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Найдены 72 публикации
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Статья
Mirkovic I., Kuznetsov A., Markarian N. et al. Computational Mathematics and Mathematical Physics. 1999. Vol. 201. No. 2. P. 411-421.
Добавлено: 11 июня 2010
Статья
Palamarchuk E. S. Computational Mathematics and Mathematical Physics. 2014. Vol. 54. No. 1. P. 83-96.
Добавлено: 19 марта 2015
Статья
Nelyubin A. P., Podinovskiy V. V. Computational Mathematics and Mathematical Physics. 2011. Vol. 51. No. 5. P. 751-761.
Добавлено: 25 ноября 2012
Статья
Zlotnik A.A., Lomonosov T.A. Computational Mathematics and Mathematical Physics. 2019. Vol. 59. No. 3. P. 452-464.
Добавлено: 11 марта 2019
Статья
Maximov Y. Computational Mathematics and Mathematical Physics. 2015. Vol. 49. No. 7. P. 1327.
Добавлено: 30 октября 2015
Статья
Anikin A., Gasnikov A., Dvurechensky P. et al. Computational Mathematics and Mathematical Physics. 2017. Vol. 57. No. 8. P. 1262-1276.

A strongly convex function of simple structure (for example, separable) is minimized under affine constraints. A dual problem is constructed and solved by applying a fast gradient method. The necessary properties of this method are established relying on which, under rather general conditions, the solution of the primal problem can be recovered with the same accuracy as the dual solution from the sequence generated by this method in the dual space of the problem. Although this approach seems natural, some previously unpublished rather subtle results necessary for its rigorous and complete theoretical substantiation in the required generality are presented

Добавлено: 29 ноября 2018
Статья
Gasnikov A., Гасников Е. В., Nesterov Y. Computational Mathematics and Mathematical Physics. 2018. Vol. 58. No. 9. P. 1395-1403.

The problem of equilibrium distribution of flows in a transportation network in which a part of edges are characterized by cost functions and the other edges are characterized by their capacity and constant cost for passing through them if there is no congestion is studied. Such models (called mixed models) arise, e.g., in the description of railway cargo transportation. A special case of the mixed model is the family of equilibrium distribution of flows over routes—BMW (Beckmann) model and stable dynamics model. The search for equilibrium in the mixed model is reduced to solving a convex optimization problem. In this paper, the dual problem is constructed that is solved using the mirror descent (dual averaging) algorithm. Two different methods for recovering the solution of the original (primal) problem are described. It is shown that the proposed approaches admit efficient parallelization. The results on the convergence rate of the proposed numerical methods are in agreement with the known lower oracle bounds for this class of problems (up to multiplicative constants).

Добавлено: 31 октября 2018
Статья
Belkina T. A., Konyukhova N. B., Kurochkin S. V. Computational Mathematics and Mathematical Physics. 2016. Vol. 56. No. 1. P. 43-92.

Previous and new results are used to compare two mathematical insurance models with identical insurance company strategies in a financial market, namely, when the entire current surplus or its constant fraction is invested in risky assets (stocks), while the rest of the surplus is invested in a risk-free asset (bank account). Model I is the classical Cramér–Lundberg risk model with an exponential claim size distribution. Model II is a modification of the classical risk model (risk process with stochastic premiums) with exponential distributions of claim and premium sizes. For the survival probability of an insurance company over infinite time (as a function of its initial surplus), there arise singular problems for second-order linear integrodifferential equations (IDEs) defined on a semiinfinite interval and having nonintegrable singularities at zero: model I leads to a singular constrained initial value problem for an IDE with a Volterra integral operator, while II model leads to a more complicated nonlocal constrained problem for an IDE with a non-Volterra integral operator. A brief overview of previous results for these two problems depending on several positive parameters is given, and new results are presented. Additional results are concerned with the formulation, analysis, and numerical study of “degenerate” problems for both models, i.e., problems in which some of the IDE parameters vanish; moreover, passages to the limit with respect to the parameters through which we proceed from the original problems to the degenerate ones are singular for small and/or large argument values. Such problems are of mathematical and practical interest in themselves. Along with insurance models without investment, they describe the case of surplus completely invested in risk-free assets, as well as some noninsurance models of surplus dynamics, for example, charity-type models.

