Статьи журнала - Вестник Южно-Уральского государственного университета. Серия: Математическое моделирование и программирование

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Solution of irregular systems of partial differential equations using skeleton decomposition of linear operators

Solution of irregular systems of partial differential equations using skeleton decomposition of linear operators

Sidorov D.N., Sidorov N.A.

Статья научная

The linear system of partial differential equations is considered. It is assumed that there is an irreversible linear operator in the main part of the system. The operator is assumed to enjoy the skeletal decomposition. The differential operators of such system are assumed to have sufficiently smooth coefficients. In the concrete situations the domains of such differential operators are linear manifolds of smooth enough functions with values in Banach space. Such functions are assumed to satisfy additional boundary conditions. The concept of a skeleton chain of linear operator is introduced. It is assumed that the operator generates a skeleton chain of the finite length. In this case, the problem of solution of a given system is reduced to a regular split system of equations. The system is resolved with respect to the highest differential expressions taking into account certain initial and boundary conditions. The proposed approach can be generalized and applied to the boundary value problems in the nonlinear case. Presented results develop the theory of degenerate differential equations summarized in the monographs MR 87a:58036, Zbl 1027.47001.

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Solution of the Cauchy problem for ordinary differential equations using the collocation and least squares method with the Pade approximation

Solution of the Cauchy problem for ordinary differential equations using the collocation and least squares method with the Pade approximation

Shapeev V.P.

Статья научная

A new method for solving the Cauchy problem for an ordinary differential equation is proposed and implemented using the collocation and least squares method of increased accuracy. It is based on the derivation of an approximate nonlinear equation by a multipoint approximation of the problem under consideration. An approximate solution of the problem in the form of the Pade approximation is reduced to an iterative solution of the linear least squares problem with respect to the coefficients of the desired rational function. In the case of nonlinear differential equations, their preliminary linearization is applied. A significant superiority in accuracy of the method proposed in the paper for solving the problem over the accuracy of the NDSolve procedure in the Mathematica system is shown. The solution of a specific example shows the superiority in accuracy of the proposed method over the fourth-order Runge-Kutta method. Examples of solving the Cauchy problem for linear and non-linear equations with an accuracy close to the value of rounding errors during operations on a computer with numbers in the double format are given. It is shown that the accuracy of solving the problem essentially depends on the complexity of the behavior of the values of the right-hand side of the equation on a given interval. An example of constructing a spline from pieces of Pade approximants on partial segments into which a given segment is divided is given in the case when it is necessary to improve the accuracy of the solution.

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Solvability and numerical solutions of systems of nonlinear Volterra integral equations of the first kind with piecewise continuous kernels

Solvability and numerical solutions of systems of nonlinear Volterra integral equations of the first kind with piecewise continuous kernels

Muftahov I.R., Sidorov D.N.

Краткое сообщение

The existence theorem for systems of nonlinear Volterra integral equations kernels of the first kind with piecewise continuous is proved. Such equations model evolving dynamical systems. A numerical method for solving nonlinear Volterra integral equations of the first kind with piecewise continuous kernels is proposed using midpoint quadrature rule. Also numerical method for solution of systems of linear Volterra equations of the first kind is described. The examples demonstrate efficiency of proposed algorithms. The accuracy of proposed numerical methods is O(N-1).

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Solving a routing problem with the aid of an independent computations scheme

Solving a routing problem with the aid of an independent computations scheme

Chentsov A.G., Grigoryev A.M., Chentsov A.A.

Статья научная

This paper is devoted to the issues in development and implementation of parallel algorithms for solving practical problems. We consider a routing problem with constraints and complicated cost functions. The visited objects are assumed to be clusters, or megalopolises (nonempty finite sets), and the visit to each one entails certain tasks, which we call interior jobs. The order of visits is subject to precedence constraints. The costs of movements depend on the set of pending tasks (not yet complete at the time of the movement), which is also referred to as «sequence dependence», «position dependence», and «state dependence». Such dependence arises, in particular, in routing problems concerning emergencies at nuclear power plants, similar to the Chernobyl and Fukushima Daiichi incidents. For example, one could consider a disaster recovery problem concerned with sequential dismantlement of radiation sources; in this case, the crew conducting the dismantlement is exposed to the radiation from the sources that have not yet been dealt with. Hence the dependence on pending tasks in the cost functions that measure the crew's radiation exposure. The latter dependence reflects the «shutdown» operations for the corresponding radiation sources. This paper sets forth an approach to a parallel solution for this problem, which was implemented and run on the URAN supercomputer. The results of the computational experiment are presented.

