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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.

Mechanical unfolding of two identical in structure but differ in their amino acid sequences immunoglobulinbinding domains of proteins L and G under the action of external forces have been investigating  using the method of molecular dynamics with explicit model of solvent. Mechanical characteristics of these proteins have been calculated. It has been shown that in the way of the mechanical unfolding of both proteins appear intermediate states. Calculations revealed three significantly different ways of mechanical unfolding of proteins L and G.

Database to store, search and retrieve DNA physical properties profiles has been developed and its use for analysis of E. coli promoters has been demonstrated. Unique feature of the database is in its ability to handle whole profile as single internal object type in a way similar to integers or character strings. To demonstrate utility of such database it was populated with data of 1227 known promoters, their nucleotide sequence, profile of electrostatic potential, transcription factor binding sites. Each promoter is also connected to all genes, whose transcription is controlled by that promoter. Content of the database is available for search via web interface. Source code of profile datatype and library to work with it from R/Bioconductor are available from the internet, dump of the database is available from authors by request.

The paper reviews possibilities to predict buckling of thin cylindrical shells with non-destructive techniques during operation. It studies shallow shells made of high strength materials. Such structures are known for surface displacements exceeding the thickness of the elements. In the explored shells relaxation oscillations of significant amplitude can be generated even under relatively low internal stresses. The problem of the cylindrical shell oscillation is mechanically and mathematically modeled in a simplified form by conversion into an ordinary differential equation. To create the model, the researches of many authors were used who studied the geometry of the surface formed after buckling (postbuckling behavior). The nonlinear ordinary differential equation for the oscillating shell matches the well-known Duffing equation. It is important that there is a small parameter before the second time derivative in the Duffing equation. The latter circumstance enables making a detailed analysis of the obtained equation and describing the physical phenomena — relaxation oscillations — that are unique to thin high-strength shells.

It is shown that harmonic oscillations of the shell around the equilibrium position and stable relaxation oscillations are defined by the bifurcation point of the solutions to the Duffing equation. This is the first point in the Feigenbaum sequence to convert the stable periodic motions into dynamic chaos. The amplitude and the period of relaxation oscillations are calculated based on the physical properties and the level of internal stresses within the shell. Two cases of loading are reviewed: compression along generating elements and external pressure.

It is highlighted that if external forces vary in time according to the harmonic law, the periodic oscillation of the shell (nonlinear resonance) is a combination of slow and stick-slip movements. Since the amplitude and the frequency of the oscillations are known, this fact enables proposing an experimental facility for prediction of the shell buckling with non-destructive techniques. The following requirement is set as a safety factor: maximum load combinations must not cause displacements exceeding specified limits. Based on the results of the experimental measurements a formula is obtained to estimate safety against buckling (safety factor) of the structure.

A method is proposed for analyzing the tremor of the earth’s surface, measured by means of space geodesy, in order to highlight the prognostic effects of seismicity activation. The method is illustrated by the example of a joint analysis of a set of synchronous time series of daily vertical displacements of the earth’s surface on the Japanese Islands for the time interval 2009–2023. The analysis is based on dividing the source data (1047 time series) into blocks (clusters of stations) and sequentially applying the principal component method. The station network is divided into clusters using the K-means method from the maximum pseudo-F-statistics criterion, and for Japan the optimal number of clusters was chosen to be 15. The Huang decomposition method into a sequence of independent empirical oscillation modes (EMD — Empirical Mode Decomposition) is applied to the time series of principal components from station blocks. To provide the stability of estimates of the waveforms of the EMD decomposition, averaging of 1000 independent additive realizations of white noise of limited amplitude was performed. Using the Cholesky decomposition of the covariance matrix of the waveforms of the first three EMD components in a sliding time window, indicators of abnormal tremor behavior were determined. By calculating the correlation function between the average indicators of anomalous behavior and the released seismic energy in the vicinity of the Japanese Islands, it was established that bursts in the measure of anomalous tremor behavior precede emissions of seismic energy. The purpose of the article is to clarify common hypotheses that movements of the earth’s crust recorded by space geodesy may contain predictive information. That displacements recorded by geodetic methods respond to the effects of earthquakes is widely known and has been demonstrated many times. But isolating geodetic effects that predict seismic events is much more challenging. In our paper, we propose one method for detecting predictive effects in space geodesy data.

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.

In present work we used the methods of molecular dynamics simulations and quantum chemistry to study the concept, according to which aspartic and glutamic residues play a key role in initiation of helix formation in oligopeptides. It has been shown, that the first turn of the alpha-helix can be organized from various amino acid sequences with Asp and Glu residues on the N-terminus. Thermodynamic properties of such a process were analyzed. The obtained results do not interfere with known experimental and statistical data and they substantially elaborate present views on the processes of early peptide folding stages.

Recently we have developed a new method for studying DNA based on ultrasound - induced cleavage of DNA sugar-phosphate backbone. Relative cleavage rates of the phosphodiester bonds in all 16 dinucleotides have been determined. The increased amount of data sampling (of more than 20 000 nucleotides) made it also possible to obtain cleavage rates in all 256 possible tetranucleotides. These values quantitatively characterize sequence effects on conformational dynamics of DNA sugar phosphate backbone. Same type of DNA heterogeneity have been discovered and studied using its chemical cleavage induced by various chemical agents and DNAse I. The presence of essential heterogeneity in structural properties of DNA might be a key for physical mapping of the genomes, i.e. determining the structural profiles being responsible for DNA recognition by gene expression regulation machinery.

It is known that in the native state the DNA molecule always contains some amount of locally unwound regions, often called the open states of DNA. It is believed that these states play an important role in DNA-protein recognition and that the study of the open states dynamics may shed further light on the mechanisms of regulation of transcription and replication. In this paper we consider the effect of the thermostat on the movement of the open states in the artificial sequence consisting of four homogeneous regions. We construct the energetic profile of the sequence and investigate the trajectories of the movement of the open states under the action of a random force.

It is known that the internal mobility of DNA molecules plays an important role in the functioning of these molecules. This explains the great interest of researchers in studying the internal dynamics of DNA. Complexity, laboriousness and high cost of research in this field stimulate the search and creation of simpler physical analogues, convenient for simulating the various dynamic regimes possible in DNA. One of the directions of such a search is connected with the use of a mechanical analogue of DNA — a chain of coupled pendulums. In this model, pendulums imitate nitrous bases, horizontal thread on which pendulums are suspended, simulates a sugarphosphate chain, and gravitational field simulates a field induced by a second strand of DNA. Simplicity and visibility are the main advantages of the mechanical analogue. However, the model becomes too cumbersome in cases where it is necessary to simulate long (more than a thousand base pairs) DNA sequences. Another direction is associated with the use of an electronic analogue of the DNA molecule, which has no shortcomings of the mechanical model. In this paper, we investigate the possibility of using the Josephson line as an electronic analogue. We calculated the coefficients of the direct and indirect transformations for the simple case of a homogeneous, synthetic DNA, the sequence of which contains only adenines. The internal mobility of the DNA molecule was modeled by the sine-Gordon equation for angular vibrations of nitrous bases belonging to one of the two polynucleotide chains of DNA. The second polynucleotide chain was modeled as a certain average field in which these oscillations occur. We obtained the transformation, allowing the transition from DNA to an electronic analog in two ways. The first includes two stages: (1) the transition from DNA to the mechanical analogue (a chain of coupled pendulums) and (2) the transition from the mechanical analogue to the electronic one (the Josephson line). The second way is direct. It includes only one stage — a direct transition from DNA to the electronic analogue.