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  7. 2023 год
  8. 45-6

Electronic modeling

Vol 45, No 6 (2023)

CONTENTS

Mathematical modeling and Computation Methods

 

V.O. Tykhokhod, V.A. Fedorchuk
A Parallel Algorithm for Solving Systems of Volterra Integral Equations of the Second Kind
3-14
 

Z.Kh. Borukaiev, V.A. Evdokimov, K.B. Ostapchenko
Construction of the Multi-Agent Environment Architecture of the Pricing Process Simulation Model in the Electricity Market
15-30
 

F. Korobeynikov
Using the Wald Maximin Criterion for Risk Analysis of Hard-To-Predict Threats in the Context of Resilience
31-40

Informational Technologics

 
E. Faure, M. Makhynko, A. Shcherba, D. Faure, B. Stupka
A Frame Synchronization Method Based on Tuples of Pairwise Distinct Elements
41-64
  I.V. Izonin, R.O. Tkachenko, O.L. Semchyshyn
An Ensemble Method for the Analysis of Small Biomedical Data based on a Neural Network Without Training
65-76

Computational Processes and Systems

 

А.M. Kapiton, О.S. Dziuban, Т.M. Franchuk, I.L. Yatsenko
Analysis of Innovative Methods of Computer Data Loss Prevention
77-84

Parallel calculations

 
L.I. Mochurad, A.A. Dereviannyi, O.R. Tkachuk

Parallelization of the Fluid Behavior Modeling Algorithm in Real Time
85-101

Application of Modeling Methods and Facilities

 
A.O. Liepatiev, I.V. Pletyanyi, V.D. Samoilov

Enhancing Work Process Efficiency in Designing Simulator Distribution Network Models
102-116

A PARALLEL ALGORITHM FOR SOLVING SYSTEMS OF VOLTERRA INTEGRAL EQUATIONS OF THE SECOND KIND

V.O. Tykhokhod, V.A. Fedorchuk

Èlektron. model. 2023, 45(6):03-14

https://doi.org/10.15407/emodel.45.06.003

ABSTRACT

The problem of increasing the effectiveness of the study of integral models of dynamic systems is considered. A parallel algorithm for solving a system of Volterra linear integral equations of the second kind based on the quadrature method of numerical integration is proposed. The algorithm was implemented in the MATLAB computer mathematics system in the form of an m-function. The program uses the MATLAB Distributed Computing Toolbox infrastructure to manage workflows and distribute computations between them on multi-core processors. Computational experiments were conducted on a model example using the Symbolic Math Toolbox package for symbolic calculations and a comparison of the execution of parallel calculations with the execution time of the implementation of a sequential algorithm. The results showed a significant increase in the speed of research of integral models on multi-core processors when using the proposed algorithm and its computer implementation.

KEYWORDS

system of Volterra linear integral equations, parallel algorithms, MATLAB.

REFERENCES

  1. Verlan, A.F., & Sizikov, V.S. (1986). Integral Equations: Methods, Algorithms, Programs. Naukova Dumka.
  2. Karpenko, Y.Y. (2008). Parallel solution of Fredholm integral equations of the first kind by the Tikhonov regularization method using MPI technology. Matematychne ta kompiuterne modeliuvannia. Series: Technical sciences. No. 1.
  3. Capobiancoa, G., & Cardoneb, A. (2008). A parallel algorithm for large systems of Volterra integral equations of Abel type. Journal of Computational and Applied Mathematics. (220), 749-
    https://doi.org/10.1016/j.cam.2008.05.026 
  4. Conte, D., & Paternoster, B. (2016). Parallel methods for weakly singular Volterra integral equations on GPUs. Applied Numerical Mathematics. (114), 30- 
    https://doi.org/10.1016/j.apnum.2016.04.006
  5. Nersessian, А., & Poghosyan, А., & Barkhudaryan R. (2005). On a Parallel Algorithm for Integral Equations. Computer Science and Information Technologies: materials of the conference CSIT-2005 (Yerevan, 19-23 September 2005). Pр. 457-460.
  6. Goroshko, I.O., & Tykhokhod, V.O. (2007). Computer implementation of solving systems of Volterra integral equations in the study of multiply connected dynamic objects. Elektronnoe modelirovanie. 29(3), 101-107.

