‫ﺟﺎﻣﻌﺔ ﺍﻟﻤﻠﻚ ﺳﻌﻮﺩ‬

‫ﻗﺴﻢ ﺍﻹﺣﺼﺎﺀ ﻭﺑﺤﻮﺙ ﺍﻟﻌﻤﻠﻴﺎﺕ‬

‫ﺑﻨﺎﺀﺍﻟﻨﻤﺎﺫﺝ‬
‫ﺒﺈﺴﺘﺨﺩﺍﻡ‬
‫‪Excel and Vensim‬‬

‫ﺗﺄﻟﻴﻒ ﺩ‪ .‬ﻋﺪﻧﺎﻥ ﻣﺎﺟﺪ ﻋﺒﺪﺍﻟﺮﺣﻤﻦ ﺑﺮﻱ‬

‫ﺃﺳﺘﺎﺫ ﺍﻹﺣﺼﺎﺀ ﻭﺑﺤﻮﺙ ﺍﻟﻌﻤﻠﻴﺎﺕ ﺍﻟﻤﺸﺎﺭﻙ‬
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Excel and Vensim ‫*)ام‬+ ‫*ب ء ا ذج‬/ "‫و‬0‫دة ا‬2 ‫ ا‬3‫ ه‬56‫ه‬
.‫س‬28‫ر‬2/‫ ا‬9 ‫ب‬:
"‫ء أول – " و‬GH – 3@A‫ ا‬B*‫ق ا‬D " 9;‫ ا‬3*‫ آ‬9; 3= ‫وآ  ذآت‬
Excel, SIMAN, Arena and General ‫*)ام‬+ ‫ وا آة‬9H6 ‫ا‬
$;‫*ب آ‬/‫ا ا‬6‫" أن ه‬Purpose Simulation System (GPSS WORLD)
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‫ذن ا‬+‫ و‬30
‫دة إ" !ء ا‬2 NO
9;*‫م وا‬2‫*; ان ا‬#‫ أ‬30 ‫ا‬6‫ ه‬3‫*و‬/A‫ ا‬$/P NO‫ *  و‬N/P $K‫و‬
Q R*8S 3/K* H ‫ آ*ب‬3= TU‫ ان و‬V ‫ *رع‬N/P‫ و‬28 ‫ر‬2:*K
.X*A‫ت وا‬2 ‫رة ا‬2Y # 3= 9%‫ع و‬2U2 ‫ ا‬9/8‫د‬
.Model Building ‫ع ء ا ذج‬2U2  9‫و‬0‫ت ا‬0‫*ب ا‬/‫ا ا‬6‫ ه‬3:Z8
Dynamic Stochastic 3@‫ا‬2P# 9‫ آ‬O ‫  ذج‬3‫ ه ه‬T ‫ي‬6‫وا ذج ا‬
\ 9‫ آ‬9 O0 ]6‫ وآ‬9;;‫ ا‬9 O0‫ ا‬O N/PK 3*‫ ووا‬Systems
‫اع‬A‫ ا‬3#  *K 3‫  وه‬#‫ = و‬9H6 ‫* ا‬K .‫ا‬H ‫ درة‬3‫ ه‬3*‫ وا‬9@‫ا‬2P#
N= 3= D 6‫ أ‬2 ^ = ‫ ّق‬N # ‫ أي‬N^ T^ 98‫رات ا`د‬T ‫وا)ل وا‬
‫ أدوات‬Q H ‫*)ام‬0 9T ‫ وا‬9 ‫ ا‬9`)‫ ا‬$8  ‫ه‬/= ‫رة‬J‫ * ا‬3‫درا‬
T ‫ وا‬N‫ آ‬a*0 ‫اد‬2 ‫ت وا‬Sb‫ ا‬c` T ‫ وا‬N‫ آ‬3:#‫ ا‬2 /‫رة و‬J‫ا‬
XU*‫ ا‬L‫ و‬.d;= ‫ض‬Z 3`8 b‫ وا‬9= 9:L ‫ن اه‬2/8 L `*) 3‫آ‬
‫*ب و آن إ*ري‬/‫ا ا‬6‫ ه‬3= Vesim ‫ و‬Microsoft Excel ‫*)ام‬+ 9H6 ‫ا‬
"‫ إ‬9=UAf Q‫ا‬2‫ ا‬T‫ وإ*)ا‬9‫ ا‬TK‫د‬2H ‫ و‬/‫ره ا‬P*‫ إ‬2‫ ه‬a‫ اا‬56T
.X*A‫" ا‬# Vesim a‫ب  ا‬: 9J 9) ‫د‬2H‫و‬
‫ا‬P* g%‫ وا آة ا‬9H6 ‫ ا‬3= Excel N^ P‫`ت ا‬% a‫إن إ*)ام ا‬
Spreadsheet P‫`ت ا‬% 9H6  X%‫ وا‬،‫ت‬J‫ آ^  ا‬3=
$L ‫ و‬3J‫ ا* ا‬3= 98‫ور‬i‫ا وا‬H 9 T ‫ ا‬QU‫ا‬2 ‫  ا‬Modelling
NL  ‫=ة‬2* /K  ‫رة‬2 T/!‫ أ‬N/ ‫ ات‬9J  9@T‫ ا‬TK‫وذ]  ;ر‬
.9b‫ر ات ا‬P*‫إ‬
Prototype Models 9‫و‬0‫*ب إ" إ*اض ا ذج ا‬/‫ا ا‬6‫ ه‬3= XL:K ;
‫ ا‬N^ K 3*‫^  ا ذج ا ;ة ا‬/‫ ء ا‬3= 9‫و‬0‫ت ا‬2/ ‫* ا‬K 3*‫ا‬
‫ت‬S‫ ا د‬N^ ‫ ء ا ذج‬3= 9 T ‫ ا‬9U8‫دوات ا‬0‫ ا‬XU*‫ آ  إ‬،3;;‫ا‬
Difference Equations 9L‫ وا`و‬Differential Equations 9U`*‫ا‬
9‫ء ا‬i= N^ K‫ و‬Matrix Algebra and Cagculus ‫=ت‬2` ‫وب ا‬
‫ إ*اض‬K ‫*ب‬/‫ة  ا‬0‫ء ا‬GJ‫ ا‬3=‫ و‬.State Space Representation
.Case Studies 9‫ت درا‬S 3= 9`*) 9‫ آ‬9 O0 ‫ ا ذج‬j ‫ء‬

3
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.‫*ب‬/‫ا ا‬6‫ ه‬N^ "‫ ا`;ة إ‬9‫ا‬
3= X*A‫ ا‬9/! "# H‫ا‬2* ‫ن‬2/‫ و‬# RD ‫ي‬0 3J ‫*ب‬/‫ا ا‬6‫ن ه‬2/
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ا‬

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‫ م‬2002  *

4
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ت اب‬

‫‪3‬‬ ‫;‪...................................................................................... 9‬‬

‫‪9‬‬ ‫ا اول ‪..............................................................................‬‬
‫‪9‬‬ ‫أت ا ‪ :9H6‬ا‪Z‬ض و ا‪2U2‬ح و ا ‪2‬ارد ‪..................................‬‬
‫‪10‬‬ ‫‪ #‬ا;;‪ 9‬و‪ #‬ا ‪2‬ذج ‪.............................................................‬‬
‫‪14‬‬ ‫ا*`‪ /‬ا‪ 3O‬وآ‪ 9‬ا‪O‬م ‪........................................................‬‬
‫‪14‬‬ ‫‪K‬ر‪ l8‬أ‪........................................................................... 9‬‬
‫‪15‬‬ ‫‪ l8K‬ا ‪2‬ذج  و‪ O 9TH‬ا*`‪ /‬ا‪.................................... 3O‬‬
‫‪19‬‬ ‫‪ N^ K‬ا‪O‬م =‪ 3‬ا*`‪ /‬ا‪ 3O‬وآ‪ 9‬ا‪O‬م ‪...................................‬‬
‫‪20‬‬ ‫ا ا ‪.............................................................................‬‬
‫‪20‬‬ ‫ا د‪S‬ت ا*`‪.................................................................... 9U‬‬
‫‪20‬‬ ‫ا د‪S‬ت ا*`‪  9U‬ار‪ 9H‬ا‪0‬و" ا)‪..................................... 9:‬‬
‫‪23‬‬ ‫ا د‪S‬ت ا*`‪  9U‬ار‪H‬ت ا ‪..............................................‬‬
‫‪23‬‬ ‫ا د‪S‬ت ا)‪  9:‬ت ‪..................................................... 9*Y‬‬
‫‪23‬‬ ‫ا‪ 9‬ا *‪.......................................................................... 9J‬‬
‫‪25‬‬ ‫ا‪ \ 9‬ا *‪.................................................................... 9J‬‬
‫‪26‬‬ ‫‪2‬اص ‪ N#‬ا*`‪............................................................. D NU‬‬
‫‪26‬‬ ‫‪ 98O‬ا*‪2 N‬ا‪................................................................... N‬‬
‫‪27‬‬ ‫ا‪6J‬ور ا `‪......................................................................... 9‬‬
‫‪28‬‬ ‫ا‪6J‬ور ا ‪/‬رة ‪..........................................................................‬‬
‫‪28‬‬ ‫ا‪6J‬ور ا آ‪ 9‬ا *;ر‪............................................................... 9‬‬
‫‪32‬‬ ‫ا ا ‪.............................................................................‬‬
‫‪32‬‬ ‫ا د‪S‬ت ا`و‪....................................................................... 9L‬‬
‫‪32‬‬ ‫ا د‪S‬ت ا`و‪ 9L‬ا)‪  9:‬ار‪ 9H‬ا‪0‬و" ‪......................................‬‬
‫‪34‬‬ ‫‪ N‬ا د‪S‬ت ا`و‪ 9L‬ا)‪  9:‬ار‪ 9H‬ا‪0‬و" ‪)*+‬ام ‪........... Excel‬‬
‫‪40‬‬ ‫‪ R8;K‬د‪  9U`K 9‬د‪= 9‬و‪............................................... 9L‬‬
‫‪43‬‬ ‫ا د‪S‬ت ا`و‪ 9L‬ا)‪  9:‬ت ‪.......................................... 9*Y‬‬

‫‪5‬‬
‫‪44‬‬ ‫ا‪ N‬ام  د‪ 9‬ا *‪.......................................................... 9J‬‬
‫‪47‬‬ ‫ا‪ N‬ا)ص  د‪ 9‬ا‪.......................................................... 9/‬‬
‫‪51‬‬ ‫ا*ف ا‪2 3@T‬ل ‪)*+‬ام ‪.......................................... Excel‬‬
‫‪56‬‬ ‫ا اا ‪.............................................................................‬‬
‫‪56‬‬ ‫‪ H‬وب ا `‪=2‬ت ‪...............................................................‬‬
‫‪56‬‬ ‫ا ت ا‪ "# 90‬ا `‪=2‬ت ‪..................................................‬‬
‫‪57‬‬ ‫‪ j‬ا)‪2‬اص ا `ة  دات ‪......................................................‬‬
‫‪58‬‬ ‫ا; ا ‪G‬ة ‪.......................................................... Eigenvalues‬‬
‫‪58‬‬ ‫ا *‪TJ‬ت ا ‪G‬ة ‪.................................................. Eigenvectors‬‬
‫‪60‬‬ ‫ر=‪2; 9 9=2` Q‬ة ‪...............................................................‬‬
‫‪61‬‬ ‫ر=‪2; e Q‬ة `‪............................................................ 9 9=2‬‬
‫‪61‬‬ ‫‪ ]/`K‬ا; ‪ 9‬ا‪P‬ذة ‪.............................................................. SVD‬‬
‫‪61‬‬ ‫ب ا `‪=2‬ت ‪......................................................................‬‬
‫‪61‬‬ ‫‪ 9;*P‬ا `‪..........................................................................9=2‬‬
‫‪61‬‬ ‫‪ N/K‬ا `‪.......................................................................... 9=2‬‬
‫‪61‬‬ ‫‪ 9;*P‬ا ‪2/‬س ‪..........................................................................‬‬
‫‪63‬‬ ‫ا ا ‪...........................................................................‬‬
‫‪63‬‬ ‫‪i= N^ K‬ء ا‪....................................................................... 9‬‬
‫‪63‬‬ ‫د‪S‬ت =‪i‬ء ا‪ 9‬و‪ 3= T‬ا ‪J‬ل ا‪.................................... 3G‬‬
‫‪64‬‬ ‫ا*‪ N82‬إ" !‪ N/‬ا‪................................................................ 9‬‬
‫‪64‬‬ ‫‪ N82K‬ا د‪S‬ت ا*`‪  9U‬ار‪........................................... n 9H‬‬
‫‪67‬‬ ‫‪O N82K‬م  ار‪ 3 9H‬إ" !‪ N/‬ا‪.......................................... 9‬‬
‫‪67‬‬ ‫‪ 9‬ا د‪S‬ت ا*`‪ 9U‬وا‪ 98J‬ا )*‪....................................... 9:‬‬
‫‪68‬‬ ‫‪ N82K‬ا‪ \ 9 O0‬ا)‪ 9:‬إ" ‪............................................... 9:‬‬
‫‪69‬‬ ‫‪ N‬ا‪ 9 O0‬ا)‪ 9:‬ا *;ة ‪..........................................................‬‬
‫‪69‬‬ ‫ا‪ 9 O0‬ا)‪ 9:‬ا *;ة ا *‪.................................................. 9J‬‬
‫‪70‬‬ ‫ا‪ 9 O0‬ا)‪ 9:‬ا *;ة \ ا *‪........................................... 9J‬‬
‫‪71‬‬ ‫‪i= N^ K‬ء ا‪  9‬د‪S‬ت ا`و‪............................................... 9L‬‬

‫‪6‬‬
‫‪72‬‬ ‫ا‪)*+ N‬ام ‪.................................................................. Excel‬‬
‫‪72‬‬ ‫‪i= N^ K‬ء ا‪  9‬د‪S‬ت ا`و‪2 9L‬ا‪....................... Vensim 9:‬‬
‫‪73‬‬ ‫ا ادس ‪...........................................................................‬‬
‫‪73‬‬ ‫‪ j‬ا ذج ا‪................................................................. 90‬‬
‫‪73‬‬ ‫ ‪2‬ذج ا ‪) 2‬أو ا‪A‬ل( ا)‪................................................... 3:‬‬
‫‪74‬‬ ‫ ‪2‬ذج ا ‪) 2‬أو ا‪A‬ل( ا‪.................................................... 30‬‬
‫‪75‬‬ ‫ ‪2‬ذج ا ‪ 2‬وا‪A‬ل ا)‪........................................................ 3:‬‬
‫‪75‬‬ ‫ ‪2‬ذج ا ‪ 2‬وا‪0‬ل ا‪......................................................... 30‬‬
‫‪76‬‬ ‫ا ‪2‬ذج ا*‪......................................................................... 3‬‬
‫‪77‬‬ ‫ ‪2‬ذج ا‪S2‬دة وا ‪2‬ت ‪..................................................................‬‬
‫‪78‬‬ ‫ ‪2‬ذج " ا ‪ 2‬ا‪......................................................... 3*H2‬‬
‫‪79‬‬ ‫ ‪2‬ذج ا ‪ 2‬ا ود ‪P‬وط ) ‪........................................... (3*H2‬‬
‫‪80‬‬ ‫ ‪2‬ذج ‪  l%28‬د‪S‬ت ا*`‪Z*  9U‬ي ‪............................... 9‬‬
‫‪81‬‬ ‫ ‪2‬ذج ‪  l%28‬د‪S‬ت ا*`‪^ 9U‬ث *‪Z‬ات ‪....................... 9‬‬
‫‪83‬‬ ‫ا ا ‪.............................................................................‬‬
‫‪83‬‬ ‫‪S‬ت درا‪ 9‬ء ‪ j‬ا ذج ‪....................................................‬‬
‫‪83‬‬ ‫‪ (1‬ء  ‪2‬ذج آ‪2 9‬ق ‪...........................................................‬‬
‫‪91‬‬ ‫‪  K‬ا ‪2‬ذج ‪)*+‬ام ‪................................... Curve Expert‬‬
‫‪91‬‬ ‫‪  K‬ا ‪2‬ذج ‪)*+‬ام ‪.................................... Excel Solver‬‬
‫‪96‬‬ ‫‪2  (2‬ذج )‪G‬ون ;‪2‬ة ‪......................................................... 9#‬‬
‫‪97‬‬ ‫ا‪L‬ت ا‪ 3= 9‬ا ‪2‬ذج ‪...........................................................‬‬
‫‪99‬‬ ‫دورات ا*‪ 986Z‬ا)`‪....................................... Feedback Loops 9‬‬
‫‪100‬‬ ‫د‪S‬ت ا ‪2‬ذج ‪........................................................................‬‬
‫‪105‬‬ ‫‪2  (3‬ذج **‪........................................................... 3P*2= 9‬‬
‫‪105‬‬ ‫ ‪2‬ذج !‪i= N/‬ء ا‪)*+ 3P*2= 9**  9‬ام ‪............... Vensim‬‬
‫‪107‬‬ ‫‪ (4‬ا ذج اآ‪ 9‬ا‪2P‬ا@‪......................................................... 9‬‬
‫‪107‬‬ ‫ا)‪ 9%‬ا رآ‪..................................................................... 9=2‬‬
‫‪107‬‬ ‫‪ N^ K‬ا ذج اآ‪ 9‬ا‪2P‬ا@‪ 9‬ا رآ‪)*+ 9=2‬ام ‪.............. Vensim‬‬

‫‪7‬‬
112 ..................................................... bifurcation RP*‫ذج ا‬2  (5
112 ............................................ VenSim d:)  RP*‫ذج ا‬2  N^ K
117 ..................................................... RL 3= 9i 38;K ‫ذج‬2  (6
117 .................................................... Vensim a N^  ‫ذج‬2 ‫ا‬
123 ................. Lorenz Attractors Models c*8‫ر‬2 ‫ذت‬H ‫ذج‬2  (7
123 ..................................................... Vensim 9:‫ا‬2 ‫ذج‬2 ‫ ا‬N^ K
129 ............... Prey and Predator Model 9i‫ذج ا `*س وا‬2  (8
129 .................................................... Vensim ‫*)ام‬+ ‫ذج‬2 ‫ ا‬N^ K
132 ......................................................................... 9‫ت ا‬L‫أ‬
132 .......................................................................... 9`)‫اورات ا‬
134 ....................................... 9;‫*رات ا‬A‫ت ا‬H‫ وإ‬9‫( أ‬1) 
186 .................................................................................... QH‫ا ا‬

8
 ‫ا اول‪:‬‬
‫أ&&‪%‬ت ا‪ : !"#$‬ا‪+‬ض و ا
)
ح و ا‪
#‬ارد‬
‫‪8‬ف ا‪
#$‬ذج ‪ "#‬ا‪# N 2 ^ = ، /%/ %#0 : $‬ة أ!)ص  ه‪ 2‬ا ‪2‬ذج ‪RJ8 L‬‬
‫اه ‪ :‬ه‪ 2‬د‪ 9‬ر‪ ، 9U8‬و‪ : & RJ8 L‬ه‪:L 2‬ر ‪ 9‬و&‪2/K‬ن إ‪ : $*H‬ه‪2  2‬ذج‬
‫ " ‪8‬اد إ‪ $@P‬و‪ : & RJ8‬د‪KK 9‬ي ‪2Y‬ب =‪ 3‬أ ت ا)‪.9D‬‬
‫‪ fK 2‬ا‪ N‬ا ‪*P‬ك =‪ 3‬إ‪ H2 TKH‬ا‪ = ، "9;; N^ K " $‬د‪S‬ت ا‪N^ K 9U8‬‬
‫‪) 9//‬آ‪ XK Q *J 2  (9‬ارا‪ ^ 9‬و ‪:L‬ر ا‪:L N^ 8 9‬ر ;;‪ 3‬و  ‪2‬ذج‬
‫ا " ‪ N^ 8‬ا‪ N/P‬ا‪6‬ي و ‪ $#‬ا " ا;;‪  3‬إ‪ ، $@P‬ا‪ N/! N^ K 9‬ا ‪ c‬وآ‪l‬‬
‫‪ # TO‬ر‪K‬ا@‪.$‬‬
‫ا*‪ l8‬ا  ‪2‬ذج \ آ=‪ ;K / 8 l/= 3‬و;ر‪ 9‬ا ذج ا )*`‪9‬؟ =‪  N/‬ا‪9‬‬
‫وا;‪:‬ر ا‪ 9;; N^ K 9‬و‪ /‬هك إ*ف آ ‪ T‬و‪; / 8S‬ر*‪d:) ^ = .T‬‬
‫!‪2‬ارع ‪  98‬و)‪D d:‬ق ا` =‪ 3‬اة ا*‪ T= Q;K 3‬ا ‪ 98‬آ‪9;; N^ K  T N‬‬
‫و‪8‬وان *‪ TP‬و‪ / 8S /‬إ*)ام أه  ‪/‬ن ا‪ ، b‬إذا هك !‚ ‪2H‬هي *;‬
‫ا ‪2‬ذج أ‪ S‬وه‪ 2‬ا‪+‬ض ‪ Purpose‬و‪ l8K g8 3K‬ا‪
#$‬ذج ‪ "#‬ا‪ %#0 : $‬ذا ‪1‬ض‬
‫‪ d:) = ، /%/2‬ا‪2P‬ارع ه‪ 9;; N^ K 2‬ا*‪K 3‬و ‪2! T‬ارع ‪ ]K‬ا ‪Z 98‬ض ا‪S*A‬ل‬
‫‪2! "#‬ار‪ T#‬وه‪S*ƒ g8S D 2‬ل ‪D "#‬ق ا` =‪ ]K 3‬اة و‪g8 "*S‬‬
‫* ;ط إزدم ا ور =‪ ]K 3‬ا ‪ 98‬و‪ /‬ه‪6‬ا ‪ NJ8S‬ا ‪2‬ذج ‪ .‬هك أ‪2‬اع )*`‪9‬‬
‫ ‪:L‬رات ا‪0‬ب ‪ Ti ،‬ص ‪ R‬ا‪`D0‬ل و‪  Q H 3  Ti‬ذج ا;‪:‬رات )^‪N‬‬
‫‪ Q H‬ا‪2:‬ا‪ (Q‬وه‪6/‬ا ‪\„= ،‬اض ا )*`‪  a*K 9‬ذج )*`‪.9‬‬
‫هك !‚ ‪2H‬هي & =‪ 3‬ا ‪2‬ذج و‪2‬ف *‪^   $U‬ل ا*‪ 2 :3‬د‪#‬ك أ ا‪L%0‬ء‬
‫ا‪J‬د إ" ‪0 $G‬ول ة وا‪KS D X‬ف ا‪ ];8 / = ، 8:‬أن ‪9# ] d)8‬‬
‫)‪2P d:‬ارع ا*‪BK 3‬دي إ" ‪2/8 L ، $G‬ن )‪ ;* \ d d:‬أو ‪)8 L‬ج ] )‪d:‬‬
‫ه‪ 9;:  O 3‬ا*‪ T= /8 3‬أو )‪ N P8 d:‬ا ‪ T/ 98‬و‪، $G QL2 ] !B8‬‬
‫ه‪ 56‬ا )‪::‬ت ‪2/8 L‬ن =‪ T‬در‪H‬ت )*`‪  9‬ا*`‪ N%‬و ;‪ c8‬ر )*`‪ ، 9‬وه‪6‬ا ‪B8‬دي‬
‫إ" ‪ " 8‬ر‪ 9H‬ا‪2U2‬ح أو ا
)
ح ‪  ^ = ، Resolution‬ا‪N%`K 8K R‬‬
‫ا‪!0‬ء  ‪2%‬رة ا‪6‬ت …‪8  82K 9‬ل ه ا‪B‬ري ) ون =‪2‬آ‪ (Focus c‬و =‪9‬‬
‫ة و‪2/* /‬ن ا*`‪ N%‬وا‪H 9U‬ا ودة إذا ا‪6‬ت …‪2  82K 9‬ع ‪ H‬و‬
‫!)† *)† =‪ 3‬ا*‪ 82‬و  ‪ = .R‬ذج ا‪ T i8‬در‪ 9H‬و‪2U‬ح وه‪6‬ا ‪*8‬‬

‫‪9‬‬
‫ ;ار ا*`‪ N%‬ا‪i‬ور‪ 98‬وا‪ 9T‬ا*‪ 3= NK 3‬ء ا ‪2‬ذج‪T= .‬ك  ذج ‪ 9L‬ا‪2U2‬ح‬
‫‪ Low resolution‬و ذج ‪ 9#‬ا‪2U2‬ح ‪. High resolution‬‬
‫ا‪ ‚P‬ا‪2J‬هي ا‪ 3= 0‬ء  ‪2‬ذج ه‪ 2‬ا‪
#‬ارد ‪ Resources‬وا‪/A‬ت و‪ N PK‬ا ‪2‬اد‬
‫ا ‪:‬ة وا‪ G‬ا *ح وا)ة ا *‪=2‬ة أو ا ‪ /‬إآ*‪  U T‬ا‪ G‬ا *ح وا‪ #‬ا‪P‬ي‬
‫وا ‪L "= ، 3‬ر ا ‪2‬ارد وا‪/A‬ت *‪ Q:‬ان ‪2  3‬ذج ‪Z‬ض ا ‪2:‬ب و‪2U2‬ح‬
‫ا ‪ ^ = ، R‬إذا ا‪ X:#‬ور‪i 9L‬ء و‪ L‬ر‪%‬ص و‪:‬ة =;‪ d‬و‪ ] RD‬ر )‪d:‬‬
‫‪2P‬ارع وا ا= ‪2‬ل ‪ T)*8 3/ ]*H‬ا‪:‬ب ا *‪ 8J‬وا‪ G‬ا *ح ]  ‪c‬‬
‫د‪2 = ، @L‬ارد ا ‪:‬ة ‪2‬ف ‪2:) 9:8 K‬ط *; ‪ 9‬أ‪2‬د ‪ "#‬ا‪ j‬و‪j liK‬‬
‫ات ا*‪K 3‬ل ‪ "#‬ا ا= ا ‪ ، 9 T‬ا‪b‬ن ‪ 2‬ا‪ ] 3:#‬أ‪L‬م ‪ * ]+= 92‬ا‪:‬ق‬
‫ا@‪2 9‬ن وا`‪2 9#‬ن & وا ا= ‪2f‬ان ‪K‬ل ‪ ^ = T*#2 "#‬ا ‪2 H‬ن‬
‫وا ‪2 #:‬ن وا ‪2 R#‬ن & وه‪6/‬ا ‪ 8GK‬ا*`‪ N%‬وا‪2U2‬ح ;ر ا‪T‬ف ا ‪2:‬ب‬
‫وا ‪2‬ارد ا *‪ ^ = 9‬ر أر‪ 9`%‬أو أ!‪J‬ر أو زل ‪)KS‬م ا‪T‬ف ا ‪2:‬ب و‪„ K L‬‬
‫ا)‪  N;K N%`* 9:8‬و‪ T2U‬آ  ا‪*K T‬ج ا" و‪ XL‬ا‪2D‬ل  ا *ح‪.‬‬
‫ ا دئ ا ‪ 3= $ T‬ء ا ذج وا‪6‬ي *‪ JT 3= $‬ه‪89 2‬أ ا‪ 6 7%#‬ا& ‪3245‬‬
‫‪ Bottom up design‬وه‪ 2‬اء  ‪2‬ذج ‪ NL d‬ا‪2U2‬ح ‪ Y‬ز‪8‬دة ا*`‪ N%‬ا ‪; 9‬ر‬
‫‪ g K‬ا ‪2‬ارد و*" ‪ ;*8‬ا‪Z‬ض  ا ‪2‬ذج‪ .‬ه‪6‬ا ‪ c/#‬أ ا*   ا‪N`„ "#0‬‬
‫‪ Top down design‬وا‪6‬ي ‪8‬أ *`‪ N%‬آ^ة و;ة ‪ T N8G8 Y‬ا*`‪ \ N%‬ا ‪، 9 T‬‬
‫وا‪6‬ي  *‪ 5‬ه‪.‬‬
‫=‪ 3‬درا* ‪2‬ف *‪:‬ق =;‪#$2 d‬ذج ا )‪ %‬وه‪  3‬ذج ‪)*+ "K‬ام ا‪:‬ق ا‪9U8‬‬
‫)‪L#‬ت ‪L# ، 98H‬ت ‪2K ، 9;:‬ز‪8‬ت إ* ‪2 ، 9‬ارزت و ا‪ 92 a‬اˆ(‪.‬‬
‫و‪2‬ف `‪f T‬ن ا ‪ 9H6‬ه‪ 9 # 3‬ء  ‪2‬ذج ر‪.3U8‬‬
‫‪ 74‬ا‪ /%/‬و‪ 74‬ا‪
#$‬ذج ‪: Real World and Model World‬‬

‫ا ا;;‪ 3‬ا‪6‬ي ‰ =‪H ; $‬ا ‪ "# 3*8 N/P‬ا‪S‬ن =‪ T‬ا ‪P‬آ‪ N‬ا;;‪N/P 9‬‬
‫آ‪ N‬او *" ‪ 3@GH‬و‪6T‬ا ‪ fJ8‬ا‪S‬ن ا" ا*;‪ R8‬وا*‪P d‬ح ‪ 9D‬ه‪ 56‬ا ‪P‬آ‪3/ N‬‬
‫‪8‬ول ‪ N^ K / 8 ، T‬ا ا;;‪ 9U 9 N/P 3‬آ  =‪ 3‬ا‪ N/P‬ا*‪:3‬‬

‫‪10‬‬
 Occam's razor

Real Worl Model World

Interpreting and
Testing

Model results Formulating model

world problem

Model

Mathematical
analysis

(‫م‬T‫س اوآ‬2  5‫ وود‬$=‫ا‬D‫ى أ‬2K) d 3‫ ه‬N/! "# ‫ب‬6T8 ‫ أو‬3;;‫;ب ا ا‬8‫و‬
‫ وƒ*;ل  ا‬3;;‫  ا‬dK‫ و‬R8;K 2‫ذج ه‬2 ‫ ا‬#‫ و‬، ‫ذج‬2 ‫ ا‬# N^ 8 ‫ي‬6‫وا‬
3 # 3`= ‫ أ‬2‫ وه‬، Occam's Razor ‫*)م 
س اوآ;م‬8 ‫ذج‬2 ‫ ا‬# "‫ إ‬3;;‫ا‬
7‫ه‬D ‫أ‬8 ‫ إ‬F‫ ا‬324 ‫ور أو‬G‫ ا‬%1 %H‫ آ ا‬8I9&‫آ( إ‬A#‫ء )ا‬%>‫? ا‬%9 :‫ل‬2;8
KA‫ة ا‬84F ‫ أ او‬$# 3 ‫ا ا أ‬6‫ ه‬، ( 2A#‫ )ا‬J%A‫د ه"ا ا‬80 ‫ ا‬%H‫ا‬
‫
ذج‬# 6 ‫ك أآ‬$‫ إذا آن ه‬: ‫ل‬2;8 ‫ي‬6‫ وا‬3 ‫ ا‬V‫ ا‬3= Parsimony Principle

‫ ه‬7I#‫ات وا‬%+#‫ ا‬6 ‫د‬84 F‫

ذج ا"ي 
ي ا‬#$P QR$‫  ا‬9 /0 SI 8T‫وا‬
 2‫ي ه‬6‫ر وا‬2TP ‫ ا‬E = mc 2 *P8‫ن ا‬2L  ‫ا ا أ‬6‫" ه‬# ‫ أدل‬S‫ و‬.GP‫
ذج ا‬#$‫ا‬
‫ و\ه‬mxɺɺ = F K2 9‫ن اآ‬2L ]6‫ وآ‬، ‫ق‬DA‫" ا‬# T ‫ وأه‬9U8‫ا ا‬2;‫ ا‬d‫ا‬
.92 ‫ ا‬9 O‫ ا‬R‫ ا*آ‬9:‫ ا‬9U8‫ا ا‬2;‫ ا‬
‫ا‬2L‫‹ و‬% QU‫ و‬3= l/K  ^‫ ا ء وا‬j $ ‫م‬2;8  ‫ي ان‬O 9TH‫ و‬
52:*‫  أ‬l%2 (^‫ او اآ‬9`%  Ti) ‫ر‬2: ‫ة‬#  ‫ و;ة‬92: 9U8‫ر‬
‫م‬#‫ و‬TP= ‫ا‬2:\‫ و‬g‫*ط ا‬A‫ ا  ا‬N‫ وا آ‬L ، TU2 \‫*ه *;ه و‬
‫ه  ب‬6f8 j‫ وا‬9`/* ‫ا وا‹ ا‬2;‫ ا‬56‫ ه‬N^  9;;‫ ا‬9/P  T*‫إ‬
‫وط‬0‫ ا‬3= *‫ و‬S2; ‫ن‬2/8  $D*‫*; ان إ‬8 N 5\ N #  ‫ آ‬N 8‫( و‬9U2 ‫)ا‬

11
‫ا ‪ 9‬ون د‪S‬ت ر‪; 9U8‬ة و‪2K 982D‬ي ا‪  ^/‬ا *‪Z‬ات وا  \‬
‫ا‪i‬ور‪ .98‬وآهن ‪ "#‬ذ] =‪ 3‬ا‪A‬ار ا *د ‪GK R2 9 L‬داد آ‪  N‬أ‪N;* Z* `U‬‬
‫إ" ا د‪2 "* 9‬آن ه‪6‬ا ا *‪f X 8S Z‬ي ‪ 9 9`%‬أو ‪ 9;:‬إ" ا *‪ Z‬ا*‪N^ Q‬‬
‫د‪U  9= N‬ط ا‪ ‰J‬و أ‪2D‬ال ا‪`D0‬ل   ‪ 5‬إ" ‪ c` 3= 9 15‬ا ‪) Q *J‬آ‪T N‬‬
‫‪G8‬داد وه‪6‬ا ‪K 3:8‬ا‪2L d‬ي و*‪ 3‬ز‪8‬دة =‪ . ( R2 3‬وه‪6/‬ا ى ا‪  ^/‬ا^ ‪GK‬د‬
‫د‪  ^/ TKS‬ا*`‪ \ N%‬ا‪i‬ور‪ 98‬وه ‪2 3Kf8‬س أوآ‪T‬م‪ :‬إ* آ‪ N‬ا*`‪N%‬‬
‫\ ا‪i‬ور‪H 98‬ا وا;‪ 3‬ا ‪2‬ذج =‪ 3‬ا‪ d‬ا!‪.$/‬‬
‫‪ N82K 9 #‬ا ا;;‪ 3‬إ" ‪ #‬ا ‪2‬ذج ه‪ 3= 3‬ا;;‪ 9‬أه وأ‪2: R%‬ة =‪ 3‬ء ا ذج‬
‫وا*‪2; 3‬م ‪  8T* T‬أ ‪2‬س اوآ‪T‬م =`‪ 9 # 3‬ء ا ‪2‬ذج * آ‪ N‬ا*`‪\ N%‬‬
‫ا ‪Z 8!* $ T‬ض وا‪2U2‬ح او ا*‪2  8!* T*J / 8S 3‬ارد ا *‪.9‬‬
‫= ;‪ Q:‬ا ا;;‪ 3‬ا" ‪ / 8 J‬ا*‪ $ N‬آ  ‪2  Q:L 2‬س‪ .‬أ ‪2‬س اوآ‪T‬م أداة‬
‫‪ 9‬و‪:‬ة ‪ ،‬إذا ا‪ X:*L‬ا‪+= ^/‬ن ا‪ N‬ا **‪  a‬ا ‪2‬ذج  ‪2/8‬ن ‪ $‬اي ‪9%‬‬
‫ ‪ 9/P‬ا;;‪ 9‬وإذا ا‪ X:*L‬ا;‪+= N‬ن ا ‪2‬ذج ‪2  9 R‬ارد ا *‪2 .9‬ف ‪P‬ح‬
‫ا‪ N/P‬ا و‪2‬س اوآ‪T‬م  ^ل ا*‪:3‬‬
‫; در‪ 3= X‬ا‪U8‬ت =‪2U2 3‬ع ا*`‪ NU‬وا*‪2U2 N/‬ع ا;‪6‬ا@‪ Projectiles l‬وا*‪3‬‬
‫‪ Q*K‬ر ‪ ، ‚=/ Q:L‬ا‪;*!A‬ق ‪8‬أ  ل ‪ g XY NJK‬و!وط او‪ 9=  9‬وا‪s 0 9#‬‬

‫‪ "# N K a (t ) = g‬ا‪A‬زا‪ 9‬آا‪G 9‬‬ ‫‪ v0‬و‪ N/‬ا د‪9‬‬ ‫و‬
‫‪2U "# . s (t ) = 12 gt 2 + v0t + s 0‬ء ا‪ N/P‬ا و‪2‬س اوآ‪T‬م =‪+‬ن ا ‪ 3= 9/P‬ا‬
‫ا;;‪2;K 3‬م *‪ # B‬آ‪ 9`86L 9‬أو ا!ء  ‪ 9Y‬آ‪ J 3‬او !‪9\  L ، $T‬‬
‫ا ‪ 9/P‬ا;;‪ 9‬و;‪ T‬إ" ‪ #‬ا ‪2‬ذج *) ‪2‬س اوآ‪T‬م ا‪6‬ي ا=*ض ان ا ا;;‪3‬‬
‫‪ g:‬و ل ‪ NJK‬او ‪H‬ذ‪ XY 9‬و=‪ 3‬ا`اغ )‪#‬م و‪2H‬د \ف ‪2H‬ي( ‪# Q‬م و‪2H‬د اي‬
‫‪2L‬ى ‪YB‬ة اى ‪  U ،‬ه‪ 56‬ا`وض او ه‪6‬ا ا =‪+‬ن  ‪2‬ذج ا ر‪‚=/ Q:L N/! "#‬‬
‫ا‪ 9/PK /‬و‪ Y ، $‬ا* =‪ 3‬ا ‪ N‬وت ا آ‪6T ، ^ 9‬ة ا‪\0‬اض وا‬
‫ا ‪2‬ذج  ‪H‬ا ‪ ،‬ا)‪ :‬ه ‪ 3= TO8‬ا`‪f 9U‬ن ا ‪2‬ذج ‪ f*8‬ان ‪ Q H‬ا;‪6‬ا@‪ T l‬آ‪9‬‬
‫‪ Q*K‬ر ‪ 3= ‚=/ Q:L N/! "#‬ا ا;;‪ 3‬ذا ‪ 2‬ر ر‪ 9P8‬أو آة ‪D‬و‪(a2 a) 9‬‬
‫=‪ 3‬و‪2H‬د ر‪8‬ح؟‪ .‬ا‪ # T S i8‬ا;‪6‬ا@‪ l‬ان =‪ 9U‬ل ا*‪ NJ‬ا^‪ X‬وإام‬
‫;و‪ 9‬ا‪2T‬اء \ ‪ 9%‬و‪ 3:K‬أ‪:‬ء ‪  N`K L‬ا وا‪ .9 8GT‬و‪Z /‬ض‬
‫ا*;‪+= R8‬ن ر‪J 3‬رة أو ا!ء ‪28 3= 9;Y‬م =‪ $‬ا‪8‬ح ``‪+= 9‬ن  ‪2‬ذج ا ر ا;‪‚=/ Q:‬‬

