Математическое моделирование. Рубрика в журнале - Вестник Южно-Уральского государственного университета. Серия: Математическое моделирование и программирование
Research of the Optimal Control Problem for One Mathematical Model of the Sobolev Type
Статья научная
The article is devoted to the study of optimal control for one mathematical model of the Sobolev type, which is based on the model equation, which describes various processes (for example, deformation processes, processes occurring in semiconductors, wave processes, etc.) depending on the parameters and can belong either to the class of degenerate (for > 0) equations or to the class of nondegenerate (for < 0) equations. The article is the first attempt to study the control problem for mathematical semilinear models of the Sobolev type in the absence of the property of non-negative definiteness of the operator at the time derivative, i.e. the construction of a singular optimality system in accordance with the singular situation caused by the instability of the model. Conditions for the existence of a control-state pair are presented, and conditions for the existence of an optimal control are found.
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Resource allocation in cloud computing via optimal control to queuing systems
Статья научная
We consider resource allocation problem in the cloud computing. We use queuing model to model the process of entering into the cloud and to schedule and to serve incoming jobs. In this paper, the main problem is to allocate resources in the queuing systems as a general optimization problem for controlled Markov process with finite state space. For this purpose, we study a model of cloud computing where the arrival jobs follow a stochastic process. We reduce this problem to a routing problem. In the case of minimizing, cost is given as a mixture of an average queue length and number of lost jobs. We use dynamic programming approach. Finally, we obtain the explicit form of the optimal control by the Bellman equation.
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Simulation of concurrent games
Статья научная
Concurrent games, in which participants run some distance in real physical time, are investigated. Petri - Markov models of paired and multiple competitions are formed. For paired competition formula for density function of time of waiting by winner the moment of completion of distance by loser is obtained. A concept of distributed forfeit, which amount is defined as a share of sum, which the winner gets from the loser in current moment of time is introduced. With use of concepts of distributed forfeit and waiting time the formula for common forfeit, which winner gets from loser, is obtained. The result, received for a paired competition, was spread out onto multiple concurrent games. Evaluation of common wins and loses in multiple concurrent game is presented as a recursive procedure, in which participants complete the distance one after another, and winners, who had finished the distance get forfeits from participants, who still did not finish it. The formula for evaluation of common winning in concurrent game with given composition of participants is obtained. The result is illustrated with numerical example.
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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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Solving a routing problem with the aid of an independent computations scheme
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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Some inverse problems for convection-diffusion equations
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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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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Stability of solutions to the stochastic Oskolkov equation and stabilization
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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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
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
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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Stochastic Leontief type equations with impulse actions
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
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
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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Stochastic mathematical model of internal waves
Статья научная
The paper studies a mathematical model of internal gravitational waves with additive "white noise'', which models the fluctuations and random heterogeneity of the medium. The mathematical model is based on the Sobolev stochastic equation, Dirichlet boundary conditions and the initial Cauchy condition. The Sobolev equation is obtained from the assumption of the propagation of waves in a uniform incompressible rotation with a constant angular velocity of the fluid. The solution to this problem is called the inertial (gyroscopic) wave, since it arises due to the Archimedes's law and under the influence of inertia forces. By "white noise'' we mean the Nelson-Gliklikh derivative of the Wiener process. The study was conducted in the framework of the theory of relatively bounded operators, the theory of stochastic equations of Sobolev type and the theory of (semi) groups of operators. It is shown that the relative spectrum of the operator is bounded, and the solution of the Cauchy-Dirichlet problem for the Sobolev stochastic equation is constructed in the operator form.
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Strongly continuous operator semigroups. Alternative approach
Статья научная
Inheriting and continuing the tradition, dating back to the Hill-Iosida-Feller-Phillips-Miyadera theorem, the new way of construction of the approximations for strongly continuous operator semigroups with kernels is suggested in this paper in the framework of the Sobolev type equations theory, which experiences an epoch of blossoming. We introduce the concept of relatively radial operator, containing condition in the form of estimates for the derivatives of the relative resolvent, the existence of C 0-semigroup on some subspace of the original space is shown, the sufficient conditions of its coincidence with the whole space are given. The results are very useful in numerical study of different nonclassical mathematical models considered in the framework of the theory of the first order Sobolev type equations, and also to spread the ideas and methods to the higher order Sobolev type equations.
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Studying the model of air and water filtration in a melting or freezing snowpack
Статья научная
The article is devoted to a theoretical study of a non-stationary problem on thermomechanical processes in snow taking into account the effects of melting and freezing. Snow is modeled as a continuous medium consisting of water, air and porous ice skeleton. The governing equations of snow are based on the fundamental conservation laws of continuum mechanics. For the one-dimensional setting, the Rothe scheme is constructed as an approximation of the considered problem and the Rothe method is formally justified, i.e., convergence of approximate solutions to the solution of the considered problem is established under some additional regularity requirements.
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Статья научная
In this paper we prove some new results on Sturm - Liouville abstract problems of the second order differential equations of elliptic type in a new non-commutative framework. We study the case when the second member belongs to a Sobolov space. Existence, uniqueness and optimal regularity of the strict solution are proved. This paper is naturally the continuation of the ones studied by Cheggag et al in the commutative case. We also give an example to which our theory applies.
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The Cauchy problem for the Sobolev type equation of higher order
Статья научная
Of concern is the semilinear mathematical model of ion-acoustic waves in plasma. It is studied via the solvability of the Cauchy problem for an abstract complete semilinear Sobolev type equation of higher order. The theory of relatively polynomially bounded operator pencils, the theory of differentiable Banach manifolds, and the phase space method are used. Projectors splitting spaces into direct sums and an equation into a system of two equivalent equations are constructed. One of the equations determines the phase space of the initial equation, and its solution is a function with values from the eigenspace of the operator at the highest time derivative. The solution of the second equation is the function with values from the image of the projector. Thus, the sufficient conditions were obtained for the solvability of the problem under study. As an application, we consider the fourth-order equation with a singular operator at the highest time derivative, which is in the base of mathematical model of ion-acoustic waves in plasma. Reducing the model problem to an abstract one, we obtain sufficient conditions for the existence of a unique solution.
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The blow-up solutions to nonlinear fractional differential Caputo-system
Статья научная
In this paper, we establish the finite time blow-up of solutions to nonlinear differential systems governed by Caputo fractional differential equation. Then, we derive sufficient conditions on parameters with positive given data. Moreover, for this purpose under some assumptions, we prove the non existence of global solutions to the considered class of nonlinear fractional differential Caputo-system subject to the initial condition. To prove our main result, we apply the test function method, Riemann-Liouville integral, Caputo derivative operator and some general analysis tools. Our result is new and generalizes the existing one.
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