilities of the outcomes in the competitions that compose the match. We, for instance, allow the probabilities to depend on the results of previous competitions. Therefore, this paper deals with a modification of the model, previously proposed by the authors for sports games with continuous time.

    The proposed approach allows to evaluate not only the probability of the final outcome of the match, but also the probabilities of reaching each of the possible intermediate results, as well as secondary indicators of the game, such as the number of separate competitions it takes to finish the match. The paper includes a detailed description of the construction of a simulation system for a game of a tennis match. Then we consider simulating a set and the whole tennis match by analogy. We show some statements concerning fairness of tennis serving rules, understood as independence of the outcome of a competition on the right to serve first. We perform simulation of a cancelled ATP series match, obtaining its most probable intermediate and final outcomes for three different possible variants of the course of the match.

    The main result of this paper is the developed method of simulation of the match, applicable not only to tennis, but also to other types of sports games with discrete time.

    Views (last year): 9.
  3. Beloborodova E.I., Tamm M.V.
    On some properties of short-wave statistics of FOREX time series
    Computer Research and Modeling, 2017, v. 9, no. 4, pp. 657-669

    Financial mathematics is one of the most natural applications for the statistical analysis of time series. Financial time series reflect simultaneous activity of a large number of different economic agents. Consequently, one expects that methods of statistical physics and the theory of random processes can be applied to them.

    In this paper, we provide a statistical analysis of time series of the FOREX currency market. Of particular interest is the comparison of the time series behavior depending on the way time is measured: physical time versus trading time measured in the number of elementary price changes (ticks). The experimentally observed statistics of the time series under consideration (euro–dollar for the first half of 2007 and for 2009 and British pound – dollar for 2007) radically differs depending on the choice of the method of time measurement. When measuring time in ticks, the distribution of price increments can be well described by the normal distribution already on a scale of the order of ten ticks. At the same time, when price increments are measured in real physical time, the distribution of increments continues to differ radically from the normal up to scales of the order of minutes and even hours.

    To explain this phenomenon, we investigate the statistical properties of elementary increments in price and time. In particular, we show that the distribution of time between ticks for all three time series has a long (1-2 orders of magnitude) power-law tails with exponential cutoff at large times. We obtained approximate expressions for the distributions of waiting times for all three cases. Other statistical characteristics of the time series (the distribution of elementary price changes, pair correlation functions for price increments and for waiting times) demonstrate fairly simple behavior. Thus, it is the anomalously wide distribution of the waiting times that plays the most important role in the deviation of the distribution of increments from the normal. As a result, we discuss the possibility of applying a continuous time random walk (CTRW) model to describe the FOREX time series.

    Views (last year): 10.
  4. Koganov A.V., Rakcheeva T.A., Prikhodko D.I.
    Experimental identification of the organization of mental calculations of the person on the basis of algebras of different associativity
    Computer Research and Modeling, 2019, v. 11, no. 2, pp. 311-327

    The work continues research on the ability of a person to improve the productivity of information processing, using parallel work or improving the performance of analyzers. A person receives a series of tasks, the solution of which requires the processing of a certain amount of information. The time and the validity of the decision are recorded. The dependence of the average solution time on the amount of information in the problem is determined by correctly solved problems. In accordance with the proposed method, the problems contain calculations of expressions in two algebras, one of which is associative and the other is nonassociative. To facilitate the work of the subjects in the experiment were used figurative graphic images of elements of algebra. Non-associative calculations were implemented in the form of the game “rock-paper-scissors”. It was necessary to determine the winning symbol in the long line of these figures, considering that they appear sequentially from left to right and play with the previous winner symbol. Associative calculations were based on the recognition of drawings from a finite set of simple images. It was necessary to determine which figure from this set in the line is not enough, or to state that all the pictures are present. In each problem there was no more than one picture. Computation in associative algebra allows the parallel counting, and in the absence of associativity only sequential computations are possible. Therefore, the analysis of the time for solving a series of problems reveals a consistent uniform, sequential accelerated and parallel computing strategy. In the experiments it was found that all subjects used a uniform sequential strategy to solve non-associative problems. For the associative task, all subjects used parallel computing, and some have used parallel computing acceleration of the growth of complexity of the task. A small part of the subjects with a high complexity, judging by the evolution of the solution time, supplemented the parallel account with a sequential stage of calculations (possibly to control the solution). We develop a special method for assessing the rate of processing of input information by a person. It allowed us to estimate the level of parallelism of the calculation in the associative task. Parallelism of level from two to three was registered. The characteristic speed of information processing in the sequential case (about one and a half characters per second) is twice less than the typical speed of human image recognition. Apparently the difference in processing time actually spent on the calculation process. For an associative problem in the case of a minimum amount of information, the solution time is near to the non-associativity case or less than twice. This is probably due to the fact that for a small number of characters recognition almost exhausts the calculations for the used non-associative problem.