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Solving of a minimal realization problem in Maple

Solving of a minimal realization problem in Maple

Adukov V.M., Fadeeva A.S.

Статья научная

In the computer algebra system Maple, we have created a package MinimalRealization to solve the minimal realization problem for a discrete-time linear time-invariant system. The package enables to construct the minimal realization of a system starting with either a finite sequence of Markov parameters of a system, or a transfer function, or any non-minimal realization. It is designed as a user library and consists of 11 procedures: ApproxEssPoly, ApproxSpace, Approxrank, ExactEssPoly, FractionalFactorizationG, FractionalFactorizationMP, MarkovParameters, MinimalityTest, MinimalRealizationG, MinimalRealizationMP, Realization2MinimalRealization. The realization algorithm is based on solving of sequential problems: (1) determination of indices and essential polynimials (procedures ExactEssPoly, ApproxEssPoly), (2) construction of a right fractional factorization of the transfer function (FractionalFactorizationG, FractionalFactorizationMP), (3) construction of the minimal realization by the given fractional factorization (MinimalRealizationG, MinimalRealizationMP, Realization2MinimalRealization). We can solve the problem both in the case of exact calculations (in rational arithmetic) and in the presence of rounding errors, or for input data which are disturbed by noise. In the latter case the problem is ill-posed because it requires finding the rank and the space of a matrix. We use the singular value decomposition as the most accurate method for calculation of the numerical rank (Approxrank) and the numerical space (ApproxSpace). Numerical experiments with the package MinimalRealization demonstrate good agreement between the exact and approximate solutions of the problem.

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Solving parabolic-hyperbolic type differential equations with spectral analysis method

Solving parabolic-hyperbolic type differential equations with spectral analysis method

Karahan D., Mamedov R.

Статья научная

The study investigates a parabolic-hyperbolic type differential equation with nonlocal boundary and initial conditions. The problem is approached using the spectral analysis method, allowing the solution to be expressed as a series expansion in terms of eigenfunctions of the associated spectral problem. The existence, uniqueness, and stability of the solution are rigorously established through analytical techniques, ensuring the well-posedness of the problem. Furthermore, the study carefully examines the issue of small denominators that arise in the series representation and derives sufficient conditions to guarantee their separation from zero. These results contribute to the broader mathematical theory of mixed-type differential equations, providing valuable insights into their structural properties. The findings have practical applications in various fields of physics and engineering, particularly in modeling wave propagation, heat conduction, and related dynamic processes. The theorems obtained ensure that under appropriate assumptions on the given data, the problem admits a unique and stable solution, reinforcing its theoretical and practical significance.

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Some inverse problems for convection-diffusion equations

Some inverse problems for convection-diffusion equations

Pyatkov S.G., Safonov E.I.

Статья научная

We examine the well-posedness questions for some inverse problems in the mathematical models of heat-and-mass transfer and convection-diffusion processes. The coefficients and right-hand side of the system are recovered under certain additional overdetermination conditions, which are the integrals of a solution with weights over some collection of domains. We prove an existence and uniqueness theorem, as well as stability estimates. The results are local in time. The main functional spaces used are Sobolev spaces. These results serve as the base for justifying of the convergence of numerical algorithms for inverse problems with pointwise overdetermination, which arise, in particular, in the heat-and-mass transfer problems on determining the source function or the parameters of a medium.

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Some mathematical models with a relatively bounded operator and additive "white noise" in spaces of sequences

Some mathematical models with a relatively bounded operator and additive "white noise" in spaces of sequences

Vasyuchkova K.V., Manakova N.A., Sviridyuk G.A.