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CONSTRUCTION OF THE MULTI-AGENT ENVIRONMENT ARCHITECTURE OF THE PRICING PROCESS SIMULATION MODEL IN THE ELECTRICITY MARKET

Z.Kh. Borukaiev, V.A. Evdokimov, K.B. Ostapchenko

Èlektron. model. 2023, 45(6):15-30

https://doi.org/10.15407/emodel.45.06.015

ABSTRACT

The question of building the architecture of the multi-agent environment of the simulation model of the pricing process, as a space of heterogeneous interconnected organizational, informational, technological and economic interactions of the simulated agents of the pricing process, is considered.Using the example of a complex organizational and technical system (COTS) of the electricity micro-market in local electric power systems, the set of agents surrounding them and ensuring the vital activity of the COTS of pricing is formalized, consisting of classified internal agents and environmental agents with a definition of their functional purpose. It was established that a set of partially observable influence factors of subjects of the electricity micro-market external environment are additionally formalized in the multi-agent pricing system as communication agents with stochastic, dynamic. but with discrete fixation of distinct states of observation processes in this environment. As a result, the simulation model of the pricing process is presented as a heterogeneous distributed multi-agent system.

KEYWORDS

simulation model, local electric power system, multi-agent system, electricity micro-market, pricing process.

REFERENCES

  1. Mokhor, V.V. and Evdokimov, V.A. (2020), “Creation of a multi-agent simulation model of pricing processes in the electricity market”, Elektronne Modelyuvannya, Vol. 42, no. 6, pp. 3-17, available at: https://doi.org/10.15407/emodel.42.06
  2. Kyrylenko, A.V. ed. (2016), Intelligent electric power systems: elements and modes, Institut elektrodinamiki, Kyiv, Ukraine, available at: https://www.ied.org.ua/files/book3.pdf.
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  7. Zhou, Z., Chan, W.K. and Chow, J.H. (2007), “Agent-based simulation of electricity markets: a survey of tools”, Artificial Intelligence Review, Vol. 28, pp. 305-342, available at: https://doi.org/10.1007/s10462-009-9105-x
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  13. Evdokimov, V.A. (2021), “Formulation of the task of building a multi-agent simulation model of pricing processes in the electricity market”, Elektronne Modelyuvannya, 43, no. 3, pp. 47-63.
    https://doi.org/10.15407/emodel.43.03.047
  14. Evdokimov, V.A. (2023), Mathematical and information technology support of the computer system for modeling energy market pricing processes: monograph, European Scientific Platform, Vinnitsa, Ukraine, available at: https://doi.10.36074/Yevdokimov-mono­graph.2023.
  15. Kyrylenko, O.V. (2022), “Measures and means of transforming Ukraine’s energy industry into an intelligent, ecologically safe system: Report at the scientific session of the General Assembly of the National Academy of Sciences of Ukraine on February 17, 2022”, Bulletin of the National Academy of Sciences of Ukraine, no. 3, pp. 18-23, available at: https://doi.org/10.15407/visn2022.03.018.
  16. The National Commission, which carries out state regulation in the spheres of energy and communal services, On the approval of the Market Rules, Resolution No. 307 of March 14, 2018, available at: https://zakon.rada.gov.ua/laws/show/v0307874-18/page#Text (accessed 10.10.2023).
  17. The National Commission, which carries out state regulation in the spheres of energy and communal services, On the approval of the Rules of the day-ahead market and the intraday market, Resolution No. 308 of March 14, 2018, available at: https://zakon.rada.gov.ua/laws/show/v0307874-18/page#Text (accessed 10.10.2023).
  18. The National Commission, which carries out state regulation in the spheres of energy and communal services, On the approval of the Code of commercial accounting of electric ener­gy, Resolution No. 311 of March 14, 2018, available at: https://zakon.rada.gov.ua/laws/show/v0307874-18/page#Text (accessed 10.10.2023).
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  20. The National Commission, which carries out state regulation in the spheres of energy and communal services, On the approval of the Rules of the retail electricity market, Resolution No. 312 of March 14, 2018, available at: https://zakon.rada.gov.ua (accessed 10.10.2023).
  21. Borukaiev, Z.Kh., Yevdokimov, V.A. and Ostapchenko, K.B. (2022), “Computational method of nodal transformation of the pricing process in the electricity market”, Tekh­nichna Elektrodynamika, no. 5, pp. 67-76, available at: https://doi.org/10.15407/techned2022.05.067.

