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In this paper, we propose an adaptive algorithm that simulates the process of forming the initial behavioral skills on the example of the system ‘eye-arm’ animat. The situation is the formation of the initial behavioral skills occurs, for example, when a child masters the management of their hands by understanding the relationship between baseline unidentified spots on the retina of his eye and the position of the real object. Since the body control skills are not ‘hardcoded’ initially in the brain and the spinal cord at the level of instincts, the human child, like most young of other mammals, it is necessary to develop these skills in search behavior mode. Exploratory behavior begins with trial and error and then its contribution is gradually reduced as the development of the body and its environment. Since the correct behavior patterns at this stage of development of the organism does not exist for now, then the only way to select the right skills is a positive reinforcement to achieve the objective. A key feature of the proposed algorithm is to fix in the imprinting mode, only the final action that led to success, and that is very important, led to the familiar imprinted situation clearly leads to success. Over time, the continuous chain is lengthened right action — maximum use of previous positive experiences and negative ‘forgotten’ and not used.

Thus there is the gradual replacement of the random search purposeful actions that observed in the real young. Thus, the algorithm is able to establish a correspondence between the laws of the world and the ‘inner feelings’, the internal state of the animat. The proposed animat model was used 2 types of neural networks: 1) neural network NET1 to the input current which is fed to the position of the brush arms and the target point, and the output of motor commands, directing ‘brush’ manipulator animat to the target point; 2) neural network NET2 is received at the input of target coordinates and the current coordinates of the ‘brush’ and the output value is formed likelihood that the animat already ‘know’ this situation, and he ‘knows’ how to react to it. With this architecture at the animat has to rely on the ‘experience’ of neural networks to recognize situations where the response from NET2 network of close to 1, and on the other hand, run a random search, when the experience of functioning in this area of the visual field in animat not (response NET2 close to 0).

This paper is devoted to the analysis of the effect of additive and parametric noise on the processes occurring in the nerve cell. This study is carried out on the example of the well-known Morris – Lecar model described by the two-dimensional system of ordinary differential equations. One of the main properties of the neuron is the excitability, i.e., the ability to respond to external stimuli with an abrupt change of the electric potential on the cell membrane. This article considers a set of parameters, wherein the model exhibits the class 2 excitability. The dynamics of the system is studied under variation of the external current parameter. We consider two parametric zones: the monostability zone, where a stable equilibrium is the only attractor of the deterministic system, and the bistability zone, characterized by the coexistence of a stable equilibrium and a limit cycle. We show that in both cases random disturbances result in the phenomenon of the stochastic generation of mixed-mode oscillations (i. e., alternating oscillations of small and large amplitudes). In the monostability zone this phenomenon is associated with a high excitability of the system, while in the bistability zone, it occurs due to noise-induced transitions between attractors. This phenomenon is confirmed by changes of probability density functions for distribution of random trajectories, power spectral densities and interspike intervals statistics. The action of additive and parametric noise is compared. We show that under the parametric noise, the stochastic generation of mixed-mode oscillations is observed at lower intensities than under the additive noise. For the quantitative analysis of these stochastic phenomena we propose and apply an approach based on the stochastic sensitivity function technique and the method of confidence domains. In the case of a stable equilibrium, this confidence domain is an ellipse. For the stable limit cycle, this domain is a confidence band. The study of the mutual location of confidence bands and the boundary separating the basins of attraction for different noise intensities allows us to predict the emergence of noise-induced transitions. The effectiveness of this analytical approach is confirmed by the good agreement of theoretical estimations with results of direct numerical simulations.