‫‪12‬‬
‫‪H R‬ا‪  .‬ا ‪H T‬ا ا‪Y‬ء آ** *;‪ N a@* #8‬ا ‪2‬ذج ان ‪ Qi‬ا`‪U‬ت ا*‪3‬‬
‫‪ T# 3‬ا ‪2‬ذج =`‪^ 3‬ل ا;‪6‬ا@‪ l‬أ=*‪ U‬ان ا ا;;‪\ H28S g: 3‬ف ‪2H‬ي )أي‬
‫=‪ 3‬ا`اغ( و‪H‬ذ‪ 9*Y 9‬و‪2L H2KS‬ى اى‪ .‬ه‪ 56‬ا`‪U‬ت ه‪GH 3‬ء ‪ T‬و‪2‬ي ‬
‫ا ‪2‬ذج = ‪  †)! 38‬ر‪ 9P8‬و‪2;8‬ل ] ‪ :‬ا‪2  !O‬ذ‪*= ، f: ]H‬د ‪! : $#‬‬
‫ا‪ 9P8‬آ‪ Q** X‬ر ‪ 2 ‚=/ Q:L N/! "#‬ر‪ 3= X‬ا`اغ ‪8 L .‬د ‪ ]#‬ان  ‪2‬ذ‪]H‬‬
‫\ وا‪= 3= ‰S 0 3L‬اغ و‪2/‬ن رد ‪!„ : $#‬ء ا^;‪ 9‬وا*‪=  "K 3‬ت‬
‫‪L‬ة =‪+‬ن ‪#YfK‬م و‪2H‬د =اغ ه‪ / 8 YfK 2‬إه ‪ $‬وه‪ $*^K 2‬ا*‪J‬رب ا  ‪.9‬‬
‫ا`‪U‬ت وا‪*A‬رات  ‪2‬ذج ه‪  3‬اه ‪2:‬ط ا=ع ‪ U‬ا ‪ //P‬وا‪2  8L‬ذج‪.‬‬
‫‪P‬وع‪ g8) :‬ا‪ N R:‬ه‪6‬ا ا ‪P‬وع ‪H T $0‬ا ‪*A‬ب ا دة(‬
‫`*ض ا ‪2‬ف ;‪2‬م  ‪P‬وع ‪2  9‬ز‪ N%2* 8‬ا‪  98  @G‬ا" ا‪L‬ب ‪:‬ر‪.‬‬
‫ا=*ض ان ا =‪  9‬ا ‪ 98‬وا ‪:‬ر ‪ 50‬آ‪ 5JKƒ *2‬ا‪2‬ا‪ 8 .‬ان ‪9`/K R‬‬
‫ا‪6T 8G‬ة ا)‪ R 3/ 9‬ا ا ‪U;  R‬ة ا‪2G‬ن‪ .‬إذا ا=*‪ XU‬ان ارة ‪T‬‬
‫*‪ d2‬إ*‪T‬ك ‪ 25‬آ‪2H/‬ن‪*#A 6 .‬ر  ‪:38‬‬
‫‪ -‬ار ا‪ 8G‬ا‪Z*K L 9‬‬
‫‪ -‬او‪L‬ت ا*‪2H2 Yf*K N%2‬د زم وري أو ‪$#‬‬
‫‪ 9 -‬ا‪ ) 2J‬ا‪:‬ر‪\ ،‬ر‪ ،‬ر‪8‬ح ‪ 982L‬اˆ(‬
‫‪ -‬إ*ف ا =ت دا‪ N‬ا ‪) 98‬إذا آن ا ‪:‬ر ^ =‪ ! 3‬ل ا ‪+= 98‬ن ا‪ 3= @G‬ا‪2J‬ب‬
‫‪Z*K‬ق ر*‪ 9= T‬ا‪2D‬ل(‬
‫‪ -‬و‪2H‬د ‪/‬ن =رغ ‪GA‬ال ا‪2G‬ن ‪ #‬ا‪2%2‬ل  ‪:‬ر ام ا‪O*A‬ر `اغ ‪/‬ن‬
‫*‪ Q:‬إ‪J8‬د إ‪*#‬رات اى آ^ة و‪ /‬ذا ‪2 #‬س اوآ‪T‬م؟ ه‪ N‬آ‪ N‬ا*`‪ N%‬ا;‪9‬‬
‫‪9 T‬؟ ذا ‪ T 6f‬واي ‪Q:*; T‬؟ ‪Z‬ض ا ‪2:‬ب و‪  U‬ا ‪2‬ارد ا *‪9‬؟‬

‫‪13‬‬
 ‫م‬O‫ ا‬9‫ وآ‬3O‫ ا‬/`*‫ا‬
Cause Yf*‫ وا‬R‫ ا‬9L# "# ‫م‬2;8 ‫ ا*;ي‬5JKA‫ ا‬R 3;;‫ ا ا‬N‫آ‬P Q N*‫ا‬
.j‫ ا‬Ti # ‫ل‬G N/P 9/P ‫اء ا‬GH‫ أ‬6f8‫ و‬9:‫ ا‬and Effect
"‫ إ‬9/P ‫ ا‬Qّ:;8S System Approach/ Thinking 3O‫ ا‬/`*‫ أو ا‬3O‫ ا‬5JKA‫ا‬
S 3*‫ *دة وا‬d‫ روا‬H2K ‫م إذ‬O‫ ا‬T= 3*‫ ا‬9‫ ا‬8* N/‫ آ‬T O8 N 9G ‫اء‬GH‫أ‬
T JK ‫دة‬#‫ إ‬Y ‫" ة‬# ‫ء‬GH N‫ إ" آ‬O ‫  ان‬S T=P/*‫*ر وإ‬#A‫ ا‬3= ‫ه‬6‫ ا‬
‫م  ل‬O ‫=ت‬K‫ و‬R‫اآ‬K T=‫ ا*ف و‬9‫" و‬# G‫آ‬8 3O‫ ا‬/`*= .;S
9‫و‬0‫ ا‬R‫ ا*اآ‬56‫" ه‬# ‫م‬O‫ف ا‬K # ‫ات‬B*‫" ا‬K Y ‫ و‬9‫ أو‬R‫اآ‬K ‫إ*)ام‬
9‫ ا*آ‬$%‫ا‬2 9  ‫م‬O‫ ا" ا‬O *K ‫م‬O‫ ا‬9‫ آ  ان آ‬.T# ‫ا *ف‬
‫اء‬H+ g 8 ‫ا‬6‫ وه‬9‫ ارا‬XK ‫م‬O‫ف ا‬P/*A ‫ ء  ذج‬R:*K "*‫ وا‬G‫ ا‬Q ‫ة‬Z* ‫ا‬
‫ او‬/`*‫" ا*;  ا‬# #K ‫ وره‬3*‫م وا‬O‫ ا‬9H6  9  ;* ‫إ*رات‬
R ‫*ف‬KS T*: 9 O0‫د إ" ان ا‬28 3O‫ ا‬5JKA‫ ا‬3K 3= R‫ ا‬.3O‫ ا‬5JKA‫ا‬
9H6 ‫ ا‬.‫ ه اا‬g8S ‫ ا*;ي‬5JKA‫ن ا‬+= ‫ا‬6T‫ و‬$T8 = ‫*ف‬K L N 3T8‫ ا‬/`K
/`*‫ ا‬3= ‫ت‬8‫ور‬i‫ ا ا‬3‫ ه‬Modeling or System dynamics ‫م‬O‫ ا‬9‫أو آ‬
.‫ل‬2‫ت وا‬U`‫*;  ا‬K T0 3O‫ا‬

: %&&‫ ا‬V ‫ر‬I0

: System ‫م‬W$‫ا‬
.j‫ ا‬Ti "#  *K‫ و‬N#`*K ‫!ء‬0‫  ا‬9#2 J
: Entity 6R‫آ‬
.‫ إه* م ص‬$=  ‫م‬O‫ ا‬3= ‚! 2‫وه‬
: Attribute H
.@/ 9`% ‫ او‬9% 2‫وه‬
: Activity ‫ط‬A
.‫م‬O‫ ا‬9 3= ZK RK 9 # ‫أي‬
: State of the System or State Variables ‫ات ا‬%+ ‫م او‬W$‫ ا‬T
‫ر‬2:K ‫رس‬8‫ و‬.9 9O # ‫م‬O‫ ا‬3= 9:P0‫ وا‬TK`%‫@ت و‬/‫ ا‬N‫ آ‬lK ‫ات‬Z* 3‫وه‬
.$* 3= ‫ات‬Z*‫ ا‬Q** ‫م‬O‫ا‬

14
 ‫ل‪:‬‬
‫* ‪ .T:L Q J* 9#i a*8 Q‬ا‪ @GJ‬ا‪ 3= 0‬ه‪6‬ا ا‪O‬م ه  ‪ L‬ا*‪Q‬‬
‫وا‪6‬ي ‪ Q8‬ا;‪ Q:‬و‪ L‬ا*‪ Q J‬وا‪6‬ي ‪ Q J8‬ه‪ 56‬ا;‪*A Q:‬ج ا‪ .9#i‬هك ا‪L i8‬‬
‫ا ‪8*P‬ت وا‪6‬ي ‪ B8‬ا ‪2‬اد ا)‪ 9‬و‪ L‬ا‪ P‬ا‪6‬ي ‪ GTJ8‬ا‪ P 9#i‬و‪ L‬ا‪9L‬‬
‫ا‪*A‬ج وا‪6‬ي ‪ N;*8‬ا‪:‬ت ‪ 3#‬ا‪ 9#i‬و‪ ;8‬ا ‪ 9; 3# N‬ا‪L0‬م‪.‬‬
‫=‪ 3‬ه‪6‬ا ا‪O‬م‪:‬‬
‫ا‪@/‬ت ه‪ :3‬ا‪LS‬م‪ ،‬ا‪:‬ت‪ ،‬ا‪GH0‬اء‪ ،‬ا‪ Q@i‬اˆ‬
‫ا‪DP‬ت ه‪ 9 # :3‬ا*‪ 3= Q‬ا‪L0‬م‬
‫ا`ت ه‪ :3‬ا‪2 ،RD N/ 9 /‬ع ا;‪# ،9:‬د ا ‪ 3= @/‬آ‪ L N‬اˆ‬
‫وا‪8Z‬ول ا ‪ SI‬ا‪ $%I #W 2‬و‪:;0
 YI‬‬

‫ا‪9:P‬‬ ‫‪`%‬ت‬ ‫آ@ت‬ ‫ا‪O‬م‬

‫‪2‬ا‪9L‬‬ ‫‪9= ،9#‬‬ ‫رات‬ ‫ور‬
‫‪RD‬‬ ‫;‪،‬‬ ‫‪R‬‬ ‫دا@‪ ،‬ر‪ L‬اب‬ ‫ز@‬ ‫]‬
‫‪L‬ض‬
‫‪2D‬ل ا ‪ 9TH ،9 /‬إرل‪N%2K ،‬‬ ‫‪ /‬ت‪ ،‬ر@‪N‬‬ ‫إ‪SK‬ت‬
‫ا‪KA‬ل‬
‫د=‪ 9 L Q‬ا ‪8*P‬ت‬ ‫‪ 9 @L‬ا*‪82‬‬ ‫ز@‬ ‫‪2‬ق آ‪G‬ي‬

‫وه‪6‬ا ا‪J‬ول ‪  3:8S‬آ‪ Q J N‬ا‪@/‬ت وا`ت وا‪ 56T 9:P0‬ا‪0 9 O0‬ن ذ]‬
‫‪ 9= R:*8‬ا‪0‬هاف ا*‪  3‬ا‪ TH‬رس ا‪O‬م‪ .‬وإ‪ *#‬دا ‪ 3#‬ا‪0‬هاف ا ‪/ 8 92:‬‬
‫‪ 8K‬و‪ l%‬أدق ‪O‬م و‪.9K2/‬‬

‫‪ V I0‬ا‪
#$‬ذج ‪ 6‬و!; ‪ W‬ا‪ %‬ا‪:W$‬‬
‫ ان ‪ L:K‬إ" ‪2  3@ l8K‬ذج ‪ "#‬ا‪\ ;* 9;; N^ K 9‬ض  ور‪9H‬‬
‫و‪2U‬ح ‪2U XK 9‬ا‪ d‬ا ‪2‬ارد ا *‪ .9‬و‪8‬ف  ‪ 9TH‬ا*`‪ /‬ا‪System 3O‬‬
‫‪ "# Thinking‬ا‪O 8JK $‬م ‪2/*8‬ن  ‪2  Q JK‬ت ‪2‬ل ا‪O‬م ‪Z‬ض درا*‪.$‬‬
‫و‪2‬ف *`‪ 3= j‬ه‪6‬ا ‪.;S‬‬

‫‪15‬‬
 :‫م‬W$‫[ ا‬%
‫ات‬Z*‫ ا‬56‫ ه‬N^ $2  d ‫ ا‬3# YB8 $‫ آ  ا‬$H‫ث ر‬K 3*‫ات ا‬Z* ‫م‬O‫ ا‬Yf*8
‫ا‬6‫ وه‬$*‫م و‬O‫ اود  ا‬G  ‫م ان‬O‫ ا‬9H6  # ‫ا‬H T ‫ =  ا‬.‫م‬O‫ ا‬9 3# YBK
.‫م‬O‫ا ا‬6‫ ه‬9‫هاف  وراء درا‬0‫ ا‬9=  ‫*د‬8
‫ا‬6T‫م و‬O‫ ا‬YfK ‫* رج‬K ‫ت‬J* ‫ ا‬3# ‫ت‬: /*K 3*‫ ا‬N‫ا‬2‫ ا‬Q ‫ ^ل ا‬3`=
‫*ر إذ ان‬#0 ]‫ ذ‬6‫ ا‬RJ= R:‫ ا‬3# YfK ‫ إذا آن ض‬/‫م و‬O‫ ا‬9  ‫ء‬GH 3T=
.‫م‬O‫ ا‬9:P‫ط  ا‬P 9L‫ة ا‬6‫* ه‬K‫ت و‬:‫ل ا‬2%‫ وو‬Q ‫ت ا‬H)  9L# ‫هك‬
:Endogenous Activities %2\‫ا‬8‫ ا‬SA‫ا‬
.‫م‬O‫ ا‬N‫ دا‬9:P0‫ ا‬lK‫و‬
:Exogenous Activities %!‫ ار‬SA‫ا‬
9H‫ ر‬9:Pf Yf*8S ‫ي‬6‫م ا‬O‫ ا‬.‫م‬O‫ا ا‬6‫ ه‬3# YBK 3*‫م وا‬O‫ ا‬9 3= 9:P0‫ ا‬lK‫و‬
.‫ح‬2*` ‫م‬O $f l%28 ‫ي‬6‫ وا‬9H‫ ا)ر‬9:P0 Yf*8 ‫ي‬6‫م ا‬O‫ ا‬c/ Z ‫م‬O 3 8
:Deterministic Activities ‫دة‬8#‫ ا‬SA‫ا‬
.TK  ‫م‬K N/P TJ@* 8K / 8 3*‫ ا‬3‫وه‬
: Stochastic Activities %R‫
ا‬AI‫ ا‬SA‫ا‬
3 *‫ إ‬Q8‫ز‬2* l%2K ‫ت *دة‬/‫ إ‬TJ@* ‫ن‬2/K‫ و‬3@‫ا‬2P# N/P ‫ه‬YfK Z*8 3*‫ ا‬3‫وه‬
9& ‫ل‬:#‫  إ‬G‫ آ  ان ا‬3 *‫ إ‬Q8‫ز‬2* l%28 Q J* 9& $LZ*K ‫ي‬6‫ ا‬XL2‫= ^ ا‬
.3@‫ا‬2P# N/P Z*8
:Continuous Systems ]2#‫ ا‬#W‫ا‬
‫ي‬2H ‫ ر‬3= ‫@ة‬D 9‫ آ‬5JK‫ و*  = ^ إ‬N* N/P ‫م‬O‫ ا‬9 T= Z*K 3*‫ ا‬3‫وه‬
.5JKA‫ ا‬g* Smooth # N/P ‫ث‬K 3b‫ر ا‬:‫ ا‬/K XK
:Discrete Systems 2$#‫ ا‬#W‫ا‬
N/P ‫ث‬8 Q‫ ا‬3= 9#i ‫ = ^ إآ ل‬G‫ ا‬Q Q:;* N/P ‫م‬O‫ ا‬9 T= Z*K 3*‫وا‬
.ˆ‫ ا‬Q:;* N/P ‫ث‬8 Q@i‫ ا‬3# RD ‫ل‬2%‫ و‬،Q:;*
:System Modeling ‫م‬W$‫"! ا‬#
‫اء‬H‫ض إ‬Z ‫م‬O‫ا ا‬6‫ ه‬l%2 Model ‫ذج‬2  3 ‫ن او‬2/ ‫ ان‬RJ8  ‫م‬O 9‫را‬
3* ]‫م !ة وذ‬O‫ ا‬3# T@‫ا‬H‫ إ‬/ 8S ‫ت‬U‫ وإ=*ا‬9‫ أ‬3# 9Hƒ ‫رب‬J*‫ا‬
$%‫ا‬2) $‫م و=;ا‬O‫ ا‬ZK 3‫دي ا‬B8 $ # 3= ‫ك‬K‫ث إر‬8‫ و‬3%0‫م ا‬O‫ب ا‬:i8S

16
‫ا‪ 9%0‬آ  ان درا‪ 9‬ا ‪2‬ذج ‪  S‬ا‪O‬م ‪# R8JK  / K‬ة ‪2‬ارات ‪2‬ل ا‪O‬م وذ]‬
‫‪#+‬دة ا ‪2‬ذج ا‪ 3‬ا‪ 9‬ا‪ # 9%0‬إ‪H‬اء آ‪2 N‬ار ‪ c/‬ا‪O‬م ا‪ 3%0‬ا‪6‬ي إذا ‪ZK‬‬
‫‪ / 8S‬إ‪#‬د‪ 9K‬ة اى *‪ 9‬ا‪ ^ = 9%0‬را‪O 9‬م إ‪*L‬دي *‪ Z‬ت اض‬
‫وا‪B8 L R:‬دي ا‪ .T/# / 8S a@* 3‬آ  أن ا ‪2‬ذج ‪ / 8‬ان ‪8‬رس =‪ 3‬أز‪ 9‬إ=*ا‪9U‬‬
‫= ^ ‪ / 8‬إ‪H‬اء آة ‪O‬م ‪)*+‬ام ا ‪2‬ذج و=‪=K j 9‬ت ا‪O‬م `*ات ‪#‬ة‬
‫ا!‪ T‬او  =‪ 3‬د‪ .9L @L‬وآ‪ 8D # / 8 ]6‬ا ‪2‬ذج درا‪ 9‬ا‪O‬م ‪ NL‬إ‪ $@P‬وو‪2H‬د‪5‬‬
‫ا‪ 8 ^ = %‬ء ‪ Q‬و‪# 8‬ة رات ء =*‪ 8‬اي ر ا=‪2/ Ni‬ن  ‪2‬ذج ‪N/‬‬
‫ر وآ‪K 3‬ف ا ‪ XK Q‬ه‪ 56‬ا)رات‪.‬‬
‫أ
اع ا‪#$‬ذج‪:‬‬
‫‪ ) %R _%P‬د ( ‪:Physical Models‬‬
‫وه‪ 3‬ا*‪2  3K 3‬اد ‪ N^ 9‬ء  ‪2‬ذج ‪@:‬ة =‪ 9 3‬ا*  وذ] ‪*A‬ر ه‪T/‬‬
‫‪‘ XK‬وف ‪.9‬‬
‫ر )‪ %2%20 ) %‬او ‪:Mathematical Models ( 8 Z0‬‬
‫وا*‪)* 3‬م @‪L# T‬ت ر‪2K ) 9U8‬ز‪8‬ت إ* ‪ ،9‬دوال‪H ،‬اول‪ ،‬ر‪2‬ت اˆ(‬
‫هك ا‪  lK i8‬ذج ا‪J‬ة ‪ Static Models‬وا*‪ Q T* Z*KS 3‬ا‪ G‬وا ذج‬
‫اآ‪ 9‬أو ا‪ Dynamic Models 9/8‬وا*‪ Q T* Z*K 3‬ا‪.G‬‬
‫وآ ^ل ‪ 3#‬ا ذج ا`‪ 9@8G‬ا‪J‬ة  ‪2‬ذج ء ا ‪ J‬اام‪2  ،‬ذج `‪ 9‬او ‪@D‬ة =‪3‬‬
‫=‪6‬ة ‪ 3 R*/‬اˆ وآ ^ل  ‪2‬ذج =‪ 3@8G‬آ‪  3‬ذج &‪ 9‬ا‪*A‬اق اا‪ 3= 3‬ور!‪9‬‬
‫آ‪ 9‬ا‪ 9T‬وآ^  ا ذج ا`‪ 9@8G‬اآ‪ L N 3= 9‬ا`‪8G‬ء ‪ 9/‬ا‪2‬م‪.‬‬
‫‪ :8 K‬أذآ أ^‪ j 9‬ا ذج ا‪ 9U8‬ا‪J‬ة وآ‪ ]6‬اآ‪ ).9‬أ‪8‬ذ‪ :‬ا‪2O‬اه ا*‪3‬‬
‫‪  l%2K‬د‪S‬ت ‪ 9U`K‬أو =و‪2/K 9L‬ن آ‪(9‬‬
‫‪2‬ف رس ‪ 9;K‬ء ا ذج ‪S 8D #‬ت درا‪3= 9`*) 9 O0 Case Study 9‬‬
‫‪SJ‬ت ا‪ #0‬ل وا‪*LA‬د وا‪ 9‬وا`‪8G‬ء وا‪ R:‬وا ‪ Q *J‬اˆ‬

‫‪17‬‬
 ‫‪ N^ K‬ا‪O‬م =‪ 3‬ا*`‪ /‬ا‪ 3O‬وآ‪ 9‬ا‪O‬م‪:‬‬
‫‪K‬ر‪ l8‬أ‪:9‬‬
‫ا‪#‬ع ‪: Stock‬‬
‫أي !‚ ‪ Q Z*8‬ا‪) G‬د‪* ،3/8‬ك( ‪G8‬داد و‪ †;8‬و‪ " 8‬ا‪2* i8‬ى ‪ Level‬او‬
‫*‪ ، State Variable 9 Z‬ا *ع ‪ R#2*8‬ا‪!0‬ء `*ة ز‪ 9‬وه‪ 56‬ا‪!0‬ء ا *‪9#2‬‬
‫‪ TOKS‬أو ‪ O 3`*)K‬إذ ا‪iK T‬ف أو ‪ (N;K) RK‬ل =*ة ز‪.9‬‬
‫أ^‪ :9‬آ ‪ 9‬ا ‪G 3= 5‬ان‪# ،‬د ا‪ T0‬ا*‪ ، ^* T/* 8 3‬ا‪ 9L:‬ا )‪: 3= 9G‬ر‪# ،98‬د‬
‫ا‪@/‬ت =‪ ،Q *J 3‬آ ‪ 9‬ا;‪2‬د =‪ 3‬ب ‪ ،3/‬ا)‪2‬ف‪ ،‬ا‪ ،RiZ‬ا‪/‬اه‪ ،9‬ا‪*A‬ب‪ ،‬أˆ‬
‫ا‪%‬ب ‪: Flow‬‬
‫ه‪ 2‬ل ‪ 9  Z8 Rate‬ا *ع‪ 8Gُ8 2T= ،‬أو ‪  †ِ;ُ8‬ا *ع‪ .‬ا‪A‬ب ا‪6‬ي ‪ 8G8‬ا *ع‬
‫‪ " 8‬أ‪A‬ب اا‪ N‬أو ا ر ‪ ،Source‬وا‪6‬ي ‪ †;8‬ا *ع ‪ " 8‬أ‪A‬ب ا)رج أو‬
‫ا‪2Z‬ر ‪. Sink‬‬
‫أ^‪ :9‬آ ‪ 9‬ا ‪ 5‬ا ‪G) 986Z‬ان )إب دا‪ N‬أو ر( او ا ‪) $ 92‬إب رج أو‬
‫\‪2‬ر(‪# ،‬د ا‪ T0‬ا ‪*P‬اة )إب دا‪ N‬أو ر( أو ا ‪) 9#‬إب رج أو \‪2‬ر(‪،‬‬
‫ا‪:‬ر‪8‬ت ا‪ T 9=J‬أب رج =;‪ d‬وه‪ 3‬ا‪ 9L:‬ا‪ 9@T/‬ا *)‪# ،9‬د ا‪@/‬ت =‪3‬‬
‫‪S2 8GK Q *J‬دة )إب دا‪ N‬أو ر( و‪ N;K‬أو ‪2  †;K‬ت )إب رج أو \‪2‬ر(‪،‬‬
‫آ ‪ 9‬ا;‪2‬د =‪ 3‬ب ‪GK 3/‬داد ‪A‬در )إب دا‪ N‬أو ر( و‪ †;K‬ف )إب‬
‫رج أو \‪2‬ر(‪ ،‬ا)‪2‬ف ‪G8‬داد م ا‪2P‬ر ‪0‬ن )إب دا‪ N‬أو ر( و‪†;8‬‬
‫‪) 9 :‬إب رج أو \‪2‬ر(‪ ،‬ا‪G8 RiZ‬داد *ش )إب دا‪ N‬أو ر( و‪N;8‬‬
‫*‪ N‬ا‪) R:‬إب رج أو \‪2‬ر(‪ ،‬ا‪/‬اه‪) 9‬إب دا‪ N‬أو ر( ‪GK‬داد *=‪c‬‬
‫و‪* N;K‬ون )إب رج أو \‪2‬ر(‪ ،‬ا‪*A‬ب ‪DA 8G8‬ع )إب دا‪ N‬أو ر(‬
‫و‪A N;8‬ه ل )إب رج أو \‪2‬ر(‪ ،‬اˆ‪ / 8 .‬ان ‪ O‬ا" ا‪A‬ب ‪ "#‬ا‪ "N=" $‬إذ ا‪$‬‬
‫‪2;8‬م `‪ N‬او ‪ 3= N #‬ا ‪2‬ذج ‪" "#‬أ ء" )ا *ع(‬

‫ا‪`
#‬ت ‪ Converters‬أو ا‪%+#‬ات ا‪84#‬ة ‪: Auxiliary Variables‬‬
‫‪2K‬ى أر‪L‬م‪2;K ،‬م  ت ‪ 9‬أو‪ 98H‬أو ‪ 9;:‬و‪ *K‬ا *‪3= Controllers 9 /‬‬
‫ا ‪2‬ذج‪.‬‬

‫‪18‬‬
،9H‫ ا‬# @‫ا‬G‫ ا‬N‫ ا‬،‫ب‬A‫ ا‬،TJ‫ ا‬،T‫  ا‬،5 ‫ان ا‬G 3= 9=‫ا‬2:‫ ا‬:9^‫أ‬
O8‫ اˆ و‬،‫ع‬DA‫ت ا‬# ‫د‬# ،c=*‫ ا‬9#2 ،‫ ا*ش‬9#2 ،9G ‫ا*ض „ر ا‬
adverb ‫ آل او ‘ف‬$‫ا‬
: Information Link ‫
ت‬2I#‫ ا‬S‫ أو را‬Connectors ‫ت‬aH
#‫ا‬
‫ أن  ان‬T ‫  ا‬،‫ذج‬2 ‫ ا‬3= & "‫ء إ‬GH  ‫ت‬2 ‫ ا‬dK ‫ أو‬N K 3*‫ ا‬3‫وه‬
9 ;= d;= ‫ت‬2 N;K 3‫ ه‬N (‫د‬2;‫ او ا‬9L:‫ او ا‬5 ‫ ا‬N^) 98‫ آ ت د‬N;KS ‫ت‬%2 ‫ا‬
.& ‫ء‬GJ N;*K ‫ذج‬2 ‫ء  ا‬GH
‫د‬# 3# YB8 T‫  ا‬،‫ ا" ا م‬5 ‫`ع ا‬K‫ ى إر‬N;8 ‫ان‬G)‫ ا‬3= 9=‫ا‬2:‫ ذراع ا‬:9^‫أ‬
9 ‫ آ‬،‫ب‬JA‫ ا‬3# ‫ث ا;درات‬A‫د ا‬# ،‫ز‬TH NZP* TJ‫ ا‬9 ‫ آ‬،T@‫ !ا‬/ 8 3*‫ ا‬T0‫ا‬
.ˆ‫ ا‬،‫ل =*ة ا*ش‬2D ،9G ‫] „ر ا‬UK ‫ ;ار‬،9H‫ ا‬# @‫ا‬G‫ ا‬N‫ا‬
:‫م آ‬W$‫ ا‬%‫آ‬T‫ و‬W$‫ ا‬% ‫م‬W$‫ ا‬# ‫و‬

Stock
Source/Sink

Flow
Information
Link

AuxiliaryVariable

19
 :‫ا ا‬
Differential Equations %2)‫د`ت ا‬I#‫ا‬
Z*  9‫*;ت ا‬P  ‫ن وده‬2/*K 98H ‫ت‬S‫ د‬# ‫رة‬# 3‫ ه‬9U`*‫ت ا‬S‫ا د‬
x = f ( t ) Z*  9U`K ‫ت‬S‫ د‬3*‫ن ا‬+= x = f ( t ) ‫ آن‬2 ^ = NU`* 9L ‫ي‬H

dx
+ tx + 3 = 0
dt
d 2x dx
2
+ 5 − 14 x − 10 = 0
dt dt
3 2
d x d x dx
− − +x+2=0
dt 3 dt 2 dt
"‫ق إ‬:* ‫ف‬2‫ و‬Linearity T*:‫ و‬Degree T*H‫ ر‬9U`*‫ت ا‬S‫ ا د‬G *K‫و‬
‫ق‬D ‫ ة‬9U`*‫ت ا‬S‫ ا د‬NK‫ و‬.9:)‫ وا‬9^‫و" وا‬0‫ت ا‬H‫ت  ار‬S‫ا د‬
.‫ا ا ;ر‬6‫ى ه‬2* R8  T ‫*ض‬
: %S‫ ا‬3‫ر! او‬8‫ ا‬6 %2)‫د`ت ا‬I#‫ ا‬:`‫او‬
N/P‫" ا‬# 3‫وه‬
dx
f (t, x) + h (t, x ) = 0
dt
. x ‫ و‬t 3= 9: ‫ دوال‬h ( t , x ) ‫ و‬f ( t , x ) V
:N` 9L ‫ات‬Z* ‫ي‬2K ‫ت‬S‫ د‬N
N/P‫ ا‬TU‫ و‬/ 8 h ( t , x ) ‫ و‬f ( t , x )  N‫ آ‬X‫إذا آ‬
f (t, x ) = p (t ) q ( x )
h (t, x ) = r (t ) s ( x )

2‫ ه‬9U`*‫ ا‬9‫ ا د‬N/! ‫ن‬2/8 ‫أي‬

dx
p (t ) q ( x ) + r (t ) s ( x ) = 0
dt
‫ل‬J ‫ ا‬3= t L Q J p ( t ) ≠ 0 ‫" و‬: ‫ل ا‬J ‫ ا‬3= x L Q J s ( x ) ≠ 0 ‫" !ط ان‬#‫و‬

3*‫ات آ‬Z* ‫ ا‬N= Q:* s ( x ) p ( t ) ≠ 0 "# 9‫ ا د‬3=D 9 ; ،": ‫ا‬

q ( x) r (t )
dx + dt = 0
s ( x) p (t )

! ‫ ا‬N/* N‫" ا‬# N‫و‬

20
 q ( x) r (t )
∫ s ( x ) dx + ∫ p ( t ) dt = C
.9‫و‬0‫وط ا‬P‫" ا‬#  *8 ‫ إ*ري‬XY C V
:‫ل‬
9*‫ ا‬9U`*‫ ا‬9‫ ا د‬N
dx 1 − x
− =0
dt 1 + t
:‫ا‬
"# N= x ≠ 1 ‫" !ط أن‬# 1 − x "# 9‫ ا د‬3=D ;
1 dx 1
− = 0, x ≠ 1
1 − x dt 1 + t
J ‫ اود‬RKK‫ و‬dt NU`*‫ ا‬3= =:‫ب ا‬i
dx dt
= , x ≠1
1− x 1+ t
‫ف‬D N/ N/*‫ ا‬6‫ أ‬/ 8‫ و‬j‫ ا‬Ti # 92` X%‫ن ا‬b‫ات ا‬Z* ‫ا‬
dx dt
∫ 1 − x + ℓn C = ∫ 1 + t , x ≠1

‫أو‬
− ℓn 1 − x + ℓ n C = ℓn 1 + t , x ≠ 1

‫أي‬
(1 − x )(1 + t ) = C , x ≠ 1
t N;* ‫ ا‬Z* ‫ ا‬9S x Q*‫ا‬Z*  N‫و‬
C
x = 1± , x ≠1
1+ t
:\b ‫ل‬
9*‫ ا‬9U`*‫ ا‬9‫ ا د‬N
dy
t − ( x − t ) = 0, y ≠ 0
dt

21
9‫;ل أن اا‬8 ) "‫و‬0‫ ا‬9H‫  ار‬9J* ‫ دوال‬3‫ ه‬f ( t , x ) = t , h ( t , x ) = x − t ‫اوال‬

9;;‫ ا‬56‫ ( وه‬g ( kx, ky ) = k n g ( x, y ) 9L‫ ا‬X;; ‫ إذا‬n 9H‫  ار‬9J* g ( x, y )
:3*‫ آ‬N‫ ا‬3= #K
J ‫ت‬U`K N/! "# 9‫ ا د‬QU‫ وو‬x = st j82*
t ( s − 1) dt − t ( s dt + t ds ) = 0, t ≠ 0

J N/*‫ وا‬t Z*  9 ‫ اود‬RK*

dt
∫ ds = − ∫ t
+ C, t ≠ 0

‫أي‬
s = C − ℓn t , t ≠ 0

x Z* ‫ ا‬9S ‫أو‬

x = t ( C − ℓn t ) , t ≠ 0

:"‫و‬0‫ ا‬9H‫  ار‬9:)‫ ا‬9‫ا د‬

‫ ام‬N/P‫ ا‬T‫و‬
dx
+ P (t ) x = Q (t )
dt
9L ":8 N‫ا‬
− P ( t ) dt − P ( t ) dt ∫ P(t ) dt
x = Ce ∫ +e ∫ ∫ Q ( t )e dt
‫ وا‬xCF $ G8‫ و‬Complementary Function 9 / ‫ ا‬9‫ " اا‬8 ‫ول‬0‫ ا ا‬V
N/P‫" ا‬# ‫ن‬2/8 N‫ أي ا‬xPS $ G8‫ و‬Particular Solution ‫ ا)ص‬N‫ ا‬3^‫ا‬
. x = xCF + xPS
:‫ل‬
9U`*‫ ا‬9‫ ا د‬N
dx
+ tx = t
dt

22
 − P ( t ) dt
N‫ وا‬xCF = Ce − T‫ أ‬J= P ( t ) = t 6f ]‫ وذ‬xCF = Ce ∫
1 t2
2
9 / ‫ ا‬9‫ اا‬H2
− P ( t ) dt ∫ P( t )dt
‫ن‬2/8‫ و‬xPS = e − dt = 1 J= Q ( t ) = t V xPS = e ∫ ∫ Q ( t )e dt ‫ا)ص‬
1 t2 1t2
2
∫ te 2

General Solution ‫ ام‬N‫ا‬

− 12 t 2
x = Ce +1
‫*ري *ج إ" !وط‬A‫ ا‬X^‫د ا‬J8A . C ‫ إ*ري وا‬XY ‫ي‬28 ‫ ام‬N‫ ان ا‬S
0 = C + 1 ⇒ C = −1 J j82*= t = 0 # x = 0 /* Initial Values (IV) 9‫أو‬

. x = 1 − e−
1 t2
2
9‫و‬0‫وط ا‬P‫ ا‬XK ‫ ام‬N‫ن ا‬2/8‫و‬
:‫ل‬
9U`*‫ ا‬9‫ ام  د‬N‫ ا‬H‫أو‬
d 2 x 1 dx
− = te 2t
dt 2 t dt
dx
J y = QU2 /‫ و‬9^‫ ا‬9H‫و  ار‬K 9‫ا د‬
dt
dy 1
− y = te 2t
dt t
.R: 8 *‫ آ‬T ‫*ك‬8 . y 3= "‫و‬0‫ ا‬9H‫  ار‬3‫وه‬
Higher Order Differential :%2I‫ر!ت ا‬8‫ ا‬6 %2)‫د`ت ا‬I#‫ا‬
Equations
Linear Equations with Constant c ‫ت‬aI# %S‫د`ت ا‬I#‫ ا‬:`‫أو‬
Homogeneous Case Z#‫ ا ا‬Coefficients
N/P‫" ا‬# 3‫وه‬
dnx d n −1 x
+ a + ⋯ + an x = f ( t )
dt n −1
1
dt n

d 2x dx
‫م‬# N/P‫ و‬ɺɺx = 2
‫ و‬xɺ = 2‫ ه‬9‫ ا د‬N/! d* ‫ ص‬GK ‫ف *)م‬2
dt dt

dnx
N/P‫" ا‬# 9;‫ ا‬9‫ ا د‬g*= x( n ) =
dt n

x( n ) + a1 x ( n −1) + ⋯ + an x = f ( t )

23
‫ن‬2/K \) X‫ا‬2Y a1 , a2 ,..., an V ،9*Y 9: ‫  ت‬9U`K ‫ت‬S‫ " د‬K‫و‬
‫ أي‬f ( t ) = 0 T= ‫ن‬2/8 3*‫ت وا‬S‫ ا د‬56T cJ* ‫ ا‬N/P‫ ا‬S‫ف رس او‬2 .(9;;
N/P‫" ا‬# ‫ت‬S‫ا د‬
x( n) + a1 x ( n −1) + ⋯ + an x = 0

3= j82* ، C ‫ إ*ري‬X^‫ و‬eλt ≠ 0 V x = Ceλt N‫ب ا‬J ‫ت‬S‫ ا د‬56‫ ه‬N
a*8 9;‫ ا‬9‫ا د‬
(λ n
+ a1λ n −1 + ⋯ + an ) eλt = 0

.Characteristic Polynomial ‫ة‬G ‫ " آ^ة اود ا‬K P ( λ ) ≡ λ n + a1λ n −1 + ⋯ + an

9‫ا د‬ (‫`ر‬%‫أ‬ ‫أو‬ ‫ور‬6H ‫)أو‬ ‫ل‬2 3‫ه‬ T ‫ح‬2  ‫ا‬ λ L
Auxiliary Equation ‫ة‬# ‫ ا‬9‫ " ا د‬K 3*‫ وا‬P ( λ ) ≡ λ n + a1λ n−1 + ⋯ + an = 0

‫ور‬6J‫  ا‬n T P ( λ ) = 0 ‫ن‬+= n 9H‫ آ^ة ود  ار‬3‫ ه‬P ( λ ) ‫ أن‬V‫و‬
 ‫ او ازواج‬9;; ‫ن‬2/K ‫ور إ ان‬6J‫ ا‬56‫ن ه‬+= 9;; a1 , a2 ,..., an X‫ وإذا آ‬λ1 , λ2 ,..., λn
xi = Ci eλit , i = 1, 2,..., n *‫  ا‬N‫ آ‬. Complex Conjugates 9‫ ا *;ر‬9‫اد ا آ‬#0‫ا‬

