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Combining the agent approach and the general equilibrium approach to analyze the influence of the shadow sector on the Russian economy
Computer Research and Modeling, 2020, v. 12, no. 3, pp. 669-684This article discusses the influence of the shadow, informal and household sectors on the dynamics of a stochastic model with heterogeneous (heterogeneous) agents. The study uses the integration of the general equilibrium approach to explain the behavior of demand, supply and prices in an economy with several interacting markets, and a multi-agent approach. The analyzed model describes an economy with aggregated uncertainty and with an infinite number of heterogeneous agents (households). The source of heterogeneity is the idiosyncratic income shocks of agents in the legal and shadow sectors of the economy. In the analysis, an algorithm is used to approximate the dynamics of the distribution function of the capital stocks of individual agents — the dynamics of its first and second moments. The synthesis of the agent approach and the general equilibrium approach is carried out using computer implementation of the recursive feedback between microagents and macroenvironment. The behavior of the impulse response functions of the main variables of the model confirms the positive influence of the shadow economy (below a certain limit) on minimizing the rate of decline in economic indicators during recessions, especially for developing economies. The scientific novelty of the study is the combination of a multi-agent approach and a general equilibrium approach for modeling macroeconomic processes at the regional and national levels. Further research prospects may be associated with the use of more detailed general equilibrium models, which allow, in particular, to describe the behavior of heterogeneous groups of agents in the entrepreneurial sector of the economy.
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Boundary conditions for lattice Boltzmann equations in applications to hemodynamics
Computer Research and Modeling, 2020, v. 12, no. 4, pp. 865-882We consider a one-dimensional three velocity kinetic lattice Boltzmann model, which represents a secondorder difference scheme for hydrodynamic equations. In the framework of kinetic theory this system describes the propagation and interaction of three types of particles. It has been shown previously that the lattice Boltzmann model with external virtual force is equivalent at the hydrodynamic limit to the one-dimensional hemodynamic equations for elastic vessels, this equivalence can be achieved with use of the Chapman – Enskog expansion. The external force in the model is responsible for the ability to adjust the functional dependence between the lumen area of the vessel and the pressure applied to the wall of the vessel under consideration. Thus, the form of the external force allows to model various elastic properties of the vessels. In the present paper the physiological boundary conditions are considered at the inlets and outlets of the arterial network in terms of the lattice Boltzmann variables. We consider the following boundary conditions: for pressure and blood flow at the inlet of the vascular network, boundary conditions for pressure and blood flow for the vessel bifurcations, wave reflection conditions (correspond to complete occlusion of the vessel) and wave absorption at the ends of the vessels (these conditions correspond to the passage of the wave without distortion), as well as RCR-type conditions, which are similar to electrical circuits and consist of two resistors (corresponding to the impedance of the vessel, at the end of which the boundary conditions are set and the friction forces in microcirculatory bed) and one capacitor (describing the elastic properties of arterioles). The numerical simulations were performed: the propagation of blood in a network of three vessels was considered, the boundary conditions for the blood flow were set at the entrance of the network, RCR boundary conditions were stated at the ends of the network. The solutions to lattice Boltzmann model are compared with the benchmark solutions (based on numerical calculations for second-order McCormack difference scheme without viscous terms), it is shown that the both approaches give very similar results.
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Method for prediction of aerodynamic characteristics of helicopter rotors based on edge-based schemes in code NOISEtte
Computer Research and Modeling, 2020, v. 12, no. 5, pp. 1097-1122The paper gives a detailed description of the developed methods for simulating the turbulent flow around a helicopter rotor and calculating its aerodynamic characteristics. The system of Reynolds-averaged Navier – Stokes equations for a viscous compressible gas closed by the Spalart –Allmaras turbulence model is used as the basic mathematical model. The model is formulated in a non-inertial rotating coordinate system associated with a rotor. To set the boundary conditions on the surface of the rotor, wall functions are used.
The numerical solution of the resulting system of differential equations is carried out on mixed-element unstructured grids including prismatic layers near the surface of a streamlined body.The numerical method is based on the original vertex-centered finite-volume EBR schemes. A feature of these schemes is their higher accuracy which is achieved through the use of edge-based reconstruction of variables on extended quasi-onedimensional stencils, and a moderate computational cost which allows for serial computations. The methods of Roe and Lax – Friedrichs are used as approximate Riemann solvers. The Roe method is corrected in the case of low Mach flows. When dealing with discontinuities or solutions with large gradients, a quasi-one-dimensional WENO scheme or local switching to a quasi-one-dimensional TVD-type reconstruction is used. The time integration is carried out according to the implicit three-layer second-order scheme with Newton linearization of the system of difference equations. To solve the system of linear equations, the stabilized conjugate gradient method is used.
The numerical methods are implemented as a part of the in-house code NOISEtte according to the two-level MPI–OpenMP parallel model, which allows high-performance computations on meshes consisting of hundreds of millions of nodes, while involving hundreds of thousands of CPU cores of modern supercomputers.