The article proposes a method of joint analysis of multidimensional financial time series based on the evaluation of the set of properties of stock quotes in a sliding time window and the subsequent averaging of property values for all analyzed companies. The main purpose of the analysis is to construct measures of joint behavior of time series reacting to the occurrence of a synchronous or coherent component. The coherence of the behavior of the characteristics of a complex system is an important feature that makes it possible to evaluate the approach of the system to sharp changes in its state. The basis for the search for precursors of sharp changes is the general idea of increasing the correlation of random fluctuations of the system parameters as it approaches the critical state. The increments in time series of stock values have a pronounced chaotic character and have a large amplitude of individual noises, against which a weak common signal can be detected only on the basis of its correlation in different scalar components of a multidimensional time series. It is known that classical methods of analysis based on the use of correlations between neighboring samples are ineffective in the processing of financial time series, since from the point of view of the correlation theory of random processes, increments in the value of shares formally have all the attributes of white noise (in particular, the “flat spectrum” and “delta-shaped” autocorrelation function). In connection with this, it is proposed to go from analyzing the initial signals to examining the sequences of their nonlinear properties calculated in time fragments of small length. As such properties, the entropy of the wavelet coefficients is used in the decomposition into the Daubechies basis, the multifractal parameters and the autoregressive measure of signal nonstationarity. Measures of synchronous behavior of time series properties in a sliding time window are constructed using the principal component method, moduli values of all pairwise correlation coefficients, and a multiple spectral coherence measure that is a generalization of the quadratic coherence spectrum between two signals. The shares of 16 large Russian companies from the beginning of 2010 to the end of 2016 were studied. Using the proposed method, two synchronization time intervals of the Russian stock market were identified: from mid-December 2013 to mid- March 2014 and from mid-October 2014 to mid-January 2016.

The article deals with the problem of a distributed system operation reliability. The system core is an open integration platform that provides interaction of varied software for modeling gas transportation. Some of them provide an access through thin clients on the cloud technology “software as a service”. Mathematical models of operation, transmission and computing are to ensure the operation of an automated dispatching system for oil and gas transportation. The paper presents a system solution based on the theory of Markov random processes and considers the stable operation stage. The stationary operation mode of the Markov chain with continuous time and discrete states is described by a system of Chapman–Kolmogorov equations with respect to the average numbers (mathematical expectations) of the objects in certain states. The objects of research are both system elements that are present in a large number – thin clients and computing modules, and individual ones – a server, a network manager (message broker). Together, they are interacting Markov random processes. The interaction is determined by the fact that the transition probabilities in one group of elements depend on the average numbers of other elements groups.

The authors propose a multi-criteria dispersion model of risk assessment for such systems (both in the broad and narrow sense, in accordance with the IEC standard). The risk is the standard deviation of estimated object parameter from its average value. The dispersion risk model makes possible to define optimality criteria and whole system functioning risks. In particular, for a thin client, the following is calculated: the loss profit risk, the total risk of losses due to non-productive element states, and the total risk of all system states losses.

Finally the paper proposes compromise schemes for solving the multi-criteria problem of choosing the optimal operation strategy based on the selected set of compromise criteria.

The 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.

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.

Inhibitors of histone deacetylases (HDACi) have considered as a promising class of drugs for the treatment of cancers because of their effects on cell growth, differentiation, and apoptosis. Angiogenesis play an important role in the growth of most solid tumors and the progression of metastasis. The vascular endothelial growth factor (VEGF) is a key angiogenic agent, which is secreted by malignant tumors, which induces the proliferation and the migration of vascular endothelial cells. Currently, the most promising strategy in the fight against cancer is the creation of hybrid drugs that simultaneously act on several physiological targets. In this work, a series of hybrids bearing N-phenylquinazolin-4-amine and hydroxamic acid moieties were studied as dual VEGFR-2/HDAC inhibitors using simplex representation of the molecular structure and Support Vector Machine (SVM). The total sample of 42 compounds was divided into training and test sets. Five-fold cross-validation (5-fold) was used for internal validation. Satisfactory quantitative structure—activity relationship (QSAR) models were constructed (R²_test = 0.64–0.87) for inhibitors of HDAC, VEGFR-2 and human breast cancer cell line MCF-7. The interpretation of the obtained QSAR models was carried out. The coordinated effect of different molecular fragments on the increase of antitumor activity of the studied compounds was estimated. Among the substituents of the N-phenyl fragment, the positive contribution of para bromine for all three types of activity can be distinguished. The results of the interpretation were used for molecular design of potential dual VEGFR-2/HDAC inhibitors. For comparative QSAR research we used physicochemical descriptors calculated by the program HYBOT, the method of Random Forest (RF), and on-line version of the expert system OCHEM (https://ochem.eu). In the modeling of OCHEM PyDescriptor descriptors and extreme gradient boosting was chosen. In addition, the models obtained with the help of the expert system OCHEM were used for virtual screening of 300 compounds to select promising VEGFR-2/HDAC inhibitors for further synthesis and testing.