Статья научная

The article is devoted to the research of the class of stochastic models in mathematical physics on the basis of an abstract Sobolev type equation in Banach spaces of sequences, which are the analogues of Sobolev spaces. As operators we take polynomials with real coefficients from the analogue of the Laplace operator, and carry over the theory of linear stochastic equations of Sobolev type on the Banach spaces of sequences. The spaces of sequences of differentiable "noises" are denoted, and the existence and the uniqueness of the classical solution of Showalter - Sidorov problem for the stochastic equation of Sobolev type with a relatively bounded operator are proved. The constructed abstract scheme can be applied to the study of a wide class of stochastic models in mathematical physics, such as, for example, the Barenblatt - Zheltov - Kochina model and the Hoff model.

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Special aspects of matrix operation implementations for low-precision neural network model on the Elbrus platform

Special aspects of matrix operation implementations for low-precision neural network model on the Elbrus platform

Limonova E.E., Neimanzade M.I., Arlazarov V.L.

Статья научная

This paper investigates the possibility of effective implementation of calculations in low-precision neural network models on the Elbrus platform with the VLIW architecture. Such models are widely used in practice to increase the computational efficiency of recognition and well suit computers with the x86 and ARM architectures. In this paper, we consider an 8-bit neural network model, in which matrix multiplication is the most resource-intensive part of the implementation. This paper presents an effective implementation of matrix multiplication that takes into account the features of the Elbrus architecture: the presence of several computational channels with various arithmetic and logic devices, an array prefetch buffer, and its own SIMD extension. We carry out theoretical and experimental comparisons of the computational efficiency of low-precision and classical neural network models, which show that Elbrus processors have much more capabilities for performing fast floating point calculations and require the development of new approaches to increase the computational efficiency of neural network models.

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Spectral problems on compact graphs

Spectral problems on compact graphs

Kadchenko S.I., Kakushkin S.N., Zakirova G.A.

Краткое сообщение

The method of finding the eigenvalues and eigenfunctions of abstract discrete semi-bounded operators on compact graphs is developed. Linear formulas allowing to calculate the eigenvalues of these operators are obtained. The eigenvalues can be calculates starting from any of their numbers, regardless of whether the eigenvalues with previous numbers are known. Formulas allow us to solve the problem of computing all the necessary points of the spectrum of discrete semibounded operators defined on geometric graphs. The method for finding the eigenfunctions is based on the Galerkin method. The problem of choosing the basis functions underlying the construction of the solution of spectral problems generated by discrete semibounded operators is considered. An algorithm to construct the basis functions is developed. A computational experiment to find the eigenvalues and eigenfunctions of the Sturm - Liouville operator defined on a two-ribbed compact graph with standard gluing conditions is performed. The results of the computational experiment showed the high efficiency of the developed methods.

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Stability of a stationary solution to one class of non-autonomous Sobolev type equations

Stability of a stationary solution to one class of non-autonomous Sobolev type equations

Buevich A.V., Sagadeeva M.A., Zagrebina S.A.

Краткое сообщение

The article is devoted to the study of the stability of a stationary solution to the Cauchy problem for a non-autonomous linear Sobolev type equation in a relatively bounded case. Namely, we consider the case when the relative spectrum of the equation operator can intersect with the imaginary axis. In this case, there exist no exponential dichotomies and the second Lyapunov method is used to study stability. The stability of stationary solutions makes it possible to evaluate the qualitative behavior of systems described using such equations. In addition to introduction, conclusion and list of references, the article contains two sections. Section 1 describes the construction of solutions to non-autonomous equations of the class under consideration, and Section 2 examines the stability of a stationary solution to such equations.

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Stability of solutions to the stochastic Oskolkov equation and stabilization

Stability of solutions to the stochastic Oskolkov equation and stabilization

Kitaeva O.G.

Статья научная

This paper studies the stability of solutions to the stochastic Oskolkov equation describing a plane-parallel flow of a viscoelastic fluid. This is the equation we consider in the form of a stochastic semilinear Sobolev type equation. First, we consider the solvability of the stochastic Oskolkov equation by the stochastic phase space method. Secondly, we consider the stability of solutions to this equation. The necessary conditions for the existence of stable and unstable invariant manifolds of the stochastic Oskolkov equation are proved. When solving the stabilization problem, this equation is considered as a reduced stochastic system of equations. The stabilization problem is solved on the basis of the feedback principle; graphs of the solution before stabilization and after stabilization are shown.

