Construction of basis functions for finite element methods in a Hilbert space

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Abstract

The present work is devoted to construction of the optimal interpolation formula exact for trigonometric functions sinωx and cosωx. Here the analytical representations of the coefficients of the optimal interpolation formula in a certain Hilbert space are obtained using the discrete analogue of the differential operator. Taking the coefficients of the optimal interpolation formula as basis functions, in the finite element methods the boundary value problems for ordinary differential equations of the second order are approximately solved. In particular, it is shown that the coefficients of the optimal interpolation formula can serve as a set of effective basis functions. Approximate solutions of the differential equations are compared using the constructed basis functions and known basis functions. In particular, we have obtained numerical results for the cases when the numbers of basis functions are 6 and 11. In both cases, we have got that the accuracy of the approximate solution to the boundary value problems for second-order ordinary differential equations found using our basis functions is higher than the accuracy of the approximate solution found using known basis functions. It is proven that the accuracy of the approximate solution increases with increasing the number of basis functions.

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1 Introduction

The finite element method is one of the effective methods in numerical solving many differential equations encountered in science and technology. The emergence of this method is related to the solution of problems arising in the course of space research (1950). The finite element method was first studied by M.J.Turner, R.W.Clough, N.S.Martin, and L.J.Topp (1956) (see [?]). After that, in 1963, R.J.Melosh [?] theoretically developed this method and showed that it is possible to consider the finite element method as one of the variants of the well-known Rayleigh-Ritz method. In subsequent works, the field of application of the finite element method was further expanded. In particular, it was argued in [?] and [?] that the finite element methods can be easily obtained in solving structural mechanics and hydromechanics problems using options such as the Galerkin method or the least squares method. The establishment of this fact played an important role in the theoretical foundation of the finite element method, as it allowed to use it in solving any differential equations. The scope of application of the finite element methods has expanded from tension analysis in aircraft and automobile structures to the calculation of complex systems in nuclear power plants. It should be noted that the theoretical and practical development of the finite element methods eliminated the need to solve many problems of physics by the variational method. This can be seen as an achievement of the finite element methods. For more information about the finite element methods, one can refer to [?], [?], [?] or other interesting books.

In this work, we construct basis functions using the coefficients of the optimal interpolation formula obtained in a certain Hilbert space and apply these basis functions in finite element methods to approximately solve ordinary differential equations of the second order. At the same time, we compare the accuracy of the approximate solution found using our constructed basis functions with the accuracy of the approximate solution found using known hat basis functions.

The rest of the paper is organized as follows. In the second section, we consider the problem of approximate solution of the boundary value problem for the second-order ordinary differential equation using the finite element method. In the third section, we present the optimal interpolation formula and analytical forms of the coefficients of the optimal interpolation formula in a certain Hilbert space. In the fourth section, we deal with the construction of basis functions using the coefficients of the optimal interpolation formula. In the fifth section, we apply the constructed basis functions in finite element methods and we present numerical results.

2 The finite element method for the second order linear differential equations

The concept of a boundary value problem for ordinary differential equations of the second order can be stated in general as follows (see, for instance, [?]). We consider the second order differential equation

Luddxpdudx+qu=fx,  axb (1)

with the boundary conditions

α1ua+β1u'a=γ1,  α2ub+β2u'b=γ2. (2)

The differential equation (1) with the boundary conditions (2) is called a boundary value problem. Here pC1a,b   and   q,fCa,b and pxk>0,qx0   for   xa,b,k=const,αi,βi,γii=1,2 are given numbers.

Now we deal with the approximate solution of the boundary value problem (1)-(2) using the finite element method. We integrate (1) over the interval a,b multiplying by an arbitrary function vC1a,b satisfying the boundary conditions (2) and equalities v'a=0, v'b=0. Then using the formula of integration by parts, we get

abpu'v'+quvdx=abfvdx. (3)

It should be noted that equality (3) is in some sense equivalent to the boundary value problem (1)-(2) (see, for example, [?] page 169).

