The article proposes a new formulation of the knapsack problem, and also considers the mathematical model used to solve the problem of choosing the optimal strategy for information protection of distributed systems. The essence of the new task is expressed in the use of a set of goals when completing a knapsack.
Keywords: Information security, information protection, distributed system, combinatorial problem, mathematical modeling, knapsack problem, equivalence, model of threats.
An inportant and challenging task for a market analyst is to predict a value or a direction of a certain indicator based on the behaviour of a given financial instrument. In this paper we use random forest algorithms to predict a value and a direction of an implied volatility of RTS index options. We collect and prepare the historical data with an algorithm which takes into account both the actual trades history and the ordlog. We then examine and use the effect of volatility clustering which can be observed on such options. Finally, we construct some simple option trading strategies based on the predictions we made and measure their performance on a subset of our historical data. The results obtained shows that such approach can of use as one of the mechanisms for making decisions in practical trading, and needs further research.
Keywords: option, trading strategies, random forest, RTS index, spot market
In the article managed photon pairs generation methods in lightguides with actively formed dispersion for producing a single-photon light state are discussed. Generation principle is based on of spontaneous parametric scattering or spontaneous fourwave mixing. To get the factored state, i.e. spectral and spatial correlations between daughter photons are eliminated, the usage of photonic crystal fiber, that allow to form complex frequency dispersion profiles by changing the fiber structure, is analyzed.
Keywords: photonic-crystal fiber, quantum communications, femtosecond laser, actively formed dispersion, photon pairs, single-photon states
In the article discusses the features of work air handling unit (AHU) based on spray chamber (SC), developed the design of the test bench and presents the results of the tests SC, identify ways to improve them, particularly in the lower part of the workspace was placed plane-parallel packing. It was established experimentally that the efficiency of processes of heat and moisture transfer increased by an average of 6 - 10%.
Keywords: air handling unit, spray chamber , heat and mass transfer, efficiency
Study of stress-strain state of the construction using the Finite Difference Method. Obtained the matrix of coefficients of resolving equations. To assess the convergence of the calculation results were compared with the known numerical solutions.
Keywords: the Finite Difference Method, diagrams of moments, Fixed Offshore Platforms, linear displacement, deflection, thin plates
Modern sources based on the usage of spontaneous four-wave mixing in photonic-crystal fibers generate photon pairs in wide wavelength range. Microstructured fibers allow actively managing frequency dispersion profile. In the design of different types of photonic-crystal fibers is necessary to research the influence of microstructure on fibers properties. Nowadays one of the most perspective solutions is numerical and program modeling. Paper presents modeling of photonic-crystal fiber structures to find optimal parameters of the nonlinear medium.
Keywords: photonic-crystal fiber, modeling, photon pairs, single-photon states, spontaneous four-wave mixing
The general equations of the moment theory of a circular cylindrical shell with creep are considered: static, geometric and physical. We solve the problem of determining the stress-strain state of a shell rigidly clamped in the base when an internal hydrostatic pressure acts on it. The problem has reduced to a linear nonhomogeneous differential equation of the fourth order with respect to deflection. The solution was performed numerically by the finite difference method in the Matlab software package. As a law of connection between creep strains and stresses, the generalized nonlinear Maxwell-Gurevich equation was used. To determine the creep strains, a linear approximation of the first time derivative was used. The shell was made from secondary PVC, and as a result, it was found that in the process of creep in the shell, the circumferential stresses increase by 15%.
Keywords: cylindrical shell; creep; moment theory; polymers; finite difference method
The article is devoted to the results of studies of the initial modulus of elasticity of tuffs on natural porous aggregates of Kabardino-Balkaria, with compensated shrinkage with prepared additives, both in quartz and tuff sands. The article presents the results of experiments on determining the initial modulus of elasticity of tuffs of different preparation formulas. The values of the correction coefficients in the well-known formula for the dependence of the initial modulus of elasticity of lightweight concrete on its cubic strength and the volume weight of dry concrete, depending on the formulation of tuffs are proposed.
