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On the A.N. Kolmogorov hypotheses-based evaluation of the pulsation spectrum for a time sample of 3D velocity vector components
Computer Research and Modeling, 2026, v. 18, no. 2, pp. 289-313The Fourier transformation is the basic tool for evaluating the spectral characteristics of a turbulent flow. The Fourier transform (usually discrete) of the first power of the longitudinal or transverse component of the velocity vector pulsations allows estimation of the energy spectral density (ESD) or power spectral density (PSD). To estimate the ESD and PSD of a turbulent signal obtained from numerical simulation, an array of signal values with discretization in the time or spatial domain is generated. The reference distribution of the ESD spectrum (scaling law) within the wave number domain of the inertial subrange is derived from two hypotheses proposed by A.N. Kolmogorov and is characterized by the $−\frac{5}{3}$ law. The $-\frac{5}{3}$ law is also used in most references to estimate the ESD distribution in the frequency domain. The distribution of the power spectrum PSD is derived from the distribution of the energy spectrum ESD by normalizing to the signal scanning time. An alternative energy spectral characteristic (ESS) of velocity fluctuations can be determined by the Fourier transform of the square of the velocity fluctuations. In the wave numbers domain, the dimension of ESS in the spatial domain coincides with the dimension of A.N. Kolmogorov's $−\frac{5}{3}$ law. When considering a signal sampled in the time domain, a scaling law of $−2$ for ESS was previously obtained in the frequency domain. An alternative estimate of the Power Signal Spectrum (PSS) is discussed in this paper based on the Fourier transform of the third-order velocity pulsations. Based on the hypotheses proposed by A.N.Kolmogorov, it can be inferred that in the frequency domain, the scaling law of the PSS spectrum is characterized by the power of $−\frac{5}{2}$. Unsteady incompressible flow around a 3D cylindrical surface section at the Reynolds number of 3900 is considered as an application. The numerical simulation is performed using ANSYS Fluent commercial code and based on the Navier – Stokes equations. The spatio-temporal characteristics of the turbulent flow velocity vector are analyzed using the Proper Orthogonal Decomposition (POD). The Fourier transform is used to estimate the ESS and PSS of a time-sampled signal.
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Fluorescent probe immobilization into enzyme molecules
Computer Research and Modeling, 2013, v. 5, no. 5, pp. 835-843Views (last year): 2. Citations: 3 (RSCI).The results of the experimental and theoretical researches of kinetics of erythrosine penetration into collagenase molecules have represented in this paper. The case with introduction of the compound (fluorescent probe) which has dimers to enzyme solution as an injection has been considered. It was shown that monomers and dimers can penetrate into enzyme molecules with formation complexes monomer — enzyme, dimer- enzyme. Moreover, transformation of probe fluorescence spectra is at each time moment. Spectrum maximum shift, and its form change. At a time, the immobilized dye dimers greatly impact to formation of end fluorescence spectrum. Well correlation between experimental and theoretical results confirms reality of the obtained data.
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Nonlinear supratransmission in a Pt3Al crystal at intense external influence
Computer Research and Modeling, 2019, v. 11, no. 1, pp. 109-117Views (last year): 18.The effect of the nonlinear supratransmission in crystal of A3B stoichiometry is studied by molecular dynamics on the example of Pt3Al alloy. This effect is the transfer of energy at frequencies outside the phonon spectrum of the crystal. Research of the mechanisms of energy transport from the material surface to the interior is the important task, both from the theoretical point of view and from the prospects for practical application in the modification of near-surface layers by treatment with intense external influence of various types. The model was a three-dimensional face-centered cubic crystal whose atoms interact by means of the multiparticle potential obtained by the embedded atom method, which provides greater realism of the model in comparison with the use of pair potentials. Various forms of oscillation of the external influence region are considered. The possibility of energy transport from the crystal surface to the interior is shown by excitation of quasi-breathers near the region of influence and their subsequent destruction in the crystal and scattering of the energy stored on them. The quasibreathers are high-amplitude nonlinear atoms' oscillations of the alloy lightweight component at frequencies outside the phonon spectrum of the crystal. This effect was observed not with every oscillation's form of the region of influence. Quasi-breathers appeared most intensely near the region of influence with sinusoidal form oscillations. The results obtained indicate that the contribution of quasi-breathers to the energy transfer through the crystal increases with increasing amplitude of the influence. The range of amplitudes from 0.05 to 0.5 Å is considered. The frequency of the influence varied from 0.2 to 15 THz, which ensured the coverage of the entire spectrum of lowamplitude oscillations for this crystal's model. The minimum magnitude of the external effect amplitude at which this effect was observed was found to be 0.15 Å. At amplitudes greater than 0.5 Å, the cell rapidly decays for frequencies close to the optical branch of the phonon spectrum. The results of the study can be useful for laser processing of materials, surface treatment by low-energy plasma, and also in radiation materials science.
