Результаты поиска по 'stochastic systems':
Найдено статей: 31
  1. Sokolov S.V., Marshakov D.V., Reshetnikova I.V.
    High-precision estimation of the spatial orientation of the video camera of the vision system of the mobile robotic complex
    Computer Research and Modeling, 2025, v. 17, no. 1, pp. 93-107

    The efficiency of mobile robotic systems (MRS) that monitor the traffic situation, urban infrastructure, consequences of emergency situations, etc., directly depends on the quality of vision systems, which are the most important part of MRS. In turn, the accuracy of image processing in vision systems depends to a great extent on the accuracy of spatial orientation of the video camera placed on the MRS. However, when video cameras are placed on the MRS, the level of errors of their spatial orientation increases sharply, caused by wind and seismic vibrations, movement of the MRS over rough terrain, etc. In this connection, the paper considers a general solution to the problem of stochastic estimation of spatial orientation parameters of video cameras in conditions of both random mast vibrations and arbitrary character of MRS movement. Since the methods of solving this problem on the basis of satellite measurements at high intensity of natural and artificial radio interference (the methods of formation of which are constantly being improved) are not able to provide the required accuracy of the solution, the proposed approach is based on the use of autonomous means of measurement — inertial and non-inertial. But when using them, the problem of building and stochastic estimation of the general model of video camera motion arises, the complexity of which is determined by arbitrary motion of the video camera, random mast oscillations, measurement disturbances, etc. The problem of stochastic estimation of the general model of video camera motion arises. Due to the unsolved nature of this problem, the paper considers the synthesis of both the video camera motion model in the most general case and the stochastic estimation of its state parameters. The developed algorithm for joint estimation of the spatial orientation parameters of the video camera placed on the mast of the MRS is invariant to the nature of motion of the mast, the video camera, and the MRS itself, providing stability and the required accuracy of estimation under the most general assumptions about the nature of interference of the sensitive elements of the autonomous measuring complex used. The results of the numerical experiment allow us to conclude that the proposed approach can be practically applied to solve the problem of the current spatial orientation of MRS and video cameras placed on them using inexpensive autonomous measuring devices.

  2. Fialko N.S.
    Mixed algorithm for modeling of charge transfer in DNA on long time intervals
    Computer Research and Modeling, 2010, v. 2, no. 1, pp. 63-72

    Charge transfer in DNA is simulated by a discrete Holstein model «quantum particle + classical site chain + interaction». Thermostat temperature is taken into account as stochastic force, which acts on classical sites (Langevin equation). Thus dynamics of charge migration along the chain is described by ODE system with stochastic right-hand side. To integrate the system numerically, algorithms of order 1 or 2 are usually applied. We developed «mixed» algorithm having 4th order of accuracy for fast «quantum» variables (note that in quantum subsystem the condition «sum of probabilities of charge being on site is time-constant» must be held), and 2nd order for slow classical variables, which are affecting by stochastic force. The algorithm allows us to calculate trajectories on longer time intervals as compared to standard algorithms. Model calculations of polaron disruption in homogeneous chain caused by temperature fluctuations are given as an example.

    Views (last year): 2. Citations: 2 (RSCI).
  3. Bratsun D.A., Zakharov A.P.
    Modelling spatio-temporal dynamics of circadian rythms in Neurospora crassa
    Computer Research and Modeling, 2011, v. 3, no. 2, pp. 191-213

    We derive a new model of circadian oscillations in Neurospora crassa, which is suitable to analyze both temporal and spatial dynamics of proteins responsible for mechanism of rythms. The model is based on the non-linear interplay between proteins FRQ and WCC which are products of transcription of frequency and white collar genes forming a feedback loop comprised both positive and negative elements. The main component of oscillations mechanism is supposed to be time-delay in biochemical reactions of transcription. We show that the model accounts for various features observed in Neurospora’s experiments such as entrainment by light cycles, phase shift under light pulse, robustness to action of fluctuations and so on. Wave patterns excited during spatial development of the system are studied. It is shown that the wave of synchronization of biorythms arises under basal transcription factors.

