Method, models and information technology of decision making about the state of technical objects under non-stationary input influences

There is a significant increase in the amount of measuring information at complex and large technical objects, such as bridges. Decision making about these objects states under non-stationary input influences is a difficult task. The article proposes to make the transition from single-channel information processing to multi-channel one. Each channel processes one of the Hilbert-Huang modes, into which each realization of the nonstationary signal decomposes. It is shown that the first three modes of decomposition are often enough, which in most cases create a stationary process. If a mode is non-stationary, it is possible to decompose it into these modes. The final decision according to statistical criteria is made not on realizations as it is traditionally carried out, but on Hilbert-Huang modes.

Second-order stochastic differential equations: stability, dissipativity, periodicity. IV. - A survey

Настоящая статья является продолжением предыдущей статьи и представляет собой четвертую часть работы автора. В работе делается обзор результатов исследований качественных свойств решений стохастических дифференциальных уравнений и систем второго порядка. В первой части был дан краткий обзор результатов работ по стохастической устойчивости решений дифференциальных уравнений и систем второго порядка с использованием аппарата функций Ляпунова. Были приведены некоторые предварительные сведения из теории вероятностей и теории случайных процессов. Во второй части дана конструкция стохастических интегралов Ито и Стратоновича. В третьей части дано понятие стохастического дифференциала, приведена формула Ито дифференцирования сложной функции для стохастических дифференциалов, дано определение стохастического дифференциального уравнения в форме Ито и в форме Стратоновича, сформулирована теорема существования и единственности для решений стохастических дифференциальных уравнений. В настоящей, четвертой, части работы даются вкратце основные сведения из теории устойчивости стохастических дифференциальных уравнений Ито. Приводятся основные определения устойчивости в различных смыслах стохастических дифференциальных систем, формулируются основные общие теоремы об устойчивости в терминах существования функций Ляпунова, являющиеся стохастическими аналогами классических теорем Ляпунова об устойчивости. Дается понятие о стохастических диссипативных системах. Приводится теорема, дающая условия существования периодических и стационарных решений в терминах вспомогательных функций для дифференциальных уравнений со случайной периодической по времени правой частью, представляющей собой периодический или стационарный процесс. This paper is a continuation of the previous papers and presents the fourth part of the author’s work. The paper reviews results concerning qualitative properties of second-order stochastic differential equations and systems. In the first part we gave a short overview on stability of solutions of the second-order stochastic differential equations and systems by Lyapunov functions techniques and introduced some mathematical preliminaries from probability theory and stochastic processes. In the second part the construction of Ito’s and Stratonovich’s stochastic integrals is given. In the third part, analog of the chain rule for stochastic differentials (Ito’s formula) is presented. The stochastic differential equations in the sense of Ito and in the sense of Stratonovich are introduced. The existence and uniqueness theorem for solutions of stochastic differential equations is formulated. In the present fourth part of the work basic facts from the theory of stability of stochastic differential equations are briefly given. The basic definitions of stability in different senses of stochastic differential systems are presented, the basic general theorems on stability are formulated in terms of the existence of Lyapunov functions, which are stochastic analogs of the classical Lyapunov’s theorems on stability. The concept of stochastic dissipative systems is given. A theorem is formulated which gives conditions for existence of periodic and stationary solutions in terms of auxiliary functions for differential equations with a random periodic in time right-hand side, which is a periodic or stationary process.

Unsteady operating modes of a "hot" oil pipeline considering the thermal field of the surrounding ground

Рассматривается нестационарный процесс замещения нефти на участке подземного «горячего» нефтепровода. Как правило, для определения параметров данного процесса используют тепловой закон Ньютона, предусматривая мгновенное установление стационарного теплового поля окружающего грунта. Однако в действительности с изменением температуры перекачиваемой нефти по длине трубопровода происходит постепенное остывание (или нагрев) массива грунта, что существенно изменяет величину теплового потока от перекачиваемой жидкости в окружающую среду. В статье предложен упрощенный метод расчета переходных режимов работы «горячего» нефтепровода, основанный на введении параметра средней температуры окружающего грунта, вследствие чего становится возможным учесть не мгновенную, а постепенную перестройку теплового поля грунта и более точно определить значение теплового потока, определяющего передачу тепла от жидкости в трубопроводе в окружающую среду. Показано, что при изменении условий нагрева температура перекачиваемой нефти, а также время выхода нефтепровода на новый стационарный температурный и гидравлический режимы существенно зависят от инерции теплового поля грунта. The non-stationary process of oil replacement in the underground hot oil pipeline section is examined. As a rule, to determine the parameters of this process, Newton’s law of cooling is used, providing for the instantaneous establishment of a stationary thermal field of the surrounding soil. However, in reality, with a change in the temperature of the pumped oil, a gradual cooling (or heating) of the soil mass occurs along the entire length of the pipeline, which significantly changes the amount of thermal flux from the pumped liquid into the environment. The article proposes a simplified calculation method of transient operating modes of hot oil pipelines based on the introduction of the average temperature of the surrounding soil parameter. As a result of this, it becomes possible to take into account not instant but gradual restructuring of the soil thermal field and more accurately determine the value of the thermal flux, which determines the transfer of heat from the liquid in the pipeline to the environment. It is shown that when the heating conditions change, the temperature of the pumped oil, as well as the time for the oil pipeline to reach a new stationary temperature and hydraulic regimes, significantly depend on the inertia of the soil thermal field.

