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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.

Seasonal migrations and herd instinct are traditionally recognized as wild reindeer (Rangifer tarandus L.) species-specific behavioral signs. These animals are forced to overcome water obstacles during the migrations. Behaviour peculiarities are considered as the result of the selection process, which has chosen among the sets of strategies, as the only evolutionarily stable one, determining the reproduction and biological survival of wild reindeer as a species. Natural processes in the Taimyr population wild reindeer are currently occurring against the background of an increase in the influence of negative factors due to the escalation of the industrial development of the Arctic. That is why the need to identify the ethological features of these animals completely arose. This paper presents the results of applying the classical methods of the theory of optimal control and differential games to the wild reindeer study of the migration patterns in overcoming water barriers, including major rivers. Based on these animals’ ethological features and behavior forms, the herd is presented as a controlled dynamic system, which presents also two classes of individuals: the leader and the rest of the herd, for which their models, describing the trajectories of their movement, are constructed. The models are based on hypotheses, which are the mathematical formalization of some animal behavior patterns. This approach made it possible to find the trajectory of the important one using the methods of the optimal control theory, and in constructing the trajectories of other individuals, apply the principle of control with a guide. Approbation of the obtained results, which can be used in the formation of a common “platform” for the adaptive behavior models systematic construction and as a reserve for the cognitive evolution models fundamental development, is numerically carried out using a model example with observational data on the Werchnyaya Taimyra River.

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.

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.

By numerical simulation methods the interaction processes of oscillating soliton (breather) with a 180-degree Neel domain wall in the framework of a (2 + 1)-dimensional supersymmetric O(3) nonlinear sigma model is studied. The purpose of this paper is to investigate nonlinear evolution and stability of a system of interacting localized dynamic and topological solutions. To construct the interaction models, were used a stationary breather and domain wall solutions, where obtained in the framework of the two-dimensional sine-Gordon equation by adding specially selected perturbations to the A3-field vector in the isotopic space of the Bloch sphere. In the absence of an external magnetic field, nonlinear sigma models have formal Lorentz invariance, which allows constructing, in particular, moving solutions and analyses the experimental data of the nonlinear dynamics of an interacting solitons system. In this paper, based on the obtained moving localized solutions, models for incident and head-on collisions of breathers with a domain wall are constructed, where, depending on the dynamic parameters of the system, are observed the collisions and reflections of solitons from each other, a long-range interactions and also the decay of an oscillating soliton into linear perturbation waves. In contrast to the breather solution that has the dynamics of the internal degree of freedom, the energy integral of a topologically stable soliton in the all experiments the preserved with high accuracy. For each type of interaction, the range of values of the velocity of the colliding dynamic and topological solitons is determined as a function of the rotation frequency of the A3-field vector in the isotopic space. Numerical models are constructed on the basis of methods of the theory of finite difference schemes, using the properties of stereographic projection, taking into account the group-theoretical features of constructions of the O(N) class of nonlinear sigma models of field theory. On the perimeter of the two-dimensional modeling area, specially developed boundary conditions are established that absorb linear perturbation waves radiated by interacting soliton fields. Thus, the simulation of the interaction processes of localized solutions in an infinite two-dimensional phase space is carried out. A software module has been developed that allows to carry out a complex analysis of the evolution of interacting solutions of nonlinear sigma models of field theory, taking into account it’s group properties in a two-dimensional pseudo-Euclidean space. The analysis of isospin dynamics, as well the energy density and energy integral of a system of interacting dynamic and topological solitons is carried out.

Analysis and practical aspects of implementing developed in the control theory robust control methods in studying economic systems is carried out. The main emphasis is placed on studying results obtained for dynamical systems with structured uncertainty. Practical aspects of implementing such results in control of economic systems on the basis of dynamical models with uncertain parameters and perturbations (stabilization of price on the oil market and inflation in macroeconomic systems) are discussed. With the help of specially constructed aggregate model of oil price dynamics studied the problem of finding control which provides minimal deviation of price from desired levels over middle range period. The second real problem considered in the article consists in determination of stabilizing control providing minimal deviation of inflation from desired levels (on the basis of constructed aggregate macroeconomic model of the USA over middle range period).

Upper levels of parameters uncertainty and control laws guaranteeing stabilizability of the real considered economic systems have been found using the robust method of control with structured uncertainty. At the same time we have come to the conclusion that received estimates of parameters uncertainty upper levels are conservative. Monte-Carlo experiments carried out for the article made it possible to analyze dynamics of oil price and inflation under received limit levels of models parameters uncertainty and under implementing found robust control laws for the worst and the best scenarios. Results of these experiments show that received robust control laws may be successfully used under less stringent uncertainty constraints than it is guaranteed by sufficient conditions of stabilization.