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USING THE WALD MAXIMIN CRITERION FOR RISK ANALYSIS OF HARD-TO-PREDICT THREATS IN THE CONTEXT OF RESILIENCE

F. Korobeynikov

Èlektron. model. 2023, 45(6):31-39

https://doi.org/10.15407/emodel.45.06.031

ABSTRACT

The application of the Wald’s criterion for risk analysis and management within the context of ensuring resilience for mission-critical information systems, operations, and organizations in conditions of uncertainty is considered. The proposed method facilitates addressing risks associated with stochastic and HILF (high impact, low frequency) threats, the probability of which is challenging to predict. This approach is grounded in assessing potential damages and the cost of countermeasures concerning these types of threats. Notably, the focus is directed towards examining the worst possible outcomes of the evaluated threats, reducing the need for accurate probability forecasting. Utilizing the maximin criterion allows for surpassing the constraints of the standard risk matrix, which is employed to determine the risk level by juxtaposing the threat’s probability category with the severity of its implications. Consequently, information security systems can attain heightened levels of efficiency, which, subsequently, bolsters the resilience of the organizations they safeguard.

KEYWORDS

resilience, security, risk management, HILF, stochastic threats, Wald’s criterion, maximin.

REFERENCES

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  4. NIST Special Publication 800-160, Volume 2. Developing cyber-resilient systems: A systems security engineering approach. (2021). National Institute of Standards and Technology. https://doi.org/10.6028/NIST.SP.800-160v2r1
  5. Framework for Improving Critical Infrastructure Cybersecurity, Version 1.1. (2018). National Institute of Standards and Technology. https://doi.org/10.6028/NIST.CSWP.04162018
  6. ISO/IEC 27001:2022. International Organization for Standardization. Information security management systems. Requirements. (2022) https://www.iso.org/standard/27001
  7. Korobeynikov, F. (2023). Resilience Paradigm Development in The Security Domain. Electronic Modeling, 45(4), 88-111. https://doi.org/10.15407/emodel.45.04.088.
  8. Linkov, I., Bridges, T., Creutzig, F., Decker, J., Fox-Lent, C., Kröger, W., Lambert, J.H., Levermann, A., Montreuil, B., Nathwani, J., Nyer, R., Renn, O., Scharte, B., Scheffler, A., Schreurs, M., & Thiel-Clemen, T. (2014). Changing the resilience paradigm. Nature Climate Change, 4(6), 407-409. https://doi.org/10.1038/nclimate2227.
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  12. Sniedovich, M. (2016). Wald’s mighty maximin: a tutorial. International Transactions in Operational Research, 23(4), 625-653. https://doi.org/10.1111/itor.12248

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A FRAME SYNCHRONIZATION METHOD BASED ON TUPLES OF PAIRWISE DISTINCT ELEMENTS

E. Faure, M. Makhynko, A. Shcherba, D. Faure, B. Stupka

Èlektron. model. 2023, 45(6):41-64

https://doi.org/10.15407/emodel.45.06.041

ABSTRACT

The further development of the frame synchronization method is presented, which uses as a synchronization word the permutation of the elements of the set of integers of the segment [0; M - 1], was further developed. It is proposed to use a tuple of M-η pairwise distinct elements of the set of integers of the segment [0; M - 1] as a syncword. The elements of this set are encoded with a fixed-length binary code and the minimum binary Hamming distance between the syncword and all its circular shifts is the maximum. The paper established that the maximum value of the minimum Hamming distance for tuples of 15 pairwise distinct elements of the set of integers for M = 16 is equal to 30. A comparative assessment of the frame synchronization effectiveness was performed based on tuples of 15 elements, as well as on permutations of length 16 and 8. A computer simulation model of the frame synchronization system in a binary symmetric communication channel was built. Synchronization indicators were determined with parameters calculated for bit error probability 0,4 and 0,495, as well as requirements for a minimum probability of correct synchronization of 0,9997 and a maximum probability of false synchronization of 3E-4. The effectiveness of using tuples of pairwise distinct elements in frame synchronization systems has been confirmed. The efficiency indicator depends on communication channel bit error probability.

KEYWORDS

frame synchronization, frame structure, short packet, intense noise, transmission reliability.

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