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Том 59, № 10 (2019)

Article

The Elimination Problem in the Least Square Method for a System of Linear Algebraic Equations

Yukhno L.

Аннотация

For an overdetermined system of linear algebraic equations, the elimination problem is considered, that is, the problem of calculating a given linear form of a solution of the system without calculating the solution itself. Importantly, this system can be inconsistent; thus, the solution obtained by the least square method is used, that is, the solution of the system is obtained after applying the first Gauss transformation. Under certain conditions, the value of the linear form does not depend on the choice of a solution of this system in the case of its nonunique solvability.

Computational Mathematics and Mathematical Physics. 2019;59(10):1575-1581
pages 1575-1581 views

A Class of Momentum-Preserving Finite Difference Schemes for the Korteweg-de Vries Equation

Yan J., Zheng L.

Аннотация

To preserve some invariant properties of the original differential equation is an important criterion to judge the success of a numerical simulation. In this paper, we construct, analyze and numerically validate a class of momentum-preserving finite difference methods for the Korteweg-de Vries equation. The proposed schemes can conserve the discrete momentum to machine precision. Numerical experiments reveal that the phase and amplitude errors, after long time simulation, are well controlled due to the momentum-preserving property. Besides, the numerical results show that the numerical errors grow only linearly as a function of time.

Computational Mathematics and Mathematical Physics. 2019;59(10):1582-1596
pages 1582-1596 views

Interior Point Method: History and Prospects

Zorkal’tsev V.

Аннотация

Two mutually dual families of interior point algorithms are considered. The history of creating the algorithms, the main theoretical results on their justification, the experience of practical use, possible directions of development, and methods for counteracting calculation errors are presented. Subsets of algorithms with various special properties are distinguished, including those that necessarily lead to relatively interior points of optimal solutions. An algorithm for finding the Chebyshev projection onto a linear manifold is presented, in which the properties of relatively interior points of optimal solutions are efficiently employed. This algorithm always elaborates a unique projection and allows one to dispense with the hard-to-verify and sometimes violated Haar condition.

Computational Mathematics and Mathematical Physics. 2019;59(10):1597-1612
pages 1597-1612 views

Simple Efficient Hybridization of Classic Global Optimization and Genetic Algorithms for Multiobjective Optimization

Ryabikov A., Lotov A.

Аннотация

An efficient method combining classical (gradient-based) methods for global scalar optimization and genetic algorithms for multiobjective optimization (MOO) is proposed for approximating the Pareto frontier and the Edgeworth–Pareto hull (EPH) of the feasible objective set in complicated nonlinear MOO problems involving piecewise constant functions of criteria with numerous local extrema. An optima injection method is proposed in which the global optima of individual criteria are added to the population of a genetic algorithm. It is experimentally shown that the method is significantly superior to the original genetic algorithm in the order of convergence and the approximation accuracy. Experiments concerning EPH approximation are also performed for the problem of constructing control rules for a cascade of reservoirs with criteria reflecting the reliability with which the requirements imposed on the cascade are met.

Computational Mathematics and Mathematical Physics. 2019;59(10):1613-1625
pages 1613-1625 views

Using Feedback Functions in Linear Programming Problems

Umnov A., Umnov E.

Аннотация

A scheme for solving linear programming problems based on the use of auxiliary functions that implement feedback in the system of constraints imposed on the variables to be found and on the Lagrange multipliers is proposed. The validity of the proposed approach is proved.

Computational Mathematics and Mathematical Physics. 2019;59(10):1626-1638
pages 1626-1638 views

Open-Loop Control of a Plant Described by a System with Nonsmooth Right-Hand Side

Fominyh A.

Аннотация

Open-loop control of a plant governed by a system of differential equations in normal form is studied. The right-hand side of this system includes nonsmooth terms. The original problem is reduced to the unconstrained minimization of a nonsmooth functional. Necessary and sufficient minimum conditions in terms of subdifferential are found. Based on these conditions, the subdifferential descent method is used to solve the problem. The proposed approach is illustrated by numerical examples.

Computational Mathematics and Mathematical Physics. 2019;59(10):1639-1648
pages 1639-1648 views

Linear Ordinary Differential Equations and Truncated Series

Abramov S., Ryabenko A., Khmelnov D.

Аннотация

Linear ordinary differential equations with the coefficients in the form of truncated formal power series are considered. It is discussed what can be learned from the equation given in this from about its solutions belonging to the field of Laurent formal series. We are interested in the information about these solutions that is invariant to possible prolongations of those truncated series that represent the coefficients of the equation.

Computational Mathematics and Mathematical Physics. 2019;59(10):1649-1659
pages 1649-1659 views

Statistical Description of Closed Biocenoses Described by a Volterra Chain Subject to Periodic Boundary Conditions

Bibik Y.

Аннотация

Statistical properties of closed biocenoses described by a Volterra chain subject to periodic boundary conditions are studied. The periodicity of the boundary conditions makes the interaction matrix singular. This causes certain difficulties in statistical description. The system dynamics is described by a class of Hamiltonians. The change of Hamiltonians within the class preserves the system dynamics, but it changes its statistical properties. Hence, the problem of selecting a unique Hamiltonian that correctly describes the statistical properties of the system. This problem is solved, and the statistical properties of the system are described.

