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Fractional Brownian motion inference of multivariate stochastic differential equations
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Recently, the financial mathematics has been emerged to interpret and predict the underlying mechanism that generates an incident of concern. A system of differential equations can reveal a dynamical development of financial mechanism across time. Multivariate wiener process represents the stochastic term in a system of stochastic differential equations (SDE). The standard wiener process follows a Markov chain, and hence it is a martingale (kind of Markov chain), which is a good integrator. Though, the fractional Wiener process does not follow a Markov chain, hence it is not a good integrator. This problem will produce an Arbitrage (non-equilibrium in the market) in the predicted series. It is undesired property that leads to erroneous conclusion, as it is not possible to build a mathematical model, which represents the financial phenomenon. If there is Arbitrage (unbalance) in the market, this can be solved by Wick-Ito-Skorohod stochastic integral (renormalized integral). This paper considers the estimation of a system of fractional stochastic differential equations (FSDE) using maximum likelihood method, although it is time consuming. However, it provides estimates with desirable characteristic with the most important consistency. Langevin method can be used to find the mathematical form of the functions of stochastic differential equations. This includes drift and diffusion by estimating conditional mean and variance from the data and finding the suitable function achieves the least error, and then estimating the parameters of the model by numerical optimal solution search method. Data used in this paper consist of three banking sector stock prices including Baghdad Bank (BBOB), the Commercial Bank (BCOI), and the National Bank (BNOI). © 2020 International University of Sarajevo.

Scopus
Publication Date
Mon Jun 15 2020
Journal Name
Al-academy
Motion picture output in digital commercial advertising: وسام عبد عبد العزيز -نعيم عباس حسن
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Mobile advertising has become the product of an influential actor in the creation of design ideas that attract the recipient, according to the needs of the society and the interactions of the technological technical age, what the technologies of the mock programs do and what corresponds to the expectations of the recipient, and what the design methods achieve of synchronization and sound in which all The research has found ways to address the most exciting and important snapshots and focus on diversity and diversity, formality, image and color, and what the optical degrees and chromatography achieve sought to attract attention, which contributes from the point of view of the researchers in the field of accuracy, clarity, attention and co

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Publication Date
Mon Jan 01 2024
Journal Name
2nd International Conference For Engineering Sciences And Information Technology (esit 2022): Esit2022 Conference Proceedings
Determination of time-dependent coefficient in inverse coefficient problem of fractional wave equation
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Publication Date
Mon Apr 06 2020
Journal Name
Journal Of Techniques
Finite Element Modeling Of Saint-Venant Equations For Shatt-Al Hilla
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Shatt Al-Hilla was considered one of the important branches of Euphrates River that supplies irrigation water to millions of dunams of planted areas. It is important to control the velocity and water level along the river to maintain the required level for easily diverting water to the branches located along the river. So, in this research, a numerical model was developed to simulate the gradually varied unsteady flow in Shatt AL-Hilla. The present study aims to solve the continuity and momentum (Saint-Venant) equations numerically to predict the hydraulic characteristics in the river using Galerkin finite element method. A computer program was designed and built using the programming language FORTRAN-77. Fifty kilometers was consid

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Crossref
Publication Date
Thu Dec 31 2015
Journal Name
Al-khwarizmi Engineering Journal
Prediction of Performance Equations for Household Compressors Depending on Manufacturing Data for Refrigerators and Freezers
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Abstract

 A surface fitting model is developed based on calorimeter data for two famous brands of household compressors. Correlation equations of ten coefficient polynomials were found as a function of refrigerant saturating and evaporating temperatures in range of (-35℃ to -10℃) using Matlab software for cooling capacity, power consumption, and refrigerant mass flow rate.

Additional correlations equations for these variables as a quick choice selection for a proper compressor use at ASHRAE standard that cover a range of swept volume range (2.24-11.15) cm3.

The result indicated that these surface fitting models are accurate with in ± 15% for 72 compressors model of cooling cap

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Publication Date
Fri May 01 2020
Journal Name
Journal Of Physics: Conference Series
New Approach for Solving (1+1)-Dimensional Differential Equation
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Scopus (18)
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Publication Date
Sun Mar 02 2008
Journal Name
Baghdad Science Journal
Orthogonal Functions Solving Linear functional Differential EquationsUsing Chebyshev Polynomial
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A method for Approximated evaluation of linear functional differential equations is described. where a function approximation as a linear combination of a set of orthogonal basis functions which are chebyshev functions .The coefficients of the approximation are determined by (least square and Galerkin’s) methods. The property of chebyshev polynomials leads to good results , which are demonstrated with examples.

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Publication Date
Wed Jul 01 2020
Journal Name
Journal Of Physics: Conference Series
A Multilevel Approach for Stability Conditions in Fractional Time Diffusion Problems
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Abstract<p>The Caputo definition of fractional derivatives introduces solution to the difficulties appears in the numerical treatment of differential equations due its consistency in differentiating constant functions. In the same time the memory and hereditary behaviors of the time fractional order derivatives (TFODE) still common in all definitions of fractional derivatives. The use of properties of companion matrices appears in reformulating multilevel schemes as generalized two level schemes is employed with the Gerschgorin disc theorems to prove stability condition. Caputo fractional derivatives with finite difference representations is considered. Moreover the effect of using the inverse operator which tr</p> ... Show More
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Publication Date
Fri Nov 24 2017
Journal Name
Journal Of Engineering
A new analytic method to tune a fractional order PID controller
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This paper proposes a new method to tune a fractional order PID controller. This method utilizes both the analytic and numeric approach to determine the controller parameters. The control design specifications that must be achieved by the control system are gain crossover frequency, phase margin, and peak magnitude at the resonant frequency, where the latter is a new design specification suggested by this paper. These specifications results in three equations in five unknown variables. Assuming that certain relations exist between two variables and discretizing one of them, a performance index can be evaluated and the optimal controller parameters that minimize this performance index are selected. As a case study, a third order linear time

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Publication Date
Mon Mar 01 2021
Journal Name
Journal Of Physics: Conference Series
Some Results in Grűnwald-Letnikov Fractional Derivative and its Best Approximation
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Abstract<p>In This paper, we have been approximated Grűnwald-Letnikov Derivative of a function having m continuous derivatives by Bernstein Chlodowsky polynomials with proving its best approximation. As well as we have been solved Bagley-Torvik equation and Fokker–Planck equation where the derivative is in Grűnwald-Letnikov sense.</p>
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Publication Date
Sun Sep 01 2019
Journal Name
Baghdad Science Journal
The Effect of MHD on a Longitudinal Flow of a Fractional Maxwell Fluid between Two Coaxial Cylinders
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      In this paper fractional Maxwell fluid equation has been solved. The solution is in the Mettag-Leffler form. For  the corresponding solutions for ordinary Maxwell fluid are obtained as limiting case of general solutions. Finally, the effects of different parameters on the velocity and shear stress profile are analyzed through plotting the velocity and shear stress profile.

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