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Stable identification of linear autoregressive model with exogenous variables on the basis of the generalized least absolute deviation method

Stable identification of linear autoregressive model with exogenous variables on the basis of the generalized least absolute deviation method

Panyukov A.V., Mezaal Ya.A.

Статья научная

Least Absolute Deviations (LAD) method is a method alternative to the Ordinary Least Squares OLS method. It allows to obtain robust errors in case of violation of OLS assumptions. We present two types of LAD: Weighted LAD method and Generalized LAD method. The established interrelation of methods made it possible to reduce the problem of determining the GLAD estimates to an iterative procedure with WLAD estimates. The latter is calculated by solving the corresponding linear programming problem. The sufficient condition imposed on the loss function is found to ensure the stability of the GLAD estimators of the autoregressive models coefficients under emission conditions. It ensures the stability of GLAD-estimates of autoregressive models in terms of outliers. Special features of the GLAD method application for the construction of the regression equation and autoregressive equation without exogenous variables are considered early. This paper is devoted to extension of the previously discussed methods to the problem of estimating the parameters of autoregressive models with exogenous variables.

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Stationary electrochemical machining simulation applying to precision technologies

Stationary electrochemical machining simulation applying to precision technologies

Zhitnikov V.P., Sherykhalina N.M., Porechny S.S.

Статья научная

The modification of statement of electrochemical formation problem is offered for mathematical modelling of the precision technologies. As an example the process of cutting with a plate electrode-tool is considered. For the description of the technologies with high localization of the processes a stepwise function of current efficiency is used. It realizes for simulation of the anode dissolution process in passivating electrolytes under short impulse current. This function determines the movement rate of the anode boundary in the areas of an active electrochemical dissolution and also it defines the boundaries of the areas where dissolution is absent. The stationary and limiting-stationary machining problems are formulated and solved on the base of the offered model. The limiting model describes the maximum localization process. The stationary problem is characterized by the presence of anode surface part, on which the current density is equal to a critical value. Investigations in the whole range of ratio of the maximal and critical values of electrical field strength on the anode surface are carried out.

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Stationary solutions for the Cahn - Hilliard equation coupled with Neumann boundary conditions

Stationary solutions for the Cahn - Hilliard equation coupled with Neumann boundary conditions

Krasnyuk I.B., Taranets R.M., Chugunova M.

Статья научная

The structure of stationary states of the one-dimensional Cahn - Hilliard equation coupled with the Neumann boundary conditions has been studied. Here the free energy is given by a fourth order polynomial. The bifurcation diagram for existence and uniqueness of monotone solutions for this problem has been constructed. Namely, we find the length of the interval on which the solution monotonically increases or decreases and has one zero for some fixed values of physical parameters. Under the non-uniqueness we understand a possibility of existence of more than one monotone solutions for the same values of physical parameters.

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Statistical analysis module for weight design of aircraft elements

Statistical analysis module for weight design of aircraft elements

Kibzun A.I., Shalaev A.S., Azanov V.M., Ignatov A.N.

Статья научная

The concept of a statistical analysis module for weight design of aircraft elements (for predicting weight characteristics of one or another aircraft elements) is proposed. Models, methods to construct single-point estimates of the predicted characteristic, quality criteria of constructed models are considered. Two approaches to the confidence estimation of the predicted characteristic are proposed. First approach is based on the assumption that errors at predicting are caused by inaccurate identification of the deterministic part of the predicted characteristic behavior. The second one is based on the assumption that the deterministic part of the predicted characteristic behavior is identified correctly and errors at predicting are caused by inaccuracy in the measurements. The structure, goals of each component of the software package that implements the statistical analysis module is considered in details. Based on the real data the problem of predicting the take-off mass of an empty equipped airliner depending on maximum pay load and the maximum flight distance at maximum pay load is given. By this problem applicability of considered models and methods is demonstrated.

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Statistical analysis of the functional status of the students

Statistical analysis of the functional status of the students

Zalyapin V.I., Isaev A.P., Erlikh V.V., Gainullin R.A.