    Views (last year): 16.
  5. Shibkov A.A., Kochegarov S.S.
    Computer and physical-chemical modeling of the evolution of a fractal corrosion front
    Computer Research and Modeling, 2021, v. 13, no. 1, pp. 105-124

    Corrosion damage to metals and alloys is one of the main problems of strength and durability of metal structures and products operated in contact with chemically aggressive environments. Recently, there has been a growing interest in computer modeling of the evolution of corrosion damage, especially pitting corrosion, for a deeper understanding of the corrosion process, its impact on the morphology, physical and chemical properties of the surface and mechanical strength of the material. This is mainly due to the complexity of analytical and high cost of experimental in situ studies of real corrosion processes. However, the computing power of modern computers allows you to calculate corrosion with high accuracy only on relatively small areas of the surface. Therefore, the development of new mathematical models that allow calculating large areas for predicting the evolution of corrosion damage to metals is currently an urgent problem.

    In this paper, the evolution of the corrosion front in the interaction of a polycrystalline metal surface with a liquid aggressive medium was studied using a computer model based on a cellular automat. A distinctive feature of the model is the specification of the solid body structure in the form of Voronoi polygons used for modeling polycrystalline alloys. Corrosion destruction was performed by setting the probability function of the transition between cells of the cellular automaton. It was taken into account that the corrosion strength of the grains varies due to crystallographic anisotropy. It is shown that this leads to the formation of a rough phase boundary during the corrosion process. Reducing the concentration of active particles in a solution of an aggressive medium during a chemical reaction leads to corrosion attenuation in a finite number of calculation iterations. It is established that the final morphology of the phase boundary has a fractal structure with a dimension of 1.323 ± 0.002 close to the dimension of the gradient percolation front, which is in good agreement with the fractal dimension of the etching front of a polycrystalline aluminum-magnesium alloy AlMg6 with a concentrated solution of hydrochloric acid. It is shown that corrosion of a polycrystalline metal in a liquid aggressive medium is a new example of a topochemical process, the kinetics of which is described by the Kolmogorov–Johnson– Meil–Avrami theory.

  6. Bratsun D.A., Buzmakov M.D.
    Repressilator with time-delayed gene expression. Part II. Stochastic description
    Computer Research and Modeling, 2021, v. 13, no. 3, pp. 587-609

    The repressilator is the first genetic regulatory network in synthetic biology, which was artificially constructed in 2000. It is a closed network of three genetic elements $lacI$, $\lambda cI$ and $tetR$, which have a natural origin, but are not found in nature in such a combination. The promoter of each of the three genes controls the next cistron via the negative feedback, suppressing the expression of the neighboring gene. In our previous paper [Bratsun et al., 2018], we proposed a mathematical model of a delayed repressillator and studied its properties within the framework of a deterministic description. We assume that delay can be both natural, i.e. arises during the transcription / translation of genes due to the multistage nature of these processes, and artificial, i.e. specially to be introduced into the work of the regulatory network using gene engineering technologies. In this work, we apply the stochastic description of dynamic processes in a delayed repressilator, which is an important addition to deterministic analysis due to the small number of molecules involved in gene regulation. The stochastic study is carried out numerically using the Gillespie algorithm, which is modified for time delay systems. We present the description of the algorithm, its software implementation, and the results of benchmark simulations for a onegene delayed autorepressor. When studying the behavior of a repressilator, we show that a stochastic description in a number of cases gives new information about the behavior of a system, which does not reduce to deterministic dynamics even when averaged over a large number of realizations. We show that in the subcritical range of parameters, where deterministic analysis predicts the absolute stability of the system, quasi-regular oscillations may be excited due to the nonlinear interaction of noise and delay. Earlier, we have discovered within the framework of the deterministic description, that there exists a long-lived transient regime, which is represented in the phase space by a slow manifold. This mode reflects the process of long-term synchronization of protein pulsations in the work of the repressilator genes. In this work, we show that the transition to the cooperative mode of gene operation occurs a two order of magnitude faster, when the effect of the intrinsic noise is taken into account. We have obtained the probability distribution of moment when the phase trajectory leaves the slow manifold and have determined the most probable time for such a transition. The influence of the intrinsic noise of chemical reactions on the dynamic properties of the repressilator is discussed.