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A simple numerical splitting method for solving the linear Boltzmann kinetic equation with intense scattering
Computer Research and Modeling, 2026, v. 18, no. 2, pp. 315-333This paper analyzes some issues in developing numerical methods for solving problems with a Boltzmann-type linear kinetic transport equation. Existing applications of this type of equation are listed. The focus is on the problem of radiative transfer in a flat layer, which are important for experimental research practice. Key definitions and traditional limitations applied to radiative transfer problems are presented. Some features of formulating radiative transfer problems for flat layers of irregular heterogeneous composite materials that are partially transparent to electromagnetic radiation are considered. The main approaches to the numerical and numerical-analytical solution of the linear kinetic transport equation are outlined.
Some variants of the simplest grid numerical methods for solving of nonstationary kinetic problems of transport a flat layer of a medium with strong attenuation are considered. Problems with one- and two-step variants of these iterative methods are analyzed, for some of them the causes of instability and convergence absence in some of them are investigated and established. It is shown that in the explicit conservative one-step method for a layer of a homogeneous absorbing, but neither radiating nor scattering, medium, unstable modes always exist in the spectrum of harmonic solutions. These modes arise in the region of radiation propagating almost parallel to the layer boundaries, and their instability increases with increasing attenuation effects and is caused by the presence of a small coefficient before the spatial derivative in the transport equation. To limit the undesirable influence of this component, various variants of splitting the equation into two and three fractional steps are considered.
It is shown that the most preferable options are those with explicitly organized fractional steps, for which a proof of their stability and convergence, that based on the Lax’s equivalence theorem is presented. It is demonstrated that the correct building of the fractional step sequence in explicit schemes for numerical solving of the nonstationary linear kinetic transport problems can provide additional stabilization, with the scattering integral plays an important role in stabilizing them. So, when solving kinetic transport problems in media with high scattering albedo, the explicit grid method of settling with splitting the iterations into three fractional steps, that were based on physical processes proved to be the simplest and most effective. The method is implemented as Matlab code, which performs quality control during the generation of the numerical solution process. The most significant modeling results are presented, confirming that the three-step method imposes relatively moderate requirements on resources and numerical integration accuracy, and ensures conditional convergence of iterations. Its mathematical correctness is confirmed by the behavior of the equation residuals and direct control of the convergence of numerical solutions. Its physical correctness is confirmed by ensuring, for ergodic systems, the property of convergence to an invariant steady state independent of the initial conditions. Some discovered and possible limitations of the method are listed.
The work will be useful to specialists in the field of mathematical modeling, numerical methods, kinetic theory, combined heat and mass transfer, dealing with issues of interpretation of experimental data, graduate students and senior students specializing in the indicated areas.
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Synchronous components of financial time series
Computer Research and Modeling, 2017, v. 9, no. 4, pp. 639-655The 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.
