Вестник Южно-Уральского государственного университета. Серия: Математическое моделирование и программирование @vestnik-susu-mmp
Статьи журнала - Вестник Южно-Уральского государственного университета. Серия: Математическое моделирование и программирование
Все статьи: 767
Cooperation in a conflict of persons under uncertainty
Статья научная
The paper considers a model of a conflict system with N active participants with their own interests when exposed to an uncertain factor. At the same time, decision-makers do not have any statistical information about the possible implementation of an uncertain factor i.e. they only know the many possible realizations of this factor - uncertainties. Under the assumption that the participants of to the conflict can coordinate their actions in the decision-making process the model is formalized as a cooperative N-person game without side payments and under uncertainty. In this paper, we introduce a new principle of coalitional equilibration (CE). The integration of individual and collective rationality (from theory of cooperative games without side payments) and this principle allows us to formalize the corresponding concept of CE for a conflict of N persons under uncertainty. At the same time, uncertainty is taken into account along with using the concept of the "analogue of maximin'' proposed earlier in the our works and the "strong guarantees'' constracted on its basis. Next, we establish sufficient conditions for existence of coalitional equilibrium, which are reduced to saddle point design for the Germeier convolution of guaranteed payoffs. Following the above-mentioned approach of E. Borel, J. von Neumann and J. Nash, we also prove existence of coalitional equilibrium in the class of mixed strategies under standard assumptions of mathematical game theory (compact uncertainties, compact strategy sets, and continuous payoff functions). At the end of the paper, some directions or further research are given.
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Статья научная
The paper considers two simple systems of differential-algebraic equations that appear in the study of chemical kinetics problems with partial equilibria: some of the variables are determined from the condition argmin for some system function state, which depends on all variables of the problem. For such a statement, we can write a differential-algebraic system of equations where the algebraic subproblem expresses the conditions for the minimality of the state function at each moment. It is convenient to use splitting methods in numerical solving, i.e. to solve dynamic and optimization subproblems separately. In this work, we investigate the applicability of differential-algebraic splitting using two simplified systems. The convergence and order of accuracy of the numerical method are determined. Different decomposition options are considered. Calculations show that the numerical solution of the split system of equations has the same order of accuracy as the numerical solution of the joint problem. The constraints are fulfilled with sufficient accuracy if the procedure of the numerical method ends with the solution of the optimization subproblem. The results obtained can be used in the numerical solving of more complex chemical kinetics problems.
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Статья научная
In this article, we give new results on the study of elliptic abstract second order differential equation with variable operators coefficients under the general Robin homogeneous boundary value conditions, in the framework of UMD spaces. Here, we do not assume the differentiability of the resolvent operators. However, we suppose that the family of variable operators verifies the Labbas-Terreni assumption inspired by the sum theory and similar to the Acquistapace-Terreni one. We use Dunford calculus, interpolation spaces and semigroup theory in order to obtain existence, uniqueness and maximal regularity results for the classical solution to the problem.
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Differential-algebraic equations with regular local matrix pencils
Статья научная
In the projector based framework, any regular linear DAE features several continuous time-varying characteristic subspaces that are independent of construction technicalities, among them the so-called sum-subspaces. As it is well-known, the local matrix pencils of a higher-index time-varying linear DAE do not reflect the global structure of the DAE in general. We show that, on the given interval, the local matrix pencils of the DAE are regular and reflect the global DAE structure if several of these characteristic subspaces are time-invariant. We discuss practicable methods to check the time-invariance of these subspaces. The corresponding class of DAEs is related to the class of DAEs formerly introduced and discussed by Yuri E. Boyarintsev.
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Discrete model of paired relay-race
Статья научная
The case of the active and passive team relay-race, in which an active team operates in accordance with rigid schedule and a passive team overcome the stage of its distance at randomly selected alternative routs during occasional time intervals is considered. Due to high complexity of classical relay-race analysis, method of simulation, based on representation of time intervals densities of passing stages routs with discrete distributions is proposed. It is shown, that after transformation of time intervals densities into discrete distributions the problem of a relay race analysis reduces to the task of analysis of two-team system with rigid schedules. The method of sampling of densities composition with estimation a sampling error, and recursive procedure of rigid schedule relay-race analysis with calculation of forfeit are worked out. It is shown, that forfeit depends on the difference of stages, teams overcome at current time and a strategy, which active team realizes during relay-race.
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Статья научная
We examine the stability issue in the inverse problem of determining a scalar potential appearing in the stationary Schrödinger equation in a bounded domain, from a partial elliptic Dirichlet-to-Neumann map. Namely, the Dirichlet data is imposed on the shadowed face of the boundary of the domain and the Neumann data is measured on its illuminated face. We establish a log log stability estimate for the L2-norm (resp. the H-1-norm) of Ht, for t>0, and bounded (resp. L2) potentials.
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Статья научная
The research work develops a Context aware Data Fusion with Ensemblebased Machine Learning Model (CDF-EMLM) for improving the health data treatment. This research work focuses on developing the improved context aware data fusion and efficient feature selection algorithm for improving the classification process for predicting the health care data. Initially, the data from Internet of Things (IoT) devices are gathered and pre-processed to make it clear for the fusion processing. In this work, dual filtering method is introduced for data pre-processing which attempts to label the unlabeled attributes in the data that are gathered, so that data fusion can be done accurately. And then the Dynamic Bayesain Network (DBN) is a good trade-off for tractability becoming a tool for CADF operations. Here the inference problem is handled using the Hidden Markov Model (HMM) in the DBN model. After that the Principal Component Analysis (PCA) is used for feature extraction as well as dimension reduction. The feature selection process is performed by using Enhanced Recursive Feature Elimination (ERFE) method for eliminating the irrelevant data in dataset. Finally, this data are learnt using the Ensemble based Machine Learning Model (EMLM) for data fusion performance checking.
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Effective practices of using spatial models in document image classification
Статья научная
This paper presents a new approach to modelling the structure of document images for classification tasks. Each of the document images is considered as a realization of a stochastic point process. Estimates of the properties of the point process are used to describe the document structure. The main objective of this paper is to determine the type of a new document using a nonparametric classification method. A method of classification of functional properties of point processes based on the concept of statistical depth is proposed. Practical issues of experimentation are considered. Modeling on real data showed the effectiveness of the proposed approach.
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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
Краткое сообщение
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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