Computational Mathematics and Mathematical Physics. 2019;59(10):1660-1671
pages 1660-1671 views

Asymptotic Expansion of the Solution to a Partially Dissipative System of Equations with a Multizone Boundary Layer

Butuzov V.

Аннотация

An asymptotic expansion with respect to a small parameter is constructed and proved for the solution of the boundary value problem for a singularly perturbed stationary partially dissipative system of equations in the case when one of the equations of the degenerate system has a double root. The multiplicity of this root leads to a multizone boundary layer, so the standard algorithm for constructing an asymptotic expansion of a boundary-layer solution becomes insufficient and requires a substantial modification. The constructed asymptotic expansion is substantiated using the asymptotic method of differential inequalities.

Computational Mathematics and Mathematical Physics. 2019;59(10):1672-1692
pages 1672-1692 views

To the Stability of a Plane Strong Discontinuity with a Polymer Fluid Flow through It with Allowance for Anisotropy

Blokhin A., Semenko R.

Аннотация

The stability of the flow of an incompressible polymer fluid with a strong discontinuity when the fluid can flow through the discontinuity is discussed. Particular solutions of the linearized problem that increase with time are constructed numerically.

Computational Mathematics and Mathematical Physics. 2019;59(10):1693-1709
pages 1693-1709 views

Macroscopic Boundary Conditions on a Solid Surface in Rarefied Gas Flow for a One-Dimensional Nonlinear Nonstationary 12-Moment System of Boltzmann Equations

Akimzhanova S., Sakabekov A.

Аннотация

Boundary conditions for a one-dimensional nonlinear nonstationary system of Boltzmann equations are formulated in the fifth approximation. The Maxwell microscopic boundary conditions are approximated in the case of the one-dimensional Boltzmann equation when some of the molecules reflect specularly from the surface, while the others reflect diffusely with Maxwell’s distribution. An initial-boundary value problem for the 12-moment system of Boltzmann equations with Maxwell–Auzhani boundary conditions is stated. For the 12-moment system of Boltzmann equations, six boundary conditions are set at the left and right endpoints of the interval (\( - a\), \(a\)).

Computational Mathematics and Mathematical Physics. 2019;59(10):1710-1719
pages 1710-1719 views

Allowance for Gas Compressibility in the γ-Model of the Laminar–Turbulent Transition

Matyash E., Savelyev A., Troshin A., Ustinov M.

Аннотация

The formulation and applicability range of the \(\gamma \)-model of laminar–turbulent transition are analyzed. Its implementation in the EWT-TsAGI application package and verification results for the problem of computing a transitional boundary layer on a plate are described. The cases of zero and adverse pressure gradients are considered. A modification of the \(\gamma \)-model that takes into account the effect of compressibility on the laminar–turbulent transition location is proposed. Two problems are considered to calibrate and test the correction term: the flow over the LV6 laminar-flow airfoil and the flow over the nacelle of a bypass turbojet engine. It is shown that, with the used of the proposed correction, the laminar–turbulent transition location can be correctly predicted in transonic flow regimes.

Computational Mathematics and Mathematical Physics. 2019;59(10):1720-1731
pages 1720-1731 views

Change in Separation Flow Regimes over Obstacles in Subsonic Gas Flow as a Manifestation of Viscous Forces: Numerical Results

Savel’ev A.

Аннотация

The unsteady subsonic viscous gas flows over forward- and backward-facing steps on a flat surface are numerically simulated at a free-stream Mach number of 0.1 by applying compact difference schemes of the 14th order of accuracy. The characteristics of the boundary layer separation zones are investigated at Reynolds numbers ranging from 103 to 107. The computations are based on the nonstationary Navier–Stokes equations supplemented, if necessary, with the formulas of the one-parameter differential SA model of turbulent viscosity. The conditions for pulsing separation zones arising in the boundary layer are determined, and the subsequent transition to a turbulent flow regime is physically justified.

Computational Mathematics and Mathematical Physics. 2019;59(10):1732-1741
pages 1732-1741 views

On Smooth Vortex Catastrophe of Uniqueness for Stationary Flows of an Ideal Fluid

Troshkin O.

Аннотация

It is well known that the steady-state plane-parallel or spatial axisymmetric flow of an ideal incompressible fluid in a finite-length plane channel or pipe that can be decomposed in powers of spatial coordinates (i.e., is an analytical and, hence, exactly computable flow) is uniquely determined by the inflow vorticity. Under the same boundary conditions, an infinite number of uncomputable phantoms, i.e., infinitely smooth, but nonanalytical flows exist if the domain of a unique analytical flow contains a sufficiently intense vortex cell where the maximum principle is violated for the stream function. A scheme for obtaining an uncomputable vortex phantom for the Euler fluid dynamics equations is described in detail below.

Computational Mathematics and Mathematical Physics. 2019;59(10):1742-1752
pages 1742-1752 views

Algorithm for Determining the Volatility Function in the Black–Scholes Model

Isakov V., Kabanikhin S., Shananin A., Shishlenin M., Zhang S.

Аннотация

An algorithm for reconstructing the volatility function in the modified Black–Scholes model is developed. Results of numerical computations are presented. It is shown that adding information about the prices of similar options with different issue dates makes it possible to improve the accuracy and increase the interval in which the volatility function can be reconstructed.

Computational Mathematics and Mathematical Physics. 2019;59(10):1753-1758
pages 1753-1758 views

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