Keywords: financial time series, wavelets, entropy, multi-fractals, predictability, synchronization.Views (last year): 12. Citations: 2 (RSCI). -
Physical research and numerical modeling of the lower ionosphere perturbed by powerful radio emission. Part 2. Results of numerical calculations and their analysis
Computer Research and Modeling, 2023, v. 15, no. 5, pp. 1237-1262The second part presents numerical studies of the parameters of the lower ionosphere at altitudes of 40–90 km when heated by powerful high-frequency radio waves of various frequencies and powers. The problem statement is considered in the first part of the article. The main attention is paid to the interrelation between the energy and kinetic parameters of the disturbed $D$-region of the ionosphere in the processes that determine the absorption and transformation of the radio beam energy flux in space and time. The possibility of a significant difference in the behavior of the parameters of the disturbed region in the daytime and at nighttime, both in magnitude and in space-time distribution, is shown. In the absence of sufficiently reliable values of the rate constants for a number of important kinetic processes, numerical studies were carried out in stages with the gradual addition of individual processes and kinetic blocks corresponding at the same time to a certain physical content. It is shown that the energy thresholds for inelastic collisions of electrons with air molecules are the main ones. This approach made it possible to detect the effect of the emergence of a self-oscillating mode of changing parameters if the main channel for energy losses in inelastic processes is the most energy-intensive process — ionization. This effect may play a role in plasma studies using high-frequency inductive and capacitive discharges. The results of calculations of the ionization and optical parameters of the disturbed $D$-region for daytime conditions are presented. The electron temperature, density, emission coefficients in the visible and infrared ranges of the spectrum are obtained for various values of the power of the radio beam and its frequency in the lower ionosphere. The height-time distribution of the absorbed radiation power is calculated, which is necessary in studies of higher layers of the ionosphere. The influence on the electron temperature and on the general behavior of the parameters of energy losses by electrons on the excitation of vibrational and metastable states of molecules has been studied in detail. It is shown that under nighttime conditions, when the electron concentration begins at altitudes of about 80 km, and the concentration of heavy particles decreases by two orders of magnitude compared to the average $D$-region, large-scale gas-dynamic motion can develop with sufficient radio emission power The algorithm was developed based on the McCormack method and two-dimensional gas-dynamic calculations of the behavior of the parameters of the perturbed region were performed with some simplifications of the kinetics.
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Multifractal and entropy statistics of seismic noise in Kamchatka in connection with the strongest earthquakes
Computer Research and Modeling, 2023, v. 15, no. 6, pp. 1507-1521The study of the properties of seismic noise in Kamchatka is based on the idea that noise is an important source of information about the processes preceding strong earthquakes. The hypothesis is considered that an increase in seismic hazard is accompanied by a simplification of the statistical structure of seismic noise and an increase in spatial correlations of its properties. The entropy of the distribution of squared wavelet coefficients, the width of the carrier of the multifractal singularity spectrum, and the Donoho – Johnstone index were used as statistics characterizing noise. The values of these parameters reflect the complexity: if a random signal is close in its properties to white noise, then the entropy is maximum, and the other two parameters are minimum. The statistics used are calculated for 6 station clusters. For each station cluster, daily median noise properties are calculated in successive 1-day time windows, resulting in an 18-dimensional (3 properties and 6 station clusters) time series of properties. To highlight the general properties of changes in noise parameters, a principal component method is used, which is applied for each cluster of stations, as a result of which the information is compressed into a 6-dimensional daily time series of principal components. Spatial noise coherences are estimated as a set of maximum pairwise quadratic coherence spectra between the principal components of station clusters in a sliding time window of 365 days. By calculating histograms of the distribution of cluster numbers in which the minimum and maximum values of noise statistics are achieved in a sliding time window of 365 days in length, the migration of seismic hazard areas was assessed in comparison with strong earthquakes with a magnitude of at least 7.