The article deals with the nonlinear boundary-value problem of hydrogen permeability corresponding to the following experiment. A membrane made of the target structural material heated to a sufficiently high temperature serves as the partition in the vacuum chamber. Degassing is performed in advance. A constant pressure of gaseous (molecular) hydrogen is built up at the inlet side. The penetrating flux is determined by mass-spectrometry in the vacuum maintained at the outlet side.

A linear model of dependence on concentration is adopted for the coefficient of dissolved atomic hydrogen diffusion in the bulk. The temperature dependence conforms to the Arrhenius law. The surface processes of dissolution and sorptiondesorption are taken into account in the form of nonlinear dynamic boundary conditions (differential equations for the dynamics of surface concentrations of atomic hydrogen). The characteristic mathematical feature of the boundary-value problem is that concentration time derivatives are included both in the diffusion equation and in the boundary conditions with quadratic nonlinearity. In terms of the general theory of functional differential equations, this leads to the so-called neutral type equations and requires a more complex mathematical apparatus. An iterative computational algorithm of second-(higher- )order accuracy is suggested for solving the corresponding nonlinear boundary-value problem based on explicit-implicit difference schemes. To avoid solving the nonlinear system of equations at every time step, we apply the explicit component of difference scheme to slower sub-processes.

The results of numerical modeling are presented to confirm the fitness of the model to experimental data. The degrees of impact of variations in hydrogen permeability parameters (“derivatives”) on the penetrating flux and the concentration distribution of H atoms through the sample thickness are determined. This knowledge is important, in particular, when designing protective structures against hydrogen embrittlement or membrane technologies for producing high-purity hydrogen. The computational algorithm enables using the model in the analysis of extreme regimes for structural materials (pressure drops, high temperatures, unsteady heating), identifying the limiting factors under specific operating conditions, and saving on costly experiments (especially in deuterium-tritium investigations).

A two-dimensional mathematical model was developed for estimating the stresses in welded joints formed during multipass welding of multilayer steels. The basis of the model is the system of equations that includes the Lagrange variational equation of incremental plasticity theory and the variational equation of heat conduction, which expresses the principle of M. Biot. Variational-difference method was used to solve the problems of heat conductivity and calculation of the transient temperature field, and then at each time step – for the quasi-static problem of thermoplasticity. The numerical scheme is based on triangular meshes, which gives a more accuracy in describing the boundaries of structural elements as compared to rectangular grids.

It was carried out a theoretical analysis of the energy migration rate in the process of non-photochemical quenching of fluorescence pigment-protein complex that performed by means of orange carotenoid-protein in the phycobilisomes of cyanobacteria. It is shown that the observed rate of energy transfer can not be interpreted in the framework of inductive-resonant mechanism of energy migration (Förster’s theory). On the contrary, according to the calculations the implementation of the exciton mechanism is fully consistent with the experimentally observed high quenching rate. An essential feature of the implementation of the exciton mechanism is to comply with a number of structural and functional conditions that require fine-tuning of the molecular system in the interaction of donor and acceptor molecules both each other and with the local molecular environment.

Despite numerous achievements of modern science the problem of lightning initiation in an electrodeless thundercloud, the maximum electric field strength inside which is approximately an order of magnitude lower than the dielectric strength of air, remains unsolved. Although there is no doubt that discharge activity begins with the appearance of positive streamers, which can develop under approximately half the threshold electric field as compared to negative ones, it remains unexplored how cold weakly conducting streamer systems unite in a joint hot well-conducting leader channel capable of self-propagation due to effective polarization in a relatively small external field. In this study, we present a self-organizing transport model which is applied to the case of electric discharge tree formation in a thundercloud. So, the model is aimed at numerical simulation of the initial stage of lightning discharge development. Among the innovative features of the model are the absence of grid spacing, high spatiotemporal resolution, and consideration of temporal evolution of electrical parameters of transport channels. The model takes into account the widely known asymmetry between threshold fields needed for positive and negative streamers development. In our model, the resulting well-conducting leader channel forms due to collective effect of combining the currents of tens of thousands of interacting streamer channels each of which initially has negligible conductivity and temperature that does not differ from the ambient one. The model bipolar tree is a directed graph (it has both positive and negative parts). It has morphological and electrodynamic characteristics which are intermediate between laboratory long spark and developed lightning. The model has universal character which allows to use it in other tasks related to the study of transport (in the broad sense of the word) networks.