Математическое моделирование. Рубрика в журнале - Вестник Южно-Уральского государственного университета. Серия: Математическое моделирование и программирование
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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The elements of the operator convexity in the construction of the programmed iteration method
Статья научная
The problem of retention studied here can be regarded (in the case of bounded control interval) as a variant of the approach problem within the given constraints in the phase space and the target set given by the hyperplane of the space positions corresponding to the terminal moment of the process (the retention problem on the infinite horizon also fits the problem stated in the work). The main difference of the problem from the previously considered formulation is the possibility of variation of the spaces of system trajectories and disturbance realizations depending on the initial moment of control. It is shown that the unsolvability set of the retention problem is the operator convex hull of the empty set constructed on the base of programmed absorption operator. Under some additional coherence conditions (on the spaces of system trajectories and disturbance realizations corresponding to different initial moments) the set of successful solvability is constructed as the limit of the iterative procedure in the space of sets, elements of which are positions of the game; in this case the structure of resolving quasistrategy is also given.
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The flux recovering at the ecosystem-atmosphere boundary by inverse modelling
Статья научная
We consider the heat and mass transfer models in the quasistationary case, i. e., all coefficients and the data of the problem depends on time while the time derivative in the equation is absent. Under consideration is the inverse problem of recovering the surface flux through the values of a solution at some collection of points lying inside the domain. The flux is sought in the form of a finite segment of the Fourier series with unknown Fourier coefficients depending on time. The problem of determining the Fourier coefficient is reduced to a system of algebraic equations with the use of special solutions to the adjoint problem. The equation is considered in a cylidrical space domain. We prove the existence and uniqueness theorems for solutions of the corresponding direct problem. The results are employed in the proof of the corresponding results for the inverse problem. The corresponding numerical algorithm in the three-dimensional case is constructed and the results of the numerical experiments are exhibited. It is demonstrated that the algorithm is stable under random perturbations of the data. The finite element method is used. The results can be used in the problem of the determination of the fluxes of green house gases from soils from the concentration measurements.
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Статья научная
This paper describes a method of use of equations in M.F. Shul'gin's form in Lagrangian variables for steady motion stability and stabilization problems of systems with geometric constraints. These equations of motion are free from Lagrange multipliers; we substantiate their advantage for solving stability and stabilization problems. Depended coordinates corresponding to zero solutions of characteristic equation are allocated in the disturbed equations of motion. These variables are necessarily present in systems with geometric constraints for any control method. It is suggested to present equations of motion in Routh variables for finding stabilizing control coefficients; Lagrangian variables are more useful for constructing an estimation system of object state. In addition to previous results, we evaluate the ability to reduce the dimension of measured output signal obtained in conformity with the chosen modelling method. Suppose the state of system is under observations and the dimension of measurement vector is as little as possible. Stabilizing linear control law is fulfilled as feedback by the estimation of state. We can determine uniquely the coefficients of linear control law and estimation system can be determined uniquely by solving of the corresponding linear-quadratic problems for the separated controllable subsystems using the method of N.N. Krasovsky. The valid conclusion about asymptotical stability of the original equations is deduced using the previously proved theorem. This theorem is based on the nonlinear stability theory methods and analysis of limitations imposed by the geometric constraints on the initial disturbances.
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The mathematical modelling of the production of construction mixtures with prescribed properties
Статья научная
We propose a method for the mathematical modelling of the preparation of construction mixes with prescribed properties. The method rests on the optimal control theory for Leontieff-type systems. Leontieff-type equations originally arose as generalizations of the well-known input-output model of economics taking supplies into account. Then they were used with success in dynamical measurements, therefore giving rise to the theory of optimal measurements. In the introduction we describe the ideology of the proposed model. As an illustration, we use an example of preparing of simple concrete mixes. In the first section we model the production process of similar construction mixtures (for instance, concrete mixtures) depending on investments. As a result, we determine the price of a unit of the product. In the second section we lay the foundation for the forthcoming construction of numerical algorithms and software, as well as conduction of simulations. Apart from that, we explain the prescribed properties of construction mixes being optimal with respect to expenses.