  7. Shumov V.V.
    Special action and counter-terrorism models
    Computer Research and Modeling, 2024, v. 16, no. 6, pp. 1467-1498

    Special actions (guerrilla, anti-guerrilla, reconnaissance and sabotage, subversive, counter-terrorist, counter-sabotage, etc.) are organized and conducted by law enforcement and armed forces and are aimed at protecting citizens and ensuring national security. Since the early 2000s, the problems of special actions have attracted the attention of specialists in the field of modeling, sociologists, physicists and representatives of other sciences. This article reviews and characterizes the works in the field of modeling special actions and counterterrorism. The works are classified by modeling methods (descriptive, optimization and game-theoretic), by types and stages of actions, and by phases of management (preparation and conduct of activities). The second section presents a classification of methods and models for special actions and counterterrorism, and gives a brief overview of descriptive models. The method of geographic profiling, network games, models of dynamics of special actions, the function of victory in combat and special actions (the dependence of the probability of victory on the correlation of forces and means of the parties) are considered. The third section considers the “attacker – defender” game and its extensions: the Stackelberg game and the Stackelberg security game, as well as issues of their application in security tasks In the “attacker – defender” game and security games, known works are classified on the following grounds: the sequence of moves, the number of players and their target functions, the time horizon of the game, the degree of rationality of the players and their attitude to risk, the degree of awareness of the players. The fourth section is devoted to the description of patrolling games on a graph with discrete time and simultaneous choice by the parties of their actions (Nash equilibrium is computed to find optimal strategies). The fifth section deals with game-theoretic models of transportation security as applications of Stackelberg security games. The last section is devoted to the review and characterization of a number of models of border security in two phases of management: preparation and conduct of activities. An example of effective interaction between Coast Guard units and university researchers is considered. Promising directions for further research are the following: first, modeling of counter-terrorist and special operations to neutralize terrorist and sabotage groups with the involvement of multidepartmental and heterogeneous forces and means, second, complexification of models by levels and stages of activity cycles, third, development of game-theoretic models of combating maritime terrorism and piracy.

  8. Orlova I.N., Golubtsova A.N., Orlov V.A., Orlov N.V.
    Research on the achievability of a goal in a medical quest
    Computer Research and Modeling, 2025, v. 17, no. 6, pp. 1149-1179

    The work presents an experimental study of the tree structure that occurs during a medical examination. At each meeting with a medical specialist, the patient receives a certain number of areas for consulting other specialists or for tests. A tree of directions arises, each branch of which the patient should pass. Depending on the branching of the tree, it can be as final — and in this case the examination can be completed — and endless when the patient’s goal cannot be achieved. In the work both experimentally and theoretically studied the critical properties of the transition of the system from the forest of the final trees to the forest endless, depending on the probabilistic characteristics of the tree.

    For the description, a model is proposed in which a discrete function of the probability of the number of branches on the node repeats the dynamics of a continuous gaussian distribution. The characteristics of the distribution of the Gauss (mathematical expectation of $x_0$, the average quadratic deviation of $\sigma$) are model parameters. In the selected setting, the task refers to the problems of branching random processes (BRP) in the heterogeneous model of Galton – Watson.

    Experimental study is carried out by numerical modeling on the final grilles. A phase diagram was built, the boundaries of areas of various phases are determined. A comparison was made with the phase diagram obtained from theoretical criteria for macrosystems, and an adequate correspondence was established. It is shown that on the final grilles the transition is blurry.

    The description of the blurry phase transition was carried out using two approaches. In the first, standard approach, the transition is described using the so-called inclusion function, which makes the meaning of the share of one of the phases in the general set. It was established that such an approach in this system is ineffective, since the found position of the conditional boundary of the blurred transition is determined only by the size of the chosen experimental lattice and does not bear objective meaning.

