метод Монте-Карло

ANALYSIS OF PHASE TRANSITIONS IN COMPLEX CRM SYSTEMS

The article proposes a state-dynamic approach to the analysis of phase transitions in complex CRM systems (customer relationship management systems), aimed at modeling and predicting mass customer behavior. Based on the analogy between socio-economic processes in interaction with customers and physical phase transitions, a mathematical model is proposed that takes into account critical points of change in behavioral states. Numerical modeling using the Monte Carlo method is used to analyze critical phenomena and determine stability conditions.

Method of statistical imitation, its creator S. Ulam and basic principles of application for random processes modeling

The article is dedicated to famous Lviv residents, the author of the Monte Carlo method, and mathematician Marco Katsu. The method of Monte Carlo methodical algorithms for modeling statistical regularities of light passage through optically inhomogeneous media is briefly described in the article

Modeling the influence of short-term mode of component for non reserved system on its reliability

Aim. To develop an approach for adequately formalizing and calculating reliability using a dynamic fault tree for a two-component system as an example, taking into account the short-term mode of operation of one of the system component. Method. A k-terminal dynamic fault tree is used to formalize reliability. In this tree, the structure and behavior of the system are separated. On the basis of the tree the diagram of states and transitions of the system is developed.

THE EFFECT OF RANDOM DEVIATIONS ON UNCERTAINTY OF EXTREME OBSERVATIONS

An attention is considered to analysis of instrumental component of result’s uncertainty. While production control in industry, the mentioned component for concrete measuring instrument with the concrete measurement results has to be determined and analyzed. Important is the question of random impacts effect on to uncertainty of extreme (minimum or maximum) observations.