We use equation (3) for approximately solution of the boundary value problem (1)-(2). Let us consider the Galerkin method. Given linear independent functions ξ0,ξ1,...,ξnC1a,b satisfying the boundary conditions (2). In that case, the approximate solution of the boundary value problem (1)-(2) is sought in the following form:

unx=j=0ncjξjx. (4)

Since the linear independent functions ξix,i=0,1,...,n are also elements of the space C1a,b then putting unx in place of ux in equation 3 and taking ξix,i=0,1,...,n as vx from equation (3) we get the following system of linear equations

abpun'ξi'+qunξidx=abfξidx,  i=0,1,...,n. (5)

Taking into account (4), the system of linear equations (5) can be written in the following form:

j=0naijcj=bi,  i=0,1,...,n                                                

or it can be written in the following matrix form

Ac=b,                                                             

where

A=aiji,j=0n,    c=(c0,...,cn)T,    b=(b0,...,bn)T                              

with

aij=abpξi'ξj'+qξiξjdx   and   bi=abfξidx.                                

Solving the system of linear equations (5), we find the coefficients cj,j=0,n¯ and get the approximate solution unx. Since the functions ξ0,ξ1,...,ξnC1a,b are linear independent, it follows that the symmetric bilinear form aiji,j=0,n¯ is positive definite. This, in turn, means that the main matrix A of the system of linear equations is positive. Therefore, the solution of the system of linear equations (5) exists and is unique. If a basis functions are conveniently chosen, then the accuracy of the approximation method improves as  increases. More detailed information about this theory of finite element methods can be found, for example, in [?] and [?].

In the next section, we consider the issue of constructing an optimal interpolation formula in a Hilbert space. In particular, we present analytical expressions of the coefficients for the optimal interpolation formula constructed in the Hilbert space K2,ω2.

3 The Optimal interpolation formula in the Hilbert space

First, let’s focus on the issue of construction of an optimal interpolation formula. The problem of constructing an optimal interpolation formula was first posed and studied by S.L. Sobolev in the space W2m (see [?]). The problem of construction of optimal interpolation formulas in different Hilbert spaces was considered in the works [?]-[?].

Let the values φx0,φx1,...,φxN of the function φx at the points x0,x1,...,xN of the mesh 0x0<x1<...<xN1 be given. Here we consider the problem of approximating the function φx in a certain Hilbert space H as follows:

φxPφx   for   x0,1, (6)

where

Pφx=β=0NCβxφxβ                                               

and it is the approximating function, Cβx,β=0,N¯ are its coefficients.

If the approximate equality (6) satisfies the conditions

φxβ=Pφxβ,β=0,N¯                                              

then the function Pφx is called the interpolation function.

The difference

l,φ=φzPφz                                                  

at the fixed point x=z  z0,1 is called the error of the approximating formula (6) at the point z. Here l is the error functional of the interpolation formula (6), which is defined as follows

lx,z=δxzβ=0NCβzδxxβ, (7)

where δx is the Dirac delta-function.

One of the main problems of the approximation theory is to obtain an upper estimate of the error for the interpolation formula. According to the Cauchy-Schwarz inequality

l,φlH*φH                                                   

the error of the approximating formula (6) is estimated using the norm of the error functional l in the conjugate space H*.

In addition, the error functional (7) depends on the coefficients Cβz of the approximation formula (6). If

l H*:=infCβz lH*                                                        

the least value is achieve at some Cβz=Cβz then the corresponding formula is called the optimal approximation formula. The coefficients of the optimal approximation formula are called optimal coefficients.

We suppose that functions φx belong to the following Hilbert space

K2,ω2={φ:0,1|φ'   is  absolutely  continuous  and   φ''L20,1},          

equipped with the norm

φK2,ω2=01φ''x+ω2φx2dx12,                                       

where ω\0 (see, for instance, [?]).

The optimal interpolation formula of the form (6) in the Hilbert space K2,ω2 was constructed in the work [?]