NON-STATIONARY TRANSMISSION OF HEAT AND HYGROSCOPIC MASS BETWEEN VENTIIATION FLOW OF METRO AND SURROUNDING MINING MASSIF

According to modern technologies of construction and operation of transport tunnels, it is assumed in the present work that drainage of water does not occur inside the membrane in the area of reinforced coating of the tunnel and here takes place a non-stationary process of transfer of hygroscopic mass (moisture) together with а similar process of heat transfer between the ventilation stream and the surrounding mining massif. Thus, we have to deal only with the sorption mass content in the pores of the massif and the water in the explicit form in the tunnels can only be in exceptional cases as local sources and therefore, their influence on the ventilation flow should be considered separately. The paper provides results of mathematical modeling of heat and mass transfer processes as well as graphs and nomograms, which can be used to define non-stationary coefficients of the heat and mass transmission required for thermal physics calculation of underground ventilation. The additional flows initiated by the Soret and Dufour effects usually strengthen the main flows, but in practice one can find a case where it is not necessary to take into account the effect of additional flows. Based on the analysis of processes, the criteria that determine the numerical value of these show the case when accounting for additional flows of Soret and Dufour is mandatory. The marked effects can be ignored when 106 Lα=1.

Stability of stochastic differential equations driven by multifractional Brownian motion

Our aim in this paper is to establish some strong stability results for solutions of stochastic differential equations driven by a Riemann–Liouville multifractional Brownian motion. The latter is defined as a Gaussian non-stationary process with a Hurst parameter as a function of time. The results are obtained assuming that the pathwise uniqueness property holds and using Skorokhod’s selection theorem.

An Assessment of Sustainable Economic Growth: The Role of Poverty and Education Revisited

This study intended to explore the linkage between education, poverty rates, and economic growth in Pakistan. Data for various variables have been collected from 1973 to 2017. After establishing the stationary process by utilizing the Augmented Dickey-Fuller Test the research used the (ARDL) Auto-Regressive Distributed Lag methodology to estimate the empirical relationships. This study took GDP as a dependent variable whereas independent variables are literacy, health, inflation, headcount ratio, export. The result concluded that Inflation and poverty are the determinants to hinder economic growth while Health, Exports, and literacy are statically significant and have a positive impact on economic growth. It is suggested that a keen focus should put to enhance the educational and health facilities so that higher growth can be achieved. Anti-poverty policies must be made that make them more productive so this will lead to the growth process.

Can We Compare Effect Size of Spatial Genetic Structure Between Studies and Species Using Moran Eigenvector Maps?

As the field of landscape genetics is progressing toward comparative empirical studies and meta-analysis, it is important to know how best to compare the strength of spatial genetic structure between studies and species. Moran’s Eigenvector Maps are a promising method that does not make an assumption of isolation-by-distance in a homogeneous environment but can discern cryptic structure that may result from multiple processes operating in heterogeneous landscapes. MEMgene uses spatial filters from Moran’s Eigenvector Maps as predictor variables to explain variation in a genetic distance matrix, and it returns adjusted R2 as a measure of the amount of genetic variation that is spatially structured. However, it is unclear whether, and under which conditions, this value can be used to compare the degree of spatial genetic structure (effect size) between studies. This study addresses the fundamental question of comparability at two levels: between independent studies (meta-analysis mode) and between species sampled at the same locations (comparative mode). We used published datasets containing 9,900 haploid, biallelic, neutral loci simulated on a quasi-continuous, square landscape under four demographic scenarios (island model, isolation-by-distance, expansion from one or two refugia). We varied the genetic resolution (number of individuals and loci) and the number of random sampling locations. We considered two measures of effect size, the MEMgene adjusted R2 and multivariate Moran’s I, which is related to Moran’s Eigenvector Maps. Both metrics were highly sensitive to the number of locations, even when using standardized effect sizes, SES, and the number of individuals sampled per location, but not to the number of loci. In comparative mode, using the same Moran Eigenvector Maps for all species, even those with missing values at some sampling locations, reduced bias due to the number of locations under isolation-by-distance (stationary process) but increased it under expansion from one or two refugia (non-stationary process). More robust measures of effect size need to be developed before the strength of spatial genetic structure can be accurately compared, either in a meta-analysis of independent empirical studies or within a comparative, multispecies landscape genetic study.

Eficiência de mercado: uma aplicação no setor sucroalcooleiro da Paraíba

Purpose – This article has as main objective to analyze the efficiency of the sugar and ethanol market in Paraíba, through the cointegration test.Design/methodology/approach – To this end, historical series of sugar and ethanol from the Paraíba market were used, collected at BMFBOVESPA and CEPEA. As for the methods, the Descriptive Statistics metrics were applied to describe the series' behaviors, the Dickey-Fuller Increased Unit Root Test to verify stationarity, and finally the Cointegration Test, to analyze the long-term relationship.Findings – The results indicated a behavior with several oscillatory movements in the series prices. Regarding the stationarity of the series, the variables in sight and future of the Paraíba market, a non-stationary process was presented. Finally, the series were estimated to have no cointegration. Thus, we can conclude that the sugar and alcohol sector in the Paraiba market is inefficient, that is, commodities deviate from the real market value.Research limitations/implications – In the unfolding of this research, a limitation was evident during the exploratory phase, such as: Restrictions on the period of data on sugar and hydrated ethanol available at CEPEA and BM FBOVESPA, mainly with regard to the cash price and future variables of the Paraiba market.Practical implications – In this research, it can be seen that the Paraíba market would be considered efficient if it reflected the information available in commodity prices, making abnormal gains impossible.Originality/value – A study on market efficiency is relevant, as it makes it possible to identify patterns of behavior of asset prices in the market. That is, they can assess whether asset prices are being overvalued and how it affects the investor and the Brazilian economy.