‫ن‬2/8‫ و‬Ci ‫ إ*ري‬X^ 9U`*‫ ا‬9‫  د‬N 2‫ه‬

x = C1e λ1t + C2 eλ2t + ⋯ + Cn e λnt

‫ت‬S‫ ا د‬9 3=‫ و‬Complementary Function 9 / ‫ ا‬9‫ اا‬3 8‫  و‬i8‫أ‬

.9 / ‫ ا‬9‫ اا‬2‫ ام ه‬N‫ن ا‬2/8 9J* ‫ا‬
:‫ل‬
x + 3 xɺ + 2 x = 0 9U`*‫ ا‬9‫ ا د‬N
ɺɺ

:‫ا‬
‫ن‬2/8‫ و‬λ1 = −1, λ2 = −2 3‫ ه‬P ( λ ) = 0 ‫ور‬6H‫ و‬P ( λ ) ≡ λ 2 + 3λ + 2 ‫ة‬# ‫ ا‬9‫ا د‬
‫ ام‬N‫ا‬
x = C1e − t + C2 e −2t

.9‫و‬0‫وط ا‬P‫دان  ا‬8 8‫^* إ*ر‬

: Repeated Roots ‫ر‬6J‫ار ا‬/K 9
3‫ر ه‬6J‫ا ا‬6T 9:K ‫ل ا‬2‫ن ا‬+= ‫  ا ات‬r ‫د‬# λ = λ1 ^ ‫ر‬6H ‫ر‬/K ‫إذا‬
eλ1t , teλ1t , t 2 eλ1t ,..., t r −1eλ1t

24
 :‫ل‬
x + 5 xɺ + 2 x = 0 9U`*‫ ا‬9‫ ا د‬N
x + 4 ɺɺ
ɺɺɺ

:‫ا‬
3‫ ه‬P ( λ ) = 0 ‫ور‬6H‫ و‬P ( λ ) = λ 3 + 4λ 2 + 5λ + 2 = ( λ + 1) ( λ + 2 ) ‫ة‬# ‫ ا‬9‫ا د‬
2

‫ ام‬N‫ن ا‬2/= K ‫ر‬/ −1 ‫ر‬6J‫ ا‬λ1 = −1, λ2 = −1, λ3 = −2

x = C1e − t + C2te− t + C3e −2t

t = 0 # x = 1, xɺ = 0, ɺɺ
x = 1 9‫و‬0‫وط ا‬P 98‫*ر‬A‫ ا‬X‫ا‬2^‫ ا‬L H‫أو‬

NU`*‫ ا‬8D # H2 ‫ ام‬N‫ ا‬

xɺ = −C1e− t + C2 (1 − t ) e − t − 2C3e−2t
x = C1e − t − C2 ( 2 − t ) e −t + 4C3e −2 t
ɺɺ

J 9‫و‬0‫ ; ا‬j82*‫و‬

C1 + C3 = 1
−C1 + C2 − 2C3 = 0
C1 − 2C2 + 4C3 = 1

‫ ا)ص‬N‫" ا‬# N j82*‫ و‬C1 = −1, C2 = 3, C3 = 2 ‫ل‬2‫ ا‬T 3*‫وا‬

x = ( 3t − 1) e− t + 2e −2 t

Linear Equations with Constant c ‫ت‬aI# %S‫د`ت ا‬I#‫ ا‬:%c
: Inhomogeneous Case Z#‫ ا‬%1 ‫ ا‬Coefficients
9J* ‫ت \ ا‬S‫ ام  د‬N‫ا‬
x( n ) + a1 x ( n −1) + ⋯ + an x = f ( t )

Complementary Function 9 / ‫ ا‬9‫ " اا‬8 xCF V x = xCF + xPS N/P‫" ا‬# 2‫ه‬
.Particular Solution ‫ ا)ص‬N‫ " ا‬8 xPS ‫و‬
.‫ ا)ص‬N‫د ا‬J8‫ن إ‬b‫ف *ض ا‬2‫ و‬،9 / ‫ ا‬9‫د اا‬J8‫ إ‬9`‫ آ‬9;‫ ا`;ة ا‬3= 8‫; رأ‬
:‫ ا)ص‬N‫د ا‬J8‫ق إ‬D
: D N‫ ا‬9;8D
dn d2 d
. Dn ≡ n
‫و‬ D 2
≡ 2
^ = D ≡ 9L ‫ف‬8‫ و‬D NU`*‫ ا‬N# :l8K
dt dt dt
9L P ( D ) ≡ D n + a1 D n −1 + ⋯ + an Polynomial Operator ‫ آ^ة اود‬N# ‫ف‬

25
P ( D ) f ( t ) ≡ ( D n + a1 D n −1 + ⋯ + an ) f ( t )
= f ( n ) ( t ) + a1 f ( n −1) ( t ) + ⋯ + an f ( t )

‫ أي‬D 0 x ( t ) = x ( t ) ‫ و‬an D0 2‫ ه‬an ‫ أن ا‬S) ‫ ة‬n NU`* 9L 9‫ دا‬f ( t ) V
.(‫ة‬2‫ ا‬NU`K N#
:‫ل‬
D NU`*‫ ا‬N# N/! "# 9*‫ ا‬9U`*‫ ا‬9‫ ا د‬QU

d 2x dx
2
− 3 + 2 x = te − t
dt dt
x − 3 xɺ + 2 x = te− t
ɺɺ

:‫ا‬
D 2 x − 3Dx + 2 x = te − t
(D 2
− 3D + 2 ) x = te − t

P ( D ) ≡ D 2 − 3D + 2 ‫ه‬

: D )‫ ا‬4 ‫\
اص‬
‫ ل آ^ات‬# P ( D ) , Q ( D ) , R ( D ) ‫ وآن‬NU`* 9L ‫ دوال‬f ( x ) , g ( x )  N‫إذا آن آ‬
9*‫اص ا‬2)‫ ا‬T ‫ ل آ^ات اود‬# ‫ن‬+= ‫ود‬
1)  P ( D ) + Q ( D )  f ( x ) = P ( D ) f ( x ) + Q ( D ) f ( x )
2 )  P ( D ) Q ( D )  f ( x ) = P ( D ) Q ( D ) f ( x ) 
3) D ( aD r ) f ( x ) ≡ aD r +1 f ( x )
4 ) P ( D )  f ( x ) + g ( x )  ≡ P ( D ) f ( x ) + g ( x ) f ( x )
5) P ( D ) + Q ( D ) ≡ Q ( D ) + P ( D )
6 )  P ( D ) Q ( D )  R ( D ) ≡ P ( D ) Q ( D ) R ( D ) 
7 ) P ( D ) Q ( D ) + R ( D )  ≡ P ( D ) Q ( D ) + P ( D ) R ( D )
8 ) ( D − λ ) Q ( D ) ≡ DQ ( D ) − λ Q ( D )

The Factorization Theorem ‫

ا‬I %2‫ ا‬W
( λ − λ1 ) , ( λ − λ2 ) ,..., ( λ − λn ) N‫ا‬2# T λ n + a1λ n −1 + ⋯ + an ‫`*ض أن آ^ة اود‬
6@#
D n + a1 D n −1 + ⋯ + an ≡ ( D − λ1 )( D − λ2 )⋯ ( D − λn )

.$ Permutaion N8‫د‬K ‫ي‬f ‫*ل‬8 ‫ ان‬/ 8  80‫ف ا‬:‫ ان ا‬S

26
 :‫ل‬
x + 5 xɺ + 6 x = cos t
ɺɺ
(D 2
+ 5 D + 6 ) x = cos t
( D + 2 )( D + 3) x = cos t
( D + 3)( D + 2 ) x = cos t
Distinct Roots 2$#‫"ور ا‬Z‫ ا‬:‫ل‬
T‫ا‬2# N/! 3= 9^‫ ا‬9H‫  ار‬9‫ ا‬9‫ ا" ا د‬O
( D − λ1 )( D − λ2 ) x = 0, λ1 ≠ λ2
g*= 9;‫ ا‬9L‫ ا‬3= ( D − λ2 ) x = u ‫ض‬2#

( D − λ1 ) u = 0
‫أو‬
du
− λ1u = 0
dt
N‫ ا‬T‫ و‬u 3= "‫و‬0‫ ا‬9H‫  ار‬9J* 9U`K 9‫ د‬3‫وه‬
u = C1eλ1t

J ( D − λ2 ) x = u # j82*‫و‬

( D − λ2 ) x = C1eλ t 1

dx
− λ2 x = C1eλ1t
dt
N/P‫" ا‬#‫ و‬x 3= "‫و‬0‫ ا‬9H‫  ار‬9J*\ 9U`K 9‫ د‬3‫وه‬
dx
+ P (t ) x = Q (t )
dt
2‫ ه‬T‫و‬
− P ( t ) dt − P ( t ) dt ∫ P (t ) dt
x = Ce ∫ +e ∫ ∫ Q ( t )e dt
(‫ب‬: 8 *‫ آ‬N%`*‫*ك ا‬K) N‫ن ا‬2/8‫ و‬Q ( t ) = C1eλ t ‫ و‬P ( t ) = −λ2 V
1

C1
x= eλ1t + C2 eλ2t
( 1 2)
λ − λ
x = C1′eλ1t + C2 eλ2t

27
 Repeated Roots ‫رة‬#‫"ور ا‬Z‫ ا‬:‫ل‬
9^^‫ ا‬9H‫  ار‬9J* ‫ ا‬9‫* ا د‬
( D − λ1 ) ( D − λ2 ) x = 0
2

g8‫ و‬u = C1eλ t T 3*‫ ( وا‬D − λ2 ) u = 0 a*8 ( D − λ1 ) x = u QU‫ وو‬N‫ا‬2‫ ا‬N8*
2
2

( D − λ1 ) x = C1eλ2t
2

9;‫ ا‬9‫ ا د‬gK ( D − λ1 ) x = v 9*/‫و‬

( D − λ1 ) v = C1eλ t 2

N‫ ا‬T 3*‫وا‬

v = C1′eλ2t + C2 e λ1t

‫واا‬
( D − λ1 ) x = C1′eλ t + C2eλ t
2 1

"# N T‫و‬

x = C1′′eλ2t + ( C2 x + C3 ) eλ1t

.N N%`*‫ إآ ل ا‬R:‫" ا‬# :9O

Complex Conjugate Roots ‫ر‬/#‫ ا‬9‫آ‬#‫"ور ا‬Z‫ ا‬:‫ل‬
N/P‫" ا‬# 9;; ‫ ت‬T 3*‫ ا‬P ( λ ) = 0 9‫  د‬R‫ر آ‬6H ‫د‬2H‫ و‬9 3=
‫ ا)ص‬N‫ ا‬N/! ‫ن‬2/8‫ و‬λ = µ − iν N/P‫" ا‬# & ‫ر‬6H ‫ ف ان هك‬+= λ = µ + iν
e µ t ( C1 cosν t + C2 sin ν t )

N/P‫ ا‬$ ‫ن‬2/8 ‫ ا)ص‬N‫ن ا‬+= ‫ ة‬m ‫ور‬6J‫ ا‬98‫د‬K 9 3=‫و‬
e µ t  Pm−1 ( t ) cosν t + Qm−1 ( t ) sin ν t 

‫ف‬iK‫ و‬98‫ إ*ر‬X‫ا‬2Y T‫ و‬m − 1 9H‫  ار‬t 3= ‫ آ^ات ود‬Qm−1 ( t ) ‫ و‬Pm−1 ( t ) V

9‫ اا‬3:K 3/ P ( λ ) = 0 9‫  د‬9;; ‫ور‬6H  a*K 3*‫ي ا‬0‫ اود إ" اود ا‬56‫ه‬
. xCF 9 / ‫ا‬
:‫ل‬
9‫ إ" ا د‬O
(D 5
− 5 D 4 + 12 D 3 − 16 D 2 + 12 D − 4 ) x = 0

28
 N‫ا‬2# N/! 3=‫و‬
( D − 1)( D − 1 − i ) ( D − 1 + i ) x=0
2 2

3‫ ه‬9 / ‫ ا‬9‫ اا‬. 2 98‫د‬K T ν = 1 ‫ و‬µ = 1 9‫ ا *;ر‬9‫ ا آ‬N‫ا‬2‫ا‬

xCF = et C1 + ( C2 + C3t ) cos t + ( C4 + C5t ) sin t 

/‫ و‬9 / ‫ ا‬9‫د اا‬J8A gU‫ وا‬N/P ‫ت‬S‫ ا د‬N d8 D N‫ ا‬:K ‫آ   أن‬
.‫ ا)ص‬N‫د ا‬J8‫ إ‬3= ^‫ اآ‬gi*K ‫ف‬2 D N‫ة ا‬2L
*) ‫ ا‬N/P 9J* \ 9‫ د‬9*/
P ( D ) x = f (t )

9L ":8 ‫ ا)ص‬N‫وا‬

xPS = P −1 ( D ) f ( t )

:3*‫` آ‬8‫س و‬2/ ‫ ا‬N‫ ا‬P −1 ( D ) V

/
dx
xɺ = =t
dt
‫أو‬
Dx = t
J x Z*  N
1
x = D −1t = t 2 + C
2
]6‫ وآ‬.‫ ة واة‬N/*‫ ا‬N^ K D −1 ‫أي‬
D2 x = t
J ‫س‬2/ ‫د ا‬J8+
x = D −2t = D −1 ( D −1t )

J ‫ر‬/* ‫ ا‬N/*‫و‬

1  1
x = D −2t = D −1  t 2 + C1  = t 3 + C1t + C2
2  6
.‫ ة‬r ‫ر‬/* ‫ ا‬N/*‫ ا‬3K D − r ‫أي أن‬

29
‫س‬2/ ‫ن‬2/K‫ و‬D −1 3= ‫ن آ^ة ود‬2/K P −1 ( D ) ‫ن‬+= D 3= ‫ آ^ة ود‬P ( D ) ‫  أن‬

‫ أي‬P ( D )

P −1 ( D ) P ( D ) ≡ 1

xPS = P −1 ( D ) f ( t ) ‫ أي‬f ( t ) "# P ( D ) ‫س‬2/ :K 9D 2‫ ا)ص ه‬N‫د ا‬J8‫إذا إ‬

.N/* 9L f ( t ) ‫ن‬2/K ‫" أن‬#

Inverse Operator ‫
س‬I#‫ ا‬I‫ ا‬:V I0
9L 3:8 f ( t ) 9‫" دا‬# N 8 ‫ي‬6‫ ( وا‬D − λ ) ‫س‬2/ ‫ ا‬N‫ ا‬YfK
−1

(D − λ) f ( t ) = eλt ∫ f ( t )e − λt dt
−1

:‫ل‬
9‫ ا)ص  د‬N‫ ا‬H‫أو‬
( D − 1)( D − 2 ) x = et
‫ن‬2/8‫ ( و‬D − 2 ) ( D − 1) 2‫س ه‬2/ ‫ ا‬N‫ا‬
−1 −1

x = ( D − 2) ( D − 1)
−1 −1
et

a*8 ( D − 1) et 3# ‫ ا‬l8*‫ ا‬:*

−1

( D − 1)
−1
et = tet

a*8 ( D − 2 ) tet "# l8*‫ ا‬:K Y

−1

xPS = − ( t + 1) et

.‫ب‬2: ‫ ا‬2‫وه‬
:\b ‫ل‬
9‫ ا)ص  د‬N‫ ا‬H‫أو‬
(D 2
− 2 D + 2 ) x = et

:N‫ا‬
N‫ا‬2# N/! "# 9‫ ا د‬QU2
( D − 1 − i )( D − 1 + i ) x = et
:3*‫ آ‬N‫ ا‬Q*‫و‬

30
( D −1+ i ) x = ( D −1− i )
−1
et
= e(
1+ i )t t −(1+ i )t
∫e e dt = iet

‫ن‬2/8 3*‫و‬

x = ( D − 1 + i ) iet
−1

= e(
1−i )t t −(1−i )t
∫ ie e dt = et

2‫ ا)ص ه‬N‫أي ان ا‬
xPS = et

.‫ب‬2: ‫ ا‬2‫وه‬

31
 :‫ا ا‬
Difference Equations %F‫د`ت او‬I#‫ا‬
‫ي‬H Z*  ‫ت‬L‫ن وده  =و‬2/*K 98H ‫ت‬S‫ د‬# ‫رة‬# 3‫ ه‬9L‫ت ا`و‬S‫ا د‬
Z*  9L‫ت =و‬S‫ د‬3*‫ن ا‬+= xk = x ( tk ) , k = 0,1, 2,..., n ‫ آن‬2 ^ = 9` L 6f8
xk , k = 0,1, 2,..., n

xk − xk −1 − xk − 2 = 0
xk + 2 xk −1 = 5
xk − 3 = 0
xk − 3k − 7 = 0

9*‫اص ا‬2)‫ ا‬$‫ و‬B 3`)‫ ا‬9‫زا‬A‫ ا‬N# :V I0

1) Bxk = xk −1
2 ) B 2 xk = B ( Bxk ) = B ( xk −1 ) = xk − 2
3) B m xk = xk − m
4 ) Bc = c
5 ) B ( cxk ) = cxk −1

9*‫اص ا‬2)‫ ا‬$‫ ≡ ∇ و‬1 − B 8`*‫ ا‬N# :V I0

1) ∆xk = xk − xk −1
2 ) ∆ 2 xk = ∆ ( ∆xk ) = ∆ ( xk − xk −1 ) = xk − 2 xk −1 + xk − 2
3) ∆ m xk = ∆ m −1 ( ∆xk )
4 ) ∆c = 0
5 ) ∆cxk = c∆xk
6 ) ∆ ( xk + yk ) = ∆xk + ∆yk

:‫ة‬84F
m
 m
∆ m xk = ∑   ( −1) xk − j
m− j

j =0  j 

S ≡ ∆ −1 3@Tb‫ ا‬Q J*‫ ا‬N#‫ و‬F ≡ B −1 30‫ ا‬9‫زا‬A‫ ا‬N#  ‫ ه‬8& # ‫هك‬

.9H‫ ا‬XL‫ و‬T)* ‫ف‬2 3*‫وا‬

:3‫ر! او‬8‫ ا‬6 %S‫ ا‬%F‫د او‬I#‫ا‬
N/P‫" ا‬# 3‫وه‬
a0,k xk + a1,k xk −1 = ck , k = 1, 2,..., n

32
 N/P‫" ا‬# i8‫ ا‬R*/K‫و‬
a1,k ck
xk = − xk −1 + , k = 1, 2,..., n
a0, k a0,k
xk = Axk −1 + C , k = 1, 2,..., n

.9*Y‫ و‬A ≠ 0 V

J k = 1 QU2 ،‫ة‬: x0 ‫" =ض ان‬# xk = Axk −1 + C , k = 1, 2,..., n 9‫ ا د‬N
x1 = Ax0 + C

k = 2 9 ;‫و‬
x2 = Ax1 + C
= A ( Ax0 + C ) + C
= A2 x0 + (1 + A ) C

k = 3 9 ;‫و‬
x3 = Ax2 + C
= A ( A2 x0 + ( A + 1) C ) + C
= A3 x0 + (1 + A + A2 ) C

‫م‬# N/P‫و‬

xk = Ak x0 + C (1 + A + A2 + ⋯ + Ak −1 ) , k = 1, 2,...

‫ ان‬S
1 − Ak
k −1  , if A ≠1
1+ A + A +⋯ + A
2
=  1− A
 k, A =1
 if

N‫ ا‬g8‫و‬
 k 1 − Ak
 A x0 + C , if A ≠ 1
xk =  1− A , k = 0,1, 2,...
 x0 + Ck , if A = 1


:1‫ل‬
X‫إذا آ‬
xk = 2 xk −1 + 1, k = 1, 2,...

J x0 = 5 9‫ او‬9 ;‫و‬

33
 ‫‪ 1 − 2k‬‬ ‫‪‬‬
‫‪xk = 5 ( 2k ) + 1‬‬ ‫‪ , k = 0,1, 2,...‬‬
‫‪ 1− 2‬‬ ‫‪‬‬
‫‪= 6 ( 2 k ) − 1, k = 0,1, 2,...‬‬

‫و‪:#+‬ء ‪ k‬ا; ‪ J 0,1, 2,...‬ان ا‪2/8 N‬ن ا **‪. 5,11, 23, 47,... 9‬‬
‫‪ T‬ا‪I#‬د`ت او‪ %F‬ا‪ 6 %S‬ا‪8‬ر! او‪8&f 3‬ام ‪: Excel‬‬
‫‪ N‬ا د‪S‬ت ا`و‪/K 9L‬ار‪ / 8 8‬ا;م ‪2 9‬ا‪ Excel 9:‬آ*‪:3‬‬
‫أد‪ N‬ا*‪) 3‬ا‪ :0‬ا‪0‬ول و*" ا^‪ Y V‬اˆ ا‪ :‬ا^‪ "* V‬ا ى ا ‪:(R‬‬

‫ا*‪:9J‬‬

‫و‪ T‬ا‪ N/P‬ا*‪:3‬‬

‫‪34‬‬
 x(k)

7000

6000

5000

4000

3000

2000

1000

0
0 2 4 6 8 10 12

:2‫ل‬
X‫إذا آ‬
2 xk − xk −1 = 4, k = 1, 2,...

J x0 = 3 9‫ او‬9 ;‫و‬

1
xk = xk −1 + 2, k = 1, 2,...
2
1 − ( 12 )
k

=( 1 k
) 3+ 2 , k = 0,1, 2,...
2
1 − ( 12 )
= 4 − ( 12 ) , k = 0,1, 2,...
k

. 3,3 12 ,3 43 , 3 87 ,3 1615 ,... 9** ‫ن ا‬2/8 N‫ ان ا‬J 0,1, 2,... ;‫ ا‬k ‫ء‬:#+‫و‬
: Excel ‫ام‬8&f ‫ا‬
:(R ‫ *" ا ى ا‬V^‫ ا‬:‫ اˆ ا‬Y V^‫ول و*" ا‬0‫ ا‬:0‫ )ا‬3*‫ ا‬N‫أد‬

9J*‫ا‬

35
 :3*‫ ا‬N/P‫ ا‬T‫و‬

4.5

3.5

2.5
x(k)

1.5

0.5

0
0 1 2 3 4 5 6 7 8
k

36
 :3‫ل‬
X‫إذا آ‬
xk + xk −1 = 1, k = 1, 2,...

J x0 = 1 9‫ او‬9 ;‫و‬

xk = − xk −1 + 1, k = 1, 2,...
1 − ( −1)
k

= ( −1) + , k = 0,1, 2,...

k

1 − ( −1)
1
= 1 + ( −1)  , k = 0,1, 2,...
k

2  

. 1, 0,1, 0,1, 0,... 9** ‫ن ا‬2/8 N‫ ان ا‬J 0,1, 2,... ;‫ ا‬k ‫ء‬:#+‫و‬
: Excel ‫ام‬8&f ‫ا‬
:(R ‫ *" ا ى ا‬V^‫ ا‬:‫ اˆ ا‬Y V^‫ول و*" ا‬0‫ ا‬:0‫ )ا‬3*‫ ا‬N‫أد‬

9J*‫ا‬

:N/P‫ ا‬T‫و‬

37
 ‫‪1.2‬‬

‫‪1‬‬

‫‪0.8‬‬

‫‪0.6‬‬

‫‪0.4‬‬

‫‪0.2‬‬

‫‪0‬‬
‫‪0‬‬ ‫‪5‬‬ ‫‪10‬‬ ‫‪15‬‬ ‫‪20‬‬ ‫‪25‬‬ ‫‪30‬‬
‫‪k‬‬

‫‪: AF$‬‬
‫رأ‪ 3= 8‬ا‪ 9^0‬ا;‪  9YY 9‬ا د‪S‬ت ا`و‪ 9L‬آن ‪ N‬ا‪0‬و" ; ‪ 9‬ا‪0‬و‪ 9‬ا ‪:‬ة‬
‫**‪  9‬ا‪0‬ر‪L‬م *‪#‬ة‪ ،‬و‪ N‬ا^‪ 9 ; 9‬ا‪0‬و‪ 9‬ا ‪:‬ة **‪  9‬ا‪#0‬اد ا*‪;*K 3‬رب‬
‫إ‪ 3‬اد ‪ ، 4‬و‪ N‬ا^^‪ 9 ; 9‬ا‪0‬و‪ 9‬ا ‪:‬ة **‪  9‬ر‪ 0  L‬و ‪ 1‬ا *‪/‬رة ) أي ا;‬
‫‪66*K‬ب  ‪ 0‬و ‪.(1‬‬
‫‪ :8 K‬أو‪ L H‬او‪  9‬د‪S‬ت ا`و‪ 9L‬ا;‪K 3:K V 9‬ف \ ا‪6‬ي ‪OS‬ة ;‪.‬‬
‫ " ه‪ 3‬ا; ‪ 9‬ا‪0‬و‪ 9‬ا*‪  9** 3:K 3‬ا‪0‬ر‪L‬م أو ا‪#0‬اد ا *;ر‪ 3= 9‬ا ^ل‪ 1‬وه‪6/‬ا‪.‬‬
‫‪ YfK‬ا; ا‪0‬و‪ "# 9‬ا **‪ 9‬ا‪:9JK‬‬
‫‪2‬ف *ض ‪ YfK‬ا; ‪ 9‬ا‪0‬و‪K "# 9‬ف ا **‪ 9‬ا‪  9JK‬ا‪^  N‬ل ا*‪:3‬‬
‫ل‪:4‬‬
‫‪ N‬ا د‪ 9‬ا`و‪ 9L‬ا*‪9‬‬
‫‪1‬‬ ‫‪1‬‬
‫= ‪xk‬‬ ‫‪xk −1 + , k = 1, 2,...‬‬
‫‪2‬‬ ‫‪2‬‬
‫; ا‪0‬و‪. x0 = 0,1, 2 9‬‬
‫ا 
ا&‪: Excel S‬‬

‫‪38‬‬
 ‫ ان هك ‪ 3= ;* N‬آ‪ N‬ا‪S‬ت إذ ‪;*K‬رب **‪ 9‬ا‪ N‬إ" ‪.1‬‬
‫ل‪:5‬‬
‫‪ N‬ا د‪ 9‬ا`و‪ 9L‬ا*‪9‬‬
‫‪xk = 3 xk −1 − 1, k = 1, 2,...‬‬

‫; ا‪0‬و‪. x0 = 0,1, 2 9‬‬

‫‪39‬‬
 : Excel S&‫ا 
ا‬

.N‫ ا‬9** #*K ‫ إذ‬9 ‫ اي‬3= ;* N ‫ هك‬c ‫ ان‬
: %F‫و‬P ‫د‬I# %2)0 ‫د‬I k /0
*; ‫ف‬2 .T 9K 9L‫ =و‬9‫ د‬N 98T‫ آ‬9U`K 9‫  د‬N ‫د‬J8‫ إ‬/ ‫ ا‬
; 9= 9‫ دا‬x /* .9*Y ‫و"  ت‬0‫ ا‬9H‫  ار‬9:)‫ت ا‬S‫" ا د‬# 9PL ‫ا‬
9U`*‫ ا‬9‫; ا د‬K 3*‫ وا‬a ≤ t ≤ b ‫ =*ة‬3= t 9;;
d
Dx ( t ) = x ( t ) = Ax ( t ) + C , a ≤ t ≤ b
dt

40
 .‫ة‬: x0 = x ( a ) 9‫و‬0‫ ا‬9 ;‫ و`ض أن ا‬98‫ إ*ر‬X‫ا‬2Y C ‫ و‬A ≠ 0 V
9` ; a ≤ t ≤ b ‫ إ*ال ا`*ة‬S‫ او‬R:*K 9L‫ =و‬9‫  د‬9U`*‫ ا‬9‫ ا د‬56‫ ه‬R8;*
"‫ إ‬a  ‫ و; ا`*ة‬n RH2 ‫ ا‬g‫ ا‬L‫ ا‬6f .T# 9L‫ ا`و‬9‫ ا د‬l8K / 8
;*‫ ;ط ا‬h = ( b − a ) n ‫ل‬2:‫ ذات ا‬98‫اء ا *و‬GH0‫  ا‬n "‫ إ‬b
t0 = a, t1 = a + h, t2 = a + 2h,..., tn = a + nh = b

. xk = x ( tk ) = x ( t0 + kh ) 9*/ ‫ز‬2‫ ا‬d #‫د‬

‫ ان‬NU`*‫ ا وف  ;ر ا‬
∆xk
Dx ( tk ) = lim
h →0 h

d
Dx ( t ) = x ( t ) = Ax ( t ) + C , a ≤ t ≤ b 9U`*‫ ا‬9‫وا  إ*ال ا د‬8 ‫ا‬6T‫و‬
dt
9L‫ ا`و‬9‫ د‬
∆xk
= Axk + C , k = 0,1, 2,..., n − 1
h
‫أو‬
xk +1 = (1 + Ah ) xk + Ch, k = 0,1, 2,..., n − 1

‫و"  ت‬0‫ ا‬9H‫  ار‬9L‫ =و‬9: 3‫ة ه‬0‫ ا‬9‫ ا د‬.": x0 "‫و‬0‫ط ا‬P‫ ا‬Q
‫ آ‬T‫ و‬9*Y
k  C C
xk = (1 + Ah )  x0 +  − , k = 0,1, 2,..., n − 1
 A A

C = 0 # :9%)‫ ا‬9‫ا‬

9U`*‫ ا‬9‫ ا د‬.9 T ‫ ا‬TK;:* ]‫ وذ‬9 ‫ اه‬T 9 3‫وه‬
d
Dx ( t ) = x ( t ) = Ax ( t ) , a ≤ t ≤ b
dt
. x 9‫ اا‬Q R*8 t ‫ ـ‬9 x 9‫ ا‬3O‫ ا‬Z*‫أو ل ا‬
3‫ ه‬T 9*‫ ا‬98;*‫ ا‬9L‫ ا`و‬9‫ا د‬
xk +1 = (1 + Ah ) xk , k = 0,1, 2,..., n − 1

T 3*‫وا‬
xk = x0 (1 + Ah )
k

41
 2‫ ه‬9U`*‫ ا‬9‫ ا د‬N ‫ ان‬S
x ( t ) = x0 e
A( t − t0 )

‫ث‬8 A < 0 # ‫ و‬x 9‫ ا‬Exponential Growth 3‫ ا‬2  a*8 A > 0 9 3=
. Exponential Decay 3‫ ش ا‬/‫إ‬

42
Linear Difference Equations c ‫ت‬aI# %S‫ ا‬%F‫د`ت او‬I#‫ا‬
: with Constant Coefficients
N/P‫" ا‬# X‫ إذا آ‬9: T‫ ا‬k = 0,1, 2,... ;‫" ا‬# 9= 9L‫ =و‬9‫;ل ان د‬8
f 0 ( k ) xk + n + f1 ( k ) xk + n −1 + ⋯ + f n −1 ( k ) xk +1 + f n ( k ) xk = g ( k )

‫ ا ت‬X‫ إذا آ‬. k = 0,1, 2,... "# 9= k ‫ دوال ـ‬f 0 , f1 ,..., f n−1 , f n , g V
9*Y ‫ن‬2/K ‫م ان‬G8S g 9‫ )ا‬9*Y ‫  ت‬9: ‫ن‬2/K 9‫ن ا د‬+= X‫ا‬2Y T‫ آ‬f 0 , f1 ,..., f n
. n 9H‫ن  ار‬2/K 9‫ن ا د‬+= f n ≠ 0 ‫ و‬f 0 ≠ 0  N‫ آ‬X‫ إذا آ‬.(9: ‫او‬
:9^‫أ‬
9*Y ‫  ت‬9: 9L‫ت =و‬S‫ د‬3*‫ا‬
2 xk +1 − xk = 6
3 xk + 2 + 2 xk +1 + xk = 3k
xk +3 − xk = k

9‫ ا د‬3=D ;K Ni=0‫ =  ا‬f 0 ≠ 1 ‫ن‬2/K # .RK*‫" ا‬# 3 ‫ و‬2 ‫ و‬1 ‫ت‬H‫ در‬T
9‫ ا د‬N/! g8‫ا و‬2 8‫ و‬xk +n N NJ 3/ T#
xk + n + a1 xk + n −1 + ⋯ + an −1 xk +1 + an xk = r ( k )

. ai = fi f 0 , i = 1,..., n; r ( k ) = g ( k ) f 0 V
‫ف `*ض ان‬2 .9*Y ‫  ت‬9:)‫ ا‬9L‫ت ا`و‬S‫  د‬0‫ ا‬N/P‫ف *)م ا‬2
;‫" ا‬# 9= 98‫ إ*ر‬9‫ دا‬r ( k ) , k = 0,1, 2,... 9‫ واا‬an ≠ 0 i8‫ وا‬X‫ا‬2Y a1 , a2 ,..., an
3 ‫ و‬2 ‫ و‬1 ‫ت‬H‫  ار‬9*Y ‫  ت‬9: 9L‫ت =و‬S‫ د‬3‫ ه‬3*= ‫ا‬6‫ ه‬3#‫ و‬.‫ة‬: ‫ا‬
3‫ا‬2*‫" ا‬#
xk +1 + a1 xk = r ( k )
xk + 2 + a1 xk +1 + a2 xk = r ( k )
xk +3 + a1 xk + 2 + a2 xk +1 + a3 xk = r ( k )

9‫ا د‬
xk + n + a1 xk + n −1 + ⋯ + an −1 xk +1 + an xk = 0

9:)‫ ا‬9L‫ ا`و‬9‫  د‬9*‫ وا‬9*Y ‫  ت‬9J* ‫ ا‬9:)‫ ا‬9L‫ ا`و‬9‫ " ا د‬K
. xk + n + a1 xk + n −1 + ⋯ + an −1 xk +1 + an xk = r ( k ) 9*Y ‫  ت‬9J* ‫\ا‬

43
 : W
‫ن‬+= xk + n + a1 xk + n −1 + ⋯ + an −1 xk +1 + an xk = 0 9‫  د‬ x( 2) ‫و‬ x(1) ‫إذا آن‬

. C2 ‫ و‬C1 98‫ إ*ر‬X‫ا‬2^ T N i8‫ ا‬2‫ ه‬C1 x(1) + C2 x( 2)

:98O
N xPS ‫ وآن‬xk + n + a1 xk + n−1 + ⋯ + an −1 xk +1 + an xk = 0 9J* ‫ ا‬9‫  د‬N xCF ‫إذا آن‬
N xCF + xPS ‫ن‬+= xk + n + a1 xk + n −1 + ⋯ + an −1 xk +1 + an xk = r ( k ) 9J* ‫ \ ا‬9‫ د‬

. xk + n + a1 xk + n −1 + ⋯ + an −1 xk +1 + an xk = r ( k ) 9J* ‫ \ ا‬9‫ د‬

General Solution of the Homogeneous Z#‫د ا‬I#2 ‫م‬I‫ا ا‬

: Equation
xk + n + a1 xk + n −1 + ⋯ + an −1 xk +1 + an xk = 0 9J* ‫ ا‬9‫ ام  د‬N‫د ا‬J8‫ف *ض إ‬2

:3*‫ آ‬9^f
9J* ‫ ا‬9‫ ام  د‬N‫ ا‬H‫( او‬1
xk − xk − 2 = 0

Auxiliary Equation ‫ة‬# ‫ ا‬9‫" ا د‬# N= xk = λ k , λ ≠ 0 N‫ب ا‬J

λ k − λ k −1 = 0
λ k −1 ( λ − 1) = 0

‫ ام‬N‫ن ا‬2/8‫ و‬λ1 = λ2 = 1 8‫ *و‬8‫ر‬GH T ‫ة‬# ‫ ا‬9‫ن ا د‬+= λ ≠ 0 ‫و  ان‬
2‫ ه‬9J* ‫ ا‬9‫ د‬
xk = ( C1 + C2 k )1k
= C1 + C2 k

.9‫و‬0‫وط ا‬P‫ه  ا‬8K *8 C2 ‫ و‬C1 8‫* إ*ر‬Y T‫و‬

9J* ‫ ا‬9‫ ام  د‬N‫ ا‬H‫( او‬2
xk − 3 xk −1 + 2 xk − 2 = 0

Auxiliary Equation ‫ة‬# ‫ ا‬9‫" ا د‬# N= xk = λ k , λ ≠ 0 N‫ب ا‬J

λ k − 3λ k −1 + 2λ k − 2 = 0
λ k − 2 ( λ 2 − 3λ + 2 ) = 0

44
λ1 = 1, λ2 = 2 ‫ور‬GJ‫ ا‬T‫ ( و‬λ 2 − 3λ + 2 ) = 0 gK ‫ة‬# ‫ ا‬9‫ن ا د‬+= λ ≠ 0 ‫و  ان‬

2‫ ه‬9J* ‫ ا‬9‫ ام  د‬N‫ن ا‬2/8‫و‬

xk = C1λ1k + C2λ2k
= C1 + C2 2k

.9‫و‬0‫وط ا‬P‫ه  ا‬8K *8 C2 ‫ و‬C1 8‫* إ*ر‬Y T‫و‬

9J* ‫ ا‬9‫ ام  د‬N‫ ا‬H‫( او‬3
xk + 3 xk −1 + xk − 2 = 0

Auxiliary Equation ‫ة‬# ‫ ا‬9‫" ا د‬# N= xk = λ k , λ ≠ 0 N‫ب ا‬J

λ k + 3λ k −1 + λ k − 2 = 0
λ k − 2 ( λ 2 + 3λ + 1) = 0

‫ور‬GJ‫ ا‬T‫و‬ (λ 2
+ 3λ + 1) = 0 gK ‫ة‬# ‫ ا‬9‫ن ا د‬+= λ≠0 ‫و  ان‬

−3 + 5 −3 − 5
2‫ ه‬9J* ‫ ا‬9‫ ام  د‬N‫ن ا‬2/8‫ و‬λ1 = , λ2 =
2 2
xk = C1λ1k + C2λ2k
k k
 −3 + 5   −3 − 5 
= C1   + C2  
 2   2 

.9‫و‬0‫وط ا‬P‫ه  ا‬8K *8 C2 ‫ و‬C1 8‫* إ*ر‬Y T‫و‬

9J* ‫ ا‬9‫ ام  د‬N‫ ا‬H‫( او‬4
xk + xk −1 + 14 xk − 2 = 0

Auxiliary Equation ‫ة‬# ‫ ا‬9‫" ا د‬# N= xk = λ k , λ ≠ 0 N‫ب ا‬J

λ k + λ k −1 + 14 λ k − 2 = 0
λ k − 2 ( λ 2 + λ + 14 ) = 0

λ1 = λ2 = − 12 ‫ور‬GJ‫ ا‬T‫ ( و‬λ 2 + λ + 14 ) = 0 gK ‫ة‬# ‫ ا‬9‫ن ا د‬+= λ ≠ 0 ‫و  ان‬

