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

A numerical method is developed for calculation of the wake geometry and aerodynamic forces on two-dimensional airfoil under going an arbitrary unsteady motion in an inviscid incompressible flow (panel method). The method is applied to sudden change in airfoil incidence angle and airfoil oscillations at high reduced frequency. The effect of non-linear wake on the unsteady aerodynamic properties and oscillatory amplitude on wake rollup and aerodynamic forces has been studied. The results of the present method shows good accuracy as compared with flat plate and for unsteady motion with heaving and pitching oscillation the present method also shows good trend with the experimental results taken from published data. The method shows good result

<p>The objective of this paper is to study the dynamical behavior of an aquatic food web system. A mathematical model that includes nutrients, phytoplankton and zooplankton is proposed and analyzed. It is assumed that, the phytoplankton divided into two compartments namely toxic phytoplankton which produces a toxic substance as a defensive strategy against predation by zooplankton, and a nontoxic phytoplankton. All the feeding processes in this food web are formulating according to the Lotka-Volterra functional response. This model is represented mathematically by the set of nonlinear differential equations. The existence, uniqueness and boundedness of the solution of this model are investigated. The local and global stability

The purpose of this paper is to solve the stochastic demand for the unbalanced transport problem using heuristic algorithms to obtain the optimum solution, by minimizing the costs of transporting the gasoline product for the Oil Products Distribution Company of the Iraqi Ministry of Oil. The most important conclusions that were reached are the results prove the possibility of solving the random transportation problem when the demand is uncertain by the stochastic programming model. The most obvious finding to emerge from this work is that the genetic algorithm was able to address the problems of unbalanced transport, And the possibility of applying the model approved by the oil products distribution company in the Iraqi Ministry of Oil to m

This paper presents a robust control method for the trajectory control of the robotic manipulator. The standard Computed Torque Control (CTC) is an important method in the robotic control systems but its not robust to system uncertainty and external disturbance. The proposed method overcome the system uncertainty and external disturbance problems. In this paper, a robustification term has been added to the standard CTC. The stability of the proposed control method is approved by the Lyapunov stability theorem.  The performance of the presented controller is tested by MATLAB-Simulink environment and is compared with different control methods to illustrate its robustness and performance.

This research aims to predict the value of the maximum daily loss that the fixed-return securities portfolio may suffer in Qatar National Bank - Syria, and for this purpose data were collected for risk factors that affect the value of the portfolio represented by the time structure of interest rates in the United States of America over the extended period Between 2017 and 2018, in addition to data related to the composition of the bonds portfolio of Qatar National Bank of Syria in 2017, And then employing Monte Carlo simulation models to predict the maximum loss that may be exposed to this portfolio in the future. The results of the Monte Carlo simulation showed the possibility of decreasing the value at risk in the future due to the dec

The research aims to develop alternatives to transportation at the entrance to the Educational City (University of Baghdad) during the morning and evening peaks, which result from of the traffic congestion at the entrances to the educational city (the University of Baghdad), and affects the emotional, functional, and social performance of the whole city, and leads to hotbeds of confluence and congestion at the entrances in the morning and evening peaks. This movement was measured on the ground for pedestrians and vehicles. Some criteria were adopted to determine the density of road length to the area and density of roads for the number of users and the rate of the area served by roads. The research reviews the experiences of some

Land Transport regards a main element in the In Fra – structure of the national economy where distance and time shortness, open new opportunities of work, develop the different regions and rise the standard of living….

It is necessary to emphasize that the circumastances surrounding Iraq such as wars, economic sanctions, blockade occupation effected negatively upon economic Indicators of land Transportion including Value of output Value added contraction of Investment allocation and  Investment expend tuer and the period of implementation and fulfillment of the projects of Land Transport to be ready to offer their service in underdeveloped country Like Iraq aiming to satisfy Fast and acomprehensi