Статьи журнала - Вестник Южно-Уральского государственного университета. Серия: Математическое моделирование и программирование
Все статьи: 729
Статья научная
In this paper we prove some new results on complete operational second order differential equations of elliptic type with coefficient-operator conditions, in the framework of the space Lp(0,1;X) with general pϵ(1,+∞), X being a UMD Banach space. Existence, uniqueness and optimal regularity of the classical solution are proved. This paper improves and completes naturally our last two works on this problematic.
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Evaluation of the docking algorithm based on tensor train global optimization
Статья научная
Effectiveness of modern rational new drugs development is connected with accurate modelling of binding between target-proteins responsible for the disease and small molecules (ligands) candidates to become drugs. The main modeling tools are docking programs for positioning of the ligands in the target proteins. Ligand positioning is realized in the frame of the docking paradigm: the ligand binds to the protein in the pose corresponding to the global energy minimum on the complicated multidimensional energy surface of the protein-ligand system. Docking algorithm on the base of the novel method of tensor train global optimization is presented. The respective novel docking program SOL-T is validated on the set of 30 protein-ligand complexes with known 3D structures. The energy of the protein-ligand system is calculated in the frame of MMFF94 force field. SOL-T performance is compared with the results of exhaustive low energy minima search carried out by parallel FLM docking program on the base of Monte Carlo method using large supercomputer resources. It is shown that SOL-T docking program is about 100 times faster than FLM program, and SOL-T is able to find the global minimum (found by FLM docking program) for 50% of investigated protein-ligand complexes. Dependence of SOL-T performance on the rank of tensor train decomposition is investigated, and it is shown that SOL-T with rank 16 has almost the same performance as SOL-T with rank 64. It is shown that the docking paradigm is true not for all investigated complexes in the frame of MMFF94 force field.
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Evolution of the Viola - Jones Object Detection Method: a Survey
Статья научная
The Viola and Jones algorithm is one of the most well-known methods of object detection in digital images. Over the past 20 years since the first publication, the method has been extensively studied, and many modifications of the original algorithm and its individual parts have been proposed by researchers and engineers. Some ideas popularized by Paul Viola and Michael Jones became the basis for many other algorithms of object localization in images. This paper presents a description of Viola and Jones algorithm, the history of its development and modifications in the context of various problems of object localization in images, as well as a description of the current state of affairs: the method’s place in the era of convolutional neural networks extensive application
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Exact solutions of beta-fractional Fokas-Lenells equation via sine-cosine method
Статья научная
In nonlinear plasma physics, photonics and optics, the space-time fractional nonlinear Fokas-Lenells equation associated with beta derivative has significiant applications. This equation is used in this study to provide precise solutions using the Sine-Cosine method. Furthermore, using computer software, we plot the 2D-3D figures of the obtained solutions based on the appropriate parameters. The findings indicate that the suggested technique is simple, efficient and capable of producing complete solutions to nonlinear models due to mathematical physics.
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Exact solutions of the (2+1)-dimensional Kundu-Mukherjee-Naskar model via IBSEFM
Статья научная
The aim of this study is to construct the exact solutions of the (2+1)-dimensional Kundu-Mukherjee-Naskar (KMN) equation via Improved Bernoulli Sub-Equation Function Method (IBSEFM). The physics of this model describes optical dromions in (2+1)-dimensional case. It is also studied in fluid dynamics. Applying the proposed method, we obtain new exact solutions of (2+1)-dimensional KMN equation. Moreover, we plot the 2D-3D figures and contour surfaces according to the suitable parameters by the aid of computer software. The results confirm that IBSEFM is powerful, effective and straightforward for solving nonlinear partial differential equations arising in mathematical physics.
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Статья научная
We prove existence of upper and lower solutions in reverse order with respect a part of the variables in a system of nonlinear ordinary differential equations modelling acidogenesis in anaerobic digestion. The corresponding existence theorems are established. The upper and lower solutions are constructed analytically, by defining semi-trivial solutions for each of the variables in the model. We introduce the concept of indicator semi-trivial solutions. Finally, we numerically solve the system supported by the Matlab software and matching the graphs of the numerical solutions with analytical solutions is found.