2‫ ه‬9J* ‫ ا‬9‫ ام  د‬N‫ن ا‬2/8‫و‬

xk = C1λ1k + C2λ2k
= ( C1 + C2 k ) ( − 12 )
k

.9‫و‬0‫وط ا‬P‫ه  ا‬8K *8 C2 ‫ و‬C1 8‫* إ*ر‬Y T‫و‬

9J* ‫ ا‬9‫ ام  د‬N‫ ا‬H‫( او‬5

45
xk + xk − 2 = 0

Auxiliary Equation ‫ة‬# ‫ ا‬9‫" ا د‬# N= xk = λ k , λ ≠ 0 N‫ب ا‬J

λ k + λ k −2 = 0
λ k − 2 ( λ 2 + 1) = 0

‫ور‬GJ‫ا‬ T‫و‬ (λ 2
+ 1) = 0 gK ‫ة‬# ‫ا‬ 9‫ا د‬ ‫ن‬+= λ≠0 ‫ان‬  ‫و‬

2‫ ه‬9J* ‫ ا‬9‫ ام  د‬N‫ن ا‬2/8‫ و‬λ1 = i = −1, λ2 = −i = − −1

xk = C1λ1k + C2λ2k
πk 
= C1 cos  + C2 
 2 

.9‫و‬0‫وط ا‬P‫ه  ا‬8K *8 C2 ‫ و‬C1 8‫* إ*ر‬Y T‫و‬

Polar Form 3:L N/! "‫ إ‬9‫اد ا آ‬#0‫ ا‬N82K :9O
3*‫ ا‬j82* r ( cos θ + i sin θ ) ":;‫ ا‬N/P‫ إ" ا‬a + bi R‫ل اد ا آ‬28

r = a 2 + b2
a b
cosθ = , sin θ = , −π < θ ≤ π
a +b
2 2
a + b2
2

R*/K
λ1 = i = 0 + 1i
= r ( cos θ + i sin θ )
r = 02 + 12 = 1
0 1 π
cosθ = = 0, sin θ = = 1 ⇒ θ =
1 1 2
λ2 N^ ‫و‬

2‫ ه‬9J* ‫ ا‬9‫ ام  د‬N‫ن ا‬2/8‫و‬

xk = Ar k cos ( kθ + C )

N/P‫" ا‬# TJ xk = Ar k cos ( kθ + C ) 9‫ ا د‬3= j82*‫ ا‬8 *‫ آ‬R: ‫*ك‬8
πk
. xk = C1 cos  
+ C2 
 2 
kπ
.‫ ا‬N xk = sin ‫ ه أن‬x0 = 0, x1 = 1 9‫و‬0‫ ; ا‬:8 K
2

46
 ‫ إذا آن‬:9J*
xk + a1 xk −1 + a2 xk − 2 = 0

‫ة‬# ‫ ا‬9‫ري ا د‬6H λ2 ‫ و‬λ1 ‫ وآن‬a2 ≠ 0 ‫ و‬X‫ا‬2Y a2 ‫ و‬a1 V

λ 2 + a1λ + a2 = 0

‫ت‬L ":8 xk + a1 xk −1 + a2 xk −2 = 0 9L‫ ا`و‬9‫ ام  د‬N‫ن ا‬+=

xk = C1λ1k + C2 λ2k

‫ ;; و)*` و‬λ2 ‫ و‬λ1 ‫وذ] إذا آن‬

xk = ( C1 + C2 ) λ1k

‫ و‬8‫ ;; و*و‬λ2 ‫ و‬λ1 ‫وذ] إذا آن‬

xk = Ar k cos ( kθ + C )

N/P‫" ا‬# ‫ آ *;ر أي‬λ2 ‫ و‬λ1 ‫وذ] إذا آن‬

λ1 = a + bi = r ( cosθ + i sin θ )
λ2 = a − bi = r ( cos θ − i sin θ )

: Particular Solution of the Complete Equation 2‫د ا‬I#2 ‫ا اص‬

9/‫ ا‬9‫ ا)ص  د‬N‫د ا‬J8‫ف *ض إ‬2
xk + n + a1 xk + n −1 + ⋯ + an −1 xk +1 + an xk = r ( k )

:3*‫ آ‬9^f
9‫( * ا د‬1
xk + 2 − 3 xk +1 + 2 xk = 3k

Method of Undetermined Coefficients ‫ ا ت \ ا دة‬9;8: T ‫ف‬2

:3*‫آ‬
9 L ‫د‬J8‫ ول إ‬. ‫د‬8  A X^‫ ا‬N ‫ ا‬V xk* = A3k N/P‫" ا‬# N ‫د‬J8‫ول ا‬
‫ض‬2 ،  xk* T= ‫ن‬2/8 (‫ت‬H‫ )إن و‬A ‫ـ‬

47
x*k +2 − 3 xk* +1 + 2 xk* = A3k + 2 − 3 A3k +1 + 2 A3k
= A3k ( 9 − 9 + 2 )
= 2 A3k
1
∴A=
2
1
9 / ‫ ا‬9‫ اا‬2‫ وه‬9J* ‫ ا‬9‫ ام  د‬N‫ ا‬H‫  ان و‬.‫ ا)ص‬N‫ ا‬xk* = 3k ‫ن‬2/8‫و‬
2
2‫ ه‬9/‫ ا‬9‫ ام  د‬N‫ن ا‬2/8‫ و‬، 9/‫ ا‬9‫ د‬
xk = C1 + C2 2k + 12 3k

.9‫و‬0‫وط ا‬P‫ه  ا‬8K *8 C2 ‫ و‬C1 8‫* إ*ر‬Y T‫و‬

  K ^‫آ‬0‫ ا‬9‫( * ا د‬2
xk + 2 − 3xk +1 + 2 xk = a k

‫ ا ^ل ا‬3=  ‫ آ‬.( a = 3 6f ]‫ا وذ‬6‫  ه‬9% 9 ‫  ) ا ^ل ا‬XY a V
‫ض‬2‫ و‬xk* = Aa k 38J*‫ ا‬N‫ ا‬6f
x*k +2 − 3 xk* +1 + 2 xk* = Aa k + 2 − 3 Aa k +1 + 2 Aa k
= Aa k ( a 2 − 3a + 2 )
= A3k ( a − 1)( a − 2 )
1
∴A = , a ≠ 1, 2
( a − 1)( a − 2 )
1
3‫ة ه‬# ‫ ا‬9‫ور ا د‬6H ‫ ان‬S .‫ ا)ص‬N‫ ا‬xk* = a k , a ≠ 1, 2 ‫ن‬2/8‫و‬
( a − 1)( a − 2 )
/* ^ ‫ أي‬a = 2 ‫ أو‬a = 1 X‫آ‬2 ‫ ذا‬. 2 ‫ و‬1
xk + 2 − 3xk +1 + 2 xk = 1

‫ض‬2‫ و‬xk* = Ak ‫ن‬2/8 a = 1 QU2‫ و‬xk* = Aka k N‫ب ا‬J

x*k +2 − 3xk* +1 + 2 xk* = A ( k + 2 ) − 3 A ( k + 1) + 2 Ak
= −A
∴ A = −1
. xk* = −k ‫ ا)ص‬N‫ن ا‬2/8‫و‬
‫  ص‬xk* = Ak 2k ‫ ه ان‬xk + 2 − 3xk +1 + 2 xk = a k 9‫ ا د‬3= a = 2 9 3= :8 K
‫ ام‬N‫ ا‬T xk + 2 − 3xk +1 + 2 xk = 2k 9L‫ ا`و‬9‫ وان ا د‬A = 1 2 #

48
 xk = C1 + C2 2 k + k 2 k −1

9‫ ا)ص  د‬N‫ ا‬H‫( او‬3

kπ
8 xk + 2 − 6 xk +1 + xk = 5sin
2
N‫ب ا‬J
kπ kπ
xk* = A sin + C cos
2 2
38J*‫ ا‬N ‫ض‬2 ،‫ه‬8K * 9*Y ‫ ت‬C ‫ و‬A V

8 xk*+ 2 − 6 xk*+1 + xk* = 8  A sin
( k + 2 ) π + C cos ( k + 2 ) π  − 6  A sin ( k + 1) π + C cos ( k + 1) π 
  
 2 2   2 2 
 kπ kπ 
+  A sin + C cos 
 2 2 
9^^ ‫ت ا‬L‫*)ام ا‬+‫و‬

sin
( k + 2)π  kπ
= sin 

+ π  = − sin
kπ
2  2  2

cos
( k + 2)π  kπ
= cos 

+ π  = − cos
kπ
2  2  2

sin
( k + 1) π  kπ π 
= sin  +  = cos
kπ
2  2 2 2

cos
( k + 1) π  kπ π 
= cos  +  = − sin
kπ
2  2 2 2

a*8
kπ kπ
8 xk*+ 2 − 6 xk*+1 + xk* = ( −7 A + 6C ) sin + ( −6 A − 7C ) cos
2 2
kπ
‫ ان‬J 8 xk + 2 − 6 xk +1 + xk = 5sin 9%0‫ ا‬9‫ ا د‬Q 56‫ ه‬9‫ ا د‬9;: 
2
−7 A + 6C = 5
−6 A − 7C = 0
7 6
A=− , C =
17 17

‫ ا)ص‬N‫ن ا‬2/8‫و‬
1 kπ kπ 
xk* =  −7 sin + 6 cos 
17  2 2 

49
 : AF$
9;8:= ، r ( k ) 9‫ اا‬N/!  $D*‫ إ‬/ 8 ‫ ا)ص‬N‫ ا‬N/! ‫ ان‬a** 9;‫ ا‬9^0‫ ا‬

‫ب‬U N% ‫ع او‬2 J r ( k ) 9‫ اا‬X‫ح إذا آ‬J T‫ إ*)ا‬/ 8 ‫ا ت \ ا دة‬
‫د‬# n ‫ و‬X‫ا‬2Y ‫ اي‬b ‫ و‬a V a k , sin bk , cos bk , k n N/P‫ وال  ا‬9:)‫ ا‬R‫اآ‬K
.RH2 g%
‫ ا ;*ح‬38J*‫ ا‬N‫ وا‬r ( k ) 9‫ ا‬N/! 3:8 3*‫ول ا‬J‫ا‬

r (k ) xk*

ak Aa k
sin b k / co s b k A sin b k + C co s b k
kn A 0 + A1 k + A 2 k 2 + ⋯ + A n k n
k nak a k ( A0 + A1 k + A 2 k 2 + ⋯ + A n k n )
a k sin b k / a k co s b k a k ( A sin b k + C co s b k )

:‫ل‬
9‫ ام  د‬N‫ ا‬H‫أو‬
xk + 2 − 4 xk +1 + 4 xk = 3k + 2k

9‫ن اا‬2/K 9#‫ و‬λ1 = λ2 = 2 ‫رة‬/ ‫ ا‬8‫ر‬6J‫ ا‬T λ 2 − 4λ + 4 = 0 ‫ة‬# ‫ ا‬9‫ا د‬
9‫   ا د‬80‫ف ا‬:‫ ا" ا‬O‫  ا‬a**8 ‫ ا)ص‬N‫ ا‬. xCF = ( C1 + C2 k ) 2k 9%)‫ا‬

A0 , A1 , A L ‫ ود‬xk* = A0 + A1k + Ak 2 2 k N/P‫" ا‬# $‫ ا‬J= ‫ول‬J 9*A‫وا‬

j82*
xk* + 2 − 4 xk* +1 + 4 xk* = ( A0 − 2 A1 ) + A1k + 8 A2k

J xk + 2 − 4 xk +1 + 4 xk = 3k + 2k Q 9‫ ;ر‬

A0 − 2 A1 = 0, A1 = 3, 8 A = 1

‫ ام‬N‫ن ا‬2/8‫ و‬A0 = 6, A1 = 3, A = 18 ‫أي‬

xk = ( C1 + C2 k ) 2k + 6 + 3k + 18 k 2 2k

50
 ‫اف ا‪
22 R;$‬ل ‪8&f‬ام ‪: Excel‬‬
‫‪2‬ف رس ‪K‬ف ا‪2‬ل ا‪ N  9JK‬د‪= 9‬و‪ ; 9L‬أو‪: 9‬ة ورس ا*ف‬
‫ا‪**  3@T‬ت اد‪ "# 98‬أ^‪ Excel )* 9‬آ*‪:3‬‬
‫‪ (1‬أدرس ‪K‬ف ا د‪ 9‬ا`و‪ 9L‬ا*‪9‬‬
‫‪xk + 2 − 3 xk +1 + 2 xk = 0‬‬

‫; أو‪ x0 = 0, x1 = 1 9‬و ‪ x0 = −1, x1 = −2‬و ‪x0 = x1 = 2‬‬

‫ا‪ ; :N‬ا‪0‬و‪x0 = 0, x1 = 1 9‬‬

‫ ان ا‪ #*8 N‬إ" ∞ ‪.‬‬

‫و ; ا‪0‬و‪x0 = −1, x1 = −2 9‬‬

‫ ان ا‪ #*8 N‬إ" ∞ ‪. −‬‬

‫و ; ا‪0‬و‪x0 = x1 = 2 9‬‬

‫‪51‬‬
 ‫ ان ا‪ 9*Y 9 L N‬وه‪6‬ا ‪ Q H "# :8‬ا; ا‪0‬و‪. x0 = x1 9‬‬
‫‪ (2‬أدرس ‪K‬ف ا د‪ 9‬ا`و‪ 9L‬ا*‪9‬‬
‫‪2 xk + 2 + 3 xk +1 − 2 xk = 0‬‬

‫‪3‬‬ ‫‪1‬‬
‫‪. x0 = 2, x1 = −‬‬ ‫; أو‪ x0 = 1, x1 = 9‬و ‪ x0 = 1, x1 = −2‬و‬
‫‪2‬‬ ‫‪2‬‬
‫‪1‬‬
‫= ‪x0 = 1, x1‬‬ ‫ا‪ ; :N‬ا‪0‬و‪9‬‬
‫‪2‬‬

‫ ان ا‪;*8 N‬رب إ" ‪.0‬‬

‫و; ا‪0‬و‪x0 = 1, x1 = −2 9‬‬

‫‪52‬‬
 ‫ ان ا‪* #*8 N‬ددا  ‪ 9H2 L‬و‪.9‬‬
‫‪3‬‬
‫‪x0 = 2, x1 = −‬‬ ‫و; ا‪0‬و‪9‬‬
‫‪2‬‬

‫`‪ c‬ا*ف ا‪ 3@T‬ا‪.‬‬

‫‪ (3‬أدرس ‪K‬ف ا د‪ 9‬ا`و‪ 9L‬ا*‪9‬‬
‫‪xk + 2 + xk = 0‬‬

‫; أو‪. x0 = 1, x1 = 0 9‬‬

‫‪53‬‬
 .‫*دد ودا‬8 N‫ا‬
‫ أن‬S
 1, if k = 0, 4,8,12,...
kπ 
cos =  −1, if k = 2, 6,10,14,...
2 
 0, if k = 1,3,5, 7,...

9*‫ ا‬9L‫ ا`و‬9‫ف ا د‬K ‫( أدرس‬4

4 xk + 2 + xk = 0

. x0 = 1, x1 = 0 9‫; أو‬

.0 "‫ إ‬H )*8 N‫ا‬

54
 kπ
k

9‫ و; أو‬xk = A   cos  + C  ‫ ; وآن‬9‫ ا د‬56T ‫ ام‬N‫ ا‬H‫; و‬

1
 2  2 

kπ kπ
k

‫ ان‬S . xk =   cos

1
‫ ا*دد و‬R8 cos ‫ ام‬N‫ ا‬g8 x0 = 1, x1 = 0
2  2 2

.)*‫ ا‬R8 (1 2 )
k

: AF$
‫ أ إذا‬.H )*K ‫ء او‬d †L*K‫ او‬8‫ا‬G*K ‫ او‬9*Y NOK L 9‫ *;ر‬N‫ ا‬9** X‫( إذا آ‬1
‫ أو‬− ∞ "‫ *  إ‬N/P †L*K ‫ أو‬98TS ∞ "‫ *  إ‬N/P 8‫ا‬G*K L T+= ‫ة‬#* X‫آ‬
.3@TS ‫ا‬J` ‫ او‬3@T  * ‫ددا‬K ‫ي‬K
.9‫و‬0‫ وا; ا‬9L‫ ا`و‬9‫  ا د‬N‫" آ‬# N‫ ا‬9** ‫ف‬K  *8 (2
.N 3@T‫ ا*ف ا‬8K 3= 9 T ‫ ا‬N‫ا‬2‫*  ا‬K ‫ة‬# ‫ ا‬9‫ور ا د‬6H (3
: ‫ ه‬WTa
N‫ وا‬xCF 9 / ‫ ا‬9‫ن  اا‬2/*8 9L‫ وا`و‬9U`*‫ت ا‬S‫  د‬xGS ‫ ام‬N‫; ذآ أن ا‬
‫ و‬xCF  N‫ف آ‬K "#  *8 N 3@T‫ ا*ف ا‬. xGS = xCF + xPS ‫ أي‬xPS ‫ا)ص‬
N i8‫ة و‬L ‫ `*ة‬Transient 3;*‫ او إ‬3 xCF ‫ف‬K ‫ن‬2/8 \‫ و‬xPS
. xPS Yf*‫ ا‬3=  *8‫ و‬982D ‫*!"  =*ة‬8‫و‬

55
 :‫ا اا‬
:Matrix Algebra and Calculus ‫ت‬P
#‫ب ا‬T‫ و‬9!
‫ف‬2 ‫ا‬6T‫ و‬،‫ وء ا ذج‬3U8‫ ا‬N*‫ ا‬3= ‫ا‬H 9 T ‫دوات ا‬0‫=ت  ا‬2` ‫* ا‬K
.‫ا ا ;ر‬6‫)م ه‬8   ‫=ت‬2` ‫ وب ا‬H  N;‫ق إ" ا‬:*
‫ص‬2)‫" ا‬#‫ و‬.‫ ة‬#‫ر وأ‬2: N/! 3= ‫!ء‬0‫  ا‬R‫آ‬K T‫" ا‬# 9=2` ‫ف ا‬K
:3*‫ آ‬A 9=2` ‫ف ا‬K aij ∈ ℝ 9;;‫اد ا‬#„

 a11 ⋯ a1n 
A =  aij  =  ⋮ ⋮ ⋮ 
 am1 ⋯ amn 

:‫ت‬P
#‫ ا‬324 %&&‫ت ا‬%2#I‫ا‬
‫=ت‬2` Q H -1
1- C = A + B ⇒ cij = aij + bij
‫ب د‬i‫ ا‬-2
2- C = α A ⇒ cij = α aij
9=2`  ‫ب‬i‫ ا‬-3
n
3- C = AB ⇒ cij = ∑ aik bkj
k =1

9=2` (‫ل‬2;) ‫س‬2/ -4

4- C = AT ⇒ cij = a ji
9 ‫ ا‬9=2` ‫ ا‬-5
5- A =  aij  , i = 1,..., n; j = 1,..., n

‫ة‬2‫ ا‬9=2` -6
6- I n = ek( n )  , ek( n) = ( 0,..., 0,1( k th position ) , 0,..., 0 )
T

9=2` ‫ب‬2; -7
7- AB = I ⇒ B = A−1
Singular ‫ !ذة‬A ‫ن‬2/KS‫" !ط ا‬#
‫ب‬2; ‫س ا‬2/ -8

56
8- ( A−1 ) = ( AT ) = A−T
T −1

9=2` ‫ دة ا‬-9

det ( A ) = ∑ ( −1) a1 j det ( A1 j )

n
j +1

j =1

 j ‫د‬2 ‫ول وا‬0‫ ا‬:‫ف ا‬6 T# N ( n − 1) × ( n − 1) 9=2` A1 j V
. A 9=2` ‫ا‬
:‫دات‬8#2 ‫ة‬8%#‫ ا
اص ا‬YI
( i ) det ( AB ) = det ( A ) det ( B )
( ii ) det ( AT ) = det ( A )
( iii ) det ( cA ) = c n det ( A)
( iv ) det ( A ) ≠ 0 ⇔ A is nonsingular
. y = [ yi ] , i = 1, 2,..., m ‫ أي‬m × 1 9=2` # ‫رة‬# 2‫د ه‬2 ‫ ا‬$J* :l8K
38 y = Ax ‫ن‬+= $J* x ‫ و‬9=2` A ‫إذا آن‬
n
yi = ∑ aij x j , i = 1, 2,..., m
j =1

":8 y =  y j  , j = 1,..., n ‫ و‬x = [ xi ] , i = 1,..., m TJ*  3H‫ب ا)ر‬i‫ ا‬:l8K

9L
 x1 y1 ⋯ x1 yn 
xy =  ⋮
T
⋮ ⋮ 
 xm y1 ⋯ xm yn 

":8 y =  y j  , j = 1,..., n ‫ و‬x =  x j  , j = 1,..., n TJ*  3‫ب اا‬i‫ ا‬:l8K

9L
n
xT y = ∑ xi yi = y T x
i =1

. A 3= k ‫د‬2 ‫ ا‬ck V A = [ c1 ,..., cn ] 2‫ ه‬A 9=2`  ‫دي‬2 ‫ ا‬N^ *‫ ا‬:l8K

 r1T 
 
. A 3= k :‫ ا‬rkT V A =  ⋮  2‫ ه‬A 9=2`  ‫ي‬:‫ ا‬N^ *‫ ا‬:l8K
 rmT 
 

. aij = a ji , ∀i, j = 1,..., n , i ≠ j ‫ *‘ة إذا آن‬A 9 ‫ ا‬9=2` ‫;ل ان ا‬8 :l8K

57
 ;K ‫ *ة إذا‬A ‫ ا *‘ة‬9 ‫ ا‬9=2` ‫;ل ان ا‬8 :l8K
AT A = AAT = I
‫أو‬
A−1 = AT
‫أي‬
ckT c j = 0, , k = 1,..., n ; j = 1,..., n, k ≠ j

‫أو‬
rk rjT = 0, k = 1,..., n ; j = 1,..., n, k ≠ j

9=2` ‫ا‬ ‫ن‬+= 1 ≤ j1 < ⋯ < js ≤ n ‫و‬ 1 ≤ i1 < ⋯ < ir ≤ m X‫آ‬ ‫إذا‬ :l8K

9@GH 9=2` 3‫ ه‬bpq = ai p jq

9L 9= ‫ ا‬B = bpq  , p = 1,..., r ; q = 1,..., s

9@GH 9=2` B ‫ن‬+= p = 1,..., r ; i p = j p ‫ و‬r = s X‫ وإذا آ‬، A  Submatrix

‫ن‬+= p = 1,..., r ; i p = j p = p ]‫" ذ‬# 9=U‫ وإذا آن إ‬Principal Submatrix 9@‫ر‬
.Leading Principal Submatrix 9;* 9@‫ ر‬9@GH 9=2` B
T= ‫ن‬2/8 9 9=2` 3‫ وه‬Diagonal Matrix 98:;‫ ا‬9=2` ‫ ا‬:l8K
‫ أي‬aij = 0, ∀i ≠ j

 a11 0 ⋯ 0 0
⋮ ⋮ ⋮ ⋮ ⋮ 

A =  0 ⋮ aii ⋮ 0
 
⋮ ⋮ ⋮ ⋮ ⋮ 
 0 0 ⋯ 0 ann 

. A = diag ( aii ) , i = 1,..., n T G8‫و‬

{λ1 ,..., λn } ;‫  ا‬9#2 J 3‫ه‬ A 9 9=2`  Eigenvalues ‫_ة‬%##‫ ا‬7%/‫ ا‬:V I0

9‫; ا د‬K 3*‫وا‬

det ( A − λi I ) = 0, ∀i = 1,..., n

‫ت‬TJ* ‫  ا‬9#2 J 3‫ ه‬A 9 9=2`  Eigenvectors ‫_ة‬%##‫;ت ا‬Z#‫ ا‬:V I0

;K 3*‫{ وا‬λ1 ,..., λn } ‫ة‬G ‫ ; ا‬9*‫ا‬
Avi = λi vi , ∀i = 1,..., n

‫أو‬

58
( A − λi I ) vi = 0, ∀i = 1,..., n

.G ‫وج ا‬G‫ ن ا‬8 T QK G  9J*‫ة و‬G ‫ ا‬9 ;‫ ا‬:l8K
3*‫ ا‬9=2` ‫ ا‬3‫ ه‬A 9 ‫ ا‬9=2`  9*‫ ا‬Modal Matrix ‫ ا;س‬9=2` :l8K
;K 3*‫ وا‬A 9=2`  ‫ة‬G  ‫ت‬TJ*  TK #‫ن ا‬2/*K
A = M ΛM −1
. A 9=2`  ‫ة‬G ‫ه  ا; ا‬%# 92/ ‫ ا‬98:;‫ ا‬9=2` ‫ ا‬3‫ ه‬Λ = diag ( λi ) V
. AM = M Λ ‫ أن‬S
9=2`  ‫س‬L 9=2`‫ة و‬G  ‫ت‬TJ*‫ة و‬G ‫ ا; ا‬H‫ أو‬:‫^ل‬
 −2 −3 4 
A =  0 1 0 
 −2 −2 4 

:N‫ا‬
−2 − λ −3 4
det ( A − λ I ) = 0 1− λ 0 =0
−2 −2 4−λ

−2 − λ
= (1 − λ ) ( λ 2 − 2λ ) = 0
4
(1 − λ )
−2 4−λ
∴ λ = [1 2 0]
T

1 0 0 
Λ = 0 2 0
 
 0 0 0 

3*‫ ا;س آ‬9=2`‫ة و‬G ‫ت ا‬TJ* ‫ ا‬H2

 −2 − λi −3 4   vi1 
( A − λi I ) vi =  0 1 − λi 0  vi 2  = 0

 −2 −2 4 − λi   vi 3 
 −3 −3 4   v11  1
λ1 = 1 ⇒  0 0 0  v12  = 0 ⇒ v1 =  −1
   
 −2 −2 3   v13   0 

59
  −4 −3 4   v21  1 
λ2 = 2 ⇒  0 −1 0   v22  = 0 ⇒ v1 =  0 
  
 −2 −2 2   v23  1 
 −2 −3 4   v31   2
λ3 = 0 ⇒  0 1 0 v32 = 0 ⇒ v1 =  0 
 
 

 
 −2 −2 4   v33   1 

 1 1 2
M =  −1 0 0 
 0 1 1 

. A = M ΛM −1 ‫ و‬AM = M Λ ‫; أن‬K :8 K

:3*‫ آ‬R8 R \ g% ‫د‬# k V Ak ‫
ة‬/ I P
 P‫ ر‬:V I0
A k = M Λ k M −1

. Λ k = diag ( λik ) ‫و‬

2‫ ه‬A 9 ‫ ا‬9=2` ‫ ا‬Trace Y‫ أ‬:l8K

n
tr ( A ) = ∑ aii
i =1

:‫ أن‬9‫ ه‬/ 8
n
tr ( A ) = ∑ λi
i =1

‫و‬
n
det ( A ) = ∏ λi
i =1

:‫ت‬O
N/ ( A − λi I ) vi = 0 ;8 vi ‫ و‬$J* H28S ‫ا‬6T‫ !ذة و‬9=2` ( A − λ I ) ‫ أن‬S (1

‫ ان‬gU28 ‫ا‬6‫ وه‬α ≠ 0 V α vi ]6/= λi ‫ة‬G ‫ ا‬9 ; QK G  $J* vi ‫ذا آن‬+= λi
.5‫ ;ار‬c‫ و‬$‫ه‬JK‫ إ‬3= ‫ن‬2/K G ‫ ا‬$J* ‫ ا‬9 ‫أه‬
Right and Left Eigenvectors 98‫ وار‬9 ‫ة ا‬G ‫ت ا‬TJ* ‫  ا‬#2 ‫( هك‬2
9L 3 ‫ ا‬G ‫ ا‬$J* ‫= ا‬# ‫  أن‬، {λ1 ,..., λn } ‫ة‬G ‫ ; ا‬9*‫ا‬

‫ف‬8 ‫ اري‬G ‫ ا‬$J* ‫ ا‬، AM = M Λ  T#  ‫ي‬6‫ وا‬Avi = λi vi , ∀i = 1,..., n
N ‫ي‬6‫ وا‬uiT ( A − λi I ) = 0, ∀i = 1,..., n ‫ أو‬uiT Avi = uiT λi , ∀i = 1,..., n 9L‫ ا‬

60
 ‫ن‬2/*K M −1 ‫ر‬2: ‫ن‬+= vi  ‫ن‬2/*K M ‫ ة‬#‫ أ‬X‫ذا آ‬+= M −1 A = ΛM −1 9L‫  ا‬$#
.‫ة وة‬G ‫ أن ا; ا‬S . uiT
I P
 ‫
ة‬/ e P‫ ر‬:V I0

( At ) ( At )
2 3

e At
= I + At + + +⋯
2! 3!
( )
= M diag eλi t M −1

: (SVD) Singular Value Decomposition ‫ذة‬A‫ ا‬#%/‫ ا‬m%0

K* *=2` H28 $+= A ∈ ℝ m×n X‫إذا آ‬
U = [u1 ,..., um ] ∈ ℝ m×m

‫و‬
V = [ v1 ,..., vn ] ∈ ℝ n×n

V
U T AV = diag (σ 1 ,..., σ p ) , p = min ( m, n )

vi ‫ و‬ui ‫ت‬TJ* ‫ وا‬A 9=2`  ‫ذة‬P‫ ا; ا‬σ i 3 K . σ 1 ≥ σ 2 ≥ ⋯ ≥ σ p ≥ 0 V ‫و‬

.3‫ا‬2*‫" ا‬# ‫ذ‬P‫  ا‬80‫ ا‬i $J* ‫ذ وا‬P‫ ا‬80‫ ا‬i $J* ‫ا‬
: Matrix Calculus ‫ت‬P
#‫ب ا‬T
‫ه‬%# V t Z* ‫" ا‬#  *K ‫=ت‬2` B ( t ) = bij ( t ) ‫ و‬A ( t ) =  aij ( t )  /*

.‫ ƒ!*;ق‬9L ‫ن دوال‬2/K bij ( t ) ‫ و‬aij ( t )

P
#‫ ا‬/A :V I0
d d 
A ( t ) =  aij ( t ) 
dt  dt 

P
#‫ ا‬0 :V I0

∫ A ( t ) dt =  ∫ a ( t ) dt 
ij

‫ب‬i‫ة ا‬#L :l8K

d d  d 
A (t ) B (t ) = A (t )  B (t )  +  A (t )  B (t )
dt  dt   dt 

d  d 
∫ A ( t )  dt B ( t )  dt = A ( t ) B ( t ) limits
− ∫  A ( t )  B ( t ) dt
 dt 

61
 ‫
س‬I#‫ ا‬/A :V I0
d −1 d 
A ( t ) = − A−1 ( t )  A ( t )  A−1 ( t )
dt  dt 

‫ن‬+= 9*Y ‫=ت‬2` C = cij  ‫ و‬A =  aij  X‫إذا آ‬

d At
e = Ae At
dt
∫e
At
dt = A−1e At + C

62
 :‫ا ا‬
: State Space Representation ‫ء ا‬GP %#0
The State Space Equations and $_‫ل ا‬Z#‫ ا‬P ;2T‫ء ا و‬GP ‫د`ت‬I
: their Time Domain Solution
:3‫ ;ط ه‬9YY "# ‫ ه‬G‫ف آ‬2
.3;‫ ا‬9‫ء ا‬i= N/! " 8‫ و‬9‫ اآ‬9 O0‫ ا‬3= 9‫ ا‬Z*  ‫ ام‬N^ *‫ ا‬-1
.3;‫ ا‬N/P‫" ا‬# 9‫ ا‬9 O0‫ ا‬QU‫ق و‬D -2
.3G‫ل ا‬J ‫ ا‬3= 9‫ت ا‬S‫  د‬N ‫د‬J8‫ق ا‬D -3
State 9‫ات ا‬Z* 9:‫ا‬2 9‫ اآ‬9 O0‫ ا‬9J  9‫ء ا‬i= N^ K ‫*)م‬8
. Standard State Space Form 3;‫ ا‬9‫ء ا‬i= N/! 3= TU‫ وو‬Variables
‫=ت‬2` ‫ وا‬x, y, u, f , g $J* ‫ وال ا‬R*/8  * 3‫م آ‬O 9‫ ا‬Z*  ‫ ام‬N/P‫ا‬
N/P‫" ا‬# A, C , D 9*^‫ا‬
d
x ( t ) = Ax ( t ) + f ( x, t ) + Bu ( t )
dt
y ( t ) = Cx ( t ) + Du ( t )

‫ أن‬RJ8 A ‫م‬O‫ ا‬9=2` .9:)‫ة واود \ ا‬Z* ‫ ا ت ا‬N‫ي آ‬2K f ( x, t ) V
.‫م‬# N/! ‫ اي‬T ‫ن‬2/8 ‫ ان‬/ 8 D ‫ و‬C ‫ و‬B ‫=ت‬2` ‫ وا‬9 ‫ن‬2/K
:1‫^ل‬
‫س‬L N/! 3= 9*‫ ا‬9^‫ ا‬9H‫م  ار‬O‫ ا‬9‫ د‬QU
d
x1 ( t ) = 7 x1 ( t ) + 3 x2 ( t ) + 4tx1 ( t ) + x1 ( t ) x2 ( t ) − u1 ( t ) + 2u3 ( t )
dt
d
x2 ( t ) = 9 x1 ( t ) − 5 x2 ( t ) − 3 x22 ( t ) + 4u2 ( t )
dt
y ( t ) = x1 ( t ) + x2 ( t ) − 2u2 ( t )

:N‫ا‬
d
x ( t ) = Ax ( t ) + f ( x, t ) + Bu ( t )
dt
y ( t ) = cT x ( t ) + d T u ( t )

V

63
  u1 ( t ) 
 x1 ( t )   
x (t ) =   , u ( t ) =  u2 ( t ) 
 x2 ( t )   u3 ( t ) 

7 3   4tx ( t ) + x1 ( t ) x2 ( t )   −1 0 2 
A= , f ( x, t ) =  1 , B =  
 9 −5   −3 x2 ( t )
2
  0 4 0
cT = [1 1] , d T = [ 0 −2 0]

: ‫ > ا‬3‫ا
 ا‬
‫ء‬i= N^ K ‫ص‬2)‫" ا‬#‫ و‬9‫ ا‬N/! "‫ إ‬9 O0‫ ا‬j N82* 9;8D ‫ء‬:#‫ إ‬2‫ه= ه ه‬
\ 9 O0‫ ا‬N82K‫ و‬9:*) ‫ ا‬98J‫ وا‬9U`*‫ت ا‬S‫ وا د‬n 9H‫  ار‬9 O0 9‫ا‬
.9: "‫ إ‬9:
: n !‫ر‬8‫ ا‬6 %S‫ ا‬%2)‫د`ت ا‬I#‫
 ا‬0 -1
n 9H‫  ار‬3*‫م ا‬O‫" ا‬:

dn d n −1 d
n
y ( t ) + a1 n −1
y ( t ) + ⋯ + an −1 y ( t ) + an y ( t ) =
dt dt dt
n n −1
d d d
b0 n u ( t ) + b1 n −1 u ( t ) + ⋯ + bn −1 u ( t ) + bnu ( t )
dt dt dt
Qi
x1 ( t ) = y ( t ) − β 0u ( t )
d d d
x2 ( t ) = y ( t ) − β 0 u ( t ) − β1u ( t ) = x1 ( t ) − β1u ( t )
dt dt dt
2 2
d d d d
x3 ( t ) = 2 y ( t ) − β 0 2 u ( t ) − β1 u ( t ) − β 2u ( t ) = x2 ( t ) − β 2u ( t )
dt dt dt dt
⋮
d j −1 d j −1 d j −2 d
x j (t ) = j −1
y ( t ) − β 0 j −1
u ( t ) − β1 j −2
u ( t ) − ⋯ − β j −1u ( t ) = x j −1 ( t ) − β j −1u ( t )
dt dt dt dt
V
β 0 = b0
β1 = b1 − a1β 0
β 2 = b2 − a1β1 − a2 β 0
⋮
β j = b j − a1β j −1 − ⋯ − a j −1β1 − a j β 0

"# N ‫ا‬6/‫وه‬

64
d
x ( t ) = Ax ( t ) + bu ( t )
dt
y ( t ) = cT x ( t ) + du ( t )

V
 x1 ( t )   β1 
  β 
x2 ( t ) 
x (t ) =  , b =  2  , cT = [1 0 0 ⋯] , d = β 0 = b0
 ⋮  ⋮ 
   
 xn ( t )   β n 
 0 1 0 ⋯ 0 
 0 0 1 ⋯ 0 
 
A= ⋮ ⋮ ⋮ ⋯ ⋮ 
 
 0 0 0 ⋯ 1 
 −an −an −1 − an − 2 ⋯ −a1 

:2‫^ل‬
9‫ء ا‬i= N^ K "‫ إ‬9*‫ ا‬9‫ل ا د‬2
d3 d2 d d
3
y ( t ) + 6 2 y ( t ) − 8 y ( t ) + 4 y ( t ) = 2 u ( t ) + 7u ( t )
dt dt dt dt
j82* 9;‫ ا‬9;8:‫*) ا‬
d
x j (t ) = x j −1 ( t ) − β j −1u ( t )
dt
J
x1 ( t ) = y ( t ) − β 0u ( t ) = y ( t )
d d d
x2 ( t ) = y ( t ) − β 0 u ( t ) − β1u ( t ) = y ( t )
dt dt dt
2 2
d d d d2
x3 ( t ) = 2 y ( t ) − β 0 2 u ( t ) − β1 u ( t ) − β 2u ( t ) = 2 y ( t ) − 2u ( t )
dt dt dt dt
]6‫وآ‬
β j = b j − a1β j −1 − ⋯ − a1β 0
β 0 = b0 = 0
β1 = b1 − a1β 0 = 0
β 2 = b2 − a1β1 − a2 β 0 = 2
β 3 = b3 − a1β 2 − a2 β1 − a3 β 0 = 7 − 6 ( 2 ) − 5

J 9U`*‫ ا‬9‫ ا د‬3= j82*‫و‬

65
  x1 ( t )   0 1 0   x1 ( t )   0 
d    
 x2 ( t )  =  0 0 1   x2 ( t )  +  2  u ( t )
dt
 x3 ( t )   −4 8 −6   x3 ( t )   −5
 x1 ( t ) 
 
y ( t ) = [1 0 0]  x2 ( t )  + [ 0] u ( t )
 x3 ( t ) 

: ‫ > ا‬3‫ إ‬3 !‫ر‬8‫ ا‬6 ‫م‬W 

0
":
d3 d2 d
3
y ( t ) + a1 2
y ( t ) + a2 y ( t ) + a3 y ( t ) = u ( t )
dt dt dt
‫ ان‬i8‫  ا‬. u ( t ) ‫*;ت‬P ‫ى‬28S  80‫ف ا‬:‫ ان ا‬O ،9 N/! "‫م ا‬O‫ا ا‬6‫ل ه‬2
N  9JK‫ة ا‬# ‫ ا‬9‫ور ا د‬6H Q 9;:* 9JK‫م ا‬O‫ ا‬9=2`  ‫ة‬G ‫ا; ا‬
.‫ة‬: ‫ ا‬9‫  د‬9*‫ ا‬9J* ‫ ا‬9‫ا د‬
‫ ت‬/‫ض ا‬2 9‫ ا‬56T :N‫ا‬
x1 ( t ) = y ( t )
d
x2 ( t ) = y′ ( t ) = x1 ( t ) = x1′ ( t )
dt
‫م‬# N/P‫و‬
d
x j (t ) = x j −1 ( t )
dt
d
J y′′′ ( ' t ) = x3 ( t ) = x3′ ( t ) QU2 9= ‫ ا‬9‫ن  ا د‬b‫ ا‬x1 ( t ) = y ( t ) Q
dt
d
x3 ( t ) = −a1 x3 ( t ) − a2 x2 ( t ) − a3 x1 ( t ) + u ( t )
dt
3*‫ آ‬3=2` N/! "# QU2K x3′ ( t ) ‫ و‬x2′ ( t ) ‫ و‬x1′ ( t ) 3= ‫ت‬S‫ن ا د‬+= ‫ا‬6/‫وه‬

 x1 ( t )   0 1 0   x1 ( t )  0 
d    
 x2 ( t )  =  0 0 1   x2 ( t )  + 0  u ( t )
dt
 x3 ( t )   − a3 − a2 −a1   x3 ( t )  1 