Numerical modeling of turbulent flows requires finding the balance between accuracy and computational efficiency. For example, DNS and LES models allow to obtain more accurate results, comparing to RANS models, but are more computationally expensive. Because of this, modern applied simulations are mostly performed with RANS models. But even RANS models can be computationally expensive for complex geometries or series simulations due to the necessity of resolving the boundary layer. Some methods, such as wall functions and near-wall domain decomposition, allow to significantly improve the speed of RANS simulations. However, they inevitably lose precision due to using a simplified model in the near-wall domain. To obtain a model that is both accurate and computationally efficient, it is possible to construct a surrogate model based on previously made simulations using the precise model.

In this paper, an operator is constructed that allows reconstruction of the flow field obtained by an accurate model based on the flow field obtained by the simplified model. Spalart–Allmaras model with approximate nearwall domain decomposition and Spalart–Allmaras model resolving the near-wall region are taken as the simplified and the base models respectively. The operator is constructed using a local approach, i. e. to reconstruct a point in the flow field, only features (flow variables and their derivatives) at this point in the field are used. The operator is constructed using the Random Forest algorithm. The efficiency and accuracy of the obtained surrogate model are demonstrated on the supersonic flow over a compression corner with different values for angle $\alpha$ and Reynolds number. The investigation has been conducted into interpolation and extrapolation both by $Re$ and $\alpha$.

This work is devoted to the study of the problem of modeling and analyzing complex oscillatory modes, both regular and chaotic, in systems of interacting populations in the presence of random perturbations. As an initial conceptual deterministic model, a Volterra system of three differential equations is considered, which describes the dynamics of prey populations of two competing species and a predator. This model takes into account the following key biological factors: the natural increase in prey, their intraspecific and interspecific competition, the extinction of predators in the absence of prey, the rate of predation by predators, the growth of the predator population due to predation, and the intensity of intraspecific competition in the predator population. The growth rate of the second prey population is used as a bifurcation parameter. At a certain interval of variation of this parameter, the system demonstrates a wide variety of dynamic modes: equilibrium, oscillatory, and chaotic. An important feature of this model is multistability. In this paper, we focus on the study of the parametric zone of tristability, when a stable equilibrium and two limit cycles coexist in the system. Such birhythmicity in the presence of random perturbations generates new dynamic modes that have no analogues in the deterministic case. The aim of the paper is a detailed study of stochastic phenomena caused by random fluctuations in the growth rate of the second population of prey. As a mathematical model of such fluctuations, we consider white Gaussian noise. Using methods of direct numerical modeling of solutions of the corresponding system of stochastic differential equations, the following phenomena have been identified and described: unidirectional stochastic transitions from one cycle to another, trigger mode caused by transitions between cycles, noise-induced transitions from cycles to the equilibrium, corresponding to the extinction of the predator and the second prey population. The paper presents the results of the analysis of these phenomena using the Lyapunov exponents, and identifies the parametric conditions for transitions from order to chaos and from chaos to order. For the analytical study of such noise-induced multi-stage transitions, the technique of stochastic sensitivity functions and the method of confidence regions were applied. The paper shows how this mathematical apparatus allows predicting the intensity of noise, leading to qualitative transformations of the modes of stochastic population dynamics.

The paper gives an overview of methods for estimating the parameters of random point fields with local interaction between points. It is shown that the conventional method of the maximum pseudo-likelihood is a special case of the family of estimation methods based on the use of the auxiliary Markov process, invariant measure of which is the Gibbs point field with parameters to be estimated. A generalization of this method, resulting in estimating equation that can not be obtained by the the universal Takacs–Fiksel method, is proposed. It is shown by computer simulations that the new method enables to obtain estimates which have better quality than those by a widely used method of the maximum pseudolikelihood.