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Статья научная
We investigate stability of solutions in linear stochastic Sobolev type models with the relatively bounded operator in spaces of smooth differential forms defined on smooth compact oriented Riemannian manifolds without boundary. To this end, in the space of differential forms, we use the pseudo-differential Laplace-Beltrami operator instead of the usual Laplace operator. The Cauchy condition and the Showalter-Sidorov condition are used as the initial conditions. Since "white noise'' of the model is non-differentiable in the usual sense, we use the derivative of stochastic process in the sense of Nelson-Gliklikh. In order to investigate stability of solutions, we establish existence of exponential dichotomies dividing the space of solutions into stable and unstable invariant subspaces. As an example, we use a stochastic version of the Barenblatt-Zheltov-Kochina equation in the space of differential forms defined on a smooth compact oriented Riemannian manifold without boundary.
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Fast x-ray sum calculation algorithm for computed tomography problem
Статья научная
In iterative methods of computed tomography, each iteration requires to calculate a multitude of sums over values for the current reconstruction approximation. Each summable set is an approximation of a straight line in the three-dimensional space. In a cone-beam tomography, the number of sums to be calculated on each iteration has a cubic dependence on the linear size of the reconstructed image. Direct calculation of these sums requires the number of summations in a quartic dependence on the linear image size, which limits the performance of the iterative methods. The novel algorithm proposed in this paper approximates the three-dimensional straight lines using dyadic patterns, and, using the adjustment of precalculation and inference complexity similar to the adjustment employed in the Method of Four Russians, provides the calculation of these sums with a sub-quartic dependence on the linear size of the reconstructed image.
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Finite non-commutative associative algebras as carriers of hidden discrete logarithm problem
Статья научная
The article introduces new finite algebras attractive as carriers of the discrete logarithm problem in a hidden group. In particular new 4-dimensional and 6-dimensional finite non-commutative algebras with associative multiplication operation and their properties are described. It is also proposed a general method for defining finite non-commutative associative algebras of arbitrary even dimension m≥2. Some of the considered algebras contain a global unit, but the other ones include no global unit element. In the last case the elements of the algebra are invertible locally relatively local bi-side units that act in the frame of some subsets of elements of algebra. For algebras of the last type there have been derived formulas describing the sets of the (right-side, left-side, and bi-side) local units. Algebras containing a large set of the global single-side (left-side and right-side) units and no global bi-side unit are also introduced. Since the known form of defining the hidden discrete logarithm problem uses invertibility of the elements of algebra relatively global unit, there are introduced new forms of defining this computationally difficult problem. The results of the article can be applied for designing public-key cryptographic algorithms and protocols, including the post-quantum ones. For the first time it is proposed a digital signature scheme based on the hidden discrete logarithm problem.
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Forecasting stock return volatility using the realized Garch model and an artificial neural network
Статья научная
Volatility forecasting is required for risk management, asset allocation, option pricing, and financial market trading. It can be done by using various time series forecasting techniques and Artificial Neural Networks (ANN). The current research focuses on the modeling and forecasting of stock market indices using high-frequency data. A recent high-frequency volatility model is called the Realized GARCH (RGARCH) model, where the key feature is an equation that relates the realized measure to the conditional variance of returns. This equation incorporates an asymmetric reaction to shocks, providing a highly flexible representation of market dynamics. This paper proposes an hybrid model where ANN and RGARCH are used to forecast stock return volatility. This model was established by entering the predicted Realized Volatility (RV), calculated using RGARCH, into the ANN. The choice of the input variables of the ANN is made using the Granger causality test in order to reduce the noise which would affect the prediction system and which could be generated by an input variable not statistically linked to stock market volatility. The results show that a hybrid model based on a recurrent neural network (RNN) outperforms the RGARCH and HAR-type models in out-of-sample evaluations according to the RMSE and the correlation coefficient.
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Forecasting tariffs for the day-ahead market based on the additive model
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The problem of constructing an additive model for forecasting of the market tariff for the day ahead is solved. The trend component is constructed on the basis of the autoregressive model of already known values of the day-ahead market tariff and the external factor of electricity consumption according to the United Energy System (UES) of the Urals Wholesale Electricity and Power Market (OREM) of Russia for 2009-2018. Based on the construction of the autocorrelation function, three seasonal components are identified in the time series of hourly values of the market tariff for the day ahead: annual (8760 values), weekly (168 values), daily (24 values). A harmonic model of each component is constructed. The final additive model is constructed taking into account the specifics of the electricity market and the process of setting the market tariff for the day ahead and a balancing market. The practical significance of the developed additive model is adequate accuracy with the well-known models for forecasting of the market tariff for the day ahead of the UES of the Urals. The proposed model allows the subjects of the electric power industry to avoid penalties from the balancing market by ensuring high accuracy of forecasting.