‫و‬
 x1 ( t ) 
 
y ( t ) = [1 0 0]  x2 ( t )  + [ 0] u ( t )
 x3 ( t ) 

66
 3‫ ه‬9J* ‫ ا‬9‫ة  د‬# ‫ ا‬9‫ا د‬
λ 3 + a1λ 2 + a2λ + a3 = 0

N  ":K 9‫ ا‬9=2`  ‫ة‬G ‫وا; ا‬

det ( A − λ I ) = 0
−λ 1 0
0 −λ 1 =0
− a3 − a2 −a1 − λ

J ‫ول‬0‫ ا‬: ‫و`] ا ة‬

−λ 1 0 1
−λ −1
− a2 −a1 − λ − a3 −a1 − λ
= −λ ( λ 2 + a1λ + a2 ) − 1( a3 )
= λ 3 + a1λ 2 + a2λ + a3 = 0

3: ‫م‬O 9‫ ا‬9=2`  ‫ة‬G ‫ ; أي ان ا; ا‬T#  3*‫ ا‬9J*‫ ا‬c` 3‫وه‬
.9J* ‫ ا‬9‫ة  د‬# ‫ ا‬9‫ور ا د‬6H Q :*K ;*
: S2#‫ ا‬9Z‫ وا‬%2)‫د`ت ا‬I#‫ ا‬T -2
3;‫ ا‬9‫ء ا‬i= N/! "# 3*‫م ا‬O‫ ا‬QU
d d
x1 ( t ) + x2 ( t ) = −4 x1 ( t ) + x4 ( t ) + x5 ( t ) + u ( t )
dt dt
d
x2 ( t ) = x2 ( t ) − 5 x3 ( t ) + 3u ( t )
dt
0 = x3 ( t ) + x4 ( t )
0 = x1 ( t ) − 3x2 ( t ) + x3 ( t ) + 7u ( t )
0 = x1 ( t ) − x2 ( t ) + x5 ( t )

3=2` ‫ ا‬N/P‫" ا‬# ‫ت‬S‫ ا د‬56‫ ه‬R*/

d 
 dt x1 ( t ) 
 
1 1 0 0 0   d x ( t )   −4 0 0 1 1   x1 ( t )   1 
0     
0   dt 0 0   x2 ( t )   3 
2


1 0 0
 d   0 1 −5   
0 0 0 0 0  x3 ( t ) =  0 0 1
 1 0   x3 ( t )  +  0  u ( t )
   dt      
0 0 0 0 0    1 −3 1 0 0   x4 ( t )   7 
d
0 0   x4 ( t )   1 −1 0 0 1   x5 ( t )   0 
 
0 0 0
 dt
d 
 x5 ( t ) 
 dt 

67
 3*‫=ت آ‬2` ‫; ا‬
 d 
  dt x1 ( t )  
 
 1 1 0 0 0     d x ( t )    −4 0 0 1 1     x1 ( t )    1 
          
1 0 0     dt  −5 0 0    x2 ( t )   3 
2

 0  0   0 1 
 
0     x3 ( t )   =   0
 1 0     x3 ( t )   +   0   u ( t )
 0 d
0 0 0 0 1
  dt     
 0 0  
0 0 0        1
 −3 1
 0 0     x4 ( t )    7  
 d   

  0 0   0 0 0     x4 ( t )    1 −1 0 0 1     x5 ( t )     0  
dt  
 d 
  x5 ( t )  
  dt  

N/P‫" ا‬# X%‫; ا‬

d 
xd ( t ) 
 E11 
0  dt  C11 C12   xd ( t )  bd 
 =  + u (t )
0


0  d   C21 C22   xa ( t )   ba 
 dt a ( ) 
x t

N‫ ا‬T 3*‫وا‬

d
xd ( t ) = Axd ( t ) + wu ( t )
dt
V
A = E11−1 ( C11 − C12C22−1C21 )
w = E11−1 ( bd − C12C22−1ba )

: %S\ 3‫ إ‬%S\ %1 #W‫

 ا‬0 -3
‫م‬O 3: R8;K H‫أو‬
 −1 2   x2 (t ) 1 
A= , f =  2  , bu ( t ) =   u ( t )
 −1 −3  0  0

Equilibrium Point ‫ازن‬2*‫ ا‬9:; Reference State QH ‫ ا‬9 6+ ‫ف‬2
. u0 ( t ) Q dx0 ( t ) dt = 0
:N‫ا‬
3‫ وه‬QH ‫ ا‬9‫ ود ا‬u0 ( t ) ‫ و‬x0 ( t ) ‫ل‬2 ‫م‬O‫ف `] ا‬2
d
x0 ( t ) = 0
dt
Ax0 ( t ) + f ( x0 ( t ) , u0 ( t ) ) + 0 = 0

68
 ‫أو‬
0 = − x10 ( t ) + 2 x20 ( t ) + x20
2
(t )
0 = − x10 ( t ) − 3 x20 ( t )

J RK*‫دة ا‬#+‫و‬

x10 ( t ) = −3 x20 ( t )
3 x20 ( t ) + 2 x20 ( t ) + x20
2
( t ) = ( 5 + x20 ( t ) ) x20 ( t ) = 0
3‫*;ار ه‬A‫ ا‬3* ‫ا‬6/‫وه‬
0 15 
x10 ( t ) =   , x20 ( t ) =  
0  −5 
‫ن‬f  # $# *‫ ا‬/ 8 9‫ ا‬$J*  9*‫ ا‬Jacobian Matrix 92‫آ‬J‫ ا‬9=2` ‫ا‬
J u (t ) = 0

 ∂ ∂ 
 ∂x ( t ) f1 ( x ( t ) , u ( t ) ) ∂x2 ( t )
f1 ( x ( t ) , u ( t ) ) 
 0 2 x2 ( t ) 
=  =
1
J x(t ) 
 ∂ ∂ 
f2 ( x (t ) , u (t )) f 2 ( x ( t ) , u ( t ) )  0 0 
 x0 ( t ),u0 ( t )

 ∂x1 ( t ) ∂x2 ( t )  x ( t ), u (t )
0 0

2‫ ( ه‬: NH ‫ي‬6‫ ) ا‬3:)‫م ا‬O‫ ا‬x0T ( t ) = [ 0 0] Q QH ‫ ا‬9

d  −1 2  1 
δ x (t ) =   δ x (t ) +   δ u (t )
dt  −1 3  0 

2‫ ه‬3:)‫م ا‬O‫ ا‬x0T ( t ) = [15 −5] QH ‫ ا‬9‫و‬

d  −1 −8 1 
δ x (t ) =   δ x (t ) +   δ u (t )
dt  −1 −3 0 
.9`*) 9‫ت او‬S ‫ل‬2 3%0‫م ا‬O 3: R8;K N^ K ‫ ا *;ة‬9:)‫ ا‬9 O0‫ ا‬56‫ه‬
:‫ة‬/#‫ ا‬%S‫ ا‬#W‫ ا‬T
: Z#‫ة ا‬/#‫ ا‬%S‫ ا‬#W‫ا‬
(9J*) 3=2` Z*  9‫  د‬Scalar ‫دي‬# Z* 3= 9‫  د‬N‫ف ;رن  ا‬2
:98‫ اد‬9‫ا‬
d
x ( t ) = ax ( t ) , x0 ( 0 ) = x0
dt
N‫ ا‬J 9U`*‫ت ا‬S‫ ا د‬N 9;‫ق ا‬:

69
x ( t ) = x0e at

:9=2` ‫ ا‬9‫ا‬
d
x ( t ) = Ax ( t ) , x0 ( 0 ) = x0
dt
2‫ ه‬N‫ ا‬9;8:‫ ا‬c`
x ( t ) = e At x0

State Transition Matrix 9‫ إ*;ل ا‬9=2` " K e At 9=2` ‫ا‬

:9‫ إ*;ل ا‬9=2` ‫اص‬2
d At
1. e = Ae At = e At A
dt
2. ∫e
At
dt = A−1e At = e At A−1
A ( t +τ )
3. e = e At e Aτ
A ( t +τ ) −1
4. let τ = −t , e = e At e − At = I or e At  = e − At
5. e(
A+ B)t
= e At e Bt , if AB = BA

: Z#‫ا‬%1 ‫ة‬/#‫ ا‬%S‫ ا‬#W‫ا‬

:98‫ اد‬9‫ا‬
d
x ( t ) − ax ( t ) = bu ( t )
dt
N‫ ا‬J 9U`*‫ت ا‬S‫ ا د‬N 9;‫ق ا‬:

x ( t ) = x0e at + ∫ e a ( t −τ )bu (τ ) dτ
t

:9=2` ‫ ا‬9‫ا‬
d
x ( t ) − Ax ( t ) = Bu ( t )
dt
2‫ ه‬N‫ ا‬9;8:‫ ا‬c`

x ( t ) = e At x0 + ∫ e A( t −τ ) Bu (τ ) dτ
t

70
 : %F‫د`ت او‬I#2 ‫ء ا‬GP %#0
N ‫ آ  ان‬9U`*‫ت ا‬S‫  د‬5O  ^/ NT‫ أ‬9L‫ت ا`و‬S‫  د‬9‫ء ا‬i= N^ K
 ‫ آ‬N‫د ا‬J8A Excel N^ a ‫*)م‬8‫م و‬O ‫اري‬/K N 8D # *8 aK‫م ا‬O‫ا‬
.;S ‫ى‬
:3*‫ آ‬9‫ء ا‬i= N^ K N/P 9H‫  أي در‬9L‫ =و‬9‫ أي د‬QU2K
xk +1 = Gxk + Huk

\ ‫ ود‬9=2` H ‫ ( و‬9 ) 9‫ ا‬9=2` G ‫ و‬k ‫ار‬/*‫ ا‬# 9‫ ا‬$J* xk V
.cJ*‫ا‬
:1‫^ل‬
"‫و‬0‫ ا‬9H‫ إ" د*  ار‬9 Z*‫ و‬9^‫ ا‬9H‫  ار‬9*‫ ا‬9L‫ ا`و‬9‫ل ا د‬2
.9 ‫ي‬Z*‫و‬
xk + 2 + 5 xk +1 − 7 xk = 2k

:N‫ا‬
:N/P‫" ا‬# 9‫ ا د‬S‫ أو‬Qi
xk + 2 = −5 xk +1 + 7 xk + 2k

a*= xk +1 = yk QU
xk +1 = yk
yk +1 = −5 yk + 7 xk + 2k

‫أي‬
 xk +1   1 0   xk   0 
 y  =  −5 7   y  +  2  k
 k +1    k  

V xk +1 = Gxk + Huk N/P‫" ا‬# 3‫وه‬

 1 0
G= 
 −5 7 
‫و‬
0
H = 
 2
‫م ا‬O N H‫ أو‬x0 = 1, y0 = 1 9‫; أو‬

71
 :Excel ‫ام‬8&f ‫ا‬
:3*‫ ا‬N‫أد‬

J

N^ 9‫ اآ‬9 O0‫ وآة ا‬NK a‫ ا‬3= T*J 92T 2‫ ه‬9‫ء ا‬i= N^ K 9 ‫أه‬
.‫ و\ه‬STELLA ‫ و‬Vensim a
:Vensim 9:‫ا‬2 9L‫ت ا`و‬S‫  د‬9‫ء ا‬i= N^ K
: Vensim 9:‫ا‬2 ‫م ا‬O‫ ا‬N^ K

x
dx

y
dy

dx = y
dy = -5*y+7*x+2*k
k = LOOKUP( [(0,0)-(10,10)],(0,0),(1,1),(10,10))
x = INTEG ( dx, 1)
y = INTEG ( dy, 1)

72
 :‫ا ادس‬
: %&&‫ذج ا‬#$‫ ا‬YI
‫;ا‬K ^‫ ء  ذج أآ‬9‫آت او‬K *K 3*‫ ا‬90‫ ا ذج ا‬j ‫ ورس‬3 ‫ف‬2
3;;‫ب إ" ا ا‬L‫وا‬
: S‫ل( ا‬a`‫
)ا‬#$‫
ذج ا‬# -1
# ‫ى او ا *ع‬2* ‫ ان ا‬U= 2= ،XY ‫†  ل‬L*8 ‫داد أو‬G8 ‫م‬O R‫آ‬K d‫ا ا‬6‫ه‬
9L ":8 (a < 0) †;‫( أو ا‬a > 0) ‫دة‬8G‫ن ل ا‬+= x (t ) ‫  ;ار‬N^ 8 t G‫ا‬
dx (t )
= xɺ (t ) = a
dt
:N/P N^ 8‫و‬

x(t)

dx(t)/dt

N/P ":K (a > 0) ‫و ـ‬

Graph for x(t)

40

30

20

10

0
0 10 20 30 40 50 60 70 80 90 100
Time (Month)
"x(t)" : Current

73
 dx (t )
xɺ (t ) G ‫ دا@  ـ‬G ‫ف‬2 :9O
dt

:&`‫ل( ا‬a`‫

)ا‬#$‫
ذج ا‬# -2
2= ،‫دة‬2H2 ‫ ا‬9 /‫ ا‬Q R*8 ‫;†  ل‬8 ‫ أو‬8‫ا‬G*8 ‫ى أو *ع‬2*  *8 ‫ذج‬2 ‫ا ا‬6‫ه‬
‫( او‬a > 0) ‫دة‬8G‫ن ل ا‬+= x (t ) ‫  ;ار‬N^ 8 t G‫ ا‬# ‫ى او ا *ع‬2* ‫ ان ا‬U=
9L ":8 (a < 0) †;‫ا‬
xɺ (t ) = ax (t )

:N/P N^ 8‫و‬

x(t)

dx(t)/dt

N/P ":K (a > 0) ‫و ـ‬

Graph for x(t)

200

150

100

50

0
0 10 20 30 40 50 60 70 80 90 100
Time (Month)
"x(t)" : Current

(a < 0) 9 ; ;‫ ا‬/P‫ أر ا‬:8 K

74
 : S‫ل ا‬a`‫
وا‬#$‫
ذج ا‬# -3
& XY ‫†  ل‬L*8 XL2‫ ا‬c` 3=‫( و‬a > 0) XY ‫  ل‬8‫ا‬G*8 ‫ى‬2* ‫ *ع او‬N^ 8‫و‬
:3*‫ آ‬N^ 8‫( و‬b < 0)
xɺ (t ) = a − b

x(t)

dx(t)/dt -dx(t)/dt

a
b

:&`‫ل ا‬a`‫

وا‬#$‫
ذج ا‬# -4
2= ،‫دة‬2H2 ‫ ا‬9 /‫ ا‬Q R*8 ‫;†  ل‬8 ‫ و‬8‫ا‬G*8 ‫ى أو *ع‬2*  *8 ‫ذج‬2 ‫ا ا‬6‫ه‬
‫( و‬a > 0) ‫دة‬8G‫ن ل ا‬+= x (t ) ‫  ;ار‬N^ 8 t G‫ ا‬# ‫ى او ا *ع‬2* ‫ ان ا‬U=
9L ":8 (b < 0) †;‫ا‬
xɺ (t ) = (a − b ) x (t )

:N/P N^ 8‫و‬

x(t)

dx(t)/dt -dx(t)/dt

a
b

75
 :I%‫
ذج ا‬#$‫ ا‬-5
QL2 N^ 8 x (t ) ‫آن‬2 ^ = ، 9‫ آ‬9J* 3:8 3/  *: * # Q J8 ‫ذج‬2 ‫ا ا‬6‫ه‬
‫ أن‬S) v (t ) G 9# G‫ ر‬2‫ و‬9*^‫ ا‬9;=S‫ ا‬T*# N^ 8 xɺ (t ) ‫ن‬+= 9‫آ‬
dv (t )
N/P 9‫ت اآ‬S‫ د‬R*/K‫و‬ = vɺ (t ) = xɺɺ (t ) ‫ن‬2/8 NJ*‫ن ا‬+= ( v (t ) = xɺ (t )
dt
9‫ا د‬
xɺɺ (t ) = a

†; NJK a < 0 ‫دة و‬8‫ ز‬NJK a > 0 V

x(t)

dx(t)/dt

v(t)

dv(t)/dt
a

"‫و‬0‫ ا‬9H‫  ار‬9U`K K‫ دا‬N/! "# 9^‫ ا‬9H‫  ار‬9U`*‫ ا‬9‫ ا د‬R*/K‫و‬
:3*‫ ( آ‬State Equations 9‫ت ا‬S‫)د‬
xɺ (t ) = v (t )
vɺ (t ) = a

9‫و; او‬
x ( 0) = 0 k
v (0) = 0 k/sec
xɺ (t ) = 5 k/sec
vɺ (t ) = 3 k/sec 2

76
 Graph for x(t)
80,000

60,000

40,000

20,000

0
0 10 20 30 40 50 60 70 80 90 100
Time (Second)
"x(t)" : Current k

Graph for v(t)

400

300

200

100

0
0 10 20 30 40 50 60 70 80 90 100
Time (Second)
"v(t)" : Current k/Second

77
 Birth-Death Model ‫ت‬2 ‫دة وا‬S2‫ذج ا‬2  (3)

9U`*‫ ا‬9‫  د‬l%28‫و‬

xɺ = ( b − d ) x

9L‫أو ا`و‬
xt = xt −1 + ( b − d ) xt −1

x
dx/dt <dx/
dt>

b d

dx/dt=(b-d)x

Logistic Growth Model 3*H2‫ ا‬2 ‫ذج " ا‬2  (1)

9U`*‫ ا‬9‫  د‬l%28‫و‬
xɺ = k ( H − x )

9L‫أو ا`و‬
xt = xt −1 + k ( H − xt −1 )

78
 Inventory

x
dx/dt Sales rate

k H
Market limit

dx/dt=k(H-x)

Product Limit Growth (3*H2) ‫وط‬P ‫ ا ود‬2 ‫ذج ا‬2  (5)
9U`*‫ ا‬9‫  د‬l%28‫و‬
xɺ = kx ( h − x )

9L‫او ا`و‬
xt = xt −1 + kxt −1 ( h − xt −1 )

79
 Product sold

x
dx/dt
Sales rate

k
z Residual market

z=H-x

Market limit

dx/dt=kx(h-x)

:9 ‫ي‬Z*  9U`*‫ت ا‬S‫  د‬l%28 ‫ذج‬2  (6)

yɺ = k1 ( h − y )
xɺ = k2 ( y − x )

9L‫أو ا`و‬
yt = yt −1 + k1 ( h − yt −1 )
xt = xt −1 + k2 ( yt − xt −1 )

80
 Houses sold
y= Number of houses sold
Houses supply
y h= Number of housholds
dy/dt x= Number of airconditions

k1
h

dy/dt=k1(h-y)
Airconditions sold

Airconditions x
supply
dx/dt

k2

dx/dt=k2(y-x)

:9 ‫ات‬Z* ‫ ^ث‬9U`*‫ت ا‬S‫  د‬l%28 ‫ذج‬2  (7)

hɺ = k4 h
yɺ = k1 ( h − y )
xɺ = k2 ( y − x ) − k3 x

9L‫أو ا`و‬
ht = ht −1 + k4 ht −1
yt = yt −1 + k1 ( ht − yt −1 )
xt = xt −1 + k 2 ( yt − xt −1 ) − k3 xt −1

81
 Hous holds

h dy/dt=k1(h-y)
dh/dt
k4 dx/dt=k2(y-x)-k3x

dh/dt=k4h
Houses sold

dy/dt

k1

Airconditions sold

x Broken aircond.
dx/dt <dx/
dt>

k2 k3

82
 :‫ا ا‬
:‫ذج‬#$‫ ا‬YI ‫ء‬$9 %&‫`ت درا‬T
:‫ق‬2‫ ا‬9‫ذج آ‬2  ‫" ء‬# ‫ ^ل‬-1
‫ق‬2‫ ا‬2  gU28 ‫ذج‬2 ‫ ا‬.@‫ دا‬a* 82K 9‫ذج آ‬2  ‫ف *ض ء‬2 ‫ا ا ^ل‬6‫ ه‬3=
9= ‫ر ا‬P*‫ف * ان ا‬2 .‫ن‬2‫ ز‬N/ ‫ ة واة‬$@‫* !ا‬8 V ‫ر‬2D 8H a*  3/‫ا‬
 *8 a* ‫ن ل !اء ا‬+= ‫ا‬6T‫ و‬a* ‫ا ا‬6‫ ا!*وا ه‬86‫@ ا‬G‫" ا‬#  *K a* ‫ا ا‬6‫ ه‬#
:"#
a* ‫ ا!*وا ا‬86‫@ ا‬G‫د ا‬# (1)
a* ‫*وا ا‬P8 ‫ ان‬QL2*8 86‫ ا‬L‫@ ا‬G‫د ا‬# (2)
T‫آ‬/*‫ إ‬# a* ‫ إ!*وا ا‬86‫@ ا‬G‫ء ا‬U L2* ‫@ ا‬G‫*ع ا‬L‫ إ‬9H‫( در‬3)
j‫ ا‬Ti
: ‫ف‬2 ،(3@TS) ‫ا‬H ‫ آ‬L2* ‫@ ا‬G‫د ا‬# T= ‫ن‬2/8 3*‫ ا‬9‫‰ ا‬L ‫ف‬2 :S‫أو‬
‫ ان‬QL2*8 86‫" ا‬#‫( و‬8*P) ActualCustomers = a* ‫ ا!*وا ا‬86‫@ ا‬G‫" ا‬#
‫ اآ‬L2* ‫د ا‬# T= 3*‫ ا‬9‫ف * ا‬2‫( و‬L2*) PotentialCustomers ‫*وا‬P8
.8*P ‫دة ا‬8‫ ز‬# O‫ ا‬jZ XY 8;K NO8‫ و‬8*P ‫^  ا‬/
3‫ إ‬L2* ‫  ا‬c∆t ‫ل‬28 8*P ‫ وا  ا‬N‫∆ آ‬t ‫ة‬L 9‫ `*ة ز‬$‫`*ض ا‬
3:8 ‫ي‬6‫( وا‬conversion coefficient N82*‫ ا‬N) RH2 XY c V ،8*P
.8*P ‫ا‬28 3/ L2* ‫ع ا‬LA 8*P ‫ ا‬9= ‫;  ى‬
L2* ‫  ا‬c∆t ‫ل‬2 T ‫ وا‬N‫ آ‬8*P ‫  ا‬n ( t ) H28 t G‫ ا‬# ‫ ان‬U*=‫إذا إ‬
g8 8*P ‫د ا‬# t + ∆t G‫∆ = ا‬t 9G‫ ا`*ة ا‬3= 8*P "‫إ‬
n ( t + ∆ t ) = n ( t ) + n ( t ) c∆ t

‫أو‬
n ( t + ∆t ) − n ( t ) dn ( t )
lim = = cn ( t ) (1)
∆ t →0 ∆t dt
9/K 9‫ د‬N/! "# ‫أو‬
t

n ( t ) = n0 + ∫ cn (τ ) dτ (2)
0

2‫ ه‬9;‫ ا‬9‫ ا د‬N ، t = 0 G‫ ا‬# 8*P ‫د ا‬# 2‫ ه‬n0 V

83
n ( t ) = n0e ct , t ≥ 0 ( 3)
:9L‫ =و‬9‫ د‬N/! 3# (3)-(1)  9;‫ت ا‬L‫ف ‹ ا‬2 :9O

n ( t + ∆ t ) − n ( t ) = n ( t ) c∆ t
for ∆t = 1 (one time unit)
nt +1 = nt + nt c
nt +1 = (1 + c ) nt
when t = 0, nt = n0
n1 = (1 + c ) n0
n2 = (1 + c ) n1 = (1 + c )(1 + c ) n0 = (1 + c ) n0
2

n3 = (1 + c ) n2 = n0 (1 + c )
3

or
nt = n0 (1 + c ) , t ≥ 0
t

Vensim 9Z ‫ذج‬2 ‫ ا‬N^ 8 3*‫ ا‬N/P‫ا‬

n(t) n(0)

dn(t)/dt

(1) c = 1 Units: **undefined**

(2) "dn(t)/dt" = c*"n(t)" Units: **undefined**
(3) FINAL TIME = 100 Units: Month The final time for the simulation.
(4) INITIAL TIME = 0 Units: Month The initial time for the simulation.

84
(5) "n(0)" = 1 Units: **undefined**
(6) "n(t)"= INTEG ( "dn(t)/dt", "n(0)") Units: **undefined**

(7) SAVEPER = TIME STEP Units: Month The frequency with which output
is stored.
(8) TIME STEP = 1 Units: Month The time step for the simulation.

:‫أو‬

Actual
Customers InitialActualCustomers

ConversionFlow

ConversionConstant

(1) ActualCustomers = INTEG ( ConversionFlow, InitialActualCustomers)

Units: **undefined**
(2) ConversionConstant = 1 Units: **undefined**
(3) ConversionFlow = ConversionConstant*ActualCustomers
Units: **undefined**
(4) FINAL TIME = 10 Units: Month The final time for the simulation.
(5) INITIAL TIME = 0 Units: Month The initial time for the simulation.
(6) InitialActualCustomers = 1 Units: **undefined**
(7) SAVEPER = TIME STEP Units: Month The frequency with which output
is stored.
(8) TIME STEP = 1 Units: Month The time step for the simulation.

85
Current 1 1 1 1 1 1 1 1 1

ActualCustomers
2,000

1,500

1,000 1

500 1
1
1
0 1 1 1 1 1
ConversionFlow
2,000

1,500

1,000 1

500 1
1
1
0 1 1 1 1 1
0 2.5 5 7.5 10
Time (Month)

.8*P "‫ إ‬L2* ‫ و ل إب ا‬8*P ‫د ا‬#  N/ 3S‫ ا‬2 ‫ ا‬d  S
2 ‫ ا‬9;;‫ ا‬3= ‫ن‬0 ،(3@T) ‫ ود‬L2* ‫د ا‬# T= ‫ن‬2/8 3*‫ ا‬9‫‰ ا‬L ‫ن‬b‫ ا‬:Y
‫ده‬# ‫ إذا آن‬8*P "‫ إ‬T‫ا آ‬22* L2* ‫ن ا‬0 ]‫*  „ وذ‬8 ‫ ان‬/ 8S 3S‫ا‬
.‫ود‬
2‫ ه‬t G‫ ا‬# ;* ‫@ ا‬G‫د ا‬# ‫ن‬2/= M 2‫ ه‬L2*  3/‫`*ض ان اد ا‬
N/ N82*‫ ل ا‬2‫ ه‬c ‫ و `*ض ان‬t G‫ ا‬# 8*P ‫د ا‬# 2‫ ه‬n ( t ) V M − n ( t )
3/‫ اد ا‬Q : R*8 N82*‫ف `*ض ان ل ا‬2 ،L2* M H28 # ‫*ي‬P
N82*‫ن ل ا‬+= L2* ‫ ا‬l ";K ‫ آن‬2 ^ = ،9‫ ز‬9O ‫ اي‬# ;* ‫ ا‬L2* 
.‫ا‬6/‫ وه‬c / 4 2‫*ي ه‬P N/ N82*‫ن ل ا‬+= L2* ‫ ا‬Q‫ ر‬3;K ‫ وإذا‬c / 2 2‫*ي ه‬P N/
2‫∆ ه‬t 9G‫ ا`*ة ا‬3= ‫*ى وا‬P  2 ‫ ا‬L2* ‫د ا‬# ‫ن‬+= ‫ت‬U`‫ ا‬56‫ ه‬XK
{ M − n ( t ) M } × c∆t
2‫*ى ه‬P n ( t ) N/ 2 ‫ ا‬L2* ‫د ا‬# ‫ن‬2/8‫و‬

86
 { }
n ( t ) ×  M − n ( t )  M × c∆t

g8 8*P ‫د ا‬# t + ∆t G‫ ا‬#

{ }
n ( t + ∆t ) = n ( t ) + n ( t ) ×  M − n ( t )  M × c∆t
n ( t + ∆t ) − n ( t )
∆t
{ }
= c ×  M − n ( t ) M × n ( t )

‫أو‬

dn ( t ) M − n (t )
= c× × n (t ) (4)
dt M
9/K 9‫ د‬N/P ‫أو‬
t
M − n (τ )
n ( t ) = n0 + ∫ c × × n (τ ) dτ ( 5)
0
M

2‫ ه‬9;‫ ا‬9‫ ا د‬N ، t = 0 G‫ ا‬# 8*P ‫د ا‬# 2‫ ه‬n0 V
M
n (t ) = , t≥0 (6)
1 +  ( M − n0 ) n0  e − ct

logistic curve 3*H2‫ " ا " ا‬8 "  (6) 9‫ا د‬
:9L‫ =و‬9‫ د‬N/! 3# (6)-(4)  9;‫ت ا‬L‫ف ‹ ا‬2 :9O
M − nt
nt +1 − nt = c × × nt
M
 n 
nt +1 = nt + c  1 − t  nt
 M
nt +1 = nt + c (1 − α nt ) nt
where α = 1 M

‫د‬# 2‫ ه‬n0 = 1 ‫ أن‬U= ‫ذا‬+= ‫ار‬/*‫ ا‬9;8: T ‫ف‬2 9: \ 9L‫ =و‬9‫ د‬56‫وه‬
M = 100 2‫ ه‬L2*  3/‫ واد ا‬c = 1 N82*‫ ول ا‬t = 0 G‫ ا‬# 8*P ‫ا‬

‫ن‬+= α = 1 M = 0.01
nt +1 = nt + c (1 − α nt ) nt

n1 = n0 + c × (1 − α n0 ) n0
= 1 + 1 × (1 − 0.01 × 1) × 1 = 1.99

87
n2 = n1 + c × (1 − α n1 ) n1
= 1.99 + 1 × (1 − 0.01 × 1.99 ) × 1.99 = 3.94

n3 = n2 + c × (1 − α n2 ) n2
= 3.94 + 1 × (1 − 0.01 × 3.94 ) × 3.94 = 7.73

n4 = 14.85
n5 = 27.50
n6 = 47.44
n7 = 72.37
n8 = 92.37
n9 = 99.42
n10 = 99.996

:3*‫ ا‬N/P‫ ا‬T‫و‬

Graph for ActualCustomers

1 1
100
1

75 1

50 1

25 1

1
1
0 1 1

0 1 2 3 4 5 6 7 8 9 10
Time (Month)
ActualCustomers : Current 1 1 1 1 1 1 1 1 1 1 1

:3*‫ آ‬Vensim ‫*)ام‬+ ‫ذج ا‬2 ‫ ا‬6`

88
 TotalMarket

Potential Actual
Customers Customers InitialActualCustomers

ConversionFlow

ConversionConstant

(01) ActualCustomers = INTEG ( ConversionFlow, InitialActualCustomers)

Units: **undefined**
(02) ConversionConstant = 1 Units: **undefined**
(03) ConversionFlow =
ConversionConstant*(PotentialCustomers/TotalMarket)*ActualCustomers
Units: **undefined**
(04) FINAL TIME = 10 Units: Month The final time for the simulation.
(05) INITIAL TIME = 0 Units: Month The initial time for the simulation.
(06) InitialActualCustomers = 1 Units: **undefined**
(07) PotentialCustomers = INTEG ( -ConversionFlow,
TotalMarket-InitialActualCustomers)
Units: **undefined**
(08) SAVEPER = TIME STEP Units: Month The frequency with which output
is stored.
(09) TIME STEP = 1 Units: Month The time step for the simulation.
(10) TotalMarket = 100 Units: **undefined**

89
 M n(0)

M-n(t) n(t)

dn(t)/dt

(01) c = 1 Units: **undefined**

(02) "dn(t)/dt" = c*("M-n(t)"/M)*"n(t)" Units: **undefined**
(03) FINAL TIME = 10 Units: Month The final time for the simulation.
(04) INITIAL TIME = 0 Units: Month The initial time for the simulation.
(05) M = 100 Units: **undefined**
(06) "M-n(t)" = INTEG ( -"dn(t)/dt", M-"n(0)") Units: **undefined**
(07) "n(0)" = 1 Units: **undefined**
(08) "n(t)" = INTEG ( "dn(t)/dt", "n(0)") Units: **undefined**
(09) SAVEPER = TIME STEP Units: Month The frequency with which output
is stored.
(10) TIME STEP = 1 Units: Month The time step for the simulation.

90
Current 1 1 1 1 1 1 1 1 1 1

ActualCustomers
100 1
1

75 1

50 1

1
25
1
1 1
0 1
ConversionFlow
40

30
1
20 1 1

1
10
1 1
1
1
0 1
0 2.5 5 7.5 10
Time (Month)

9*H2‫ ا‬2 ‫  ت ا‬dK ‫ ا‬n ( t ) 8*P  ‫ ا*;ي‬S ‫ ف‬d  8 "#0‫ ا‬N/P‫ا‬
i8‫ ا‬2‫ي ه‬6‫ب( وا‬2; ‫ة ا‬2T;‫ن ا‬J= ‫س )او‬J‫ ا‬N/! $P8 ‫ي‬6‫ ا‬N82*‫ ل ا‬3 N/!‫و‬
.3*H2‫ ا‬2 ‫ ا‬3= N82*‫ت ا‬S †@ ‫ا‬
: Determining Model Parameters ‫ذج‬2 ‫  ا‬K
‫وري‬i‫  ا‬3*H2‫ = " ا‬،‫ذج‬2 ‫ *)ام ا‬3/  ‫ ا‬L K ‫ا‬H ‫وري‬i‫ ا‬
:3*‫ ا   ^ل ا‬56‫ ه‬8* 9;8D ‫ف *ض‬2 . M ‫ و‬n0 ‫ و‬c 8K
9 "*‫ و‬1984 9  N*‫ و إ‬X=2‫و‬/ ‫ت‬J*  ‫ق‬2‫ ا‬9 L 9 3‫ ه‬9*‫ات ا‬
1994
Year 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994
Market 3.0 2.5 4.0 7.5 7.0 13.0 17.0 29.0 46.5 50.0 49.5
Value

3= ‫ق‬2‫ ا‬9 L‫ و‬x XK ‫د‬2‫ ا‬3= 9‫ ت ا‬NK Curve Expert a ‫*)ام‬+ S‫او‬
:3*‫ آ‬User-Defined Model ‫*ر‬+ ‫ذج‬2 ‫ ا‬8‫ و‬y XK ‫د‬2 ‫ا‬

91
User-Defined Model: y=a/(1+b*exp(-c*x))
9‫ او‬L ‫د‬
Coefficient Data:
a= 57.760559
b= 286.77098
c= 0.72892383

S = 3.46006530
r = 0.98725204
75
54.

67
45.
Y Axis (units)

58
36.

50
27.

42
18.

3
9.3

5
0.2
0.0 2.0 4.0 6.0 8.0 10.0 12.0

X Axis (units)

User-Defined Model: y=a/(1+b*exp(-c*x))

Coefficient Data:
a= 57.760567
b= 138.3462
c= 0.72892364

92
 S = 3.46006530
r = 0.98725204
75
54.

67
45.
Y Axis (units)

58
36.

50
27.

42
18.