The following rusult was obtained. [1] In the Hilbert space K2,ω2 the coefficients of the optimal interpolation formula

φxPφx=β=0NCβxφhβ                                         

are represented as follows

C0x=pA1λ1γ=0Nλ1γG2xhγ+CG2x+G2xh            

+psinωhd1+cosωhd2h4ω2cosωh+ωx+pA1M1+λ1NN1, (8)

Cβx=p(A1λ1γ=0Nλ1βγG2xhγ+G2xhβ1+CG2xhβ         

+G2xhβ+1)+pA1λ1βM1+λ1NβN1,    β=1,2,...,N1, (9)

CNx=pA1λ1γ=0Nλ1NγG2xhγ+CG2x1+G2x1+h

+psinωh+ωd1++cosωh+ωd2+1+h4ω2cosωh+ωωx                           

+pA1λ1NM1+N1, (10)

where

d1=k2t1k1t2a1k2a2k1,  d1+=a1t2a2t1a1k2a2k1,  d2=G2x,  d2+=Ftanωd1+,            

here

F=G2x1cosω+cosωωx4ω2cosω,  G2x=signx4ω3sinωxωxcosωx,            

p=2ω3sinωhωhcosωh,  A1=(2ωh)2sin4ωhλ12(sinωhωhcosωh)2λ121,

λ1=2ωhsin2ωh2sinωh(ωh)2sin2ωh2ωhcosωhsinωh,  C=2ωhcos2ωhsin2ωhsinωhωhcosωh,            

a1=Csinωhsin2ωhA1sinωhλ11+λ122λ1cosωh,  a2=A1λ1N+1sinωh1+λ122λ1cosωh,

k1=A1λ1N+1sinωhcosω1+λ122λ1cosωh,                                                                                                                          

k2=Csinωh+sin2ωhcosω+A1sinωhλ1cosω1+λ122λ1cosωh,                                                

t1=h4ω2(Ccosωx+ωh+2cosωx+2ωh            

+A1λ1cosωx+ωh2λ1cosωx+λ12cosωxωh(1+λ122λ1cosωh)2)                                              

G2x1+Ccosωh+cos2ωh+A1λ1cosωhλ11+λ122λ1cosωh                        

A1γ=0Nλ1γG2xhγA1λ1N+1Fcosωh+ωλ1cosω1+λ122λ1cosωh+h4ω2A1λ1N+1Q,        

t2=h4ω2A1λ1N+1cosωx+ωh2λ1cosωx+λ12cosωxωh(1+λ122λ1cosωh)2

A1λ1N+1G2xcosωhλ11+λ122λ1cosωhG2x1A1λ1Nγ=0Nλ1γG2xhγ

FCcosωh+ω+cos2ωh+ω+A1λ1cosωh+ωλ1cosω1+λ122λ1cosωh                      

+h4ω2C1+Ncosωh+ωωx+2+Ncos2ωh+ωωx+A1λ1Q,           

Q=cosωωx+ωh2λ1cosωωx+λ12cosωωxωh(1+λ122λ1cosωh)2      

+cosωωx+ωhλ1cosωωxh1+λ122λ1cosωh,                                                                                                  

M1=sinωh1+λ122λ1cosωhd1+cosωhλ11+λ122λ1cosωhd2

h4ω2cosωx+ωh2λ1cosωx+λ12cosωxωh(1+λ122λ1cosωh)2,                                                                  

N1=sinωh+ωλ1sinω1+λ122λ1cosωhd1++cosωh+ωλ1cosω1+λ122λ1cosωhd2+h4ω2Q.          

In the next section we give three sets of basis functions.

4 Basis functions

In this section, we present a set of known hat basis functions, and we also construct basis functions using the coefficients of the optimal interpolation formula presented in Theorem 1. At the same time, we describe the properties of these basis functions, draw their graphs, and provide the necessary information to apply these basis functions to finite element methods.

It is known that the interval  can be translated by linear transformation into any interval a,b. To simplify calculations, we consider the interval  to be the interval a,b.

4.1 The hat basis functions

It is known that in linear spaces there is always a system of linear independent elements. This system of linear independent elements is considered as the basis of the space. The elements that make up the basis, depending on the linear space, are called basis functions or basis vectors.

Clearly, the hat basis functions corresponding to the partition 0=z0<z1<...<zn=1, zi=iτ,τ=1n,i=0,1,...,n of the interval 0,1 have the following form (see, for example, [?], pp. 714-715):

λ0x=xz1z0z1,  z0xz1,0,  z1<x1,  (11)

λix=0,  x<zi1,xzi1zizi1,  zi1xzi,xzi+1zizi+1,  zixzi+1,0,  zi+1x,  i=1,2,...,n1, (12)

λnx=0,  z0x<zn1,xzn1znzn1,  zn1xzn. (13)

The graphs of the hat basis functions λixi=0,1,...,n are shown in figure 1.