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Forecasting the return of the loan portfolio on the basis of Markov model
Статья научная
We consider the problem of mathematical modelling of flows of loan portfolio payments. We assume that the change in the quality of each loan is described by a simple Markov chain with a finite number of states. In this case, the flow of loan payments is a random process, which depends on the Markov chain. On the basis of the proposed model and known relations of the stochastic systems theory, we describe the expected flows of payments of the entire loan portfolio and construct a method to forecast the expected return (net present value) of the portfolio. We analyze an accuracy of the obtained model and a sensitivity of net present value of the portfolio to a change in the transition probabilities in the Markov chain.
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We study the possibility of influence on the saving of allocated funds for the elimination of consequences of natural disasters. At that, we take into account statistical data on the emergence of such phenomena and the degree of actual damage. The article describes the problem of determining the optimal share of funds that either replenish or spend the principal amount according to the distribution. We prove that, under certain conditions of the distribution and a positive mathematical expectation, it is possible to choose a share that ensures the maximum possible growth of the original deposit account. At the same time, the choice of the share allows not to lose the full provision of damage recovery. This process is presented as a serial multi-stage process based on a Markov chain that takes into account only the distribution based on the statistical data of this year to plan the size of the deposit share for the next year. For simplicity, we assume that the process is established and has a constant distribution for some time. The distribution table can be changed in the case of a major change in stochastic data. We consider a serial multi-stage process of changing the monetary amount that is purposefully deposited for the renewal, replacement and restoration of security and alarm systems at burned-out facilities. The optimal stochastic control of the change in the share of the money deposit providing this restoration is carried out based on the generalized Kelly formula. An example of model validity is shown. On the basis of statistical data, the analysis of the possibility to use this model is carried out.
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Global Schumpeterian dynamics with structural variations
Статья научная
In this paper, we present the investigations developing the schumpeterian theory of endogenous evolution of economic systems. The proposed approach allows to simulate the emergence and propagation of new technologies. We develop a mathematical model of dynamics of sector capital distribution over efficiency levels on the base of the system of nonlinear differential equations. In order to take into account the boundedness of the economic growth conditioned by the boundedness of the markets, the resource base and other factors, we introduce the notion of economical niche volume. The scenario of the emergence of the new highest efficiency level is proposed. In order to simulate the process of the emergence of the new highest efficiency level, the notion of intellectual capital is proposed. According to the proposed scenario, the new level emerges when the intellectual capital achieves the threshold value. Herewith, the dimension of the dynamic system is varied. The necessary condition for the functioning of the new level is formulated. The invariant set of the dynamic system is defined. The local stability of the equilibria is investigated. The global stability of the dynamic system is established on the base of a geometrical method. The proposed models allow to evaluate and predict the dynamics of the technological levels of the economic sector firms development.
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Gravitational model of population dynamics
Статья научная
We consider the author's mathematical model of population dynamics of territories, taking into account the migration between the territories. The model is a system of ordinary differential equations with constant coefficients. The main idea of the presented modelling is to take into account the migration interactions of territories in the form of nonlinear terms (they are the pair products of phase variables of the territories population). On the one hand, the approach allows to consider the model as a variant of expanding the gravitational approach in migration studies. On the other hand, this approach allows to apply the approaches of mathematical biology, which are successfully used in econophysics and sociodynamics. In order to verify the model, we use statistical data on population and migration between federal districts of the Russian Federation. The results of the modelling show the significance of the "repulsion" of migrants arriving in the Central and North-Western federal districts, mainly in the nearby regions (Southern, North Caucasian and Volga federal districts). Model evaluations of the migration balance are obtained. The evaluations exceed statistical ones by dozens of times and, to all appearances, describe the "latent" migration of the population, covering both long-term and short-term movements. An analysis of the change in the stationary values of the population for a linear change in the parameters is carried out. It is shown that there are such values of the parameters of migration attractiveness of the Russian Federation federal districts, under which the population increases both in the whole in the Russian Federation and in individual districts. It is established that such changes can occur due to significant differences in the opportunities, which are "provided" by different federal districts for migrants (e.g., living and working conditions, upbringing and education of children, etc.), and intra-Russian migration.