Keywords: Modulus of elasticity, tuffs, light concretes, porous aggregates, tuff, tuff sands, compensated shrinkage
An implementation of the interactive technology for conducting laboratory classes on discipline "Technology of construction materials" in the form of a business game. A scenario is developed in laboratory classes with the elements of a business game. This interactive technology is being successfully implemented at the Department of "mechanical Engineering and applied mechanics" VITI NRNU MEPhI in the representation of the discipline "Technology of construction materials" and its sections.
Keywords: business game, an interactive form, technology of structural materials, protective coating
Dynamic synthesis filter problem is presented in the form of the optimal control problem. The solution is obtained based on theorem of the maximum function of the generalized forces and the transformation equations of motion based on a characteristic of the Lagrangian analysis of the trajectories in the phase space-stve. It allows you to build Quasideterministic-ing model managed movement which admits repents representation as a quasi-linear. Syn-thesis Unity equation of the optimal filter dy-namic motion estimation parameters differs from the known feedback design. Abstract transient and stable operation is designed filter. Comparisons conducted with the results that are obtained using adaptive algorithm for esti-mating the moving Kaufman and alpha-β filter. On the basis of mathematical modeling showed that the evaluation of the filter have a higher accuracy at a lower cost computing.
Keywords: kinetic potential, optimal filter, the combined maximum principle.
the article presents an overview of the most common ways of measuring the volume (mass) of bulk materials currently used in various industries. The comparative analysis presented in the article methods of assessment. It is established that current methods of calculating volumes of granular media have a number of disadvantages, which significantly affects the quality of the product and its value. It is revealed that it is most expedient to carry out measurement of the volume of granular media directly in the containers or the vehicle taking into account the main characteristics of the material — moisture content, bulk and true density, temperature and fractional composition.
Keywords: bulk materials, volume, mass, rapid method, density weighing
The frequency divider for 8, operating in a range of input frequencies 8-18 GHz is considered. The function diagram is shown. The design and element base is described in short. The model and its experimental research is made. The technique and the block diagram of the experiment is described. Frequency dependence of transmission coefficient is measured. It is shown, that the frequency divider together with the two-cascade limiting amplifier has sensitivity minus 75 dBW, transmission coefficient is about 40 dB and nonuniformity of transmission coefficient is 1.64 dB. Level of the second and third harmonic of output signal is measured.
Keywords: frequency divider, centimeter waves, microcircuit, experiment, amplitude-frequency characteristic
The following article deals with the survey techniques of sustainability properties of metal structures by destructive and non-destructive methods.
Keywords: "examination, strength, diagnosis, mechanical properties, nondestructive testing, pipe sheet pile design "
The paper describes the wireless network organization of accounting units of energy resources and water as a part of automated complex. Shows the architecture of the whole complex of accounting, recording and analysis of energy consumption. Were highlited the key points in terms of complex reliability. Was given the analysis of the various options for multiple access to the wireless media, described the advantages and disadvantages of each of them.
Keywords: automated system of control and accounting of energy resources, wireless technology, multiple access to the radio channel, energy accounting device.
The article proposes the derivation of resolving equations for the bending of triangular finite element of plate with regard to creep. In deriving of the equations we use Lagrange variational principle. The problem is reduced to a system of linear algebraic equations. Creep contributes only to the right side of the system of equations. These equations allow to calculate the plates of arbitrary shape, taking into account the viscoelastic properties of the material. An example of the calculation for a rectangular plate of a secondary polymeric PVC, hinged along the contour and loaded uniformly distributed over the area load is presented. As a law establishing a link between stress and creep deformation we used nonlinear equation of Maxwell-Gurevich. Calculations were performed in Matlab software package. The graphs of change in time of deflection and stresses are presented. Stress during creep vary slightly, a difference between the stresses at the beginning and end of creep process does not exceed 6%. The result of numerical calculation of the maximum deflection value at the end of creep is different from the theoretical on 0.26%.
Keywords: creep, finite element method, bending of plates, polymers, Maxwell-Gurevich equation, long cylindrical rigidity