 

Fig. 1. The graphs of the hat functions λ0(x), λi(x), i = 1, 2, ...,n − 1 and λn(x) (from the left to the right).

 

Here are the first-order derivatives of the hat basis functions λixi=1,...,n1 above is determined by the equation

λi'x=0,  x<zi1,1zizi1,  zi1xzi,1zizi+1,  zixzi+1,0,  zi+1x. (14)

It can be seen that the hat basis functions λixi=0,1,...,n are continuous in the interval 0,1, and its first-order derivatives λi'xi=0,1,...,n have a first-order discontinuity in the interval 0,1.

When we approximately solve the above boundary value problem 12 using the hat basis functions λixi=0,1,...,n, we take approximate solution as follows

unx=i=0nciλix. (15)

4.2 Construction of basis functions using optimal coefficients

At this stage, based on equations 810 we present an analytical representation of the coefficients for N=1. Then we construct a set of basis functions using the analytical representation of the coefficients.

For N=1x0=0,x1=1, from equations (8)-(10) we have the following:

C0x=sinωxωx1sinωx0ωx1,  C1x=sinωxωx0sinωx1ωx0, x0,1. (16)

The graphs of the coefficients C0x and C1x are presented in figure 2.

 

Fig. 2. The graphs of coefficients C0(x) and C1(x) defined by (16)(from the left to the right).

 

Now, using the coefficients C0x and C1x as the shape functions on the interval 0,1, we construct a set of basis functions μix i=0,1,...,n. Here we consider the interval 0,1 to be divided by 0=z0<z1<...<zn=1, where zi=iτ, τ=1n, i=0,1,...,n.

The first function μ0x has the following form

μ0x=sinωxωz1sinωz0ωz1,  z0xz1,0,  z1x1, (17)

Then using the shape functions (11) for the intervals zi1,zi and zi,zi+1 we describe the functions μix,i=1,2,...,n1 as follows

μix=0,  z0xzi1,sinωxωzi1sinωziωzi1,  zi1xzi,sinωxωzi+1sinωziωzi+1,  zixzi+1,0,  zi+1x1. (18)

Finally, we express μnx by the following equality

μnx=0,  z0xzn1,sinωxωzn1sinωznωzn1,  zn1xzn. (19)

The graphs of the basis functions μixi=0,1,...,n are shown in figure 3.

  

Fig. 3. The graphs of the functions μ0(x), μi(x), i = 1, 2, ...,n − 1 and μn(x) (from the left to the right).

 

It is easy to check that the functions μix,i=0,1,...,n are independent on the interval 0,1.

The first-order derivatives of the basis functions μix,i=1,...,n1 are determined by the equation

μi'x=0,  z0xzi1,ωcosωxωzi1sinωziωzi1,  zi1xzi,ωcosωxωzi+1sinωziωzi+1,  zixzi+1,0,  zi+1x1. (20)

It can be seen that the basis functions μixi=0,1,...,n are continuous in the interval 0,1, and its first-order derivatives μi'xi=0,1,...,n have a first-order discontinuity in the interval 0,1.

When we approximately solve the above boundary value problem (1)-(2) using the basis functions μixi=0,1,...,n, the approximate solution we get as follows

ϑnx=i=0ndiμix. (21)

4.3 The optimal coefficients as basis functions

At this stage, using Theorem 1, we get the coefficients of the interpolation formula constructed above as basis functions. From Theorem 1 for N=n we get

νix=Cix,  i=0,1,...,n, (22)

where C0x,Cix,i=1,n1¯ and Cnx are defined by equations (8), (9) and (10), respectively.

The graphs of the basis functions νixi=0,1,...,n are shown in figure 4.

  

Fig. 4. The graphs of the functions ν0(x), νi(x), i = 1, 2, ...,n − 1 and νn(x) given by formula (22)(from the left to the right).

 

When we approximately solve the above boundary value problem (1)-(2) using the basis functions νixi=0,1,...,n, we get the approximate solution as follows

ωnx=i=0neiνix. (23)

It should be noted that various geometric curves and surfaces, as well as Bezier curves [?], [?], [?], trigonometric B-splines [?], [?], [?] can be generated using the basis functions μixi=0,1,...,n and νixi=0,1,...,n.

