simulation of turbulence boiling, generation of vapour and predication of its behaviour are still subject to debate in the two-phase flow area and they receive a high level of worldwide attention. in this study, a new arrangement of the three dimensional governing equations for turbulence two-phase flow with heat and mass transfer are derived by using ensemble averaging two-fluid model and util...

First formal announcement of many of these results appeared in Some of the refereed papers relative to MA-model concepts and its mathematical construction.

Dam breach width significantly influences peak breach outflow, inundation levels, and flood arrival time, but uncertainties inherent in the prediction of its value for embankment dams make its accurate estimation a challenging task in dam risk assessments. The key focus of this paper is to provide a fuzzy logic (FL) model for estimating the average breach width of embankment dams as an alternat...

Humanities scholars increasingly rely on digital archives for their research instead of time-consuming visits to physical archives. This shift in research method has the hidden cost of working with digitally processed historical documents: how much trust can a scholar place in noisy representations of source texts? In a series of interviews with historians about their use of digital archives, w...

This paper proposes an improved procedure for stochastic volatility model estimation with an application in risk management. This procedure is composed of the following instrumental components: Fourier transform method for volatility estimation with a price correction scheme, and importance sampling for extremal event probability estimation with applications to estimate Value-at-Risk and condit...

We examine the climate response to solar irradiance changes between the late 17th-century Maunder Minimum and the late 18th century. Global average temperature changes are small (about 0.3 degrees to 0.4 degrees C) in both a climate model and empirical reconstructions. However, regional temperature changes are quite large. In the model, these occur primarily through a forced shift toward the lo...

In this paper we develop a positive calibrated approach to stochastic dynamic programming. Risk aversion, discount rate, and intertemporal substitution preferences of the decision-maker are calibrated by a procedure that minimizes the mean squared error from data on past decisions. We apply this framework to managing stochastic water supplies from Oroville Reservoir, located in Northern Califor...

This paper describes three bed prediction models in aiding hospital planners to anticipate bed demand so as to manage resources efficiently. The Poisson bed occupancy model provides an estimation of bed occupancy and optimal bed requirements in each class based on length of stay and admissions data. The simulation model was developed to predict bed occupancy levels for every class for the follo...

The model introduced in this article is designed to provide a consistent representation for both the real-world and pricing measures for the credit process. We find that good agreement with historical and market data can be achieved across all credit ratings simultaneously. The model is characterized by an underlying stochastic process that represents credit quality and default events are assoc...