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Change point analysis in Vasicek interest rate model
Doklady Mathematics. 2023. P. 0.
Lukianchenko P., Zotov G.
Vassiliev V., , in: Handbook of Geometry and Topology of Singularities VII.: Springer, 2025.
Classification of real function singularity and topological properties of the spaces of their singular and non-singular perturbations are described ...
Added: October 31, 2025
Khestanov R., Логос 2024 Т. 34 № 6 С. 275–296
The article argues that one of the main characteristics of modernity is the underlying paradox that could be labeled as an attitude of securitization through catastrophe. The author shows how the aspiration to overcome catastrophes and crises forms the attitude to their utilization, i.e. to create apparatuses or devices that guarantee safety and successful transformation ...
Added: January 1, 2025
Kirichenko V., Галактика медиа: журнал медиа исследований 2024 Т. 6 № 4 С. 235–264
This work is devoted to the issue of traumatic futurism in computer games. This type of game has long become an important element of the everyday culture of many people. That is why it is worth paying special attention to the study of their medial psychological capabilities and mechanisms of influence. In the modern world, ...
Added: December 11, 2024
Yu. Makhlin, Zorin A. B., Journal of Experimental and Theoretical Physics 2024 Vol. 166 No. 1(7) P. 98–109
We analyze properties of bifurcation quantum detectors based on weakly nonlinear superconducting resonance circuits, in particular, with application to quantum readout. The developed quantitative description demonstrates strong influence of higher harmonics on their characteristics. While this effect is relevant for various circuits, including the conventional Josephson bifurcation amplifier and the parametrically driven circuit, we first ...
Added: June 27, 2024
Springer, 2023.
Over the last 20 years, humanity has faced unprecedented challenges and threats, such as several terrorist attacks, the international financial crisis, the COVID-19 pandemic, competition for energy, regional conflicts in the periphery of Europe and all over the world, climate change, and disruptive technologies, to name just a few.
These examples highlight the enhanced interaction and ...
Added: December 29, 2023
М.: Институт востоковедения РАН, 2023.
Влияние катастроф и эпидемий на жизнь государства и общества, как правило, сопряженно с многочисленными потрясениями. Коллективная монография дает возможность взглянуть на происходившие в прошлом события как с политической и экономической точки зрения, так и с позиции влияния эпидемий, среди которых чума занимает особое место, а также катастроф (наводнений, землетрясений, цунами) на исторические этапы развития стран ...
Added: December 27, 2023
Krenke A., Sandlerskiy R., Baibar A. et al., Известия РАН. Серия биологическая 2023 № 7 С. 93–108
A brief review of the main models for emergence of boundaries and, in a particular case, integrity, arising from the theory of nonlinear volumetric systems. Based on the fundamental value of Kotelnikov’s reference and, accordingly, the general theory of awareness about identifying a characteristic border feature, as frequency of sampling functions in incidence along with ...
Added: December 9, 2023
Vladimir Chigarev, Alexey Kazakov, Arkady Pikovsky, Chaos 2023 Vol. 33 No. 6 Article 063113
We study the heterodimensional dynamics in a simple map on a three-dimensional torus. This map consists of a two-dimensional driving Anosov map and a one-dimensional driven Möbius map, and demonstrates the collision of a chaotic attractor with a chaotic repeller if param- eters are varied. We explore this collision by following tangent bifurcations of the ...
Added: August 30, 2023
Gonchenko A. S., Gonchenko S., Lobachevskii Journal of Mathematics 2021 Vol. 42 No. 14 P. 3352–3364
We give a short review on discrete homoclinic attractors. Such strange attractors contain only one saddle fixed point and, hence, entirely its unstable invariant manifold. We discuss the most important peculiarities of these attractors such as their geometric and homoclinic structures, phenomenological scenarios of their appearance, pseudohyperbolic properties etc. ...
Added: February 10, 2023
Borzykh D., Yazykov A., Математическое моделирование 2023 Т. 35 № 1 С. 51–58
We consider two methods of structural break detection in a piecewise generalized model of autoregressive conditional heteroscedasticity. The first method is based on Kolmogorov–Smirnov statistics and is called KS-method. The second one is based on the cumulative sums and is called KL-method. In this paper, we compare the KS- and KL-methods under the assumption of ...