Based on the results of numerical simulation, the aerodynamic characteristics of the helicopter rotor are calculated, namely, trust, torque and their dimensionless coefficients.
Validation of the developed technique is carried out by simulating the turbulent flow around the Caradonna – Tung two-blade rotor and the KNRTU-KAI four-blade model rotor in hover mode mode, tail rotor in duct, and rigid main rotor in oblique flow. The numerical results are compared with the available experimental data.
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Development of and research on an algorithm for distinguishing features in Twitter publications for a classification problem with known markup
Computer Research and Modeling, 2023, v. 15, no. 1, pp. 171-183Social media posts play an important role in demonstration of financial market state, and their analysis is a powerful tool for trading. The article describes the result of a study of the impact of social media activities on the movement of the financial market. The top authoritative influencers are selected. Twitter posts are used as data. Such texts usually include slang and abbreviations, so methods for preparing primary text data, including Stanza, regular expressions are presented. Two approaches to the representation of a point in time in the format of text data are considered. The difference of the influence of a single tweet or a whole package consisting of tweets collected over a certain period of time is investigated. A statistical approach in the form of frequency analysis is also considered, metrics defined by the significance of a particular word when identifying the relationship between price changes and Twitter posts are introduced. Frequency analysis involves the study of the occurrence distributions of various words and bigrams in the text for positive, negative or general trends. To build the markup, changes in the market are processed into a binary vector using various parameters, thus setting the task of binary classification. The parameters for Binance candlesticks are sorted out for better description of the movement of the cryptocurrency market, their variability is also explored in this article. Sentiment is studied using Stanford Core NLP. The result of statistical analysis is relevant to feature selection for further binary or multiclass classification tasks. The presented methods of text analysis contribute to the increase of the accuracy of models designed to solve natural language processing problems by selecting words, improving the quality of vectorization. Such algorithms are often used in automated trading strategies to predict the price of an asset, the trend of its movement.
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Difference splitting schemes for the system of one-dimensional equations of hemodynamics
Computer Research and Modeling, 2024, v. 16, no. 2, pp. 459-488The work is devoted to the construction and analysis of difference schemes for a system of hemodynamic equations obtained by averaging the hydrodynamic equations of a viscous incompressible fluid over the vessel cross-section. Models of blood as an ideal and as a viscous Newtonian fluid are considered. Difference schemes that approximate equations with second order on the spatial variable are proposed. The computational algorithms of the constructed schemes are based on the method of splitting on physical processes. According to this approach, at one time step, the model equations are considered separately and sequentially. The practical implementation of the proposed schemes at each time step leads to a sequential solution of two linear systems with tridiagonal matrices. It is demonstrated that the schemes are $\rho$-stable under minor restrictions on the time step in the case of sufficiently smooth solutions.
For the problem with a known analytical solution, it is demonstrated that the numerical solution has a second order convergence in a wide range of spatial grid step. The proposed schemes are compared with well-known explicit schemes, such as the Lax – Wendroff, Lax – Friedrichs and McCormack schemes in computational experiments on modeling blood flow in model vascular systems. It is demonstrated that the results obtained using the proposed schemes are close to the results obtained using other computational schemes, including schemes constructed by other approaches to spatial discretization. It is demonstrated that in the case of different spatial grids, the time of computation for the proposed schemes is significantly less than in the case of explicit schemes, despite the need to solve systems of linear equations at each step. The disadvantages of the schemes are the limitation on the time step in the case of discontinuous or strongly changing solutions and the need to use extrapolation of values at the boundary points of the vessels. In this regard, problems on the adaptation of splitting schemes for problems with discontinuous solutions and in cases of special types of conditions at the vessels ends are perspective for further research.
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Random forest of risk factors as a predictive tool for adverse events in clinical medicine
Computer Research and Modeling, 2025, v. 17, no. 5, pp. 987-1004The aim of study was to develop an ensemble machine learning method for constructing interpretable predictive models and to validate it using the example of predicting in-hospital mortality (IHM) in patients with ST-segment elevation myocardial infarction (STEMI).
A retrospective cohort study was conducted using data from 5446 electronic medical records of STEMI patients who underwent percutaneous coronary intervention (PCI). Patients were divided into two groups: 335 (6.2%) patients who died during hospitalization and 5111 (93.8%) patients with a favourable in-hospital outcome. A pool of potential predictors was formed using statistical methods. Through multimetric categorization (minimizing p-values, maximizing the area under the ROC curve (AUC), and SHAP value analysis), decision trees, and multivariable logistic regression (MLR), predictors were transformed into risk factors for IHM. Predictive models for IHM were developed using MLR, Random Forest Risk Factors (RandFRF), Stochastic Gradient Boosting (XGboost), Random Forest (RF), Adaptive boosting, Gradient Boosting, Light Gradient-Boosting Machine, Categorical Boosting (CatBoost), Explainable Boosting Machine and Stacking methods.
