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Том 63, № 3 (2023)

Мұқаба

Бүкіл шығарылым

Ашық рұқсат Ашық рұқсат
Рұқсат жабық Рұқсат берілді
Рұқсат жабық Тек жазылушылар үшін

ОПТИМАЛЬНОЕ УПРАВЛЕНИЕ

Integral Identity and Estimate of the Deviation of Approximate Solutions of a Biharmonic Obstacle Problem

Besov K.

Аннотация

We show that the integral identity obtained by D.E. Apushkinskaya and S.I. Repin (2020) for approximate solutions of the biharmonic obstacle problem that satisfy a pointwise constraint on the second divergence is valid for arbitrary approximate solutions. Using this result, we obtain a new estimate for the deviation of approximate solutions from exact ones in the case when the approximate solutions do not satisfy the pointwise constraint on the second divergence.

Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki. 2023;63(3):351-354
pages 351-354 views

Economic Growth Models with Heterogeneous Discounting

Borissov K., Pakhnin M.

Аннотация

A survey of theoretical economic growth models with agents having different subjective discount factors is proposed. The structure of equilibrium paths in such models, their dynamics and convergence to stationary equilibria, and the relationship with Pareto optimal paths are described. Models with socially determined discount factors in which time preferences are formed endogenously are discussed, and the basic difficulties associated with social choice in the case of heterogeneous discount factors are examined. The models presented in the paper shed light on internal mechanisms of a market economy that lead to the division of society into the rich and the poor.

Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki. 2023;63(3):355-379
pages 355-379 views

A Model of Financial Pyramid with Quasi-Rational Participants

Kukushkin N.

Аннотация

A model of a financial pyramid is proposed in which each participant makes a decision about entering and exiting the pyramid based on the maximin principle using his (or her) ideas about the characteristics of other participants. If the pyramid organizers are able to carry out the whole process quickly enough (so that the payoffs to agents who participated in the pyramid and left it in time do not matter too much), then exactly those agents who overestimated the share of losers in the total mass of agents will lose.

Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki. 2023;63(3):380-389
pages 380-389 views

Analysis of Mechanisms of Production Investment Stimulation in an Imperfect Capital Market Based on a Mathematical Model

Obrosova N., Shananin A.

Аннотация

The problem of renewed market investment in the Russian real economy is closely related to the business environment state in the imperfect capital market in Russia and to the assessment of the profitability of investment projects. Difficulties in determining profitability in an imperfect monetary and credit system are associated with the significant discrepancy between the interest rates on deposits and loans and can be overcome by applying the Cantor–Lippman approach, which makes it possible to calculate the profitability of a pool of investment projects available to an investor. From the point of view of a production owner, market investment depends on the state of the business environment and competes with investment in consumption. The problem arises of estimating the profitability threshold at which private market investment is preferred to private consumption. We propose an approach to the solution of this problem in terms of a mathematical model of investment behavior of a production owner in an imperfect capital market. The model is formalized as an infinite-horizon optimal control problem with a state constraint. The solution of the problem is based on constructing a viscosity solution of the Hamilton–Jacobi–Bellman equation. It is shown that the investment strategy of a production owner can depend substantially on the business environment state. Based on the results of this study, an explanation is proposed for the transition from recovery growth to stagnation in the Russian economy in late 2007, which was accompanied by recession of investment activities in the manufacturing sector.

Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki. 2023;63(3):390-407
pages 390-407 views

УРАВНЕНИЯ В ЧАСТНЫХ ПРОИЗВОДНЫХ

On One Inverse Problem for the Kolmogorov–Fokker–Planck Equation

Trusov N.

Аннотация

A mathematical description of the household economic behavior with the help of the Kolmogorov–Fokker–Planck equation is studied. This equation describes the dynamics of the household distribution density with respect to two characteristics: financial state and income. The agreement between statistical data and the solution of the Kolmogorov–Fokker–Planck equation is examined using statistical Rosstat data on the economic state of households in Russia. The problem is formalized as minimizing the deviation of the solution to the Kolmogorov–Fokker–Planck equation from the statistical data by managing household consumption. The extremal problem is solved numerically, and numerical results are presented.

Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki. 2023;63(3):408-423
pages 408-423 views

МАТЕМАТИЧЕСКАЯ ФИЗИКА

On a Flow Around a Cylinder Over Uneven Bottom

Baikov N., Petrov A.

Аннотация

A plane problem of a potential fluid flow around a cylinder of arbitrary section over an uneven bottom with a flow velocity at infinity directed parallel to the bottom is considered. The circulation of the velocity field is determined from Goldshtik’s postulate: the maximum velocity on the contour of the cylinder must be minimal. Two numerical schemes of the boundary element method are developed for solving this problem. The first scheme determines the flow on a bounded but arbitrarily defined bottom surface. The second scheme determines the flow around a contour in a half plane. The comparison of calculations using these numerical schemes with the exact solutions shows the convergence of the method as the grid elements increase. The pressure on the cylinder surface and on the bottom obtained using numerical calculations by the 

 model is compared with experimental data. Streamlines are also compared taking into account the separation region.

Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki. 2023;63(3):424-435
pages 424-435 views

Influence of the Shock Wave Intensity on Instability Development at Rough Interfaces of a Three-Layer Gas System

Zmushko V., Razin A., Sinel’nikova A., Shcherbakov A.

Аннотация

The influence exerted by the intensity of a shock wave transmitted through rough interfaces on instability development in a three-layer gas system at Mach numbers M = 1.3 and M = 3 is studied. The three-layer system is obtained by placing two thin films (interfaces) across a shock tube. A heavy gas (sulfur hexafluoride) occupies the space between the interfaces (the central layer of the system), while the spaces to the left and right of the central layer are filled with air. The initial roughness of the interfaces is specified as a two-mode sinusoidal perturbation. The computations are carried out using the MIMOZA code based on implicit large eddy simulation (ILES) with the Euler equations integrated on a mesh with square cells. The numerical results are compared with each other and, at M = 1.3, with experimental data.

Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki. 2023;63(3):436-448
pages 436-448 views

“Fast” Solution of the Three-Dimensional Inverse Problem of Quasi-Static Elastography with the Help of the Small Parameter Method

Leonov A., Nefedov N., Sharov A., Yagola A.

Аннотация

We consider direct and inverse problems of three-dimensional quasi-static elastography underlying a cancer diagnosis method. They are based on a model of a tissue exposed to surface compression with deformations obeying linear elasticity laws. The arising three-dimensional displacements of the tissue are described by a boundary value problem for partial differential equations with coefficients determined by a variable Young’s modulus and a constant Poisson ratio. The problem contains a small parameter, so it can be solved using the theory of regular perturbations of partial differential equations. This is the direct problem. The inverse problem is to find the Young modulus distribution from given tissue displacements. A significant increase in Young’s modulus within a certain tissue domain suggests possible malignancy. Under certain assumptions, simple formulas for solving both direct and inverse problems of three-dimensional quasi-static elastography are derived. Three-dimensional inverse test problems are solved numerically with the help of the proposed formulas. The resulting approximate solutions agree fairly well with the exact model solutions. The computations based on the formulas require only several tens of milliseconds on a moderate-performance personal computer for sufficiently fine grids, so the proposed small-parameter approach can be used in real-time cancer diagnosis.

Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki. 2023;63(3):449-464
pages 449-464 views

Inhomogeneous Problem for Quasi-Stationary Equations of Complex Heat Transfer with Reflection and Refraction Conditions

Chebotarev A.

Аннотация

The paper considers an inhomogeneous initial-boundary value problem for a nonlinear parabolic-elliptic system simulating radiative heat transfer with Fresnel matching conditions on the surfaces of discontinuity of the refractive index. Nonlocal-in-time unique solvability of the problem is proved.

Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki. 2023;63(3):465-473
pages 465-473 views

ИНФОРМАТИКА

Shapley Value of Homogeneous Cooperative Games

Vasil’ev V.

Аннотация

The paper gives a description of the integral representation of the Shapley value for polynomial cooperative games. This representation obtained using the so-called Shapley functional. The relationship between the proposed version of the Shapley value and the polar forms of homogeneous polynomial games is analyzed for both a finite and an infinite number of participants. Special attention is paid to certain classes of homogeneous cooperative games generated by products of non-atomic measures. A distinctive feature of the approach proposed is the systematic use of extensions of polynomial set functions to the corresponding measures on symmetric powers of the original measurable spaces.

Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki. 2023;63(3):474-490
pages 474-490 views

Review of the Theory of Stable Matchings and Contract Systems

Danilov V.

Аннотация

A review of works devoted to the theory of stable matchings or, more generally, of stable networks of contracts is given. A set (network) of contracts is called stable if no coalition has an available contract that gives all coalition members strictly more than the proposed set. In a special case, this concept was introduced in 1962 by Gale and Shapley and has since gone a long way in its development both theoretically (theorems, structures, and algorithms) and in the field of applications in economics, physics, biology, and mathematics.

Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki. 2023;63(3):491-516
pages 491-516 views

On Stable Flows and Preflows

Karzanov A.

Аннотация

We propose a new algorithm of finding a stable flow in a network with several sources and sinks. It is based on the idea of preflows (applied in the 1970s for a faster solution of the classical maximal flow problem) and has time complexity  for a network with O(nm) vertices and m  edges. The obtained results are further generalized to a larger class of objects, the so-called stable quasi-flows with bounded deviations from the balanced relations in nonterminal vertices.

Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki. 2023;63(3):517-530
pages 517-530 views

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