Added: December 7, 2022
Pashin D., Bastrakova M., Arkady Satanin et al., Sensors 2022 Vol. 22 No. 17 Article 6580
We study bifurcation behavior of a high-quality (high-Q) Josephson oscillator coupled to a superconducting qubit. It is shown that the probability of capture into the state of dynamic equilibrium is sensitive to qubit states. On this basis we present a new measurement method for the superposition state of a qubit due to its influence on ...
Added: October 26, 2022
Kashnikov B., Ugleva A. V., Человек 2022 Т. 33 № 3 С. 7–18
Unprecedented in its scope pandemic of coronavirus, which started in 2019 in China and is lasting up to this day has set before the researchers an array of very serious problems. These problems are triggered by what makes pandemics a catastrophe, but a catastrophe of a special kind. The four horsemen of Apocalypse symbolize these ...
Added: July 16, 2022
Alexeeva T., Kuznetsov N., Mokaev T. et al., IFAC-PapersOnLine 2021 Vol. 54 No. 17 P. 26–31
Irregular fluctuations in economy lead to unpredictable effects and disrupt its stable functioning. Various tools could be used to stabilize irregular dynamics in economic models. For example, to introduce control into the model as an external function, as well as to take into account the internal characteristics of economic agents in the economy under consideration, ...
Added: February 5, 2022
http://www.shilnikov.unn.ru/en/news.html?id=20, 2020.
International Conference "ShilnikovWorkshop-2020" dedicated to the memory of the outstanding Russian mathematician Leonid Pavlovich Shilnikov (1934-2011) will be held on 17-18 December, 2020 at the Lobachevsky State University of Nizhny Novgorod. The topics of the Conference include but not restricted by the following themes of the theory of dynamical systems: bifurcations, strange attractors, conservative and ...
Added: November 1, 2021
Vadivel R., Srinivasan S., Wu Y. et al., Mathematical Methods in the Applied Sciences 2021 Vol. 1 No. 1 P. 1–18
The bifurcation, stability and stabilization analysis of permanent magnet synchronous motor (PMSM) systems are investigated in this paper. To begin, a new class of delay-dependent sufficient conditions is suggested with respect to the information of the membership function, a relevant Lyapunov-Krasovskii functional (LKF), and the overall information connected with the real sampling pattern, so that ...
Added: October 31, 2021
Рочева А. Л., Varshaver E., Иванова Н. С., Мониторинг общественного мнения: Экономические и социальные перемены 2020 № 6(160) С. 488–511
Migrants are one of the vulnerable groups for whom confronting an emergency, whether it be a hurricane or an epidemic, usually carries a particularly high risk that can be mitigated or intensified depending on the reaction of the group. Available academic literature largely contains expert opinions and is less likely to be grounded in empirical ...
Added: June 7, 2021
Penikas H. I., , in: Proceedings of the Conference on Modeling and Analysis of Complex Systems and Processes 2020 (MACSPro 2020)Vol. 2795.: CEUR Workshop Proceedings, 2020. P. 69–78.
Соглашения Базель II и III позволяют банкам использовать собственную статистику дефолтов для оценки параметров регулирования (риск-весов) в нормативе достаточности капитала. Банк вносит собственные оценки параметров в модель Васичека. На выходе получается распределение кредитных потерь. Регулятор требует взять 99.9%-ный квантиль такого распределения как меру риска (риск-вес). Говоря регулятор, мы имеем в виду любой Центральный Банк, который ...
Added: January 18, 2021
Nozdrinova E., Журнал Средневолжского математического общества 2020 Т. 22 № 3 С. 306–318
В статье рассматриваются поверхностные градиентно-подобные диффеоморфизмы. Замыкания инвариантных многообразий седловых точек таких систем содержат в своем замыкании узловые точки. В случае, когда такая точка одна, замыкание инвариантного многообразия является замкнутой кривой, гомеоморфной окружности. Сопрягающий гомеоморфизм в общем случае меняет гомотопический тип замкнутой кривой, при этом сами диффеоморфизмы могут остаться в одном изотопическом классе. Это означает, ...
Added: November 18, 2020