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The optimal control problem for output material flow on conveyor belt with input accumulating bunker
Статья научная
The article is devoted to the synthesis of optimal control of conveyor belt with the accumulating input bunker. Much attention is given to the model of the conveyor belt with a constant speed of the belt. Simulation of the conveyor belt is carried out in the one-moment approximation using partial differential equations. The conveyor belt is represented as a distributed system. The used PDE-model of the conveyor belt allows to determine the state of the flow parameters for a given technological position as a function of time. We consider the optimal control problem for flow parameters of the conveyor belt. The problem consists in ensuring the minimum deviation of the output material flow from a given target amount. The control is carried out by the material flow amount, which comes from the accumulating bunker into the conveyor belt input. In the synthesis of optimal control, we take into account the limitations on the size of the accumulating bunker, as well as on both max and min amounts of control. We construct optimal control of the material flow amount coming from the accumulating bunker. Also, we determine the conditions to switch control modes, and estimate time period between the moments of the switching.
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The optimal design of pressure swing adsorption process of air oxygen enrichment under uncertainty
Статья научная
The paper formulates and studies the problem of optimal (by the criterion of profits from oxygen production) design of a pressure swing adsorption (PSA) unit for air oxygen enrichment under partial uncertainty of the source data (the air composition, temperature, atmospheric pressure) with limitations on oxygen purity, unit capacity, and resource saving granular adsorbent. A heuristic iterative algorithm was developed for solving an optimal design problem under partial uncertainty of the source data. An auxiliary optimization problem related to the class of nonlinear programming problems (assuming the approximation of continuous control functions at the stages of the adsorption-desorption cycle by step-functions) was formulated and then solved by the sequential quadratic programming method. The problem of optimal design was solved for the range of PSA units with a capacity of 1 to 4 l/min allowing to obtain oxygen with a purity of 40 to 90% vol. According to the findings, we analyze the most promising operational and design parameters ensuring the maximum profit in the operation of the PSA unit, taking into account the saving of the granular adsorbent. It was established that the introduction of limitations on the gas flow rate in the frontal layer of the PSA unit adsorbent allows to increase the reliability of its operation and the adsorbent service life.
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Статья научная
This article focuses on the application of wavelet theory to the problem of modelling the processes of manufacturing the shells of fibrous composite materials (CM). The basic methods for preparing such shells are two related ones: filament winding, when the strip made of CM is laid out on the outstretched surface, and laying out, when the tape is placed by dint of pressing rollers. In both cases, laying the tape is carried out in accordance with the program of moving spreader. To create such a program the mathematical model of the process of placing the tape is needed. The article describes semi orthogonal wavelet systems on the segment that are based on B-spline of arbitrary order. The matrices which compose the filter bank for such wavelet systems are represented. Some algorithms for geometric modelling are reviewed and summarized from the point of view of the wavelet theory. The results are applied to the mathematical modelling and software of manufacturing process of shells made of fibrous composite materials. As an example, consider the process of making the ventilator blade.
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Статья научная
We study a mathematical model of coastal waves in the shallow water approximation. The model contains two empirical parameters. The first one controls turbulent dissipation. The second one is responsible for the turbulent viscosity and is determined by the turbulent Reynolds number. We study travelling waves solutions to this model. The existence of an analytical and numerical solution to the problem in the form of a traveling wave is shown. The singular points of the system are described. It is shown that there exists a critical value of the Reylnols number corresponding to the transition from a monotonic profile to an oscillatory one. The paper is organized as follows. First, we present the governing system of ordinary differential equations (ODE) for travelling waves. Second, the Lyapunov function for the corresponding ODE system is derived. Finally, the behavior of the solution to the ODE system is discussed.
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Статья научная
The paper presents a new two-stage parametric identification procedure for constructing a navigation satellite motion model. At the first stage of the procedure, the parameters of the radiation pressure model are estimated using the maximum likelihood method and the multiple adaptive unscented Kalman filter. At the second stage, the parameters of the unaccounted perturbations model are estimated based on the results of residual differences measurements. The obtained results lead to significant improvement of prediction quality of the satellite trajectory.
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Two-stage stochastic facility location model with quantile criterion and choosing reliability level
Статья научная
A two-stage discrete model for the location of facilities is considered. At the first stage, a set of facilities to be opened is selected. At the second stage, additional facilities may be opened due to the realization of random demand for products. Customers preferences are taken into account in choosing the facility in which they will be served. The quantile of losses (income with the opposite sign) is used as a criterion function of the model. Several optimization problems are stated. In the first problem, a set of facilities to be opened is selected for a given value of the reliability level. In the second problem, along with the set of facilities to be opened, the reliability level of the quantile criterion is selected. At the same time, restrictions on the level of reliability and the value of the quantile criterion are introduced. Two approaches to setting these constraints are proposed. To solve the problems stated, the method of sample approximations is used. A theorem on sufficient conditions for the convergence of the proposed method is proved. We formulate mathematical programming problems, the solutions of which under certain conditions are solutions to the obtained approximating problems. Numerical results are presented.
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