3
9.3

5
0.2
0.0 1.8 3.7 5.5 7.3 9.2 11.0

X Axis (units)

Excel ‫ام‬8&f ‫
ذج‬#$‫ ا‬7I 6%%I0
‫ة‬8H 9`% 3= 3*‫ ا‬N‫أد‬

3*‫دوات أ*ر ا‬0‫ ا‬: 

93
 Solver ‫ة‬6= TOK

Equal To 3=‫ و‬5ZK ‫ع ا ت ا اد‬2 J 9 L ‫ي‬2K Set Target Cell ‫ أن‬S
3*‫ ا‬By Changing Cells ;‫ ا‬Z* ‫ع ا ت‬2 J ZK *8‫ و‬Z* Min *‫أ‬
"# N Solve "# dZU‫ و‬$D$1:$D$3 9‫و‬0‫ ا; ا‬8 3=

94
‫‪ S‬ان ا)‪ D1 8‬و ‪ D2‬و ‪2K D3‬ى ا‪b‬ن ا; ا‪ 9@T‬ا ;رة   و ‪2K E16‬ى ا‪NL‬‬
‫‪2 J  9 L‬ع ت ا‪:0‬ء‪.‬‬

‫‪95‬‬
 The Workforce Inventory Example : 24 ‫
ة‬/ ‫
ذج _ون‬# -2
8 2T= 3/8‫ذج د‬2  ‫ ء‬9// # ‫ة‬H ‫ة‬/= ‫ء‬:#A ‫ا‬H T d‫ذج ا‬2 ‫ا ا‬6‫ه‬
‫م‬# "‫دي إ‬BK L 9‫ة ا‬2;‫ ا‬l‘2K ‫ب‬2‫ون وا‬G) ‫ ت إدارة ا‬3= N#`*‫ ا‬9`‫آ‬
l‘2K 3= ‫=ع‬A‫ ان ا‬3‫ وه‬9;: \ 9J* 8 i8‫ ا‬9‫ آ  ا‬.‫*ج‬A‫ ا‬3= ‫*;ار‬A‫ا‬
9/8‫ د‬gU28 3*‫ ا‬N/P‫ ا‬.‫ اآ^ إ*;ارا‬9# ‫ة‬2L 3‫دي ا‬B8 ‫ ان‬/ 8 ‫ ا ل‬g8K‫و‬
:‫ذج‬2 ‫ا‬

Inventory
Production Sales
InventoryCoverage

Productivity
TargetInventory
InventoryCorrection
Workforce TargetProduction
NetHireRate TimeToCorrectInventory
TargeWorkforce
TimeToAdjustWorkforce

"# ‫ي‬2*8 ‫ذج‬2 ‫ا‬

( Level ‫ى‬2* ‫ ) أو ا‬Stocks ‫  ا *ع‬#2 (‫ا‬
Inventory ‫ون‬G) ‫( ا‬1
Workforce 9‫ة ا‬2;‫( ا‬2
Flows ‫ب‬A‫اع  ا‬2‫ أ‬9‫ب( أر‬
( Inflow N‫ون ) إب دا‬G) ‫  *ع ا‬8GK‫ و‬Production ‫*ج‬A‫( ا‬1
( Outflow 3H‫) أب ر‬ ‫ون‬G) ‫  *ع ا‬N;K‫ و‬Sales ‫( ا ت‬2
9‫ة ا‬2;‫  *ع ا‬8G8 ‫ أو‬N;8 2‫ وه‬NetHireRate ‫*)ام‬A‫ ل ا‬3=% (4 ‫( و‬3
Auxiliary Variables ‫ة‬# ‫ات‬Z* (‫ج‬
TargetInventory ‫ف‬T* ‫ون ا‬G) ‫( ا‬1
InventoryCorrection ‫ون‬G) ‫ ا‬gK (2
TargetProduction ‫ف‬T* ‫*ج ا‬A‫( ا‬3
TargetWorkforce 9=T* ‫ ا‬9‫ة ا‬2;‫( ا‬4

Constants ‫ذج‬2 ‫ ا‬X‫ا‬2Y (‫د‬

Productivity 9H*A‫( ا‬1

96
 InventoryCoverage ‫ون‬G) ‫ ا‬9:ZK (2
TimeToCorrectInventory ‫ون‬G) ‫ ا‬g* ‫ب‬2: ‫ ا‬G‫( ا‬3
TimeToAdjustWorkforce 9‫ة ا‬2;‫ ا‬N8* ‫ب‬2: ‫ ا‬G‫( ا‬4

Causal Relationships between Variables :‫ذج‬2 ‫ ا‬3= 9‫ت ا‬L‫ا‬
:‫ون‬G) ‫ *ع ا‬:S‫أو‬

Workforce
Production
Productivity Inventory
Sales

Inventory InventoryCorrection TargetProduction

:9‫ة ا‬2;‫ *ع ا‬:Y

(Workforce)
(TargeWorkforce) NetHireRate
TimeToAdjustWorkforce Workforce
Productivity
TargeWorkforce
TargetProduction

NetHireRate (Workforce)
Workforce
Production Inventory

‫ف‬T* ‫ون ا‬G) ‫ ا‬# ‫ ا‬Z* ‫ ا‬:^Y

InventoryCoverage
TargetInventory
Sales

97
TargetInventory InventoryCorrection TargetProduction

‫ون‬G) ‫ ا‬gK # ‫ ا‬Z* ‫ ا‬:f‫را‬

Production
Inventory
(Sales)
InventoryCoverage InventoryCorrection
TargetInventory
Sales
TimeToCorrectInventory

InventoryCorrection TargetProduction TargeWorkforce

‫ف‬T* ‫*ج ا‬A‫ ا‬# ‫ ا‬Z* ‫ ا‬:

Inventory
TargetInventory InventoryCorrection
TargetProduction
TimeToCorrectInventory
Sales

Workforce
TargetProduction TargeWorkforce
NetHireRate

9=T* ‫ ا‬9‫ة ا‬2;‫ ا‬:‫د‬

Productivity
InventoryCorrection TargeWorkforce
TargetProduction
Sales

98
 (NetHireRate)
Workforce
TargeWorkforce Production
NetHireRate (Workforce)

Feedback Loops %2‫" ا‬+‫دورات ا‬

:‫ون‬G) ‫  *ع ا‬9`)‫ ا‬986Z*‫دورة ا‬
Loop Number 1 of length 6
Inventory
InventoryCorrection
TargetProduction
TargeWorkforce
NetHireRate
Workforce
Production
:9‫ة ا‬2;‫  *ع ا‬9`)‫ ا‬986Z*‫دورة ا‬
Loop Number 1 of length 1
Workforce
NetHireRate
Loop Number 2 of length 6
Workforce
Production
Inventory
InventoryCorrection
TargetProduction
TargeWorkforce
NetHireRate
:‫ف‬T* ‫*ج ا‬A‫ ا‬# ‫ ا‬Z*  9`)‫ ا‬986Z*‫دورة ا‬
Loop Number 1 of length 6
TargetProduction
TargeWorkforce
NetHireRate
Workforce

99
 Production
Inventory
InventoryCorrection
:‫ون‬G) ‫ ا‬gK # ‫ ا‬Z*  9`)‫ ا‬986Z*‫دورة ا‬
Loop Number 1 of length 6
TargetProduction
TargeWorkforce
NetHireRate
Workforce
Production
Inventory
InventoryCorrection
:9=T* ‫ ا‬9‫ة ا‬2;‫ ا‬# ‫ ا‬Z*  9`)‫ ا‬986Z*‫دورة ا‬
Loop Number 1 of length 6
TargetProduction
TargeWorkforce
NetHireRate
Workforce
Production
Inventory
InventoryCorrection
:‫ذج‬2 ‫ت ا‬S‫د‬
(01) FINAL TIME = 100 Units: Month
The final time for the simulation.
(02) INITIAL TIME = 0 Units: Month
The initial time for the simulation.
(03) Inventory = INTEG(Production-Sales ,300)
Units: Widget
(04) InventoryCorrection = (TargetInventory - Inventory)/
TimeToCorrectInventory
Units: Widget/Month
(05) InventoryCoverage = 3 Units: Month
(06) NetHireRate = (TargeWorkforce -
Workforce)/TimeToAdjustWorkforce
Units: Person/Month

100
(07) Production = Workforce*Productivity
Units: Widget/Month
(08) Productivity = 1 Units: Widget/Month/Person
(09) Sales = 100 + STEP(50,20) Units: Widget/Month
(10) SAVEPER = TIME STEP Units: Month
The frequency with which output is stored.
(11) TargetInventory = Sales * InventoryCoverage
Units: Widget

(12) TargetProduction = Sales + InventoryCorrection

Units: Widget/Month
(13) TargeWorkforce = TargetProduction/Productivity
Units: Person
(14) TIME STEP = 1 Units: Month
The time step for the simulation.
(15) TimeToAdjustWorkforce = 3 Units: Month
(16) TimeToCorrectInventory = 2 Units: Month
(17) Workforce = INTEG(NetHireRate, TargeWorkforce)
Units: Person

:9;‫ ا`;ة ا‬3= ‫ة‬: ‫ ا‬9‫و‬0‫ذج ; ا‬2 ‫ آت ا‬9J* 9*‫ل ا‬/!0‫ا‬
runinv01 1 1 1 1 1

Inventory
600
1 1 1
450
300 1 1
150
0
Production
400
300
200 1 1 1 1
100 1
0
Sales
200
170
1 1 1 1
140
110 1
80
0 50 100
Time (Month)

101
runinv01 1 1 1 1 1

Workforce
400
300
200 1 1 1 1
100 1

0
NetHireRate
60
30 1
0 1 1 1 1

-30
-60
0 50 100
Time (Month)

Graph for Inventory

600

1
1
1 1 1 1 1 1 1 1
450 1
1

300 1 1 1 1

150

0
0 10 20 30 40 50 60 70 80 90 100
Time (Month)
Inventory : runinv01 1 1 1 1 1 1 1 1 1 1 Widget

102
 Graph for Workforce
400

300

200 1

1
1 1 1 1 1 1 1 1 1
1
100 1 1 1 1

0
0 10 20 30 40 50 60 70 80 90 100
Time (Month)
Workforce : runinv01 1 1 1 1 1 1 1 1 1 1 Person

Time (Month) 0 1 2 3 4 5 6 7 8 9
10 11 12 13 14 15 16 17 18 19 20
21 22 23 24 25 26 27 28 29 30 31
32 33 34 35 36 37 38 39 40 41 42
43 44 45 46 47 48 49 50 51 52 53
54 55 56 57 58 59 60 61 62 63 64
65 66 67 68 69 70 71 72 73 74 75
76 77 78 79 80 81 82 83 84 85 86
87 88 89 90 91 92 93 94 95 96 97
98 99 100
"Inventory" Runs: runinv01
Inventory 300 300 300 300 300 300 300 300 300 300
300 300 300 300 300 300 300 300 300 300 300
250 241.667 269.444 322.685 388.272 453.215 506.799 541.985 555.977 549.973
528.308 497.203 463.414 433.022 410.524 398.355 396.822 404.408 418.328 435.206
451.737 465.224 473.925 477.189 475.377 469.638 461.582 452.939 445.246 439.628
436.675 436.435 438.496 442.13 446.471 450.676 454.068 456.216 456.971 456.438
454.92 452.836 450.626 448.68 447.279 446.565 446.542 447.099 448.047 449.163
450.232 451.084 451.614 451.786 451.632 451.232 450.693 450.128 449.636 449.287
449.115 449.119 449.269 449.516 449.802 450.074 450.288 450.418 450.457 450.414
450.308 450.169 450.025 449.9 449.813 449.772 449.776 449.816 449.88 449.954

103
Time (Month) 0 1 2 3 4 5 6 7 8 9
10 11 12 13 14 15 16 17 18 19 20
21 22 23 24 25 26 27 28 29 30 31
32 33 34 35 36 37 38 39 40 41 42
43 44 45 46 47 48 49 50 51 52 53
54 55 56 57 58 59 60 61 62 63 64
65 66 67 68 69 70 71 72 73 74 75
76 77 78 79 80 81 82 83 84 85 86
87 88 89 90 91 92 93 94 95 96 97
98 99 100
"Workforce" Runs: runinv01
Workforce 100 100 100 100 100 100 100 100 100 100
100 100 100 100 100 100 100 100 100 100 100
141.667 177.778 203.241 215.586 214.943 203.584 185.187 163.991 143.997 128.335
118.894 116.212 119.607 127.502 137.831 148.467 157.585 163.92 166.879 166.531
163.486 158.701 153.264 148.188 144.261 141.944 141.357 142.307 144.382 147.047
149.76 152.061 153.635 154.341 154.205 153.392 152.148 150.754 149.467 148.483
147.916 147.79 148.054 148.598 149.286 149.977 150.557 150.948 151.115 151.069
150.852 150.53 150.172 149.846 149.6 149.461 149.435 149.508 149.651 149.828
150.004 150.15 150.247 150.286 150.272 150.214 150.13 150.039 149.956 149.895
149.861 149.856 149.876 149.913 149.959 150.004 150.04 150.064 150.074 150.069

104
 Fibonacci Sequence Model :A
9%P I ‫
ذج‬# -3
‫ وا‬9 Z* ‫ و‬9^‫ ا‬9H‫ ار‬
y ( k + 2 ) = y ( k + 1) + y ( k ) , y (1) = 1, y ( 2 ) = 1, k = 1, 2,3,⋯
k = 1 ⇒ y ( 3) = y ( 2 ) + y (1) = 1 + 1 = 2
k = 2 ⇒ y ( 4 ) = y ( 3) + y ( 2 ) = 2 + 1 = 3
k = 3 ⇒ y ( 5 ) = y ( 4 ) + y ( 3) = 3 + 2 = 5
⋮
:‫ض‬2 9 8Z* ‫و" و‬0‫ ا‬9H‫ إ" ار‬T2
x ( k + 1) = y ( k ) , k = 1,2,3,⋯ , x ( 2 ) = y (1) = 1

:9‫ء ا‬i= N/! 3= j82*‫  ا‬3P*2= 9**  9= ‫ ا‬9‫ ا د‬g*=

y ( k + 2 ) = y ( k + 1) + x ( k + 1)
x ( k + 2 ) = y ( k + 1)
k = 1, 2,3,...
y (1) = 1, y ( 2 ) = 1, x ( 2 ) = y (1) = 1
k = 1 ⇒ y ( 3) = y ( 2 ) + x ( 2 ) = 1 + 1 = 2
x ( 3) = y ( 2 ) = 1
k = 2 ⇒ y ( 4 ) = y ( 3) + x ( 3) = 2 + 1 = 3
x ( 4 ) = y ( 3) = 2
k = 3 ⇒ y ( 5) = y ( 4 ) + x ( 4 ) = 3 + 2 = 5
x ( 5) = y ( 4 ) = 3
⋮
Vensim ‫ام‬8&f A
9%P I# ‫ء ا‬GP > ‫
ذج‬#

y
dy

x
dx

105
(1) dx = y
(2) dy = y+x
(3) FINAL TIME = 10
(4) INITIAL TIME = 1
(5) SAVEPER = TIME STEP
(6) TIME STEP = 1
(7) x= INTEG ( dx,1)
(8) y= INTEG ( dy,1)

k 1 2 3 4 5 6 7 8 9 10
y 1 3 8 21 55 144 377 987 2584 6765
x 1 2 5 13 34 89 233 610 1597 4181

‫ي اود‬2K) x ‫( و‬9H‫و‬G‫ى اود ا‬2K) y  9 ; 3P*2= 9** ‫ ان‬S

(98‫ا`د‬
k 1 2 3 4 5 6
y 1 3 8 21 55 144
…
↑ ց ↑ ց ↑ ց ↑ ց ↑ ց ↑
x 1 2 5 13 34 89

106
 Dynamic Stochastic Models %R‫
ا‬AI‫ ا‬%%$ 8‫ذج ا‬#$‫ ا‬-4
Markovian Property of order k 9H‫  ار‬%P
‫رآ‬#‫ ا‬%H‫ ا‬:l8K
9‫ز‬0‫ ا‬# T L "#  *K t G‫ ا‬# 9@‫ا‬2P‫هة ا‬O‫ ا‬9 L ‫" ان‬# ‫ل‬2;K
‫ن‬+= { yt , −∞ < t < ∞} X‫ = ^ إذا آ‬.d;= t − 1, t − 2,..., t − k

( )
P yt < s | yt −1 , yt −2 ,..., yt −k , yt −( k +1) ,... = P ( yt < s | yt −1 , yt −2 ,..., yt −k )

.9=2‫ ا رآ‬9%)‫ ا‬Q*K 3*‫ ا‬98‫*د‬LA‫اه ا‬2O‫^  ا‬/‫هك ا‬

: Vensim ‫ام‬8&f %P
‫رآ‬#‫ ا‬%R‫
ا‬AI‫ ا‬%‫ذج اآ‬#$‫ ا‬%#0
‫م‬28 98T 3= ‫اد‬2 ‫ ا‬0 ‫`ل‬LA‫هة وا;س ان  ا‬P  8‫*د‬LA‫ أ ا‬H‫ و‬:1 ‫^ل‬
Q8‫ز‬2K $ 3@‫ا‬2P# f: Q ;‫ ا‬2‫ ا‬98T 3= ‫`ل  دة‬LA‫"  ا‬#  *8 ‫اول‬K
.‫هة‬O‫ ا‬56‫ ه‬l8 ‫ذج‬2  ‫ن‬2‫ آ‬.‫م‬2‫] ا‬6 σ 2 8K‫`ي و‬% d2*  3D
R ‫ن‬2/= ε t 2‫ ه‬3@‫ا‬2P‫ ا‬f:)‫ وا‬yt 2‫م ه‬2‫ ا‬98T 3= ‫`ل‬LA‫ `*ض أن  ا‬:N‫ا‬
9=2‫ ا آ‬9%)‫ا‬
yt = φ1 yt −1 + φ2 yt −2 + ε t , ε t ~ N ( 0,σ 2 ) , ∀t

9 Z*  9J* \ 9^‫ ا‬9H‫  ار‬Difference Equation 9L‫ =و‬9‫ د‬56‫وه‬
‫ن‬2/= xt −1 = yt −2 ‫ `*ض‬،* 3‫ او‬9H‫ در‬3‫ إ‬T2 ‫ف‬2 .‫وا‬

yt = φ1 yt −1 + φ2 xt −1 + ε t , ε t ~ N ( 0, σ 2 ) , ∀t
xt = yt −1

9;‫ت ا‬S‫ ا د‬N= φ1 = 1.7, φ2 = −0.72, and σ 2 = 1 X‫ ا ^ل ا إذا آ‬3= :2 ‫^ل‬
y0 = 0, x0 = 0 9‫; أو‬
Vensim ‫*)ام‬+ :N‫ا‬

107
 x
dx

y
dy

eps phi2
phi1

(01) dx = y
(02) dy = phi1*y+phi2*x+eps
(03) eps= RANDOM NORMAL(-3.99,3.99 ,0 ,1 ,19 )
(04) FINAL TIME = 2 The final time for the simulation.
(05) INITIAL TIME = 0 The initial time for the simulation.
(06) phi1 = 1.7
(07) phi2 = -0.72
(08) SAVEPER = TIME STEP The frequency with which output
is stored.
(09) TIME STEP = 0.01 The time step for the simulation.
(10) x= INTEG ( dx, 0)
(11) y= INTEG ( dy, 0)

108
 dy v y
4

-2

-4
-0.100 -0.050 0 0.050 0.100
y
dy : Current

xvy
0.008

-0.009

-0.026

-0.043

-0.06
-0.100 -0.050 0 0.050 0.100
y
x : Current

109
 y
0.2

0.1

-0.1

-0.2
0 0.50 1 1.50 2
Time (Day)
y : Current

dy
4

-2

-4
0 0.50 1 1.50 2
Time (Day)
dy : Current

110
 x&y
0.2
0.008

0
-0.026

-0.2
-0.06
0 0.50 1 1.50 2
Time (Day)
y : Current
x : Current

111
 : bifurcation kIA‫
ذج ا‬# -5
^‫  آ‬a*K T2/ 3U8‫ ر‬N/P l^/ N/P ‫ن‬b‫رس ا‬K 3*‫  أه ا ذج ا‬RP*‫ ذج ا‬
.‫ ا ذج‬56‫ أ ه‬N^ 8 3*‫ذج ا‬2 ‫ وا‬،92/‫ وا‬9:‫اه ا‬2O‫ ا‬
9:)‫ ا‬9U`*‫ت ا‬S‫ ا د‬9#2 J ‫ف‬K ‫ف *ض‬2 ‫ا ارس‬6‫ ه‬3=
xɺ = −0.5 x + ay , a < 0.4
yɺ = x − 0.5 y

9‫ء ا‬i= N/P T*/‫و‬

 xɺ   −0.5 a  x 
 yɺ  =  1 −0.5   y 
  
 −0.5 a 
A=
 1 −0.5 
 −0.5 − λ a 
det ( A − Iλ ) = det  =0
 1 −0.5 − λ 
( −0.5 − λ ) −a =0
2

λ1 = − a − 0.5
λ2 = a − 0.5

:VenSim ?S# kIA‫

ذج ا‬# %#0

x
dx/dt
b
a

y
dy/dt

(01) a = -0.3 Units: **undefined**

(02) b = -0.5 Units: **undefined**
(03) c = -0.5 Units: **undefined**

112
(04) "dx/dt" = b*x+a*y Units: **undefined**
(05) "dy/dt" = x+c*y Units: **undefined**
(06) FINAL TIME = 10 Units: Month The final time for the
simulation.
(07) INITIAL TIME = 0 Units: Month The initial time for the
simulation.
(08) SAVEPER = TIME STEP Units: Month The frequency with
which output
is stored.
(09) TIME STEP = 0.0625 Units: Month The time step for the
simulation.
(10) x = INTEG ( "dx/dt", 1) Units: **undefined**
(11) y= INTEG ( "dy/dt", 1) Units: **undefined**

a = −0.3

3 3 3 3
1 1
3
3 3 3
2
3
0.06
0.6
2 2 3
4 4 4 4 4
41 4
2
-0.2 4
3
-0.08 2 4
4 1 4 1 1 1 1
-1 2 1
1
-0.6 1 1 1 2 2 2
2 2 2 2
0 1 2 3 4 5 6 7 8 9 10
Time (Month)
x : Current 1 1 1 1 1 1 1 1 1 1
y : Current 2 2 2 2 2 2 2 2 2 2
"dx/dt" : Current 3 3 3 3 3 3 3 3 3 3
"dy/dt" : Current 4 4 4 4 4 4 4 4 4 4

a = 0.3

113
 3 3 3 3
2 3 3 3
3 3
4 3
0.06
3
0.6
2 2
2 2
4 2 2
2 2
3 2 2
0.8 2
1
1
2 4 1
0 1
4 1 4 4
-0.2 1 4 4 1 41 4 4 4
1 1 1
0 1

0 1 2 3 4 5 6 7 8 9 10
Time (Month)
x : Current 1 1 1 1 1 1 1 1 1 1
y : Current 2 2 2 2 2 2 2 2 2 2
"dx/dt" : Current 3 3 3 3 3 3 3 3 3 3
"dy/dt" : Current 4 4 4 4 4 4 4 4 4 4

a = −0.3, b = −0.5, c = 0.5

20
40 1
2
4 3 34
4 3
8 4 23
1 12 1 4
2 1 2
3 3 2 4 1
1 4
2 1 3 2
4 12 1 4
3 34 3
-20 2 1 2
4 2
-40 3 1
4
-4
3
-8
0 23 46 69 92 115 138 161 184 207 230
Time (Month)
x : Current 1 1 1 1 1 1 1 1 1 1
y : Current 2 2 2 2 2 2 2 2 2 2
"dx/dt" : Current 3 3 3 3 3 3 3 3 3 3
"dy/dt" : Current 4 4 4 4 4 4 4 4 4 4

a = −0.3, b = −0.3, c = 0.5

114
 800 B
2e+012
200 B 4
400 B
4
123412341234123412341234123412341234123 3
12
-0.8 Tr
-2e+012
-0.2 Tr
-0.4 Tr
0 23 46 69 92 115 138 161 184 207 230
Time (Month)
x : Current 1 1 1 1 1 1 1 1 1 1
y : Current 2 2 2 2 2 2 2 2 2 2
"dx/dt" : Current 3 3 3 3 3 3 3 3 3 3
"dy/dt" : Current 4 4 4 4 4 4 4 4 4 4

a,b,c  N/ 9`*) ; 9U`*‫ت ا‬S‫ ا د‬9#2 J ‫ف‬K 3# ‫رب‬JK H‫ أ‬:8 K

x
dx/dt

y
dy/dt
r

z
dz/dt
b

115
xɺ = − a ( x − y )
yɺ = − xz + bx − y
zɺ = xy − cz

a = −0.1, b = 0.02, c = −0.03

4
1
2
0.4 2
3 4
2 2 1
2 5 5 4
6 1
6 45 6 2
4 2 4 5 1 5
2 56 2
3 1 6
4 1 5
0 6 12 4
-1 1
4
5
1 6
-0.4 3
3
0 3 3 3
-2 2
-2 3
0 1 2 3 4 5 6 7 8 9 10
Time (Second)
x : Current 1 1 1 1 1 1 1
y : Current 2 2 2 2 2 2 2 2
z : Current 3 3 3 3 3 3 3 3
"dx/dt" : Current 4 4 4 4 4 4 4
"dy/dt" : Current 5 5 5 5 5 5 5 5
"dz/dt" : Current 6 6 6 6 6 6 6 6

116
 The Pumping Heart Model :k2/‫ ا‬P 2GI 9 /0 ‫
ذج‬# -6
.J‫اء ا‬GH‫ ا‬Q H "‫ إ‬9@‫  ا‬J‫آ‬S 3Z‫ ام ا‬N;K 9)i ‫ن آ‬A‫ ا‬RL ‫*ر‬#‫ إ‬/ 8
 ‫*دد‬8 ‫م‬O‫ آ‬R;‫ ا‬. Oscillator ‫ا( آ *دد‬H 38;K N/P) ‫ن‬A‫ ا‬RL 9H6  / 8  ‫آ‬
.†;K 9 ‫ أي‬Systole ‫)ء و إ;ض‬K‫ إر‬9 ‫ أي‬Diastole ‫ إط‬:‫م‬# N/P *
Electro-Chemical 3@ ‫وآ‬T‫ آ‬6` R;‫ت ا‬i# ‫ إ;ض وإط‬3= R*8
9 ‫ آ‬v ‫ و‬R;‫ ا‬3= Muscle Fiber 9i# 9` ‫ل‬2D 2‫ ه‬x ‫ أن‬U*=‫ذا إ‬+= . Stimulus
R;‫ ا‬9i# 9` ‫ل‬2D 3= ‫;ض‬A‫ط وا‬A‫ أن ل ا‬9  ‫رب ا‬J*‫  ا‬H‫ =; و‬،6` ‫ا‬
9`‫ ا‬J VY  ‫ ا`ق‬Q ( µ > 0 RK X^) * †;8‫ و‬6` ‫ ا‬9 ‫ آ‬Q ‫داد‬G8
.9`‫ل ا‬2D Q †L*K 6` ‫ ا‬9 ‫ أن ل آ‬H‫ آ  و‬.T2D‫و‬
‫ت‬: ‫" ا‬# ‫ * ا‬R;‫  ا‬9i# 9` 9‫ذج آ‬2  9U`*‫ت ا‬S‫ن ا د‬2‫ آ‬:S‫أو‬
.9;‫ا‬
:a@*‫‰ ا‬L‫ و‬9*‫ ; ا‬Vensim ‫ذج‬2  ‫ن‬2‫ آ‬:Y
µ = 2 cm / sec, x ( 0 ) = 2 cm
v ( 0 ) = 1 microgrm, t = 0 ( 0.1) 100 sec

:N‫ا‬
†;8‫ و‬6` ‫ ا‬9 ‫ آ‬Q ‫داد‬G8 R;‫ ا‬9i# 9` ‫ل‬2D 3= ‫;ض‬A‫ط وا‬A‫   أن ل ا‬:S‫أو‬
‫ إذا‬T2D‫ و‬9`‫ ا‬J VY  ‫ ا`ق‬Q ( µ > 0 RK X^) *
dx ( t )
= v ( t ) − µ  x 3 ( t ) 3 − x ( t ) 
dt
‫ إذا‬9`‫ل ا‬2D Q †L*K 6` ‫ ا‬9 ‫و  أن ل آ‬
dv ( t )
= − x (t )
dt
d N/P T*/‫و‬

= v − µ ( x3 3 − x )
dx
dt
dv
= −x
dt
Vensim Q9 # ‫
ذج‬#$‫ ا‬:%c

117
 x
dx

mu

v
dv

(01) dv = -x Units: microgrm/sec

(02) dx = v-mu*(((x^3)/3)-x) Units: cm/sec
(03) FINAL TIME = 100 Units: Second The final time for the
simulation.
(04) INITIAL TIME = 0 Units: Second The initial time for the
simulation.
(05) mu = 2 Units: cm/sec
(06) SAVEPER = TIME STEP Units: Second
The frequency with which output is stored.
(07) TIME STEP = 0.1 Units: Second The time step for the
simulation.
(08) v = INTEG ( dv, 1) Units: microgrm
(09) x = INTEG ( dx, 2) Units: cm

118
Current 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1

x
4
2 1 1 1 1 1
1 1 1
0 1 1
1 1 1
-2 1 1 1

-4
dx
4 1
1
2 1
1 1 1
1 1
0 1 1 1 1 1
1 1
-2
1
-4
0 25 50 75 100
Time (Second)

(1) N/!
Current 1 1 1 1 1 1 1 1 1 1 1 1 1

v
4
2
1
0 1 1 1 1
1 1 1
-2 1 1 1 1 1
-4
dv
4
2 1 1 1
1
0 1
1 1 1
1 1 1 1 1
-2
-4
0 25 50 75 100
Time (Second)
(2) N/!

119
 Heart Rate v Fiber Length
4

-2

-4
-3 -2 -1 0 1 2 3
x
dx : Current 1 1 1 1 1 1 1 1 1 1 1 1 cm/sec

(3) N/!

Heart Rate v Stimulus

4

2
1
1
1 1 1
0

-2

-4
-3 -2 -1 0 1 2 3
v
dx : Current 1 1 1 1 1 1 1 1 1 1 1 1 cm/sec

(4) N/!

120
 Stimulus v Fiber Length
4

-2

-4
-3 -2 -1 0 1 2 3
x
v : Current 1 1 1 1 1 1 1 1 1 1 1 1 microgrm

(5) N/!

Stimulus v Heart Rate

4

1 1 1 1 1 1
1
2

1
0

-2 1

-4
-4 -3 -2 -1 0 1 2 3 4
dx
v : Current 1 1 1 1 1 1 1 1 1 1 1 1 microgrm

(6) N/!
:a@*‫ ا‬9PL
Systole ‫;ض‬A‫( إ" ا‬982D ‫ )أف‬Diastole ‫ط‬A‫*;ل  ا‬A‫( أن ا‬1) N/!  8
‫ي‬6‫ وا‬3` ‫ إب‬3= R*8S 3* ) ‫ول‬0‫ ا‬3= ‫ء‬d ‫;ض‬A‫ ا‬T= ‫ث‬K (‫ة‬L ‫)أف‬

121
‫‪B8‬ذي ا;‪ (R‬و‪ # /‬آ ‪  9# 9‬ا `‪+= 6‬ن ا‪0‬ف ‪ Q= Q8 N/P j;K‬ام إ"‬
‫ا)رج‪ 8 (2) N/! .‬ا*دد ‪2* 3= Oscilation‬ي ا `‪ 6‬ول ‪ .5ZK‬ا‪/!0‬ل  )‪(3‬‬
‫إ" )‪ 9D gU2K (6‬ا*ددات اور‪ "= 98‬ا *‪82‬ت‪:‬‬
‫‪ -1‬ل ‪i‬ت ‪ 9i#‬ا;‪2D U R‬ل ا‪(3) N/! 9i‬‬
‫‪ -2‬ل ‪i‬ت ‪ 9i#‬ا;‪ U R‬آ ‪ 9‬ا `‪(4) N/! 6‬‬
‫‪ -3‬آ ‪ 9‬ا `‪2D U 6‬ل ا‪(5) N/! 9i‬‬
‫‪ -4‬آ ‪ 9‬ا `‪ U 6‬ل ‪i‬ت ‪ 9i#‬ا;‪(6) N/! R‬‬
‫‪:8 K‬‬
‫‪H+ L -1‬اء ‪JK‬رب ‪ "#‬ا ‪2‬ذج ) ون ‪2‬ف  وث ‪2D0 (9L 9*/‬ال )*`‪9i 9‬‬
‫ا;‪ R‬وآ ت )*`‪ 6`  9‬و‪L‬رن ا*@‪a‬‬
‫‪8 3* -2‬ث إ‪TH‬د ‪ 9i‬ا;‪ R‬و ‪ #‬اي *‪82‬ت  `‪6‬؟‬
‫‪ -3‬ه‪ XY YfK 2‬ا*‪ µ R‬؟‬
‫‪ -4‬د ‪ #‬أي *‪2‬ى  ا `‪ 6‬أو ‪ #‬أي ‪K µ X^ 9 L‬ث ‪ 9L 9*/‬؟ )أي ‪lL2*K‬‬
‫‪ 9i#‬ا;‪ # R‬ا*دد ‪2 R‬ف او =ح =‪(3@J‬‬

‫‪122‬‬
 :Lorenz Attractors Models $ ‫
ذج !ذت 
ر‬# -7
‫ ا إدوارد‬9:‫ا‬2 ‫رت‬2D ‫ت ا دة‬S‫  ا د‬9: 9#2 J 3‫ ه‬c*8‫ر‬2 ‫ذت‬H
ZK ‫ أن أي‬2J‫ ا‬# B* 90‫ ا‬9/P ‫ ا‬.‫ر‬/*KS 3*‫ ا‬2J‫ ط ا‬0 $*‫ء درا‬Y‫ أ‬c*8‫ر‬2
‫* د‬#0‫  ا‬# 9# 8 ‫ي‬6‫( وا‬9!‫ح =ا‬H ` " 8 YfK ) 9‫و‬0‫ ط ا‬0‫ ا‬3= d 2‫و‬
.9/# ‫ أو‬9‫ر‬i* a@* "‫دي إ‬B8 9‫و‬0‫وط ا‬P‫ ا‬3# ‫اس‬
\ 9U`K ‫ت‬S‫ث د‬Y  ‫ن‬2/*8 3‫م آ‬O ‫ ر‬N/! # ‫رة‬# 2‫ ه‬c*‫ر‬2 9‫ذ‬H
Z* ‫ا ا‬6‫ ه‬6‫ إذا ا‬،‫ وا‬Z*  9TJ* 9‫ دا‬2‫ة ه‬6‫ت ه‬S‫ ا د‬N ،"‫و‬0‫ ا‬9H‫  ار‬9:
3= 98‫  زاو‬T ‫و‬G  ‫ن‬2/ ‫ ا ار‬.‫ ر ار‬Q**8 N‫ن ا‬+= G‫ ا‬$‫" أس ا‬#
:3*‫ آ‬3‫ت ه‬S‫ ا د‬.‫ أد‬9YY
d
x ( t ) = −ax ( t ) + ay ( t )
dt
d
y ( t ) = bx ( t ) − y ( t ) − z ( t ) x ( t )
dt
d
z ( t ) = −cz ( t ) + x ( t ) y ( t )
dt

Vensim S&‫
ذج 
ا‬#$‫ ا‬%#0

x
dx/dt

y b
dy/dt

z
dz/dt

dx/dt=a(y-x) a=10 x(0)=0 dt=0.02

dy/dy=bx-y-xz b=28 y(0)=0.

1 start time=0

z(0)=25 end time=100

dz/dt=xy-cz c=2.67

123
(01) a = 10 Units: **undefined**
(02) b = 28 Units: **undefined**
(03) c = 2.67 Units: **undefined**
(04) "dx/dt" = a*(y-x) Units: **undefined**
(05) "dy/dt" = b*x-y-x*z Units: **undefined**
(06) "dz/dt" = x*y-c*z Units: **undefined**
(07) FINAL TIME = 100 Units: Second The final time for the
simulation.
(08) INITIAL TIME = 0 Units: Second The initial time for the
simulation.
(09) SAVEPER = TIME STEP Units: Second
The frequency with which output is stored.
(10) TIME STEP = 0.02 Units: Second The time step for the
simulation.
(11) x = INTEG ( "dx/dt", 0) Units: **undefined**
(12) y = INTEG ( "dy/dt", 0.1) Units: **undefined**
(13) z = INTEG ( "dz/dt", 25) Units: **undefined**

124
 40
40
60
400
600
600 5 4 2 1 5
6 2 1 2 2
4 2 4
4 5 6 1 4
12 1 56 3 6 456 345 5 1 56
3 5
2 3 6
56 4
1 12 6
12
-40 1 3 2 3 3
-40 4
0 3
3 4
-400 3
-600
-600
0 1 2 3 4 5 6 7 8 9 10
Time (Second)
x : Current 1 1 1 1 1 1 1 1 1
y : Current 2 2 2 2 2 2 2 2 2
z : Current 3 3 3 3 3 3 3 3 3
"dx/dt" : Current 4 4 4 4 4 4 4 4 4
"dy/dt" : Current 5 5 5 5 5 5 5 5 5
"dz/dt" : Current 6 6 6 6 6 6 6 6

Current 1 1 1 1 1 1 1 1 1 1 1 1 1 1

x
40

20 1 1
1
1 1
0 1 1
1 1
1 1 1
1
-20

-40
"dx/dt"
400

200
1
1 1 1 1
0 1 1 1 1 1 1
1
1

-200

-400
0 2.5 5 7.5 10
Time (Second)

125
Current 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1

y
40

20
1 1 1
1
1 1
1 1
0 1 1
1 1 1 1 1
-20

-40
"dy/dt"
600

300
1 1
1 1 1
0 1 1 1 1 1 1 1 1 1
1

-300

-600
0 2.5 5 7.5 10
Time (Second)

126
Current 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1

z
60

45 1

1 1
1
30 1 1
1 1 1
1 1
15 1 1 1
1

0
"dz/dt"
600

300
1
1
1 1 1
0 1
1 1 1 1 1 1 1 1 1

-300

-600
0 2.5 5 7.5 10
Time (Second)
xy-plane
40
1 1
1
1
20 1
1
1
1
0

-20

-40
-19 -9 2 12 22
x
y : Current 1 1 1 1 1 1 1 1 1 1 1 1 1 1

127
 xz-plane
60

45
1

1
30
1

15 1
1
1 1
1
0
-19 -9 2 12 22
x
z : Current 1 1 1 1 1 1 1 1 1 1 1 1 1 1

yz-plane
60

45

30

1
15 1
1
1
1 1 1 1
0
-24 -20 -16 -12 -8 -4 0 4 8 12 16 20 24 28
y
z : Current 1 1 1 1 1 1 1 1 1 1 1 1 1 1

128
 ‫‪
# -8‬ذج ا‪#‬س وا‪: Prey and Predator Model %G‬‬
‫ه‪6‬ا  ‪2‬ذج ‪O‬م ‪2/*8‬ن  ‪2‬رد و*‪ ]T‬وا‪6‬ي ‪ "# d;= ‰8‬ه‪6‬ا ا ‪2‬رد‪ .‬ا ‪2‬ذج ه‪6‬ا‬
‫‪*8‬ض إ*‪G‬اف ا ‪2‬ارد و‪YfK‬ة ‪ "#‬ا ‪ Q *J‬ا‪ 3`:‬ا‪6‬ي ‪2/8 L ^ = .T# ‰8‬ن‬
‫ا ‪2‬رد ‪  Q:L‬ا‪0‬را‪ R‬وا *‪  Q:L ]T‬ا^‪ Y/*K ،R‬ا‪0‬را‪  R‬دورة ز‪„ 9‬ى‬
‫ ل ‪# Q R*8‬ده =‪ 3‬اورة ا;‪ 9O Q 9‬أن ا ‪2‬ارد ا *‪=2‬ة „را‪g KS R‬‬
‫‪f‬ن ‪ ‰8‬أآ^  ‪ 500‬أر‪*;8 .R‬ت ‪ "#‬ه‪ 56‬ا‪0‬را‪  Q *J R‬ا^‪ R‬وا‪6‬ي ‪ 2 8‬و‪G8‬داد‬
‫آ  آن هك ‪#‬د آف آ ا‪0‬را‪ .R‬رس ‪O‬م ا د‪S‬ت ا`و‪ 9L‬ا*‪ lK 3‬ه‪6‬ا ا‪O‬م‬
‫ا د‪ 9‬اآ‪„ 9‬را‪R‬‬
‫‪‬‬ ‫‪r ‬‬
‫‪rk +1 = rk + g  1 − k  rk − 0.001 rk f k‬‬
‫‪ 500 ‬‬
‫ا د‪ 9‬اآ‪R^ 9‬‬
‫‪f k +1 = f k + 0.001 rk f k − 0.02 f k‬‬

‫ا د‪ 9‬اآ‪„ 9‬را‪ K R‬أن ا‪0‬را‪GK R‬داد  ل ‪# Q R*8‬ده ‪ "#‬ا‪# 8G8S‬ده‬
‫‪ 500 #‬أر‪ R‬و‪;  †L*K‬ار ‪#  0.001‬د ا^‪ .R‬ا ‪ 9‬اآ‪ K R^ 9‬ان‬
‫ا^‪G8 R‬داد ‪#‬ده * ‪#  0.001 Q‬د ا‪0‬را‪ R‬و‪;  †L*K‬ار ‪#  0.02‬ده آ‪N‬‬
‫دورة‪.‬‬
‫‪ %#0‬ا‪
#$‬ذج ‪8&f‬ام ‪:Vensim‬‬
‫ا‪ a‬ا*‪)*+ 3‬ام ‪ l8 Vensim‬آ‪ 9‬ا‪O‬م‬

‫‪Rabbits‬‬

‫‪change‬‬

‫‪changeRate‬‬

‫‪Foxes‬‬

‫‪foxesChange‬‬

‫)‪R(t)=R(t-1)+G[1-R(t-1)/500]R(t-1)-0.0001R(t-1)F(t-1‬‬

‫)‪F(t)=F(t-1)+0.0001R(t-1)F(t-1)-0.02F(t-1‬‬

‫‪129‬‬
 1 3 3 3 3
0 1 3 3 3
200 1 3
1 3
400 3
1 3
1 3
3
1 3
-1 3
1 2
100 1 2
2
300 1 2
2
2
2 1
2 2
2 1
-2 2 2 1
2 2
0 2 2 1
1
200 1
0 10 20 30 40 50 60 70 80 90 100
Time (Day)
change : Current 1 1 1 1 1 1 1 1 1 1 1 1 1
Foxes : Current 2 2 2 2 2 2 2 2 2 2 2 2
Rabbits : Current 3 3 3 3 3 3 3 3 3 3 3 3

Foxes
(Rabbits) change Rabbits
changeRate

change (Rabbits)
Rabbits
foxesChange Foxes

Loop Number 1 of length 1

Rabbits
change
Loop Number 2 of length 3
Rabbits
foxesChange
Foxes
Change

130
(01) change = changeRate*(1-Rabbits/500)*Rabbits-0.0001*Rabbits*Foxes
(02) changeRate = 0.01
(03) FINAL TIME = 100 Units: Day The final time for the simulation.
(04) Foxes = INTEG ( foxesChange, 20)
(05) foxesChange = 0.001*Rabbits*Foxes-0.02*Foxes
(06) INITIAL TIME = 0 Units: Day The initial time for the simulation.
(07) Rabbits = INTEG ( change, 400)
(08) SAVEPER = TIME STEP Units: Day The frequency with which output
is stored.
(09) TIME STEP = 1 Units: Day The time step for the simulation.

