College of Computer Science and Mathematics

Discussion of a master’s thesis in the College of Computer Science and Mathematics – Department of Mathematics Sciences entitled:

   “ Stability analysis for some exponential stochastic differential equations with application”

 

In continuation of the scientific research movement and with the follow-up and presence of the Dean of the College of Computer Science and Mathematics

   Prof. Dr. Duha Bashir Abdullah The esteemed

It was discussed in the discussion room at the Faculty of Computer Science and Mathematics at the University of Mosul on Tuesday 26-3-2024

Master’s thesis by student  Jalal Khalaf Qassim

 , under

the supervision of  Professor Dr. Abdulghafoor Jassim Salim.

This thesis includes studying exponential differential equations and finding their general formula. The stability of the solution was also studied using the Lyapunov function using the secondary direct method. The stochastic (exact) analytical solution of equations with exponential function coefficients and different formulas was found. For comparison, famous numerical methods such as the Euler-Maruyama method and the Milstein Method were used to compare the exact solution with the approximate solution. The moments of the equations studied were also studied, represented by the expected values, variance, and function generating the moments. The study also included illustrative examples of most of the concepts studied

 

The scientific committee included the following members :

• Assistant Professor Dr. Saad Faozi Jasim – Chairman

2-Assistant Professor Dr. Azam Salahaldeen Youns – Member.

 

3- Dr. Talal Fathel Heseen  – Member .

 

  4-Professor Dr. Abdulghafoor Jassim Salim – Member and supervisor .