In the next section, we consider the application of these basis functions to the solution of the boundary value problems for second-order ordinary differential equations using finite element methods.

5 Numerical Results

In this section, we approximately solve the boundary value problems for ordinary differential equations of the second order using the Galerkin method, applying the basis functions constructed above.

Example 1. (Example 3 a), 726 p., [?]) Solve the following boundary value problem using the Galerkin method:

x2u''2xu'+2u=4x2,  u0=u1=0. (24)

It is known that this boundary value problem has an exact solution ux=x2x.

Case 1. In this case, we approximately solve the boundary value problem (24) using basis functions λixi=0,1,...,n. Since the boundary conditions in the boundary value problem (24) are homogeneous, the approximate solution has the form

unx=i=1n1ciλix.                                                    

The absolute value of the error for the approximate solution unx is presented in figure 5.

 

Fig. 5. The graphs of the error |u(x) − un(x)| for n = 5 (on the left) and n = 10 (on the right), respectively (for the boundary value problem (24)).

 

Case 2. In this case, we approximately solve the boundary value problem (24) using basis functions μixi=0,1,...,n. Since the boundary conditions in the boundary value problem (24) are homogeneous, the approximate solution has the form

ϑnx=i=1n1diμix.                                                   

The absolute value of the error for the approximate solution ϑnx is presented in figure 6.

 

Fig. 6. The graphs of the error |u(x)−ϑn(x)| for n = 5 (on the left) and n = 10 (on the right), respectively (for the boundary value problem (24)).

 

Case 3. Finally, we approximately solve the boundary value problem (24) using basis functions νixi=0,1,...,n. If we take into account that the boundary conditions here are also homogeneous, the approximate solution of the boundary problem has the form

ωnx=i=1n1eiνix.                                                   

The absolute value of this approximate solution error ωnx is presented in figure 7.

  

Fig. 7. The graphs of the error |u(x) − ωn(x)| for n = 5 (on the left) and n = 10 (on the right), respectively (for the boundary value problem (24)).

 

The following conclusions can be done from these numerical results:

i) In the first two cases, the order of approximation of the approximate solution is the same.

ii) Effective basis functions can be formed even when N=1 in equations (8)-(10).

iii) Accuracy of the approximate solution found using basis functions νixi=0,1,...,n is better than the accuracy of the approximate solution found using basis functions λix i=0,1,...,n and μix i=0,1,...,n.

It should be noted that using the above basis function one can approximately calculate definite integrals and construct B- splines as well as they can be applied for construct various geometric curves.

6 Conclusion

This paper briefly reviews the history of the emergence and development of finite element methods. At the same time, the essence of the finite element method was clarified and the objects of study were mentioned. As the main result of the work, we can say that the set of basis functions is constructed from the coefficients of the optimal interpolation formula constructed in the Hilbert space K2,ω2 with N=1 and arbitrary N, and these basis functions are applied to boundary value problems of the finite element method for ordinary differential equations of the second order, approximately solved and numerical results obtained. In addition, it was shown that the accuracy of the approximate solution for arbitrary N is better than the accuracy of the approximate solution for N=1 and it was proven that the order of approximation of the approximate solution found using the basis functions we constructed is the same as the order of approximation of the approximate solution found using the hat basis functions.

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About the authors

Abdullo R. Hayotov

V. I. Romanovskiy Institute of Mathematics; Tashkent State Transport University; Central Asian University

Author for correspondence.
Email: hayotov@mail.ru
ORCID iD: 0000-0002-2756-9542

D. Sci. (Phys. & Math.), Professor, Head of the Computational Mathematics Laboratory

Uzbekistan, 9, University str., Tashkent, 100174; Temiryo‘lchilar str., Tashkent, 100167; 264, Milliy bog str., Tashkent, 111221

Negmurod N. Doniyorov

V. I. Romanovskiy Institute of Mathematics; National University of Uzbekistan named after Mirzo Ulugbek; Uzbekistan Bukhara State University

Email: doniyorovnn@mail.ru
ORCID iD: 0009-0001-3889-1641

(PhD) student, the Computational Mathematics Laboratory

Uzbekistan, 9, University str., Tashkent, 100174; 4, University str., Tashkent, 100174; 11, Muhammad Ikbol str., Bukhara, 200114

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Supplementary files

Supplementary Files
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1. JATS XML
2. Fig. 1. The graphs of the hat functions λ0(x), λi(x), i = 1, 2, ...,n − 1 and λn(x) (from the left to the right).