Current 1 1 1 1 1 1 1 1

Rabbits
400 1 1 1
1
1
350 1
1
300

250

200
change
0 1
1
-0.5 1

1
-1
1

-1.5 1
1
-2
0 25 50 75 100
Time (Day)

131
 Graph for Rabbits
1 1 1 1
400 1 1 1
1
1
1
1
1
350 1
1
1
1
300

250

200
0 10 20 30 40 50 60 70 80 90 100
Time (Day)
Rabbits : Current 1 1 1 1 1 1 1 1 1 1 1 1 1

: %99‫ت ا‬FaI‫أ‬

(Foxes)
foxesChange Foxes
Rabbits

change Rabbits
Foxes
foxesChange (Foxes)

: %2‫ورات ا‬8‫ا‬
Loop Number 1 of length 1
Foxes
foxesChange
Loop Number 2 of length 3
Foxes
change
Rabbits
FoxesChange

132
Current 1 1 1 1 1 1 1 1

Foxes
200

150

1
100 1
1
1
50 1
1
1 1

0
foxesChange
2

1.5
1 1
1 1
1
1
1
0.5 1
1

0
0 25 50 75 100
Time (Day)

Graph for Foxes

200

150

100 1
1
1
1
1
1
1
50 1
1
1 1
1 1
1 1
1
0
0 10 20 30 40 50 60 70 80 90 100
Time (Day)
Foxes : Current 1 1 1 1 1 1 1 1 1 1 1 1 1

133
 ‫ ‪: 1‬‬

‫ا‪ 90‬وا‪HA‬ت ƒ*رات ا;‪9‬‬

‫‪134‬‬
 ‫ ا
ا  ا‬

‫ث ا ت‬2‫ء و‬A‫ ا‬L

V 203 ‫ ء ا ذج‬: ‫ا دة‬
9`‫ ل ا‬#„ ‫ول‬S‫*ر ا‬S‫ا‬
‫ هـ‬1422/1421 3^‫ ا‬N`‫ا‬

*# : G‫ا‬
:9*‫ ا‬90‫ ا‬Q H 3# RH‫أ‬

:‫ال اول‬r‫ا‬
:T N/ S^ 3:#‫ وأ‬9*‫ت ا‬: ‫ف ا‬#
‫ب ا)رج‬A‫ )د( أ‬Inflow N‫ب اا‬A‫ )ج( أ‬Flow ‫ب‬A‫ )ب( أ‬Stock ‫)أ( ا *ع‬
9` 986ZK ‫ )ز( دورة‬Sink (9#2‫ر )ا‬2Z‫ )و( ا‬Source ‫ )هـ( ا ر‬Outflow
System ‫م‬O‫ ا‬9H6  (‫ )ط‬Auxiliary Variable # ‫ ا‬Z* ‫ )ح( ا‬Feedback Loop
Dynamic Mathematical Model (3/8‫ *ك )د‬3U8‫ذج ر‬2  (‫ )ي‬Modeling
(‫ =;ة‬N/ 9# l _ ‫ت‬# 9 )
:‫ال ا‬r‫ا‬
‫د ا زل‬# 3# ‫*  !ة‬8 ‫ت‬H^‫ ا‬$ Q8 ‫ي‬6‫ أن ا ل ا‬9G ‫ت‬HY ‫زع‬2 S
‫ إذا‬.‫ت‬HY ] K 3*‫د ا زل ا‬# ‫د‬8‫زد‬+ †L*8 ‫ا ا ل‬6‫ت  وأن ه‬HY T H28S 3*‫ا‬
‫ و‬T‫" إ*آ‬# ‫ي‬2K /‫  و‬9HY ] K S 3*‫  زل ا‬3%0‫ اد ا‬N^ 8 H ‫ أن‬U*=‫إ‬
.9HY ] K 3*‫د ا زل ا‬# x
G‫ وة ا‬6) ‫م ا‬O‫ ا‬9H6  Difference Equation 9L‫ ا`و‬9‫)أ(  أن ا د‬
:3‫م( ه‬2‫ا‬
xt = xt −1 + k ( H − xt −1 )

(l‫* و‬#)
‫ و‬H = 20000 ‫  زل‬3%0‫ذج د ا‬2 ‫ا ا‬6‫ ه‬N ، t = 0 # x = 0 ‫)ب( إ=*ض أن‬
(l‫* و‬#) t = 0,1, 2,⋯,10 ; ، k = 0.05 RK XY

135
‫)ج( ‪ #‬ا *ع و ا‪A‬ب وا *‪Z‬ات ا ‪#‬ة وا ر ودورة ا*‪ 986Z‬ا)`‪9#) 9‬‬
‫واة(‬
‫)د( أر !‪*  3::)K N/‬ع وأ‪A‬ب ‪ ، Stock and Flow Diagram‬و`‪)*+ 56‬ام‬
‫‪ Vensim‬و‪) .]J@* NJ‬أر‪# 9‬ت(‬

‫‪136‬‬
 ‫ا‪HA‬ت ا ‪2‬ذ‪:9H‬‬
‫)‪– 1‬أ( ا *ع ‪ Stock‬أي !‚ ‪ Q Z*8‬ا‪) G‬د‪* ،3/8‬ك( ‪G8‬داد و‪ †;8‬و‪ " 8‬ا‪i8‬‬
‫*‪2‬ى ‪ Level‬او *‪ State Variable 9 Z‬و‪ N^ 8‬آ*‪:3‬‬

‫‪Stock‬‬
‫‪Source/Sink‬‬

‫‪Flow‬‬
‫‪Information‬‬
‫‪Link‬‬

‫‪AuxiliaryVariable‬‬

‫أ^‪ :9‬آ ‪ 9‬ا ‪G 3= 5‬ان‪# ،‬د ا‪ T0‬ا*‪  ^* T/* 8 3‬اˆ‬

‫)‪-1‬ب( ا‪0‬ب ‪ Flow‬ه‪ 2‬ل ‪ 8G8 Rate‬أو ‪* †;8‬ع‪ .‬أ^‪ :9‬آ ‪ 9‬ا ‪ 5‬ا ‪G) 986Z‬ان‬
‫او ا ‪# ،$ 92‬د ا‪ T0‬ا ‪*P‬اة أو ا ‪9#‬‬
‫)‪-1‬ج( أ‪A‬ب اا‪ N‬ه‪ 2‬ل ‪ 8G8‬ا *ع‪ .‬أ^‪ :9‬آ ‪ 9‬ا ‪ 5‬ا ‪G) 986Z‬ان‪# ،‬د ا‪T0‬‬
‫ا ‪*P‬اة‬
‫)‪-1‬د( أ‪A‬ب ا)رج ه‪ 2‬ل ‪ †;8‬ا *ع‪ .‬أ^‪ :9‬آ ‪ 9‬ا ‪ 5‬ا ‪  92‬ا)‪G‬ان‪# ،‬د‬
‫ا‪ T0‬ا ‪9#‬‬
‫)‪-1‬هـ( ا ر ه‪ 2‬ا ‪ Q‬او ا‪ N%0‬ا‪6‬ي ‪6Z8‬ي ا *ع‪ .‬أ^‪G :9‬ان ‪ 9‬ا ة‪ ،‬ا‪T0‬‬
‫ا ‪:‬و‪* 9‬اول‬
‫)‪-1‬و( ا‪2Z‬ر )ا‪ (9#2‬ه‪ 2‬ا;ع او ا = او ا ‪J‬ري ا‪6‬ي ‪ †;8‬ا *ع‪ .‬أ^‪ :9‬ا ‪J‬ري او‬
‫اف ا‪  3‬ة ا)ر‪  9H‬ا)‪G‬ان‪ ،‬ا‪ T0‬ا ‪:‬و‪* 9‬دل )‪2/8 L :9O‬ن‬
‫ا ر وا‪2Z‬ر `‪ c‬ا‪ ‚P‬آ  =‪ 3‬ا ^ل ا‪(0‬‬
‫)‪-1‬ز( دورة ‪ 9` 986ZK‬ه‪ 3‬ا*‪ T= YB8 3‬ا *ع ‪ "#‬ا‪0‬ب ا ‪6Z‬ي ‪ .$‬أ^‪ :9‬ا)‪G‬ان‬
‫ا ‪6Z‬ى  ‪  5‬ل ا‪2‬ب ‪ ،9=D $ /*K 5‬آ  ‪ Q`KK‬ا ة =‪ 3‬ا)‪G‬ان ‪$ Q`KK‬‬
‫ا‪ 9=:‬و‪ N;K‬آ ‪ 9‬ا ‪ 5‬اا‪9‬‬
‫)‪-1‬ح( ا *‪ Z‬ا ‪ #‬ه‪ 3= N8 Z* 2‬و‪ l%‬و‪ N #‬ا‪O‬م و‪ 3= YB8‬ا‪A‬ب و‪Yf*8 L‬‬
‫ *ع‪ .‬أ^‪ :9‬ا‪ 9‬ا;‪2‬ى )‪G‬ان‪ ،‬رأس ا ل ا *ح ‪ ^*A‬ر‬

‫‪137‬‬
lK 9U8‫ت ر‬L# N^ .‫م‬O‫ ا‬N # l8 3U8‫ذج ر‬2  QU‫ و‬،‫م‬O‫ ا‬9H6  (‫ط‬-1)
T0‫" ا‬# R:‫ اض وا‬9 lK 3L ‫*د‬L‫ت إ‬S‫ د‬،5  ‫ان‬G)‫ل إ*ء ا‬
‫ن‬2/*8 ‫ و‬G‫ ا‬Q Z*K ‫ت‬S‫  د‬l%28 ‫ي‬6‫ ا‬2‫( ه‬3/8‫ *ك )د‬3U8‫ذج ر‬2  (‫ي‬-1)
9 ‫!*;ق‬A‫" ا‬# ‫ل‬K G‫ق ا‬2= 9:;‫ )ا‬xɺ = kx N^ .9L‫ او =و‬9U`K ‫ت‬S‫ د‬
3‫ ا‬2  9 3= ‫م‬O N^ K‫و" و‬S‫ ا‬9H‫  ار‬9U`K 9‫ د‬3‫( وه‬G
(‫أ‬-2)
x ( t ) − x ( t − dt )
∝  H − x ( t − dt ) 
dt
=k  H − x ( t − dt ) 
x ( t ) − x ( t − dt ) = k  H − x ( t − dt )  dt
x ( t ) = x ( t − dt ) + k  H − x ( t − dt )  dt
= x ( t − 1) + k  H − x ( t − 1) 

،9L‫ =و‬9‫ إ" د‬T2 Y (92T) 9U`K 9‫ أ ء د‬2 Ni=0‫!*;ق  ا‬A‫ ا‬3=
xt = xt −1 + k ( H − xt −1 )

(‫ب‬-2)
xt = xt −1 + 0.05 ( 20000 − xt −1 ) , x0 = 0, t = 0,1, 2,⋯ ,10
x1 = x0 + 0.05 ( 20000 − 0 ) = 1000
x2 = x1 + 0.05 ( 20000 − x1 ) = 1000 + 0.05 ( 20000 − 1000 ) = 1950
x3 = 1950 + 0.05 ( 20000 − 1950 ) = 2852.5
x4 = 3709.875
⋮
x 9HY ] K 3*‫د ا زل ا‬# 2‫ج( ا *ع ه‬-2)

xt − xt −1 ‫ت‬H^‫ ا‬$ ‫ع‬K ‫ي‬6‫ ا ل ا‬2‫ب ه‬A‫ا‬

H T‫ى إ*آ‬2K /‫  و‬9HY ] KS 3*‫  زل ا‬3%0‫ اد ا‬# ‫ ا‬Z* ‫ا‬

N‫ب اا‬A‫ وا‬xt − xt −1 †;8 3*‫ و‬H − x †;8 x ‫داد‬G8  ‫ آ‬9`)‫ ا‬986Z*‫دورة ا‬
.‫ا‬6/‫ وه‬x  8G8 ‫ا‬6T‫ و‬9 9 ‫ن آ‬2/8 ‫ ان‬/ 8S
(‫د‬-2)

138
 x
dx/dt

k H

(x)
H dx/dt x
k

x dx/dt (x)

Loop Number 1 of length 1

x
dx/dt

139
Current 1 1 1 1 1 1

x
20,000 1
1 1

15,000 1
10,000
5,000
1
0
"dx/dt"
1,000 1
750
500
1
250
1
1 1
0
0 50 100
Time (Day)

Graph for x
1 1 1 1 1
20,000 1 1 1
1
1
1
15,000 1

10,000 1

1
5,000

0 1

0 10 20 30 40 50 60 70 80 90 100
Time (Day)
x : Current 1 1 1 1 1 1 1 1 1 1 1 1 1 1

x 0 1000 1950 2852.5 3709.88 4524.38 5298.

140
 ‫ ا
ا  ا‬

‫‪ 9H‬ا ] ‪2‬د‬
‫آ‪ 9‬ا‪2‬م‬
‫‪ L‬ا‪A‬ء و‪2‬ث ا ت‬

‫ا‪*A‬ر ا^‪ #0 3‬ل ا`‪ N‬ا^‪ 1422/1421 3‬هـ‬

‫ دة ‪ ) V 203‬ء ا ذج (‬
‫ا_‪4& 2 :6‬‬

‫أ‪ Q H "# RH‬ا‪ 90‬ا*‪:9‬‬

‫ا‪B‬ال ا‪0‬ول‪:‬‬

‫‪ N‬ا د‪S‬ت ا`و‪ 9L‬ا*‪ ; 9‬ا‪0‬و‪ 9‬ا ‪:‬ة ‪/K‬ار‪t = 1, 2,...,15 ; (Iterate) 8‬‬

‫‪xt + xt −1 − 2 xt −2 = 0,‬‬ ‫‪x0 = 5, x1 = −1‬‬

‫‪xt + 6 xt −1 + 9 xt −2 = 0,‬‬ ‫‪x0 = 3, x1 = −15‬‬

‫و=‪ 3‬آ‪ 9 N‬أر ‪. t = 1, 2,...,15 Q xt‬‬

‫ا‪B‬ال ا^‪:3‬‬
‫هك ا‪  ^/‬ا‪2O‬اه ا‪ N^ 9:‬ا‪2O‬اه ا‪ 982‬وا‪ 9H2‬وا‪ 9# *HA‬وا‪*LA‬د‪ 98‬اˆ‬
‫) ‪2‬ت اآ^ إ‪L‬أ ‪2/K ( Fibonacci Numbers #‬ن =‪ T‬آ ‪O 9‬م د‪ # 3/8‬ا‪G‬‬
‫‪!  *K t‬ة ‪ 3#‬آ ‪ 9‬ا‪O‬م ‪ #‬ا‪0‬ز‪ t − 1 9‬و ‪+= . t − 2‬ذا آ‪N^ K T V xt , t ∈ T X‬‬
‫=*ة ز‪  ;K ،9 9‬أن ا د‪ 9‬ا`و‪  9L‬ار‪ 9H‬ا^‪ 9‬وا*‪ lK 3‬د‪ 9/8‬ا‪O‬م‬
‫‪ #‬أي ‪ 9O‬ز‪ 9‬ه‪:3‬‬
‫‪xt − xt −1 − xt −2 = 0, ∀t ∈ T‬‬

‫)أ( ‪  xt = λ t , λ ≠ 0 QU2‬أن ا د‪ 9‬ا ‪#‬ة ‪ "# R*/K‬ا‪ λ 2 − λ − 1 = 0 N/P‬و‪T‬‬

‫ا‪ N‬ا*‪:3‬‬

‫‪141‬‬
 1+ 5
λ1 = ≈ 1.6180339
2
1− 5
λ2 = ≈ 0.6180339
2

N/P‫ ا‬3# R*/K xt ‫)ب(  أن‬

t t
1+ 5  1− 5 
xt = A   + B  , ∀t ∈ T
 2   2 
−1 1
:N/P‫ ا‬3# R*/K xt ‫ن‬+= 3*‫ و‬B = ‫ و‬A= ‫ن‬+= x1 = 1 ‫ و‬x0 = 0 9‫و; أو‬
5 5
1 
( ) ( )
1 + 5 − 1 − 5  , t = 0,1, 2,... (T = {0,1, 2,...})
t t
xt =
2 5  

:QU2 ]‫ وذ‬t = 1, 2,..., 25 ; xt H‫ أو‬Excel ‫*)ام‬+ (‫)ج‬

A1=1
A2=1
A3=A1+A2
.
.
.
A(n)=A(n-1)+A(n-2)
A4-A25 8)‫ إ*)م اˆ وا  ‚ ا‬:9O
‫; ان‬K B1=A2/A1 QU2
B(n) → λ1 ≈ 1.6180339, As n → ∞

‫; ان‬K C1=A1/A2 QU2‫و‬

C(n) → λ2 ≈ 0.6180339, As n → ∞

n=30 6 :9O

:V^‫ال ا‬B‫ا‬

142
Markovian 9=2‫ ا آ‬9%)‫ ا‬T 9 98‫*د‬L‫*د أن ‘هة إ‬LA‫ل أ اء ا‬2;8 (‫)أ‬
‫؟‬38 ‫ = ذا‬9^‫ ا‬9H‫  ار‬Property
9‫ ا د‬R 9^‫ ا‬9H‫  ار‬9=2‫ ا آ‬9%)‫ ا‬Q*8  9‫ !آ‬T ‫`ل‬LA‫)ب(  ا‬
9L‫ا`و‬
xt − axt −1 − bxt −2 = ε t , ∀t ∈ T , ε t ~ N ( 0, 4 )

(Second Order one State ‫ وا‬9 Z*  9Y 9H‫  در‬9‫ ا د‬56‫ل ه‬2
]‫( وذ‬First Order two State Variables) 9 ‫ى‬Z*  "‫ أو‬9H‫ إ" در‬Variable)
. yt −1 = xt −2 QU2
; (Steady State) 5‫م وأ* إ*;ار‬O‫ا ا‬6T ‫ذج‬2  ‫ن‬2‫ آ‬Vensim ‫*)ام‬+ (‫)ج‬
1) a = 1.2, b = −0.7
2) a = −1.2, b = −0.7

9*‫ إ*)م ا; ا‬:9O

RANDOM NORMAL(-3.99,3.99 , mean ,standard deviation ,seed=Prime
Number )
INITIAL TIME = 0
FINAL TIME = 2
SAVEPER = TIME STEP
TIME STEP = 0.01

143
 ‫ ا
ا  ا‬
V 203 ‫*ر‬A 9/ ‫ل ا‬2‫أ ا‬
:‫ول‬0‫ال ا‬B $H‫إ‬
xt = − xt −1 + 2 xt − 2 , x0 = 5, x1 = −1
5,-1,11,-13,35,-61,131,-253,515,-1021,2051,-4093,8195,-16381,32771

30000

20000

10000
C2

-10000

-20000
Index 5 10 15

xt = −6 xt −1 − 9 xt −2 , x0 = 3, x1 = −15
3,-15,-39,-57,-21,-93,51,-237,339,-813,1491,-3117,6099,-12333,24531

20000

10000
C3

-10000

Index 5 10 15

:3^‫ال ا‬B 9H‫إ‬

144
 ‫ أي‬9f ‫ق ا‬2: R xt −2 ‫ و‬xt −1 3#  *K xt 8
xt = xt −1 + xt −2
xt − xt −1 − xt −2 = 0, ∀t ∈ T

J xt = λ t , λ ≠ 0 QU2 (‫)أ‬

λ t − λ t −1 − λ t −2 = 0
λ t −2 ( λ 2 − λ − 1) = 0
∵λ ≠ 0
∴λ 2 − λ − 1 = 0
1± 1+ 4  −b ± b 2 − 4ac 
λ1,2 =  if ax 2 + bx + c = 0, then x1,2 = 
2  2a 
 
1 5 1 5
λ1 = + ≈ 1.6180339, λ2 = − ≈ 0.6180339
2 2 2 2
2‫ ه‬9L‫ ا`و‬9‫ ام  د‬N‫ن ا‬+= 9`*)‫ و‬9;; ‫ة‬# ‫ ا‬9‫ور ا د‬GH ‫)ب(   ان‬
xt = Aλ1t + Bλ2t , ∀t ∈ T
t t
1+ 5  1− 5 
xt = A   + B  , ∀t ∈ T
 2   2 
∵ x0 = 0, x1 = 1
∴ x0 = A + B = 0 ⇒ A = − B
1+ 5  1− 5 
and x1 = A   + B  =1
 2   2 
1+ 5  1− 5 
∴− B   + B  =1
 2   2 
−1 1
∴B = ⇒ A=
5 5
1 
( ) ( )
1 + 5 + 1 − 5  , t = 0,1, 2,...
t t
∴ xt =
2 5  

(‫)ج‬
A B C
1 1 1
1 1 1
2 2 0.5
3 1.5 0.666666667
5 1.666666667 0.6

145
8 1.6 0.625
13 1.625 0.615384615
21 1.615384615 0.619047619
34 1.619047619 0.617647059
55 1.617647059 0.618181818
89 1.618181818 0.617977528
144 1.617977528 0.618055556
233 1.618055556 0.618025751
377 1.618025751 0.618037135
610 1.618037135 0.618032787
987 1.618032787 0.618034448
1597 1.618034448 0.618033813
2584 1.618033813 0.618034056
4181 1.618034056 0.618033963
6765 1.618033963 0.618033999
10946 1.618033999 0.618033985
17711 1.618033985 0.61803399
28657 1.61803399 0.618033988
46368 1.618033988 0.618033989
75025 1.618033989 0.618033989
121393 1.618033989 0.618033989
196418 1.618033989 0.618033989
317811 1.618033989 0.618033989
514229 1.618033989 0.618033989
832040 1.618033989 0.618033989

‫ أن‬
B ( n ) → λ1 ≈ 1.6180339, As n → ∞
C ( n ) → λ2 ≈ 0.6180339, As n → ∞

:V^‫ال ا‬B 9H‫إ‬

Markovian Property of order k 9H‫  ار‬9=2‫ ا رآ‬9%)‫)أ( ا‬
9‫ز‬0‫ ا‬# T L "#  *K t G‫ ا‬# 9@‫ا‬2P‫هة ا‬O‫ ا‬9 L ‫" ان‬# ‫ل‬2;K
‫ن‬+= { yt , −∞ < t < ∞} X‫ = ^ إذا آ‬.d;= t − 1, t − 2,..., t − k

146
 ( )
P yt < s | yt −1 , yt −2 ,..., yt −k , yt −( k +1) ,... = P ( yt < s | yt −1 , yt −2 ,..., yt −k )

(‫)ب‬
xt − axt −1 − bxt −2 = ε t , ∀t ∈ T , ε t ~ N ( 0, 4 )
∵ yt −1 = xt −2 ⇒ yt = xt −1
∴ xt = axt −1 + byt −1 + ε t
yt = xt −1

( ‫)ج‬

x
dx
a eps
b

y
dy

(01) a = 1.2

(02) b = -0.7

(03) dx = a*x+b*y+eps

(04) dy = x

(05) eps = RANDOM NORMAL(-3.99,3.99 , 0 ,2 ,19 )

(06) FINAL TIME = 2

147
(07) INITIAL TIME = 0

(08) SAVEPER = TIME STEP

(09) TIME STEP = 0.01

(10) x = INTEG ( dx, 0)

(11) y= INTEG ( dy, 0)

Current
x
0.2

0.1

-0.1

-0.2
dx
4

-2

-4
0 0.50 1 1.50 2
Time (Day)
;* \ ‫م‬O‫ا‬

(01) a = -1.2

148
(02) b = -0.7

(03) dx = a*x+b*y+eps

(04) dy = x

(05) eps = RANDOM NORMAL(-3.99,3.99 , 0 ,2 ,19 )

(06) FINAL TIME = 2

(07) INITIAL TIME = 0

(08) SAVEPER = TIME STEP

(09) TIME STEP = 0.01

(10) x = INTEG ( dx, 0)

(11) y = INTEG ( dy, 0)

149
Current
x
0.2

0.1

-0.1

-0.2
dx
4

-2

-4
0 0.50 1 1.50 2
Time (Day)
;* ‫م‬O‫ا‬

150
 ‫ ا
ا  ا‬

‫ﻗﺴﻢ ﺍﻹﺣﺼﺎﺀ ﻭﺑﺤﻮﺙ ﺍﻟﻌﻤﻠﻴﺎﺕ‬

‫ﻛﻠﻴﺔ ﺍﻟﻌﻠﻮﻡ‬

‫ﺟﺎﻣﻌﺔ ﺍﻟﻤﻠﻚ ﺳﻌﻮﺩ‬

‫هـ‬1422/1421 3^‫ ا‬N` 3@T‫*ر ا‬A‫ا‬

(‫ )ء ا ذج‬V 203 ‫ دة‬
‫ت‬4& 3 6_‫ا‬
:9*‫ ا‬90‫ ا‬Q H "# RH‫أ‬

:‫ول‬0‫ال ا‬B‫ا‬

:9*‫ ا‬Linear Differential Equations 9:)‫ ا‬9U`*‫ت ا‬S‫ ا د‬9#2 J 
xɺ = −0.5 x + ay , a < 0.4
yɺ = x − 0.5 y

‫ة‬G ‫ور ا‬GJ‫ ا‬H‫ وأو‬xɺ = Ax State Space 9‫ء ا‬i= N/! "# T*‫)أ( أآ‬
.9U`*‫ت ا‬S‫  *;ا  د‬3:K ‫ة‬: ‫ ا‬a 9 L ‫ و أن‬A 9=2`  Eigenvalues
9#2 J  9=/ ‫ ا‬Linear Difference Equations 9:)‫ ا‬9L‫ت ا`و‬S‫ ا د‬R*‫)ب( أآ‬
‫ط‬P‫ ا‬N‫ ه‬. x i +1 = Axi , i = 0,1, 2,… State Space 9‫ء ا‬i= N/! "# T*‫ وأآ‬9;‫ا‬
.i8‫  *;ا ه ا‬3:8 a 9 L "#
;‫ و‬x0 = 1, y0 = 1 9‫و‬0‫ ; ا‬9L‫ت ا`و‬S‫ ا د‬9#2 J N Excel ‫*)ام‬+ (‫)ج‬
. a = 0.3 ‫ و‬i = 1, 2,… , 20
:3^‫ال ا‬B‫ا‬
Drilling ‫رة‬2` ‫ر ا‬b‫  )ا‬N‫ب دا‬+ ‫داد‬G8 ‫ *ول‬N; 3= x (Wells‫ر‬b‫د ا‬#)
d (Drilling Fraction `‫ ا‬9) 3#‫ر و‬b‫د ا‬# 3#  *K 3*‫ وا‬xɺ ( Wells
YfK) ‫ و‬n (Normal Drilling Fraction 98‫ ا` اد‬9) ‫ب‬U N% 2‫ي ه‬6‫وا‬
‫ا‬6‫ وه‬e ( Effict of Reserves on Drilling Fraction `‫ ا‬9 "# 3D*A‫ا‬
3;* ‫ ا‬r (Petroleum Reserves ‫ ا*ول‬3D*‫  )إ‬9H2 9L# 3:8 0‫ا‬

151
3D*A 3‫ى ا‬2* ‫ ا‬9 # ‫رة‬# 2‫ ا*ول ه‬3D*‫  إ‬3;* ‫ء ا‬GJ‫ ا‬.`‫ ا‬9‫و‬
†;‫ وا‬i (Initial Petroleum Reserves ‫ ا*ول‬3D*A 9‫و‬0‫ ا‬9 ;‫ا*ول ا" )ا‬
/ ‫ ا*ول ا‬9 ‫ آ‬XL  ‫ ا*ول آ‬3D*‫  إ‬NL‫ ;ار أ‬3;K  ‫ ان آ‬38 9‫ ا‬56‫ ه‬3=
.†;K `‫ ا‬9 ‫ن‬+= ‫ا‬6/‫ وه‬TH‫ إا‬3= 98‫*د‬LA‫ ا‬9 ;‫ ا‬XL  ‫ وآ‬TH‫إ*)ا‬
3‫ ه‬3*‫ وا‬− xɺ ( Closing Wells 9;Z ‫ر ا‬b‫ )ا‬2‫ب رج ه‬+ †L*8 ‫ر‬b‫د ا‬#
‫*)اج‬A‫ ا‬YfK) ‫ و‬c (Normal Closing Fraction 98‫\ق اد‬A‫ ا‬9) ‫ب‬U N%
‫*)اج‬A‫ ا‬YfK . f (Effect of Extraction on Closing Fraction ‫\ق‬A‫ ا‬9 3#
(Extraction per Well  N/ ‫*)اج‬A‫ )ا‬3# Yf*‫ ا‬K 9‫ دا‬2‫\ق ه‬A‫ ا‬9 3#
m (Maximum Extraction per Well  N/ O#0‫*)اج ا‬A‫ )ا‬Q 9‫ ;ر‬ p

3K  N/ O#0‫*)اج ا‬A‫  إ" ا‬N/ ‫*)اج‬A‫ ا‬9 3= †;f= . ‫\ق‬A‫ ا‬9 3#
‫داد‬GK ‫ا‬6T‫ و‬98‫*د‬LA‫ ا‬5‫وا‬H ‫ ا م‬N`L Ni=0‫  ا‬$‫ وا‬92% ^‫ أآ‬g%‫*)اج ا‬A‫أن ا‬
YfK) ‫  و‬N/ O#0‫*)اج ا‬A‫ب ا‬U N% 2‫  ه‬N/ ‫*)اج‬A‫ ا‬.‫\ق‬A‫ ا‬9
( Effect of Reserves on Extraction per Well  N/ ‫*)اج‬A‫" ا‬# 3D*A‫ا‬
9 XLK  /= .3D*A‫  ا*ول ا *)ج وا‬9H2 9L# ‫ي‬8 0‫ا ا‬6‫ وه‬h
.†L*8  N/ ‫*)اج‬A‫ن ا‬+= 3*‫ و‬92% ^‫ اآ‬g8 ‫*)اج‬A‫ن ا‬+= ‫ ا*ول‬3D*‫إ‬
.N‫ إب دا‬$ c ‫ ا*ول‬3D*‫ى إ‬2* ‫ن‬+= ‫د‬J* \ ‫ ر‬2‫ن ا*ول ه‬0‫أا و‬
g ( Extraction ‫*)اج‬A‫  )ا‬9/‫ ا‬9 /‫ ا‬2‫ ا*ول ه‬3D*‫  إ‬rɺ ‫ب ا)رج‬A‫ا‬

.‫ر‬b‫د ا‬# ‫  و‬N/ ‫*)اج‬A‫ب ا‬U N% 3‫ ه‬3*‫ وا‬982‫ا‬

9L‫ت ا`و‬S‫ ا د‬R*‫م وأآ‬O‫ا ا‬6T (9 ‫ت‬L# ) ‫ى وإب‬2* d:) ‫)أ( أر‬
.$= /*K 3*‫ ا‬Difference Equations
Vensim ‫*)ام‬+ ‫*)اج ا*ول‬A ‫ذج‬2  ‫ن‬2‫)ب( آ‬

:V^‫ال ا‬B‫ا‬

.J‫اء ا‬GH‫ ا‬Q H "‫ إ‬9@‫  ا‬J‫آ‬S 3Z‫ ام ا‬N;K 9)i ‫ن آ‬A‫ ا‬RL ‫*ر‬#‫ إ‬/ 8
 ‫*دد‬8 ‫م‬O‫ آ‬R;‫ ا‬. Oscillator ‫ا( آ *دد‬H 38;K N/P) ‫ن‬A‫ ا‬RL 9H6  / 8  ‫آ‬
.†;K 9 ‫ أي‬Systole ‫)ء و إ;ض‬K‫ إر‬9 ‫ أي‬Diastole ‫ إط‬:‫م‬# N/P *
Electro-Chemical 3@ ‫وآ‬T‫ آ‬6` R;‫ت ا‬i# ‫ إ;ض وإط‬3= R*8
9 ‫ آ‬v ‫ و‬R;‫ ا‬3= Muscle Fiber 9i# 9` ‫ل‬2D 2‫ ه‬x ‫ أن‬U*=‫ذا إ‬+= . Stimulus

152
R;‫ ا‬9i# 9` ‫ل‬2D 3= ‫;ض‬A‫ط وا‬A‫ أن ل ا‬9  ‫رب ا‬J*‫  ا‬H‫ =; و‬،6` ‫ا‬
9`‫ ا‬J VY  ‫ ا`ق‬Q ( µ > 0 RK X^) * †;8‫ و‬6` ‫ ا‬9 ‫ آ‬Q ‫داد‬G8
.9`‫ل ا‬2D Q †L*K 6` ‫ ا‬9 ‫ أن ل آ‬H‫ آ  و‬.T2D‫( و‬98‫د *و‬0‫* ا‬#‫)أ‬
 9i# 9` 9‫ذج آ‬2  Difference Equations 9U`*‫ت ا‬S‫ن ا د‬2‫ آ‬:S‫أو‬
.9;‫ت ا‬: ‫" ا‬# ‫ * ا‬R;‫ا‬
:a@*‫‰ ا‬L‫ و‬9*‫ ; ا‬Vensim ‫ذج‬2  ‫ن‬2‫ آ‬:Y
µ = 2 cm / sec, x ( 0 ) = 2 cm
v ( 0 ) = 1 microgrm, t = 0 ( 0.1) 100 sec

:Q‫ال اا‬B‫ا‬

Logistic 9*H2‫ ا‬9‫ ا‬T*‫ آ‬l%2K 3*‫ ا‬9:‫اه ا‬2O‫^  ا‬/‫هك ا‬
3‫ه ا‬2  g8 Y ( cf*‫ ا‬9 ) ‚: 2  ‫أ‬K ‫ ‘هة‬lK 9‫ اا‬56‫ ه‬.Function
‫ه‬2  lL2*8 Y (ai‫ ا‬9) ‫ه‬2  BD*8 Y (‫زدهر‬A‫ ا‬9) ‫ `*ة‬Exponential
"‫ إ‬GK n0 ‫ن‬+= n ( t ) G t G‫ ا‬# ‫هة‬O‫ ا‬9 ; G‫ذا ر‬+= .(‫*;ار‬A‫ ا‬9)
2‫ )وه‬M 2‫هة ه‬O‫ ا‬56T 2 ‫ ا‬l; ‫ وإذا آن‬Initial Value 9@ ‫ او ا‬9‫و‬0‫ ا‬9 ;‫ا‬
(98TS "‫ إ‬G‫ول ا‬B8 # $K 9;;‫ ا‬3= – ‫هة‬O‫ ا‬9 L $‫ ا‬NK ‫ ان‬/ 8 "L‫أ‬
:3‫ ه‬9‫ز‬0‫ ا‬N‫ آ‬# ‫هة‬O‫ ا‬lK 3*‫ ا‬Dynamic Model 9‫ اآ‬9‫ن ا د‬+=
M
n (t ) = , t≥0
1 +  ( M − n0 ) n0  e − ct

.‫هة‬O‫ ا‬56T Vensim d:) ‫ن‬2‫)أ( آ‬

:9*‫)ب(  ات ا‬
Year Volume Year Volume
1984 0.0 1992 15.0
1985 1.5 1993 18.5
1986 2.0 1994 20.0
1987 2.5 1995 22.5
1988 4.0 1996 23.5
1989 5.0 1997 23.0

153
 1990 8.5 1998 27.0
1991 11.5 1999 27.5
. c ‫ و‬n0 ‫ و‬M  ‫ر ا‬L
a
‫ أ*)م‬y = N/P‫" ا‬# 9‫ ا د‬6‫ و‬Excel ‫ أو‬Curve Expert ‫ أ*)م‬:9O
1 + be − cx
.9 ‫ه‬JK ‫ اى‬L ‫ أو أي‬a0 = 30, b0 = 30, c0 = 0.5 9‫آ; او‬
.a@*‫‰ ا‬L‫م و‬O ‫ي آة‬H‫ ا`;ة )أ( وأ‬3= d:)   ‫ ا; ا ;رة آ‬6 (‫)ج‬
dn ( t ) M − n (t )
.‫ƒب‬ = c× × n ( t ) 9L‫ أ*)م ا‬:9O
dt M

154
 ‫ ا
ا  ا‬
‫هـ‬1422/1421 3^‫ ا‬N` 3@T‫ ƒ*ر ا‬9 * ‫ت‬H‫إ‬
V 203 ‫ا دة‬
:‫ول‬0‫ال ا‬B 9H‫إ‬
( ‫)أ‬
 xɺ   −0.5 a  x 
 yɺ  =  1 −0.5   y 
  
 −0.5 a 
A=
 1 −0.5 
 −0.5 − λ a 
det ( A − Iλ ) = det  =0
 1 −0.5 − λ 
( −0.5 − λ ) −a =0
2

λ1 = − a − 0.5
λ2 = a − 0.5

.‫ *;ا‬N‫ن ا‬2/8 ‫ !وط أن‬56‫ وه‬λ2 < 1 ‫ و‬λ1 < 1  ‫ أن آ‬J −0.4 < a < 0.4 ;
(‫)ب‬
xi +1 = −0.5 xi + ayi , a < 0.4, i = 0,1, 2,...
yi +1 = xi − 0.5 yi

 xi +1   −0.5 a   xi 
y = 1 −0.5   yi 
, i = 0,1, 2,...
 i +1  

.i8‫ ه ا‬:K 9;‫ ا`;ة ا‬3= 9HA‫ن ا‬+= $#‫ و‬T` 3‫ ه‬State Matrix 9‫ ا‬9=2`
(‫)ج‬
x y
1 1
=-0.5*A2+0.3*B2 =A2-0.5*B2
=-0.5*A3+0.3*B3 =A3-0.5*B3
=-0.5*A4+0.3*B4 =A4-0.5*B4
=-0.5*A5+0.3*B5 =A5-0.5*B5
=-0.5*A6+0.3*B6 =A6-0.5*B6
=-0.5*A7+0.3*B7 =A7-0.5*B7
=-0.5*A8+0.3*B8 =A8-0.5*B8
=-0.5*A9+0.3*B9 =A9-0.5*B9

155
=-0.5*A10+0.3*B10 =A10-0.5*B10
=-0.5*A11+0.3*B11 =A11-0.5*B11
=-0.5*A12+0.3*B12 =A12-0.5*B12
=-0.5*A13+0.3*B13 =A13-0.5*B13
=-0.5*A14+0.3*B14 =A14-0.5*B14
=-0.5*A15+0.3*B15 =A15-0.5*B15
=-0.5*A16+0.3*B16 =A16-0.5*B16
=-0.5*A17+0.3*B17 =A17-0.5*B17
=-0.5*A18+0.3*B18 =A18-0.5*B18
=-0.5*A19+0.3*B19 =A19-0.5*B19

x y
1 1
-0.2 0.5
0.25 -0.45
-0.26 0.475
0.2725 -0.4975
-0.2855 0.52125
0.299125 -0.546125
-0.3134 0.5721875
0.32835625 -0.59949375
-0.34402625 0.628103125
0.360444063 -0.65807781
-0.377645375 0.689482969
0.395667578 -0.72238686
-0.414549847 0.756861008
0.434333226 -0.79298035
-0.455060718 0.830823401
0.476777379 -0.87047242
-0.499530415 0.912013589
0.523369284 -0.95553721
:3^‫ال ا‬B 9H‫إ‬

156
x ( t ) = x ( t − dt ) + (u − v )dt , u = xɺ , v =< − xɺ >
y ( t ) = y ( t − dt ) − wdt , w = yɺ
xɺ = bx, yɺ = px, < − xɺ >= gx, g = cf
b = ne, p = mh, f = p m, e = y a, h = y a

(‫)ب‬

n c
dx/dt <-dx/dt>

x m
u v

g f
p
b

dy/dt
y
w

h
e

b
u
(x)
x
g
v
(x)

157
 w y
x u (x)
v (x)

p
w y
x

e b
y
h p

a
h
y p
m

c
g
m f

158
 :V^‫ال ا‬B 9H‫إ‬
†;8‫ و‬6` ‫ ا‬9 ‫ آ‬Q ‫داد‬G8 R;‫ ا‬9i# 9` ‫ل‬2D 3= ‫;ض‬A‫ط وا‬A‫)أ(   أن ل ا‬
‫ إذا‬T2D‫ و‬9`‫ ا‬J VY  ‫ ا`ق‬Q ( µ > 0 RK X^) *
dx ( t )
= v ( t ) − µ  x 3 ( t ) 3 − x ( t ) 
dt
‫ إذا‬9`‫ل ا‬2D Q †L*K 6` ‫ ا‬9 ‫و  أن ل آ‬
dv ( t )
= − x (t )
dt
d N/P T*/‫و‬

= v − µ ( x3 3 − x )
dx
dt
dv
= −x
dt
Vensim a N^  ‫ذج‬2 ‫)ب( ا‬

x
dx

mu

v
dv

(01) dv= -x
Units: microgrm/sec

(02) dx= v-mu*(((x^3)/3)-x)

Units: cm/sec

(03) FINAL TIME = 100

159
 Units: Second
The final time for the simulation.

(04) INITIAL TIME = 0

Units: Second
The initial time for the simulation.

