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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 Jan 20 2020
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
The Continuous Classical Optimal Control Problems for Triple Elliptic Partial Differential Equations
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In this paper the Galerkin method is used to prove the existence and uniqueness theorem for the solution of the state vector of the triple linear elliptic partial differential equations for fixed continuous classical optimal control vector. Also, the existence theorem of a continuous classical optimal control vector related with the triple linear equations of elliptic types is proved. The existence of a unique solution for the triple adjoint equations related with the considered triple of the state equations is studied. The Fréchet derivative of the cost function is derived. Finally the theorem of necessary conditions for optimality of the considered problem is proved.

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Crossref
Publication Date
Thu May 30 2024
Journal Name
Journal Of Interdisciplinary Mathematics
Laplace transform-adomian decomposition approach for solving random partial differential equations
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Market share is a major indication of business success. Understanding the impact of numerous economic factors on market share is critical to a company’s success. In this study, we examine the market shares of two manufacturers in a duopoly economy and present an optimal pricing approach for increasing a company’s market share. We create two numerical models based on ordinary differential equations to investigate market success. The first model takes into account quantity demand and investment in R&D, whereas the second model investigates a more realistic relationship between quantity demand and pricing.

Scopus
Publication Date
Wed Mar 10 2021
Journal Name
Baghdad Science Journal
Approximated Methods for Linear Delay Differential Equations Using Weighted Residual Methods
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The main work of this paper is devoted to a new technique of constructing approximated solutions for linear delay differential equations using the basis functions power series functions with the aid of Weighted residual methods (collocations method, Galerkin’s method and least square method).

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Crossref
Publication Date
Mon Dec 04 2023
Journal Name
Aip Conf. Proc
Double LA-transform and their properties for solving partial differential equations
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Scopus (5)
Scopus
Publication Date
Thu May 30 2024
Journal Name
Journal Of Interdisciplinary Mathematics
Analytical approximate solutions of random integro differential equations with laplace decomposition method
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An efficient combination of Adomian Decomposition iterative technique coupled with Laplace transformation to solve non-linear Random Integro differential equation (NRIDE) is introduced in a novel way to get an accurate analytical solution. This technique is an elegant combination of theLaplace transform, and the Adomian polynomial. The suggested method will convert differential equations into iterative algebraic equations, thus reducing processing and analytical work. The technique solves the problem of calculating the Adomian polynomials. The method’s efficiency was investigated using some numerical instances, and the findings demonstrate that it is easier to use than many other numerical procedures. It has also been established that (LT

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Scopus
Publication Date
Sun Jul 04 2021
Journal Name
Journal Of Interdisciplinary Mathematics
Comparison the solutions for some kinds of differential equations using iterative methods
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This manuscript presents several applications for solving special kinds of ordinary and partial differential equations using iteration methods such as Adomian decomposition method (ADM), Variation iterative method (VIM) and Taylor series method. These methods can be applied as well as to solve nonperturbed problems and 3rd order parabolic PDEs with variable coefficient. Moreover, we compare the results using ADM, VIM and Taylor series method. These methods are a commination of the two initial conditions.

Scopus (8)
Scopus
Publication Date
Thu Jan 01 2015
Journal Name
Journal Of The College Of Basic Education
Efficient Modifications of the Adomian Decomposition Method for Thirteenth Order Ordinary Differential Equations
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This paper deals with the thirteenth order differential equations linear and nonlinear in boundary value problems by using the Modified Adomian Decomposition Method (MADM), the analytical results of the equations have been obtained in terms of convergent series with easily computable components. Two numerical examples results show that this method is a promising and powerful tool for solving this problems.

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Publication Date
Sun Sep 04 2011
Journal Name
Baghdad Science Journal
Approximate Solution of Delay Differential Equations Using the Collocation Method Based on Bernstien Polynomials???? ???????? ????????? ????????? ????????? ???????? ?????????? ???????? ??? ??????? ???? ?????????
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In this paper a modified approach have been used to find the approximate solution of ordinary delay differential equations with constant delay using the collocation method based on Bernstien polynomials.

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Crossref (1)
Crossref
Publication Date
Sun Sep 07 2014
Journal Name
Baghdad Science Journal
An Algorithm for nth Order Intgro-Differential Equations by Using Hermite Wavelets Functions
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In this paper, the construction of Hermite wavelets functions and their operational matrix of integration is presented. The Hermite wavelets method is applied to solve nth order Volterra integro diferential equations (VIDE) by expanding the unknown functions, as series in terms of Hermite wavelets with unknown coefficients. Finally, two examples are given

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Crossref
Publication Date
Wed Jan 20 2021
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
The Necessary Condition for Optimal Boundary Control Problems for Triple Elliptic Partial Differential Equations
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       In this work, we prove that the triple linear partial differential equations (PDEs) of elliptic type (TLEPDEs) with a given classical continuous boundary control vector (CCBCVr) has a unique "state" solution vector (SSV)  by utilizing the Galerkin's method (GME). Also, we prove the existence of a classical continuous boundary optimal control vector (CCBOCVr) ruled by the TLEPDEs. We study the existence solution for the triple adjoint equations (TAJEs) related with the triple state equations (TSEs). The Fréchet derivative (FDe) for the objective function is derived. At the end we prove the necessary "conditions" theorem (NCTh) for optimality for the problem.

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