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3. Fig. 2. The graphs of coefficients C0(x) and C1(x) defined by (16)(from the left to the right).

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4. Fig. 3. The graphs of the functions μ0(x), μi(x), i = 1, 2, ...,n − 1 and μn(x) (from the left to the right).

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5. Fig. 4. The graphs of the functions ν0(x), νi(x), i = 1, 2, ...,n − 1 and νn(x) given by formula (22)(from the left to the right).

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6. Fig. 5. The graphs of the error |u(x) − un(x)| for n = 5 (on the left) and n = 10 (on the right), respectively (for the boundary value problem (24)).

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7. Fig. 6. The graphs of the error |u(x)−ϑn(x)| for n = 5 (on the left) and n = 10 (on the right), respectively (for the boundary value problem (24)).

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8. Fig. 7. The graphs of the error |u(x) − ωn(x)| for n = 5 (on the left) and n = 10 (on the right), respectively (for the boundary value problem (24)).

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Согласие на обработку персональных данных с помощью сервиса «Яндекс.Метрика»

1. Я (далее – «Пользователь» или «Субъект персональных данных»), осуществляя использование сайта https://journals.rcsi.science/ (далее – «Сайт»), подтверждая свою полную дееспособность даю согласие на обработку персональных данных с использованием средств автоматизации Оператору - федеральному государственному бюджетному учреждению «Российский центр научной информации» (РЦНИ), далее – «Оператор», расположенному по адресу: 119991, г. Москва, Ленинский просп., д.32А, со следующими условиями.

2. Категории обрабатываемых данных: файлы «cookies» (куки-файлы). Файлы «cookie» – это небольшой текстовый файл, который веб-сервер может хранить в браузере Пользователя. Данные файлы веб-сервер загружает на устройство Пользователя при посещении им Сайта. При каждом следующем посещении Пользователем Сайта «cookie» файлы отправляются на Сайт Оператора. Данные файлы позволяют Сайту распознавать устройство Пользователя. Содержимое такого файла может как относиться, так и не относиться к персональным данным, в зависимости от того, содержит ли такой файл персональные данные или содержит обезличенные технические данные.

3. Цель обработки персональных данных: анализ пользовательской активности с помощью сервиса «Яндекс.Метрика».

4. Категории субъектов персональных данных: все Пользователи Сайта, которые дали согласие на обработку файлов «cookie».

5. Способы обработки: сбор, запись, систематизация, накопление, хранение, уточнение (обновление, изменение), извлечение, использование, передача (доступ, предоставление), блокирование, удаление, уничтожение персональных данных.

6. Срок обработки и хранения: до получения от Субъекта персональных данных требования о прекращении обработки/отзыва согласия.

7. Способ отзыва: заявление об отзыве в письменном виде путём его направления на адрес электронной почты Оператора: info@rcsi.science или путем письменного обращения по юридическому адресу: 119991, г. Москва, Ленинский просп., д.32А

8. Субъект персональных данных вправе запретить своему оборудованию прием этих данных или ограничить прием этих данных. При отказе от получения таких данных или при ограничении приема данных некоторые функции Сайта могут работать некорректно. Субъект персональных данных обязуется сам настроить свое оборудование таким способом, чтобы оно обеспечивало адекватный его желаниям режим работы и уровень защиты данных файлов «cookie», Оператор не предоставляет технологических и правовых консультаций на темы подобного характера.

9. Порядок уничтожения персональных данных при достижении цели их обработки или при наступлении иных законных оснований определяется Оператором в соответствии с законодательством Российской Федерации.

10. Я согласен/согласна квалифицировать в качестве своей простой электронной подписи под настоящим Согласием и под Политикой обработки персональных данных выполнение мною следующего действия на сайте: https://journals.rcsi.science/ нажатие мною на интерфейсе с текстом: «Сайт использует сервис «Яндекс.Метрика» (который использует файлы «cookie») на элемент с текстом «Принять и продолжить».