Authors developed the RandFRF method, which integrates the predictive outcomes of modified decision trees, identifies risk factors and ranks them based on their contribution to the risk of adverse outcomes. RandFRF enables the development of predictive models with high discriminative performance (AUC 0.908), comparable to models based on CatBoost and Stacking (AUC 0.904 and 0.908, respectively). In turn, risk factors provide clinicians with information on the patient’s risk group classification and the extent of their impact on the probability of IHM. The risk factors identified by RandFRF can serve not only as rationale for the prediction results but also as a basis for developing more accurate models.
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Nonlinear dynamic of the transmembrane potential and pH along the cell membrane of Chara alga
Computer Research and Modeling, 2009, v. 1, no. 2, pp. 233-239Views (last year): 3. Citations: 1 (RSCI).The model of potential dependent proton transfer trough the cell membrane of Chara alga developed in [1] is considered. In the last version of the model we considered two variables: proton concentration near the surface cell and transmembrane potential. In present version we introduce the new variable — proton concentration in cytoplasm. Oscillative and chaotic dynamic of transmembrane potential was obtained in calculations. The physiological role of these patterns is discussed.
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Control theory methods for creating market structures
Computer Research and Modeling, 2014, v. 6, no. 5, pp. 839-859Views (last year): 4. Citations: 4 (RSCI).Control theory methods for creating market structures are discussed for two cases: when market participants are pursuing aims 1) of maximal growth and 2) of maximum economic efficiency of their firms. For the first case method based on variable structure systems principles is developed. For the second case dynamic game approach is proposed based on computation of Nash–Cournot and Stackelberg strategies with the help of Z-transform.
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Mathematical model of political differentiation under social tension
Computer Research and Modeling, 2019, v. 11, no. 5, pp. 999-1012We comsider a model of the dynamics a political system of several parties, accompanied and controlled by the growth of social tension. A system of nonlinear ordinary differential equations is proposed with respect to fractions and an additional scalar variable characterizing the magnitude of tension in society the change of each party is proportional to the current value multiplied by a coefficient that consists of an influx of novice, a flow from competing parties, and a loss due to the growth of social tension. The change in tension is made up of party contributions and own relaxation. The number of parties is fixed, there are no mechanisms in the model for combining existing or the birth of new parties.
To study of possible scenarios of the dynamic processes of the model we derive an approach based on the selection of conditions under which this problem belongs to the class of cosymmetric systems. For the case of two parties, it is shown that in the system under consideration may have two families of equilibria, as well as a family of limit cycles. The existence of cosymmetry for a system of differential equations is ensured by the presence of additional constraints on the parameters, and in this case, the emergence of continuous families of stationary and nonstationary solutions is possible. To analyze the scenarios of cosymmetry breaking, an approach based on the selective function is applied. In the case of one political party, there is no multistability, one stable solution corresponds to each set of parameters. For the case of two parties, it is shown that in the system under consideration may have two families of equilibria, as well as a family of limit cycles. The results of numerical experiments demonstrating the destruction of the families and the implementation of various scenarios leading to the stabilization of the political system with the coexistence of both parties or to the disappearance of one of the parties, when part of the population ceases to support one of the parties and becomes indifferent are presented.
This model can be used to predict the inter-party struggle during the election campaign. In this case necessary to take into account the dependence of the coefficients of the system on time.
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Problems of numerical simulation in the dynamics system “soil–plant”
Computer Research and Modeling, 2020, v. 12, no. 2, pp. 445-465Modern mathematical models in the dynamics system “soil–plant” are considered. The components of this system are: agricultural plant, microorganisms of the rhizosphere (root zone of plants), the mineral nutrition elements of plants in their mobile and immobile forms. The model of submitted system based on the analysis of the adopted provisions was developed. The construction of system elements allows to display the coordinated dynamics of these elements among themselves. In particular, the dynamics of mineral nutrition elements in plants and the dynamics of their biomass are determined by the current contents in the rhizosphere of mineral fertilizers and organic origin substances (plant roots, leaves, etc.). The immobility of plants spatial distribution and the mobile spatial nature of microorganisms are assumed. This mechanism is determined by diffusion. Mutual relationships between weeds and pests are suggested. The dynamics of the mineral nutrition elements is determined by the peculiarity of sorption in the soil solution, environmental conditions, organic decomposition and fertilizer application. An analytical study for a system where each of the components is represented by only one species (fertilizer, the association of microorganisms and plants) was performed. An adaptation of the wave propagation model in the “resource–consumer” system (Kolmogorov–Petrovsky–Piskunov waves) has been developed for annual agricultural crops. The developed model has been adapted for the growth of Krasnoufimskaya-100 spring wheat in a vessel on peat lowland soil, where nitrogen, phosphorus, and potassium fertilizers were added variably. Sample distributions are plants biomass and the content of mineral nutrition elements in them. The parametric identification of the model and its adequacy was performed. An assessment of the model adequacy showed a good agreement between the model and experimental data.
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