Добавлено: 5 мая 2016
Статья
A.A. Zlotnik. Computational Mathematics and Mathematical Physics. 2017. Vol. 57. No. 4. P. 706-725.
Добавлено: 4 апреля 2017
Статья
Kurochkin S. V. Computational Mathematics and Mathematical Physics. 2018. Vol. 58. No. 12. P. 1937-1947.
Добавлено: 21 ноября 2018
Статья
Maximov Y. Computational Mathematics and Mathematical Physics. 2013. Vol. 53. No. 9. P. 1569-1588.
Добавлено: 30 октября 2015
Статья
Нелюбин А. П., Podinovskiy V. V. Computational Mathematics and Mathematical Physics. 2017. Vol. 57. No. 9. P. 1475-1483.
Добавлено: 24 сентября 2017
Статья
A.A. Zlotnik. Computational Mathematics and Mathematical Physics. 2016. Vol. 56. No. 2. P. 303-319.
Добавлено: 7 февраля 2016
Статья
V.A. Gavrilin, A.A. Zlotnik. Computational Mathematics and Mathematical Physics. 2015. Vol. 55. No. 2. P. 264-281.

The one-dimensional quasi-gasdynamic system of equations in the form of mass, momentum, and total energy conservation laws with general gas equations of state is considered. A family of three-point symmetric spatial discretizations of this system is studied for which the internal energy equation has a suitable form (without imbalance terms). An entropy balance equation is derived, and the influence exerted by the choice of discretizations of various terms on the form of difference imbalance terms in this equation is determined. Special discretizations are presented for which the corresponding nondivergence imbalance terms are zero. The Euler system of equations is solved numerically in the cases of a perfect polytropic gas, stiffened gas, and the van der Waals equations of state.

Добавлено: 21 февраля 2015
Статья
Delitsyn A.L. Computational Mathematics and Mathematical Physics. 2018. Vol. 58. No. 7. P. 1142-1149.
Добавлено: 3 января 2019
Статья
M.N.Vyalyi, Babenko A. Computational Mathematics and Mathematical Physics. 2017. Vol. 57. No. 2. P. 362-371.
Добавлено: 16 октября 2017
Статья
Podinovskiy V. V. Computational Mathematics and Mathematical Physics. 2008. Vol. 48. No. 11. P. 1981-1998.
Добавлено: 13 октября 2012
Статья
V. V. Podinovski. Computational Mathematics and Mathematical Physics. 2014. Vol. 54. No. 3. P. 429-438.
Добавлено: 20 февраля 2014
Статья
Podinovskiy V. V. Computational Mathematics and Mathematical Physics. 2018. Vol. 58. No. 3. P. 461-469.

An approach to sensitivity (stability) analysis of nondominated alternatives to changes in the bounds of intervals of value tradeoffs, where the alternatives are selected based on interval data of criteria tradeoffs is proposed. Methods of computations for the analysis of sensitivity of individual nondominated alternatives and the set of such alternatives as a whole are developed.

Добавлено: 16 мая 2018
Статья
Maximov Y. Computational Mathematics and Mathematical Physics. 2015. Vol. 55. No. 7. P. 1242-1255.
Добавлено: 30 октября 2015
Статья
Zlotnik A. A. Computational Mathematics and Mathematical Physics. 2012. Vol. 52. No. 7. P. 1060-1071.

For the quasi-gasdynamic system of equations, there holds the law of nondecreasing entropy. Difference methods based on this system have been successfully used in numerous applications and test gasdynamic computations. In theoretical terms, however, for standard spatial discretizations of this system, the nondecreasing entropy law does not hold exactly even in the one-dimensional case because of the mesh imbalance terms. For the quasi-gasdynamic equations, a new conservative spatial discretization is proposed for which the entropy balance equation has an appropriate form and the entropy production is guaranteed to be nonnegative (which also holds in the presence of body forces and heat sources). An important element of this discretization is that it makes use of nonstandard space-averaging techniques, including a nonlinear "logarithmic" averaging of the density and internal energy. The results hold on arbitrary nonuniform meshes

Добавлено: 4 февраля 2013