    The second, original approach is proposed, based on the introduction of an parameter of order equal to the reverse average tree height, and the analysis of its behavior. It was established that the dynamics of such an order parameter in the $\sigma = \text{const}$ section with very small differences has the type of distribution of Fermi – Dirac ($\sigma$ performs the same function as the temperature for the distribution of Fermi – Dirac, $x_0$ — energy function). An empirical expression has been selected for the order parameter, an analogue of the chemical potential is introduced and calculated, which makes sense of the characteristic scale of the order parameter — that is, the values of $x_0$, in which the order can be considered a disorder. This criterion is the basis for determining the boundary of the conditional transition in this approach. It was established that this boundary corresponds to the average height of a tree equal to two generations. Based on the found properties, recommendations for medical institutions are proposed to control the provision of limb of the path of patients.

    The model discussed and its description using conditionally-infinite trees have applications to many hierarchical systems. These systems include: internet routing networks, bureaucratic networks, trade and logistics networks, citation networks, game strategies, population dynamics problems, and others.

  9. Il’ichev V.G., Kulygin V.V., Dashkevich L.V.
    On possible changes in phytocenoses of the Sea of Azov under climate warming
    Computer Research and Modeling, 2017, v. 9, no. 6, pp. 981-991

    Base long-term modern scenarios of hydrochemical and temperature regimes of the Sea of Azov were considered. New schemes of modeling mechanisms of algal adaptation to changes in the hydrochemical regime and temperature were proposed. In comparison to the traditional ecological-evolutionary schemes, these models have a relatively small dimension, high speed and allow carrying out various calculations on long-term perspective (evolutionally significant times). Based on the ecology-evolutionary model of the lower trophic levels the impact of these environmental factors on the dynamics and microevolution of algae in the Sea of Azov was estimated. In each scenario, the calculations were made for 100 years, with the final values of the variables and parameters not depending on the choice of the initial values. In the process of such asymptotic computer analysis, it was found that as a result of climate warming and temperature adaptation of organisms, the average annual biomass of thermophilic algae (Pyrrophyta and Cyanophyta) naturally increases. However, for a number of diatom algae (Bacillariophyta), even with their temperature adaptation, the average annual biomass may unexpectedly decrease. Probably, this phenomenon is associated with a toughening of competition between species with close temperature parameters of existence. The influence of the variation in the chemical composition of the Don River’s flow on the dynamics of nutrients and algae of the Sea of Azov was also investigated. It turned out that the ratio of organic forms of nitrogen and phosphorus in sea waters varies little. This stabilization phenomenon will take place for all high-productive reservoirs with low flow, due to autochthonous origin of larger part of organic matter in water bodies of this type.

    Views (last year): 11.
  10. The paper develops a new mathematical method of the joint signal and noise calculation at the Rice statistical distribution based on combing the maximum likelihood method and the method of moments. The calculation of the sough-for values of signal and noise is implemented by processing the sampled measurements of the analyzed Rician signal’s amplitude. The explicit equations’ system has been obtained for required signal and noise parameters and the results of its numerical solution are provided confirming the efficiency of the proposed technique. It has been shown that solving the two-parameter task by means of the proposed technique does not lead to the increase of the volume of demanded calculative resources if compared with solving the task in one-parameter approximation. An analytical solution of the task has been obtained for the particular case of small value of the signal-to-noise ratio. The paper presents the investigation of the dependence of the sought for parameters estimation accuracy and dispersion on the quantity of measurements in experimental sample. According to the results of numerical experiments, the dispersion values of the estimated sought-for signal and noise parameters calculated by means of the proposed technique change in inverse proportion to the quantity of measurements in a sample. There has been implemented a comparison of the accuracy of the soughtfor Rician parameters’ estimation by means of the proposed technique and by earlier developed version of the method of moments. The problem having been considered in the paper is meaningful for the purposes of Rician data processing, in particular, at the systems of magnetic-resonance visualization, in devices of ultrasonic visualization, at optical signals’ analysis in range-measuring systems, at radar signals’ analysis, as well as at solving many other scientific and applied tasks that are adequately described by the Rice statistical model.

    Views (last year): 11.
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