Статья научная

The South Ural is one of the most advanced industrial regions in Russia. It has huge industrial potential (metal industry, mechanical engineering, chemical process industry, oil-extracting industry, mineral resource industry) which predetermines negative ecological trends in the region. Levels of air pollution with salts of heavy metals, phenol and CO2 are 2-4 times higher than national air quality standards. Moreover, natural background radiation in the region is increased. Under the stated conditions, low levels of motor activity lead to hypoxia and cumulative disorders of the locomotor system as well as to respiratory, gastric, oncological, allergic and other diseases. Poor environmental background significantly affects demographic rates including the life expectancy which is 72 in average for the region: 60 years for men, and 75 years for women. The paper studies how the main anthropometric and physiological parameters in the local residents who are divided into three groups according to their health status and motor activity (so called health groups) influence the physical fitness. Social-biological and medical aspect of the study - to find out the correlation between parameters in the examined people from different groups - may also be of interest for specialists working on optimization of physical education practice and student's health promotion.

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Stochastic Leontief type equations with impulse actions

Stochastic Leontief type equations with impulse actions

Mashkov E.Yu.

Статья научная

By a stochastic Leontief type equation we mean a special class of stochastic differential equations in the Ito form, in which there is a degenerate constant linear operator in the left-hand side and a non-degenerate constant linear operator in the right-hand side. In addition, in the right-hand side there is a deterministic term that depends only on time, as well as impulse effects. It is assumed that the diffusion coefficient of this system is given by a square matrix, which depends only on time. To study the equations under consideration, it is required to consider derivatives of sufficiently high orders from the free terms, including the Wiener process. In connection with this, to differentiate the Wiener process, we apply the machinery of Nelson mean derivatives of random processes, which makes it possible to avoid using the theory of generalized functions to the study of equations. As a result, analytical formulas are obtained for solving the equation in terms of mean derivatives of random processes.

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Stochastic Leontieff type equations and mean derivatives of stochastic processes

Stochastic Leontieff type equations and mean derivatives of stochastic processes

Gliklikh Yu. E., Mashkov E. Yu.

Статья научная

We understand the Leontieff type stochastic differential equations as a special sort of Ito stochastic differential equations, in which the left-hand side contains a degenerate constant linear operator and the right-hand side has a non-degenerate constant linear operator. In the right-hand side there is also a summand with a term depending only on time. Its physical meaning is the incoming signal into the device described by the operators mentioned above. In the papers by A.L. Shestakov and G.A. Sviridyuk the dynamical distortion of signals is described by such equations. Transition to stochastic differential equations arise where it is necessary to take into account the interference (noise). Note that the investigation of solutions of such equations requires the use of derivatives of the incoming signal and the noise of any order. In this paper for differentiation of noise we apply the machinery of the so-called Nelson's mean derivatives of stochastic processes. This allows us to avoid using the machinery of the theory of generalized functions. We present a brief introduction to the theory of mean derivatives, investigate the transformation of the equations to canonical form and find formulae for solutions in terms of Nelson's mean derivatives of Wiener process.

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Stochastic Leontieff type equations in terms of current velocities of the solution II

Stochastic Leontieff type equations in terms of current velocities of the solution II

Gliklikh Yu.E., Mashkov E.Yu.

Статья научная

In papers by A.L. Shestakov and G.A. Sviridyuk a new model of the description of dynamically distorted signals in some radio devices is suggested in terms of so-called Leontieff type equations (a particular case of algebraic-differential equations). In that model the influence of noise is taken into account in terms of the so-called symmetric mean derivatives of the Wiener process instead of using white noise. This allows the authors to avoid using the generalized function. It should be pointed out that by physical meaning, the current velocity is a direct analog of physical velocity for the deterministic processes. Note that the use of current velocity of the Wiener process means that in the construction of mean derivatives the σ-algebra "present" for the Wiener process is under consideration while there is also another possibility: to deal with the σ-algebra "present" of the solution as it is usually done in the theory of stochastic differential equation with mean derivatives. This approach was previously suggested by the authors under the assumption that the matrix pencil, that determines the equation, satisfies the so-called "rank-degree" condition. In this paper we consider stochastic Leontieff type equation given in terms of current velocities of the solution without this assumption.

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