    Views (last year): 6. Citations: 20 (RSCI).
  4. We study excitation of oscillations in the stochastic gene systems with time-delayed feedback loop during transcription. The oscillations arise due to interaction noise and time delay even when deterministic counterpart of the system exhibits stationary behaviour. This effect becomes important when degree-of-freedom of a system is not high, and role of fluctuations becomes principal. The analytical solution of master-equation is obtained. The results of numerical simulations are presented.

    Views (last year): 6. Citations: 12 (RSCI).
  5. Ryashko L.B., Slepukhina E.S.
    Analysis of additive and parametric noise effects on Morris – Lecar neuron model
    Computer Research and Modeling, 2017, v. 9, no. 3, pp. 449-468

    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.

    Views (last year): 11.
  6. Madera A.G.
    Cluster method of mathematical modeling of interval-stochastic thermal processes in electronic systems
    Computer Research and Modeling, 2020, v. 12, no. 5, pp. 1023-1038

    A cluster method of mathematical modeling of interval-stochastic thermal processes in complex electronic systems (ES), is developed. In the cluster method, the construction of a complex ES is represented in the form of a thermal model, which is a system of clusters, each of which contains a core that combines the heat-generating elements falling into a given cluster, the cluster shell and a medium flow through the cluster. The state of the thermal process in each cluster and every moment of time is characterized by three interval-stochastic state variables, namely, the temperatures of the core, shell, and medium flow. The elements of each cluster, namely, the core, shell, and medium flow, are in thermal interaction between themselves and elements of neighboring clusters. In contrast to existing methods, the cluster method allows you to simulate thermal processes in complex ESs, taking into account the uneven distribution of temperature in the medium flow pumped into the ES, the conjugate nature of heat exchange between the medium flow in the ES, core and shells of clusters, and the intervalstochastic nature of thermal processes in the ES, caused by statistical technological variation in the manufacture and installation of electronic elements in ES and random fluctuations in the thermal parameters of the environment. The mathematical model describing the state of thermal processes in a cluster thermal model is a system of interval-stochastic matrix-block equations with matrix and vector blocks corresponding to the clusters of the thermal model. The solution to the interval-stochastic equations are statistical measures of the state variables of thermal processes in clusters - mathematical expectations, covariances between state variables and variance. The methodology for applying the cluster method is shown on the example of a real ES.

  7. Zenyuk D.A.
    Stochastic simulation of chemical reactions in subdiffusion medium
    Computer Research and Modeling, 2021, v. 13, no. 1, pp. 87-104

    Theory of anomalous diffusion, which describe a vast number of transport processes with power law mean squared displacement, is actively advancing in recent years. Diffusion of liquids in porous media, carrier transport in amorphous semiconductors and molecular transport in viscous environments are widely known examples of anomalous deceleration of transport processes compared to the standard model.

    Direct Monte Carlo simulation is a convenient tool for studying such processes. An efficient stochastic simulation algorithm is developed in the present paper. It is based on simple renewal process with interarrival times that have power law asymptotics. Analytical derivations show a deep connection between this class of random process and equations with fractional derivatives. The algorithm is further generalized by coupling it with chemical reaction simulation. It makes stochastic approach especially useful, because the exact form of integrodifferential evolution equations for reaction — subdiffusion systems is still a matter of debates.

    Proposed algorithm relies on non-markovian random processes, hence one should carefully account for qualitatively new effects. The main question is how molecules leave the system during chemical reactions. An exact scheme which tracks all possible molecule combinations for every reaction channel is computationally infeasible because of the huge number of such combinations. It necessitates application of some simple heuristic procedures. Choosing one of these heuristics greatly affects obtained results, as illustrated by a series of numerical experiments.

  8. Kurushina S.E., Fedorova E.A., Gurovskaia I.A.
    Technique for analyzing noise-induced phenomena in two-component stochastic systems of reaction – diffusion type with power nonlinearity
    Computer Research and Modeling, 2025, v. 17, no. 2, pp. 277-291

    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.

  9. 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.

  10. Bashkirtseva I.A., Perevalova T.V., Ryashko L.B.
    Stochastic sensitivity analysis of dynamic transformations in the “two prey – predator” model
    Computer Research and Modeling, 2022, v. 14, no. 6, pp. 1343-1356

    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.

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