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Model for building of the radio environment map for cognitive communication system based on LTE
Computer Research and Modeling, 2022, v. 14, no. 1, pp. 127-146The paper is devoted to the secondary use of spectrum in telecommunication networks. It is emphasized that one of the solutions to this problem is the use of cognitive radio technologies and dynamic spectrum access for the successful functioning of which a large amount of information is required, including the parameters of base stations and network subscribers. Storage and processing of information should be carried out using a radio environment map, which is a spatio-temporal database of all activity in the network and allows you to determine the frequencies available for use at a given time. The paper presents a two-level model for forming a map of the radio environment of a cellular communication system LTE, in which the local and global levels are highlighted, which is described by the following parameters: a set of frequencies, signal attenuation, signal propagation map, grid step, current time count. The key objects of the model are the base station and the subscriber unit. The main parameters of the base station include: name, identifier, cell coordinates, range number, radiation power, numbers of connected subscriber devices, dedicated resource blocks. For subscriber devices, the following parameters are used: name, identifier, location, current coordinates of the device cell, base station identifier, frequency range, numbers of resource blocks for communication with the station, radiation power, data transmission status, list of numbers of the nearest stations, schedules movement and communication sessions of devices. An algorithm for the implementation of the model is presented, taking into account the scenarios of movement and communication sessions of subscriber devices. A method for calculating a map of the radio environment at a point on a coordinate grid, taking into account losses during the propagation of radio signals from emitting devices, is presented. The software implementation of the model is performed using the MatLab package. The approaches are described that allow to increase the speed of its work. In the simulation, the choice of parameters was carried out taking into account the data of the existing communication systems and the economy of computing resources. The experimental results of the algorithm for the formation of a radio environment map are demonstrated, confirming the correctness of the developed model.
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On the investigation of plasma turbulence by the analysis of the spectra
Computer Research and Modeling, 2012, v. 4, no. 4, pp. 793-802Views (last year): 2. Citations: 4 (RSCI).The article describes the examples of the analysis of the experimental data spectra for identifying typical structures of processes forming plasma turbulence. The method is based on the original algorithm which is close to the one-sample bootstrap. The base model for description of the fine structure of stochastic processes is finite local-scale normal mixtures. For finding the statistical estimates (maximum likelihood estimates) well known EM algorithm is used. The efficiency of the proposed research technique is demonstrated for a number of spectra’s set obtained in different modes of low-frequency plasma turbulence.
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On the permissible intensity of laser radiation in the optical system and on the technology for measuring the absorption coefficient of its power
Computer Research and Modeling, 2021, v. 13, no. 5, pp. 1025-1044Laser damage to transparent solids is a major limiting factor output power of laser systems. For laser rangefinders, the most likely destruction cause of elements of the optical system (lenses, mirrors) actually, as a rule, somewhat dusty, is not an optical breakdown as a result of avalanche, but such a thermal effect on the dust speck deposited on an element of the optical system (EOS), which leads to its ignition. It is the ignition of a speck of dust that initiates the process of EOS damage.
The corresponding model of this process leading to the ignition of a speck of dust takes into account the nonlinear Stefan –Boltzmann law of thermal radiation and the infinite thermal effect of periodic radiation on the EOS and the speck of dust. This model is described by a nonlinear system of differential equations for two functions: the EOS temperature and the dust particle temperature. It is proved that due to the accumulating effect of periodic thermal action, the process of reaching the dust speck ignition temperature occurs almost at any a priori possible changes in this process of the thermophysical parameters of the EOS and the dust speck, as well as the heat exchange coefficients between them and the surrounding air. Averaging these parameters over the variables related to both the volume and the surfaces of the dust speck and the EOS is correct under the natural constraints specified in the paper. The entire really significant spectrum of thermophysical parameters is covered thanks to the use of dimensionless units in the problem (including numerical results).
A thorough mathematical study of the corresponding nonlinear system of differential equations made it possible for the first time for the general case of thermophysical parameters and characteristics of the thermal effect of periodic laser radiation to find a formula for the value of the permissible radiation intensity that does not lead to the destruction of the EOS as a result of the ignition of a speck of dust deposited on the EOS. The theoretical value of the permissible intensity found in the general case in the special case of the data from the Grasse laser ranging station (south of France) almost matches that experimentally observed in the observatory.
In parallel with the solution of the main problem, we derive a formula for the power absorption coefficient of laser radiation by an EOS expressed in terms of four dimensionless parameters: the relative intensity of laser radiation, the relative illumination of the EOS, the relative heat transfer coefficient from the EOS to the surrounding air, and the relative steady-state temperature of the EOS.
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