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High Accuracy Numerical Solution of Elliptic Equations with Discontinuous Coefficients
Статья научная
We develop an approach to constructing a new high-accuracy hp-version of the leastsquares collocation (LSC) method for the numerical solution of boundary value problems for elliptic equations with a coefficient discontinuity on lines of different shapes in a problem solution domain. In order to approximate the equation and the conditions on the discontinuity of its coefficient, it is proposed to use the external parts and irregular cells (i-cells) of the computational grid which are cut off by the line of discontinuity from regular rectangular cells. The proposed approach allows to obtain solutions with a high order of convergence and high accuracy by grid refining and/or increasing the degree of the approximating polynomials both in the case of the Dirichlet conditions on the boundary of the domain and in the case of the presence of Neumann conditions on a large part of the boundary. Also, we consider the case of the problem with a discontinuity of the second derivatives of the desired solution in addition to the coefficient discontinuity at the corner points of the domain. We simulate the heat transfer process in the domain where particles of the medium move in a plane-parallel manner with a phase transition and heat release at the front of the discontinuity line. An effective combination of the LSC method with various methods of accelerating the iterative process is demonstrated: the acceleration algorithm based on Krylov subspaces; the operation of prolongation along the ascending branch of the V-cycle on a multigrid complex; parallelization. The results are compared with those of other authors on solving the considered problems
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Hoff's model on a geometric graph. Simulations
Статья научная
This article studies numerically the solutions to the Showalter-Sidorov (Cauchy) initial value problem and inverse problems for the generalized Hoff model. Basing on the phase space method and a modified Galerkin method, we develop numerical algorithms to solve initial-boundary value problems and inverse problems for this model and implement them as a software bundle in the symbolic computation package Maple 15.0. Hoff's model describes the dynamics of H-beam construction. Hoff's equation, set up on each edge of a graph, describes the buckling of the H-beam. The inverse problem consists in finding the unknown coefficients using additional measurements, which account for the change of the rate in buckling dynamics at the initial and terminal points of the beam at the initial moment. This investigation rests on the results of the theory of semi-linear Sobolev-type equations, as the initial-boundary value problem for the corresponding system of partial differential equations reduces to the abstract Showalter-Sidorov (Cauchy) problem for the Sobolev-type equation. In each example we calculate the eigenvalues and eigenfunctions of the Sturm-Liouville operator on the graph and find the solution in the form of the Galerkin sum of a few first eigenfunctions. Software enables us to graph the numerical solution and visualize the phase space of the equations of the specified problems. The results may be useful for specialists in the field of mathematical physics and mathematical modelling.
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Implementation of surface-related multiple prediction problem on reconfigurable computer systems
Статья научная
The traditional methodology of computer-aided synthesis of parallel-pipeline programs for reconfigurable computer systems based on field programmable gate arrays (FPGAs) is aimed at the highest possible computer system performance, achieved on available hardware resource. Application of such an approach to real-time problems can lead to inefficient use of system hardware resource. Frequently, this fact leads to idle stand of occupied equipment and to higher requirements to power consumption, size and cost of the end product. We suggest a new methodology to synthesize of parallel-pipeline programs for solution of real-time computationally intensive problems. The methodology provides data processing having a specified rate which depends on a specified time interval. With the help of the developed methodology, it is possible to synthesize a problem computing structure, which requires the minimum hardware resource for the specified system performance. In order to illustrate the suggested methodology, we give the solution of the real-time surface-related multiple prediction problem. We evaluate various configurations of reconfigurable computer systems based on Xilinx Kintex UltraScale FPGAs.
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Income modelling of enterprises on the basic of vector prediction
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This paper proposes a new approach to income modelling of enterprises, based on the vector prediction methods. Existing approaches to the income modelling are based on the use of traditional methods of economic dynamics prediction such as the average absolute increase and average growth rate. Quantitative inaccuracy and highly approximate nature of predictions are inherent for traditional methods. The authors propose the economic-mathematical model for the enterprise income planning for a year ahead on a quarterly basis. For revenue prediction two methods of vector prediction are used (the method of orthogonal differences and multiplicative Holt - Winters' method). This model provides prediction for a few steps forward at the same time. Individually, each of these methods doesn't take into account the diversity of the process. Only in conjunction the methods allow to take into account the demolition of trends and seasonal nature of income, thus providing the necessary stability of the prediction. To summarize two predictions their linear combination is calculated, the choice of weighting coefficients being based on the accuracy of private predictions. The accuracy of the private prediction is defined as the average relative error of the forecast.
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