(05) mu= 2
Units: cm/sec

(06) SAVEPER = TIME STEP

Units: Second
The frequency with which output is stored.

(07) TIME STEP = 0.1

Units: Second
The time step for the simulation.

(08) v= INTEG ( dv, 1)

Units: microgrm

(09) x= INTEG ( dx, 2)

Units: cm

160
Current 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1

x
4
2 1 1 1 1 1
1 1 1
0 1 1
1 1 1
-2 1 1 1

-4
dx
4 1
1
2 1
1 1 1
1 1
0 1 1 1 1 1
1 1
-2
1
-4
0 25 50 75 100
Time (Second)
(1) N/!
Current 1 1 1 1 1 1 1 1 1 1 1 1 1

v
4
2
1
0 1 1 1 1
1 1 1
-2 1 1 1 1 1
-4
dv
4
2 1 1 1
1
0 1
1 1 1
1 1 1 1 1
-2
-4
0 25 50 75 100
Time (Second)
(2) N/!

161
 Heart Rate v Fiber Length
4

-2

-4
-3 -2 -1 0 1 2 3
x
dx : Current 1 1 1 1 1 1 1 1 1 1 1 1 cm/sec

(3) N/!

Heart Rate v Stimulus

4

2
1
1
1 1 1
0

-2

-4
-3 -2 -1 0 1 2 3
v
dx : Current 1 1 1 1 1 1 1 1 1 1 1 1 cm/sec

(4) N/!

162
 Stimulus v Fiber Length
4

-2

-4
-3 -2 -1 0 1 2 3
x
v : Current 1 1 1 1 1 1 1 1 1 1 1 1 microgrm

(5) N/!

Stimulus v Heart Rate

4

1 1 1 1 1 1
1
2

1
0

-2 1

-4
-4 -3 -2 -1 0 1 2 3 4
dx
v : Current 1 1 1 1 1 1 1 1 1 1 1 1 microgrm

(6) N/!

:a@*‫ ا‬9PL
Systole ‫;ض‬A‫( إ" ا‬982D ‫ )أف‬Diastole ‫ط‬A‫*;ل  ا‬A‫( أن ا‬1) N/!  8
‫ي‬6‫ وا‬3` ‫ إب‬3= R*8S 3* ) ‫ول‬0‫ ا‬3= ‫ء‬d ‫;ض‬A‫ ا‬T= ‫ث‬K (‫ة‬L ‫)أف‬

163
"‫ ام إ‬Q= Q8 N/P j;K ‫ف‬0‫ن ا‬+= 6` ‫  ا‬9# 9 ‫ آ‬# /‫( و‬R;‫ذي ا‬B8
(3)  ‫ل‬/!0‫ ا‬.5ZK ‫ ول‬6` ‫ي ا‬2* 3= Oscilation ‫ ا*دد‬8 (2) N/! .‫ا)رج‬
:‫ت‬82* ‫ =" ا‬98‫ ا*ددات اور‬9D gU2K (6) "‫إ‬
(3) N/! 9i‫ل ا‬2D U R;‫ ا‬9i# ‫ت‬i ‫ ل‬-1
(4) N/! 6` ‫ ا‬9 ‫ آ‬U R;‫ ا‬9i# ‫ت‬i ‫ ل‬-2
(5) N/! 9i‫ل ا‬2D U 6` ‫ ا‬9 ‫ آ‬-3
(6) N/! R;‫ ا‬9i# ‫ت‬i ‫ ل‬U 6` ‫ ا‬9 ‫ آ‬-4

:Q‫ال اا‬B 9H‫إ‬

( ‫)أ‬

M-n(t) n(t)
dn(t)/dt

M n(0)
c

 ‫ ا‬8;K (‫)ب‬

Excel ‫*)ام‬+ S‫او‬

A B C D E
c= 0.473488084598268
M= 27.218780487999
n0= 0.691567114138888
Year Delta Year Value Logistic Sq Error
1980 =A5-$A$5 0 =$D$2/(1+(($D$2-$D$3)/$D$3)*EXP(-$D$1*B5)) =(D5-C5)^2
1981 =A6-$A$5 1.5 =$D$2/(1+(($D$2-$D$3)/$D$3)*EXP(-$D$1*B6)) =(D6-C6)^2
1982 =A7-$A$5 2 =$D$2/(1+(($D$2-$D$3)/$D$3)*EXP(-$D$1*B7)) =(D7-C7)^2
1983 =A8-$A$5 2.5 =$D$2/(1+(($D$2-$D$3)/$D$3)*EXP(-$D$1*B8)) =(D8-C8)^2
1984 =A9-$A$5 4 =$D$2/(1+(($D$2-$D$3)/$D$3)*EXP(-$D$1*B9)) =(D9-C9)^2

164
1985 =A10-$A$5 5 =$D$2/(1+(($D$2-$D$3)/$D$3)*EXP(-$D$1*B10)) =(D10-C10)^2
1986 =A11-$A$5 8.5 =$D$2/(1+(($D$2-$D$3)/$D$3)*EXP(-$D$1*B11)) =(D11-C11)^2
1987 =A12-$A$5 11.5 =$D$2/(1+(($D$2-$D$3)/$D$3)*EXP(-$D$1*B12)) =(D12-C12)^2
1988 =A13-$A$5 15 =$D$2/(1+(($D$2-$D$3)/$D$3)*EXP(-$D$1*B13)) =(D13-C13)^2
1989 =A14-$A$5 18.5 =$D$2/(1+(($D$2-$D$3)/$D$3)*EXP(-$D$1*B14)) =(D14-C14)^2
1990 =A15-$A$5 20 =$D$2/(1+(($D$2-$D$3)/$D$3)*EXP(-$D$1*B15)) =(D15-C15)^2
1991 =A16-$A$5 22.5 =$D$2/(1+(($D$2-$D$3)/$D$3)*EXP(-$D$1*B16)) =(D16-C16)^2
1992 =A17-$A$5 23.5 =$D$2/(1+(($D$2-$D$3)/$D$3)*EXP(-$D$1*B17)) =(D17-C17)^2
1993 =A18-$A$5 23 =$D$2/(1+(($D$2-$D$3)/$D$3)*EXP(-$D$1*B18)) =(D18-C18)^2
1994 =A19-$A$5 27 =$D$2/(1+(($D$2-$D$3)/$D$3)*EXP(-$D$1*B19)) =(D19-C19)^2
1995 =A20-$A$5 27.5 =$D$2/(1+(($D$2-$D$3)/$D$3)*EXP(-$D$1*B20)) =(D20-C20)^2
Sum= =SUM(E5:E20)

A B C D E
c= 0.473488085
M= 27.21878049
n0= 0.691567114
Year Delta Year Value Logistic Sq Error
1980 0 0 0.691567114 0.478265073
1981 1 1.5 1.093543839 0.165206611
1982 2 2 1.714073963 0.081753699
1983 3 2.5 2.650992755 0.022798812
1984 4 4 4.019328309 0.000373584
1985 5 5 5.923649251 0.85312794
1986 6 8.5 8.403403286 0.009330925
1987 7 11.5 11.36711781 0.017657676
1988 8 15 14.56684923 0.187619589
1989 9 18.5 17.66362481 0.699523461
1990 10 20 20.35934383 0.129127985
1991 11 22.5 22.49780667 4.81069E-06
1992 12 23.5 24.07261592 0.327888994
1993 13 23 25.16994472 4.708660072
1994 14 27 25.90542485 1.198094761
1995 15 27.5 26.38562558 1.241830348
Sum= 10.12126434

Curve Expert ‫*)ام‬+ Y

165
166
167
 3‫ ا; ا;رة ه‬J‫و‬
User-Defined Model: y=a/(1+((a-b)/b)*exp(-c*x))

168
Coefficient Data:
a= 27.218854
b= 0.69156932
c= 0.47348677
M = 27.218854, n0 = 0.69156932, c = 0.47348677 ‫أي‬

(‫)ج‬

M-n(t) n(t)
dn(t)/dt

M n(0)
c

(01) c = 0.47

(02) dn(t)/dt = c*(M-n(t)/M)*n(t)

(03) FINAL TIME = 15

(04) INITIAL TIME = 0

(05) M = 27.22

(06) M-n(t) = INTEG ( -dn(t)/dt, 30)

169
(07) n(0) = 0.69

(08) n(t) = INTEG ( dn(t)/dt, 1)

(09) SAVEPER = TIME STEP

(10) TIME STEP = 1

Current
"n(t)"
40
30
20
10
0
"dn(t)/dt"
6
4.5
3
1.5
0
0 3.8 7.5 11.3 15
Time (Month)
Current
"M-n(t)"
40
30
20
10
0
"dn(t)/dt"
6
4.5
3
1.5
0
0 7.5 15
Time (Month)

170
 M-n(t)
(n(t))
dn(t)/dt n(t)
c
M

(M-n(t))
n(t)
dn(t)/dt M-n(t)
c
M

M-n(t)
n(t) dn(t)/dt
(n(t))

(M-n(t))
M-n(t) dn(t)/dt
n(t)

:a@*‫ ا‬9PL
‫ أن ا *ع‬V ‫ال‬B‫ ا‬3= ‫ف‬2%2 ‫ ا‬3*H2‫ ا*ف ا‬9JK‫ ا‬9‫ت ا‬2‫  ا‬
dn ( t ) dt Flow ‫ب‬A‫ ا‬.lL2*8 Y 3‫ ا‬2  "‫ إ‬52  ‫ل‬2*8 Y ‫ء‬d 2 8 n ( t ) Stock

†L*‫ ا‬fD*8‫ و‬Q8 †LK‫دة و‬8G‫ ا‬3= lL2K Y 98 ‫دة‬8‫ ا" ز‬9:‫دة ا‬8G‫  ا‬Z*8
.lL2*8 "* ‫ ا*طء‬3=  *8‫و‬

171
 ‫ ا
ا  ا‬

‫ﻗﺴﻢ ﺍﻹﺣﺼﺎﺀ ﻭﺑﺤﻮﺙ ﺍﻟﻌﻤﻠﻴﺎﺕ‬

‫ﺍﻟﻤﺎﺩﺓ ‪ :‬ﺑﻨﺎﺀ ﺍﻟﻨﻤﺎﺫﺝ ‪ 203‬ﺑﺤﺚ‬

‫ا‪*S‬ر ا‪S‬ول „‪ #‬ل ا`‪9‬‬

‫ا`‪ N‬ا^‪ 1423/1422 3‬هـ‬
‫ا‪*# : G‬‬
‫أ‪ Q H 3# RH‬ا‪ 90‬ا*‪:9‬‬
‫ا‪r‬ال اول‪:‬‬
‫أ( ‪#‬ف ا*‪:3‬‬
‫ا‪O‬م ‪ ، System‬ا‪ ، Entity @/‬ا`‪ ، Attribute 9‬ا‪P‬ط ‪ 9 ، Activity‬ا‪O‬م‬
‫‪System State‬‬
‫ب( أذآ أ‪2‬اع ا‪.9 O0‬‬
‫ج( آ‪ N^ 8 l‬ا‪O‬م =‪ 3‬ا*`‪ /‬ا‪.3O‬‬
‫ا‪r‬ال ا‪:‬‬
‫‪)*+‬ام ‪ N Excel‬ا د‪S‬ت ا`و‪ 9L‬ا*‪ 9‬وار ر ا‪ ; N‬ا ‪:‬ة‪:‬‬

‫‪1) xn = 0.3 xn −1 + 10, x0 = 0, n = 1,...,50‬‬

‫‪2) xn = xn −1 (1 + xn −1 ) , x0 = 10, n = 1,...,50‬‬
‫‪3) xn = xn2−1 + 0.7 xn −1 + 0.2, x0 = 1, n = 1,...,10‬‬

‫ا‪r‬ال ا‪:‬‬
‫‪ D‬ا ‪2‬ذج ‪ "# y = a + bx c‬ات ا*‪Excel Solver )* 9‬‬
‫‪x‬‬ ‫‪0‬‬ ‫‪1‬‬ ‫‪2‬‬ ‫‪3‬‬ ‫‪4‬‬ ‫‪5‬‬ ‫‪6‬‬ ‫‪7‬‬ ‫‪8‬‬ ‫‪9‬‬
‫‪y‬‬ ‫‪32‬‬ ‫‪47‬‬ ‫‪65‬‬ ‫‪92‬‬ ‫‪132‬‬ ‫‪190‬‬ ‫‪275‬‬ ‫‪312‬‬ ‫‪509‬‬ ‫‪690‬‬

‫ار ا; ا ‪:‬ة وا; ا ‪.9;:‬‬

‫‪172‬‬
 ‫ﺑﺴﻢ ﺍﷲ ﺍﻟﺮﺣﻤﻦ ﺍﻟﺮﺣﻴﻢ‬

‫ﺟﺎﻣﻌﺔ ﺍﻟﻤﻠﻚ ﺳﻌﻮﺩ‬

‫ﻗﺴﻢ ﺍﻹﺣﺼﺎﺀ ﻭﺑﺤﻮﺙ ﺍﻟﻌﻤﻠﻴﺎﺕ‬

( ‫ذج‬#$‫ء ا‬$)  203 ‫دة‬

‫ ﻫـ‬1423/1422 ‫ﺍﻹﺨﺘﺒﺎﺭ ﺍﻝﻨﻬﺎﺌﻲ ﻝﻠﻔﺼل ﺍﻝﺜﺎﻨﻲ‬

‫ ﺴﺎﻋﺎﺕ‬3 ‫ﺍﻝﺯﻤﻥ‬
: %‫ ا‬2[&‫ ا‬%#! 324 k!‫أ‬

:‫ال اول‬r‫ا‬
gP‫ة ا‬#L ‫( أ او‬2) Occam's Razor ‫م‬T‫س اوآ‬2 (1) : ‫*ر‬+‫ف و‬#
Parsimony Principle
(5) Endogenous Activities 9‫ اا‬9:P0‫( ا‬4) System State ‫م‬O‫ ا‬9 (3)
Stochastic 9@‫ا‬2P‫ ا‬9:P0‫( ا‬6) Exogenous Activities 9H‫ ا)ر‬9:P0‫ا‬
System ‫م‬O‫ ا‬9H6  (8) Discrete Systems 9` ‫ ا‬9 O0‫( ا‬7) Activities
Flow ‫ب‬0‫( ا‬10) Stock ‫( ا *ع‬9) Modeling
(12) Auxiliary Variables ‫ة‬# ‫ات ا‬Z* ‫ أو ا‬Converters ‫ت‬S2 ‫( ا‬11)
Information Link ‫ت‬2 ‫ ا‬d‫ أو روا‬Connectors ‫ت‬%2 ‫ا‬
:‫ال ا‬r‫ا‬
ˆ‫ ا‬98‫*د‬LA‫ وا‬9# *HA‫ وا‬9H2‫ وا‬982‫اه ا‬2O‫ ا‬N^ 9:‫اه ا‬2O‫^  ا‬/‫هك ا‬
# Z* ‫ع آ ت ا‬2 J ‫وي‬K t G‫ ا‬# 3/8‫م د‬O 3= Z* 9 ‫ آ‬T= ‫ن‬2/K
‫ =*ة‬N^ K T V t G‫ ا‬# Z* ‫ ا‬9 ‫ آ‬N^ K xt , t ∈ T X‫ذا آ‬+= . t − 2 ‫ و‬t − 1 9‫ز‬0‫ا‬
.9 9‫ز‬
9‫ ز‬9O ‫ أي‬# ‫م‬O‫ ا‬9/8‫ د‬lK 3*‫ وا‬9^‫ ا‬9H‫  ار‬9L‫ ا`و‬9‫( إ!* ا د‬1
. t ∈T

173
 9 ‫ء‬i= N/! 3= 9;‫ ا‬9L‫ ا‬QU (2State Space Form N/P‫ ا‬3#
xt = Axt −1 , t = 0,1,..., T

V
 1 1
A= 
 0 1
. A 9=2`  Eigenvalues ‫ة‬G ‫ور ا‬6J‫ ا‬H‫( أو‬3
T# X 3*‫ ا‬9L‫ ا`و‬9‫ ا د‬N EXCEL ‫*)ام‬+‫ و‬x1 = 1, x2 = 1 9‫ أو‬L 6f (4
.( A1, A2,..., A30 8)‫ ا‬3= N‫ ا‬QU) . t = 1, 2,...,30 ; (1) 3=
;‫رن ا‬L C1 = A2 A1,..., C 29 = A30 A29 ‫ و‬B1 = A1 A2,..., B 29 = A29 A30 QU2 (5
. A 9=2`  ‫ة‬G ‫ور ا‬6J‫ ا‬Q 9JK‫ا‬
:‫ال ا‬r‫ا‬
Markovian 9=2‫ ا آ‬9%)‫ ا‬T 9 98‫*د‬L‫*د أن ‘هة إ‬LA‫ل أ اء ا‬2;8 (‫)أ‬
‫؟‬38 ‫ = ذا‬9^‫ ا‬9H‫  ار‬Property
R 9^‫ ا‬9H‫  ار‬9=2‫ ا آ‬9%)‫ ا‬Q*8  9‫ !آ‬T 32‫`ل ا‬LA‫)ب(  ا‬
9L‫ ا`و‬9‫ا د‬
xt − axt −1 − bxt −2 = ε t , ∀t ∈ T , ε t ~ N ( 0, 4 )

(Second Order one State ‫ وا‬9 Z*  9Y 9H‫  در‬9‫ ا د‬56‫ل ه‬2
]‫( وذ‬First Order two State Variables) 9 ‫ى‬Z*  "‫ أو‬9H‫ إ" در‬Variable)
. yt −1 = xt −2 QU2
; (Steady State) 5‫م وأ* إ*;ار‬O‫ا ا‬6T ‫ذج‬2  ‫ن‬2‫ آ‬Vensim ‫*)ام‬+ (‫)ج‬
‫ و‬y0 = 1 ‫ و‬x0 = 1
1) a = 1.2, b = −0.7
2) a = −1.2, b = −0.7

9*‫ إ*)م ا; ا‬:9O

RANDOM NORMAL(-3.99,3.99 , 0 ,2 ,seed=19 )
INITIAL TIME = 0 FINAL TIME = 2
SAVEPER = TIME STEP TIME STEP = 0.01

174
‫ﺑﺴﻢ ﺍﷲ ﺍﻟﺮﺣﻤﻦ ﺍﻟﺮﺣﻴﻢ‬

‫ هـ‬1423/1422 ‫ ا‬2 R;$‫ر ا‬9\t 2# ‫إ!ت‬

( ‫ذج‬#$‫ء ا‬$ )  203 ‫دة‬

:‫ال اول‬r2 !‫إ‬

‫!ء‬0‫ ا‬d* :‫ل‬2;8 3 # 3`= ‫ أ‬2‫ وه‬Occam’s Razor ‫م‬T‫س اوآ‬2 (1)
N%`*‫ه ا‬f ‫أ‬8‫ إ‬NL0‫" ا‬# ‫ أو‬98‫ور‬i‫ \ ا‬N%`*‫ ا‬N‫( إ* آ‬N‫آ‬P ‫)ا‬
(9/P ‫‚ )ا‬P‫ا ا‬6‫د ه‬K 3*‫ا‬
‫ إذا‬: ‫ل‬2;8 ‫ي‬6‫ وا‬3 ‫ ا‬V‫ ا‬3= Parsimony Principle gP‫ة ا‬#L ‫( أ او‬2)
NL‫ي ا‬28 ‫ي‬6‫ذج ا‬2 = ‫ * م‬a@*‫ ا‬c` 3:8 ‫ذج وا‬2   ^‫آن هك أآ‬
.Ni=0‫ذج ا‬2 ‫ ا‬2‫ات وا  ه‬Z* ‫د  ا‬#
TK`%‫@ت و‬/‫ ا‬N‫ آ‬lK ‫ات‬Z* 3‫ وه‬System State ‫م‬O‫ ا‬9 (3)
3= ‫ات‬Z*‫ ا‬Q** ‫م‬O‫ر ا‬2:K ‫رس‬8‫ و‬.9 9O # ‫م‬O‫ ا‬3= 9:P0‫وا‬
.$*
.‫م‬O‫ ا‬N‫ دا‬9:P0‫ ا‬lK‫ و‬Endogenous Activities 9‫ اا‬9:P0‫( ا‬4)
‫م‬O‫ ا‬9 3= 9:P0‫ ا‬lK‫ و‬Exogenous Activities 9H‫ ا)ر‬9:P0‫( ا‬5)
Z ‫م‬O 3 8 9H‫ ر‬9:Pf Yf*8S ‫ي‬6‫م ا‬O‫ ا‬.‫م‬O‫ا ا‬6‫ ه‬3# YBK 3*‫وا‬
.‫ح‬2*` ‫م‬O $f l%28 ‫ي‬6‫ وا‬9H‫ ا)ر‬9:P0 Yf*8 ‫ي‬6‫م ا‬O‫ ا‬c/
N/P ‫ه‬YfK Z*8 3*‫ ا‬3‫ وه‬Stochastic Activities 9@‫ا‬2P‫ ا‬9:P0‫( ا‬6)
‫ي‬6‫ ا‬XL2‫ = ^ ا‬3 *‫ إ‬Q8‫ز‬2* l%2K ‫ت *دة‬/‫ إ‬TJ@* ‫ن‬2/K‫ و‬3@‫ا‬2P#
Z*8 9& ‫ل‬:#‫  إ‬G‫ آ  ان ا‬3 *‫ إ‬Q8‫ز‬2* l%28 Q J* 9& $LZ*K
.3@‫ا‬2P# N/P
Q:;* N/P ‫م‬O‫ ا‬9 T= Z*K 3*‫ وا‬Discrete Systems 9` ‫ ا‬9 O0‫( ا‬7)
3# RD ‫ل‬2%‫ و‬،Q:;* N/P ‫ث‬8 Q‫ ا‬3= 9#i ‫ = ^ إآ ل‬G‫ ا‬Q
.ˆ‫ ا‬Q:;* N/P ‫ث‬8 Q@i‫ا‬

175
 ‫)‪ 9H6  (8‬ا‪O‬م ‪ System Modeling‬را‪O 9‬م  ‪ RJ8‬ان ‪2/‬ن او ‪2  3‬ذج‬
‫‪ l%2 Model‬ه‪6‬ا ا‪O‬م ‪Z‬ض إ‪H‬اء ا*‪J‬رب ƒ‪ 3# 9H‬أ‪ 9‬وإ=*ا‪U‬ت‬
‫‪ / 8S‬إ‪H‬ا@‪ 3# T‬ا‪O‬م !ة وذ] *‪:i8S 3‬ب ا‪O‬م ا‪ 3%0‬و‪8‬ث‬
‫إر‪K‬ك =‪B8 $ # 3‬دي ا‪ ZK 3‬ا‪O‬م و=;ا‪2) $‬ا‪ $%‬ا‪ 9%0‬آ  ان درا‪9‬‬
‫ا ‪2‬ذج ‪  S‬ا‪O‬م ‪# R8JK  / K‬ة ‪2‬ارات ‪2‬ل ا‪O‬م وذ] ‪#+‬دة‬
‫ا ‪2‬ذج ا‪ 3‬ا‪ 9‬ا‪ # 9%0‬إ‪H‬اء آ‪2 N‬ار ‪ c/‬ا‪O‬م ا‪ 3%0‬ا‪6‬ي إذا‬
‫‪ / 8S ZK‬إ‪#‬د‪ 9K‬ة اى *‪ 9‬ا‪ ^ = 9%0‬را‪O 9‬م إ‪*L‬دي *‪Z‬‬
‫ت اض وا‪B8 L R:‬دي ا‪ .T/# / 8S a@* 3‬آ  أن ا ‪2‬ذج ‪/ 8‬‬
‫ان ‪8‬رس =‪ 3‬أز‪ 9‬إ=*ا‪ / 8 ^ = 9U‬إ‪H‬اء آة ‪O‬م ‪)*+‬ام ا ‪2‬ذج‬
‫و=‪=K j 9‬ت ا‪O‬م `*ات ‪#‬ة ا!‪ T‬او  =‪ 3‬د‪ .9L @L‬وآ‪]6‬‬
‫‪ 8D # / 8‬ا ‪2‬ذج درا‪ 9‬ا‪O‬م ‪ NL‬إ‪ $@P‬وو‪2H‬د‪ 5‬ا‪ 8 ^ = %‬ء‬
‫‪ Q‬و‪# 8‬ة رات ء =*‪ 8‬اي ر ا=‪2/ Ni‬ن  ‪2‬ذج ‪ N/‬ر‬
‫وآ‪K 3‬ف ا ‪ XK Q‬ه‪ 56‬ا)رات‪.‬‬
‫)‪ (9‬ا *ع ‪ Stock‬أي !‚ ‪ Q Z*8‬ا‪) G‬د‪* ،3/8‬ك( ‪G8‬داد و‪ †;8‬و‪" 8‬‬
‫ا‪2* i8‬ى ‪ Level‬او *‪ ، State Variable 9 Z‬ا *ع ‪ R#2*8‬ا‪!0‬ء‬
‫`*ة ز‪ 9‬وه‪ 56‬ا‪!0‬ء ا *‪ TOKS 9#2‬أو ‪ O 3`*)K‬إذ ا‪iK T‬ف أو‬
‫‪ (N;K) RK‬ل =*ة ز‪.9‬‬
‫)‪ (10‬ا‪A‬ب ‪ Flow‬ه‪ 2‬ل ‪ 9  Z8 Rate‬ا *ع‪ 8Gُ8 2T= ،‬أو ‪  †ِ;ُ8‬ا *ع‪.‬‬
‫ا‪A‬ب ا‪6‬ي‬
‫‪ 8G8‬ا *ع ‪ " 8‬أ‪A‬ب اا‪ N‬أو ا ر ‪ ،Source‬وا‪6‬ي ‪ †;8‬ا *ع ‪" 8‬‬
‫أ‪A‬ب ا)رج‬
‫أو ا‪2Z‬ر ‪. Sink‬‬
‫)‪ (11‬ا ‪S2‬ت ‪ Converters‬أو ا *‪Z‬ات ا ‪#‬ة ‪2K Auxiliary Variables‬ى‬
‫أر‪L‬م‪2;K ،‬م  ت‬
‫‪ 9‬أو‪ 98H‬أو ‪ 9;:‬و‪ *K‬ا *‪ 3= Controllers 9 /‬ا ‪2‬ذج‪.‬‬
‫)‪ (12‬ا ‪%2‬ت ‪ Connectors‬أو روا‪ d‬ا ‪2‬ت ‪ Information Link‬وه‪ 3‬ا*‪3‬‬
‫‪ N K‬أو ‪dK‬‬
‫ا ‪2‬ت  ‪GH‬ء إ" & =‪ 3‬ا ‪2‬ذج‪  ،‬ا ‪ T‬أن  ان ا ‪%2‬ت ‪N;KS‬‬
‫آ ت د‪N^) 98‬‬

‫‪176‬‬
‫ء‬GJ N;*K ‫ذج‬2 ‫ء  ا‬GH 9 ;= d;= ‫ت‬2 N;K 3‫ ه‬N (‫د‬2;‫ او ا‬9L:‫ او ا‬5 ‫ا‬
.&
:‫ال ا‬r2 !‫إ‬
xt −1 3‫ ه‬t − 1 G‫ ا‬#‫ و‬xt 3‫ ه‬t G‫ ا‬# Z* ‫ ا‬9 ‫ال آ‬B‫ت ا‬:  (1

‫ إذا‬xt −2 3‫ ه‬t − 2 G‫ ا‬#‫و‬

xt = xt −1 + xt − 2 , t ∈ T

:9L‫ =و‬9‫ د‬N/! "# ‫أو‬

xt − xt −1 − xt − 2 = 0, t ∈ T

:N/P‫ ا‬3# 9L‫ ا`و‬9‫ ا د‬Qi (2

xt = xt −1 + xt − 2 , t ∈ T

J yt −1 = xt −2 QU2‫و‬

xt = xt −1 + yt −1
yt = xt −1

N/P‫" ا‬# 3‫وه‬

 xt   1 1   xt −1 
y =  
 t   1 0   yt −1 

.‫ب‬2: ‫ ا‬N/P‫ ا‬2‫وه‬

9L‫*)ج  ا‬K ‫ة‬G ‫ور ا‬6J‫( ا‬3
A − λI = 0

1 1   1 0
 −λ  =0
1 0   0 1

1− λ 1
=0
1 −λ

(1 − λ )( −λ ) − 1 = 0
λ 2 − λ −1 = 0
1+ 5 1− 5
∴ λ1 = , λ2 =
2 2
λ1 = 1.618034
λ2 = 0.618034

177
 ‫‪(4‬‬
‫‪1‬‬ ‫‪1‬‬ ‫‪1‬‬
‫‪1‬‬ ‫‪0.5‬‬ ‫‪2‬‬
‫‪2‬‬ ‫‪0.666667‬‬ ‫‪1.5‬‬
‫‪3‬‬ ‫‪0.6‬‬ ‫‪1.666667‬‬
‫‪5‬‬ ‫‪0.625‬‬ ‫‪1.6‬‬
‫‪8‬‬ ‫‪0.615385‬‬ ‫‪1.625‬‬
‫‪13‬‬ ‫‪0.619048‬‬ ‫‪1.615385‬‬
‫‪21‬‬ ‫‪0.617647‬‬ ‫‪1.619048‬‬
‫‪34‬‬ ‫‪0.618182‬‬ ‫‪1.617647‬‬
‫‪55‬‬ ‫‪0.617978‬‬ ‫‪1.618182‬‬
‫‪89‬‬ ‫‪0.618056‬‬ ‫‪1.617978‬‬
‫‪144‬‬ ‫‪0.618026‬‬ ‫‪1.618056‬‬
‫‪233‬‬ ‫‪0.618037‬‬ ‫‪1.618026‬‬
‫‪377‬‬ ‫‪0.618033‬‬ ‫‪1.618037‬‬
‫‪610‬‬ ‫‪0.618034‬‬ ‫‪1.618033‬‬
‫‪987‬‬ ‫‪0.618034‬‬ ‫‪1.618034‬‬
‫‪1597‬‬ ‫‪0.618034‬‬ ‫‪1.618034‬‬
‫‪2584‬‬ ‫‪0.618034‬‬ ‫‪1.618034‬‬
‫‪4181‬‬ ‫‪0.618034‬‬ ‫‪1.618034‬‬
‫‪6765‬‬ ‫‪0.618034‬‬ ‫‪1.618034‬‬
‫‪10946‬‬ ‫‪0.618034‬‬ ‫‪1.618034‬‬
‫‪17711‬‬ ‫‪0.618034‬‬ ‫‪1.618034‬‬
‫‪28657‬‬ ‫‪0.618034‬‬ ‫‪1.618034‬‬
‫‪46368‬‬ ‫‪0.618034‬‬ ‫‪1.618034‬‬
‫‪75025‬‬ ‫‪0.618034‬‬ ‫‪1.618034‬‬
‫‪121393‬‬ ‫‪0.618034‬‬ ‫‪1.618034‬‬
‫‪196418‬‬ ‫‪0.618034‬‬ ‫‪1.618034‬‬
‫‪317811‬‬ ‫‪0.618034‬‬ ‫‪1.618034‬‬
‫‪514229‬‬ ‫‪0.618034‬‬ ‫‪1.618034‬‬
‫‪832040‬‬

‫ أن ا; ‪BK Bi 3= 9‬ول إ" ‪ λ1 = 1.618034‬و ا; ‪BK Ci 3= 9‬ول إ"‬
‫‪λ2 = 0.618034‬‬

‫إ! ‪r2‬ال ا‪:‬‬

‫‪178‬‬
‫" ان‬# ‫ل‬2;K Markovian Property of order k 9H‫  ار‬9=2‫ ا رآ‬9%)‫ ا‬: (‫)ا‬

.d;= t − 1, t − 2,..., t − k 9‫ز‬0‫ ا‬# T L "#  *K t G‫ ا‬# 9@‫ا‬2P‫هة ا‬O‫ ا‬9 L
‫ن‬+= { yt , −∞ < t < ∞} X‫= ^ إذا آ‬

( )
P yt < s | yt −1 , yt −2 ,..., yt −k , yt −( k +1) ,... = P ( yt < s | yt −1 , yt −2 ,..., yt −k )

(Second Order one State ‫ وا‬9 Z*  9^‫ ا‬9H‫  ار‬9L‫ ا`و‬9‫)ب( ا د‬
Variable)
xt − axt −1 − bxt −2 = ε t , ∀t ∈ T , ε t ~ N ( 0, 4 )

(First Order two State Variables) 9 ‫ى‬Z*  "‫ أو‬9H‫ در‬N/! "# QU2K
xt = axt −1 + byt − 2 + ε t , ε t ~ N ( 0, 4 )
yt = xt −1

Vensim ‫*)ام‬+ ‫م‬O ‫ذج‬2 ‫)ج( ا‬

a
epsil
on

x(t)
dx(t)

y(t)
dy(t)

a = 1.2, b = −0.7 ; -1

(01) a= 1.2
Units: **undefined**

(02) b= -0.7
Units: **undefined**

179
(03) "dx(t)"= a*"x(t)"+b*"y(t)"+epsilon
Units: **undefined**

(04) "dy(t)"= "x(t)"

Units: **undefined**

(05) epsilon= RANDOM NORMAL(-3.99, 3.99 , 0 , 2 , 19 )

Units: **undefined**

(06) FINAL TIME = 2 Units: Day

The final time for the simulation.

(07) INITIAL TIME = 0 Units: Day

The initial time for the simulation.

(08) SAVEPER = TIME STEP

Units: Day
The frequency with which output is stored.

(09) TIME STEP = 0.01 Units: Day

The time step for the simulation.

(10) "x(t)"= INTEG ("dx(t)", 1)

Units: **undefined**

(11) "y(t)"= INTEG ("dy(t)", 1)

Units: **undefined**

180
 Graph for epsilon
4

-2

-4
0 0.50 1 1.50 2
Time (Day)

epsilon : Current

Current
"x(t)"
2
1.7
1.4
1.1
0.8
"dx(t)"
6
3
0
-3
-6
0 0.50 1 1.50 2
Time (Day)

181
Current
"y(t)"
4

0
"dy(t)"
2

1.7

1.4

1.1

0.8
0 0.50 1 1.50 2
Time (Day)

-3

-6
0.80 0.95 1.10 1.25 1.40
"x(t)"

"dx(t)" : Current

a = 1.2, b = −0.7 ; ;* ‫ذج‬2 ‫ ان ا‬0‫ ا‬N/P‫  ا‬gU‫وا‬

a = −1.2, b = −0.7 ; -2

(01) a= -1.2
Units: **undefined**

(02) b= -0.7
Units: **undefined**

182
(03) "dx(t)"= a*"x(t)"+b*"y(t)"+epsilon
Units: **undefined**

(04) "dy(t)"= "x(t)"

Units: **undefined**

(05) epsilon= RANDOM NORMAL(-3.99, 3.99 , 0 , 2 , 19 )

Units: **undefined**

(06) FINAL TIME = 2 Units: Day

The final time for the simulation.

(07) INITIAL TIME = 0 Units: Day

The initial time for the simulation.

(08) SAVEPER = TIME STEP Units: Day

The frequency with which output is stored.

(09) TIME STEP = 0.01 Units: Day

The time step for the simulation.

(10) "x(t)"= INTEG ("dx(t)", 1)

Units: **undefined**

(11) "y(t)"= INTEG ("dy(t)", 1)

Units: **undefined**

183
Current
"x(t)"
1
0.5
0
-0.5
-1
"dx(t)"
6
3
0
-3
-6
0 0.50 1 1.50 2
Time (Day)

Current
"y(t)"
2
1.7
1.4
1.1
0.8
"dy(t)"
1
0.5
0
-0.5
-1
0 0.50 1 1.50 2
Time (Day)

184
 2

1.7

1.4

1.1

0.8
-1 -0.50 0 0.50 1
"x(t)"

"y(t)" : Current

-3

-6
-1 -0.50 0 0.50 1
"x(t)"

"dx(t)" : Current

a = −1.2, b = −0.7 ; ;* \ ‫ذج‬2 ‫ ان ا‬0‫ ا‬N/P‫  ا‬gU‫وا‬

185
 :QH‫ا ا‬
1) A Course in Mathematical Modeling
By: Douglas D. Mooney and Randall J. Swift
Published and Distributed by: The Mathematical Association of
America.

2) Mathematics for Dynamic Modeling, 2nd ed.

By: Edwaed Beltrami
Published by: Academic Press

3) An Introduction to Mathematical Modeling

By: Edward A. Bender
Published by: Dover Publications, inc.

4) Mathematical Modelling Techniques

By: Rutherford Aris
Published by: Dover Publications, inc.

5) Introduction to Difference Equations

By: Samuel Goldberg
Published by: Dover Publications, inc.

6) Matrix Computations
By: Gene H. Golub & Charles F. Van Loan
Published by: North Oxford Academic

7) The State Space Equations and Their Time Domain Solution

Lecture Notes
By: Dr. J. R. White, UMass-Lowell

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