In this paper Volterra Runge-Kutta methods which include: method of order two and four will be applied to general nonlinear Volterra integral equations of the second kind. Moreover we study the convergent of the algorithms of Volterra Runge-Kutta methods. Finally, programs for each method are written in MATLAB language and a comparison between the two types has been made depending on the least square errors.
Original Research Paper Mathematics 1-Introduction : In the light of the progress and rapid development of the applications of research in applications fields, the need to rely on scientific tools and cleaner for data processing has become a prominent role in the resolution of decisions in industrial and service institutions according to the real need of these methods to make them scientific methods to solve the problem Making decisions for the purpose of making the departments succeed in performing their planning and executive tasks. Therefore, we found it necessary to know the transport model in general and to use statistical methods to reach the optimal solution with the lowest possible costs in particular. And you know The Transportatio
... Show MoreThis paper aims to find new analytical closed-forms to the solutions of the nonhomogeneous functional differential equations of the nth order with finite and constants delays and various initial delay conditions in terms of elementary functions using Laplace transform method. As well as, the definition of dynamical systems for ordinary differential equations is used to introduce the definition of dynamical systems for delay differential equations which contain multiple delays with a discussion of their dynamical properties: The exponential stability and strong stability
In this paper, we proposed to zoom Volterra equations system Altfazlah linear complementarity of the first type in this approximation were first forming functions notch Baschtdam matrix and then we discussed the approach and stability, to notch functions
In this work, the switching nonlinear dynamics of a Fabry-Perot etalon are studied. The method used to complete the solution of the differential equations for the nonlinear medium. The Debye relaxation equations solved numerically to predict the behavior of the cavity for modulated input power. The response of the cavity filled with materials of different response time is depicted. For a material with a response time equal to = 50 ns, the cavity switches after about (100 ns). Notice that there is always a finite time delay before the cavity switches. The switch up time is much longer than the cavity build-up time of the corresponding linear cavity which was found to be of the order of a few round-trip ti
... Show MoreThis paper aims to study the second-order geometric nonlinearity effects of P-Delta on the dynamic response of tall reinforced concrete buildings due to a wide range of earthquake ground motion forces, including minor earthquake up to moderate and strong earthquakes. The frequency domain dynamic analysis procedure was used for response assessment. Reinforced concrete building models with different heights up to 50 stories were analyzed. The finite element software ETABS (version 16.0.3) was used to analyze reinforced concrete building models.
The study reveals that the percentage increase in buildings' sway and drift due to P-Delta effects are nearly constant for specific building height irrespective of the seism
... Show MoreA new class of higher derivatives for harmonic univalent functions defined by a generalized fractional integral operator inside an open unit disk E is the aim of this paper.
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 conc
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In this work, the modified Lyapunov-Schmidt reduction is used to find a nonlinear Ritz approximation of Fredholm functional defined by the nonhomogeneous Camassa-Holm equation and Benjamin-Bona-Mahony. We introduced the modified Lyapunov-Schmidt reduction for nonhomogeneous problems when the dimension of the null space is equal to two. The nonlinear Ritz approximation for the nonhomogeneous Camassa-Holm equation has been found as a function of codimension twenty-four.